# EDGAR Filing Document

**Accession Number:** 0001738078
**File Stem:** 0001752724-25-210414
**Filing Date:** 2025-8
**Character Count:** 4029533
**Document Hash:** 71e26b3f73d0e261b0d68b2999ba3224
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-210414.hdr.sgml**: 20250828

**ACCESSION NUMBER**: 0001752724-25-210414

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250630

**FILED AS OF DATE**: 20250828

**DATE AS OF CHANGE**: 20250828

**PERIOD START**: 20251231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** BlackRock Funds V
- **CENTRAL INDEX KEY:** 0001738078

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23339
- **FILM NUMBER:** 251268931

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

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

## Series and Classes Contracts Data

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Wilmington

  - **State:** DE

  - **Foreign country:** US

  - **Zip / Postal Code:** 19809

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

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

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

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

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

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

- **a. Date of fiscal year-end:** 2025-12-31

- **b. Date as of which information is reported:** 2025-06-30

**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:** $66396546488.76

**Total Liabilities:** $23999984449.74

**Net Assets:** $42396562039.02

**Amount of Assets Invested in Other Investment Companies:** $168032013.90

**Cash Not Reported:** $115229354.11

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 1629525.56000000 | **1-Year:** 398105.06000000 | **5-Year:** 4919541.72000000 | **10-Year:** 2774398.81000000 | **30-Year:** 1740523.19000000

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

- **3-Month:** 553358.90000000 | **1-Year:** 1696689.23000000 | **5-Year:** 5533594.17000000 | **10-Year:** -6013.79000000 | **30-Year:** 31889.48000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000202265 | 0.39%                | 0.83%                | 1.36%                |
| Class ID C000202266 | 0.58%                | 0.92%                | 1.33%                |
| Class ID C000202267 | 0.58%                | 0.92%                | 1.34%                |
| Class ID C000202264 | 0.55%                | 0.90%                | 1.31%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-71385982.80            | $493255006.33                              |
| Month 2  | $44875146.39             | $232123816.74                              |
| Month 3  | $-21187058.78            | $799467222.99                              |

**Designated Index Information**

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

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

### Schedule of Portfolio Investments

| Name                                                                             | Title                                                                                                                            | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |       Balance | Units   | Value (USD)     | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| N/A                                                                              | Daiwa House Industry Co. Ltd.                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | JP        |      14000000 | NS      | $1001354.12     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Viterra Finance BV                                                               | Viterra Finance BV                                                                                                               | CUSIP: N/A<br>LEI: 213800HBZGEIZLKJBI17       | Long             | DBT              | CORP              | NL        |      13504000 | PA      | $14965276.60    | 0.04%             | 2028-09-24      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| WHARF Commercial Mortgage Trust                                                  | WHARF Commercial Mortgage Trust, Series 2025-DC, Class A                                                                         | CUSIP: 92987LAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      10430000 | PA      | $10632881.23    | 0.03%             | 2040-07-15      | Variable      | 5.35%                 | No            |                  2 | On Loan: No      |
| PRET LLC                                                                         | PRET LLC, Series 2024-NPL4, Class A1                                                                                             | CUSIP: 74143RAA1<br>LEI: 254900OXVJK5CT5B2O86 | Long             | ABS-MBS          | CORP              | US        |      11959052 | PA      | $11977769.02    | 0.03%             | 2054-07-25      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                                              | CUSIP: 912810TJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     186365000 | PA      | $134524954.96   | 0.32%             | 2052-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Carlyle Euro CLO DAC                                                             | Carlyle Euro CLO DAC, Series 2021-2A, Class B                                                                                    | CUSIP: N/A<br>LEI: 635400GXUD5SKWFXE966       | Long             | ABS-CBDO         | CORP              | IE        |        250000 | PA      | $295957.82      | 0.00%             | 2035-10-15      | Floating      | 4.53%                 | No            |                  2 | On Loan: No      |
| American Airlines Pass-Through Trust                                             | American Airlines Pass-Through Trust, Series 2019-1, Class AA                                                                    | CUSIP: 02377LAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        220800 | PA      | $202759.46      | 0.00%             | 2032-02-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Bombardier, Inc.                                                                 | Bombardier, Inc.                                                                                                                 | CUSIP: 097751CB5<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |       2622000 | PA      | $2752313.40     | 0.01%             | 2031-07-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-185525.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Conseco Finance Securitizations Corp.                                            | Conseco Finance Securitizations Corp., Series 2000-1, Class A5                                                                   | CUSIP: 20846QBP2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       4152280 | PA      | $566686.98      | 0.00%             | 2029-09-01      | Variable      | 8.06%                 | No            |                  2 | On Loan: No      |
| Republic of Uzbekistan International Bond                                        | Republic of Uzbekistan                                                                                                           | CUSIP: N/A<br>LEI: 213800L6VDKUM3TCM927       | Long             | DBT              | NUSS              | UZ        |       7545000 | PA      | $9104313.24     | 0.02%             | 2027-05-29      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Flexsys Cayman Holdings Lp                                                       | Flexsys Cayman Holdings Lp, 1st Lien Term Loan                                                                                   | CUSIP: G3577PAD6<br>LEI: N/A                  | Long             | LON              | CORP              | KY        |       3866056 | PA      | $1957190.98     | 0.00%             | 2029-08-01      | Variable      | 9.69%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Federal National Mortgage Association Variable Rate Notes, Series 2025-32, Class FA                                              | CUSIP: 3136BVWT1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      40988993 | PA      | $40972576.45    | 0.10%             | 2055-05-25      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Obayashi Corp.                                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         73100 | NS      | $-2290.77       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Mars, Inc.                                                                       | Mars, Inc.                                                                                                                       | CUSIP: 571676AU9<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |        100000 | PA      | $101232.84      | 0.00%             | 2031-04-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Bayview Commercial Asset Trust                                                   | Bayview Commercial Asset Trust, Series 2008-2, Class A4A                                                                         | CUSIP: 07326HAJ3<br>LEI: 5493000GL2JJAFF26M50 | Long             | ABS-MBS          | CORP              | US        |       1596771 | PA      | $1574232.69     | 0.00%             | 2038-04-25      | Floating      | 8.18%                 | No            |                  2 | On Loan: No      |
| Stratton Mortgage Funding plc                                                    | Stratton Mortgage Funding plc, Series 2024-3, Class C                                                                            | CUSIP: N/A<br>LEI: 635400HN3D5CAXKQB937       | Long             | ABS-MBS          | CORP              | GB        |        933000 | PA      | $1279218.63     | 0.00%             | 2049-06-25      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| EnBW Energie Baden-Wuerttemberg AG                                               | EnBW Energie Baden-Wuerttemberg AG                                                                                               | CUSIP: N/A<br>LEI: 529900JSFZ4TS59HKD79       | Long             | DBT              | CORP              | DE        |      14800000 | PA      | $16859025.48    | 0.04%             | 2079-08-05      | Variable      | 1.62%                 | No            |                  2 | On Loan: No      |
| Ahlstrom Holding 3 Oy                                                            | Ahlstrom Holding 3 Oy                                                                                                            | CUSIP: N/A<br>LEI: 743700UEY0YM039XN974       | Long             | DBT              | CORP              | FI        |       3800000 | PA      | $3614164.69     | 0.01%             | 2028-02-04      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Amkor Technology, Inc.                                                           | Amkor Technology, Inc.                                                                                                           | CUSIP: 031652BK5<br>LEI: 529900VHLRTKPWZJBM84 | Long             | DBT              | CORP              | US        |      10550000 | PA      | $10576448.85    | 0.02%             | 2027-09-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| RR 18 Ltd.                                                                       | RR 18 Ltd., Series 2021-18A, Class A2                                                                                            | CUSIP: 749752AE1<br>LEI: 54930003V8ISBLDELD80 | Long             | ABS-CBDO         | CORP              | KY        |       1750000 | PA      | $1753154.38     | 0.00%             | 2034-10-15      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| Republic of Benin                                                                | Benin Government Bond                                                                                                            | CUSIP: 08205QAA6<br>LEI: 635400Q11P6AE5A5Y230 | Long             | DBT              | NUSS              | BJ        |       4449000 | PA      | $4193182.50     | 0.01%             | 2038-02-13      | Fixed         | 7.96%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     746938487 | PA      | $-1725.74       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Atos SE                                                                          | Atos SE                                                                                                                          | CUSIP: N/A<br>LEI: 5493001EZOOA66PTBR68       | Long             | SN               | CORP              | FR        |       7000000 | PA      | $9195838.06     | 0.02%             | 2029-12-18      | Variable      | 9.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | USD/CHF One-touch barrier option; Barrier price USD 0.87000                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |       4205520 | PA      | $35259.64       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association Variable Rate Notes, Series 2023-50, Class AC                                           | CUSIP: 38381JDG9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       2199667 | PA      | $1995284.40     | 0.00%             | 2063-09-16      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                                                     | BX Commercial Mortgage Trust, Series 2023-XL3, Class A                                                                           | CUSIP: 12434GAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       8039347 | PA      | $8061891.69     | 0.02%             | 2040-12-09      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust                                                         | Ajax Mortgage Loan Trust, Series 2022-B, Class A2                                                                                | CUSIP: 00971BAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       2124115 | PA      | $1920027.06     | 0.00%             | 2062-03-27      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | USCPI                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | GB        |      52630000 | PA      | $-11348.46      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Eurobank SA                                                                      | Eurobank SA                                                                                                                      | CUSIP: N/A<br>LEI: 213800KGF4EFNUQKAT69       | Long             | DBT              | CORP              | GR        |       3900000 | PA      | $4712724.47     | 0.01%             | 2030-09-24      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Telstra Group Ltd.                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -695300 | NS      | $1946.08        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOC Hong Kong Holdings Ltd.                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        363000 | NS      | $-19757.32      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Kronos International, Inc.                                                       | Kronos International, Inc.                                                                                                       | CUSIP: N/A<br>LEI: 529900NTVDLUSYY9F493       | Long             | DBT              | CORP              | US        |       4074000 | PA      | $5168168.48     | 0.01%             | 2029-03-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Energizer Holdings, Inc.                                                         | Energizer Holdings, Inc.                                                                                                         | CUSIP: 29272WAD1<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |       3004000 | PA      | $2841226.73     | 0.01%             | 2029-03-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BBAM European CLO I DAC                                                          | BBAM European CLO I DAC, Series 1X, Class AR                                                                                     | CUSIP: N/A<br>LEI: 549300TZ7R77T955CQ98       | Long             | ABS-CBDO         | CORP              | IE        |       5000000 | PA      | $5858186.83     | 0.01%             | 2034-07-22      | Floating      | 3.11%                 | No            |                  2 | On Loan: No      |
| Dutch Property Finance BV                                                        | Dutch Property Finance BV, Series 2021-1, Class B                                                                                | CUSIP: N/A<br>LEI: 724500CZD3S0GPKAZP67       | Long             | ABS-MBS          | CORP              | NL        |        740000 | PA      | $872132.79      | 0.00%             | 2058-07-28      | Floating      | 3.26%                 | No            |                  2 | On Loan: No      |
| Kingdom of Spain                                                                 | Bonos y Obligaciones del Estado                                                                                                  | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |      45767000 | PA      | $46893773.60    | 0.11%             | 2046-10-31      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      29250000 | PA      | $-203427.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Small Business Origination Loan Trust DAC                                        | Small Business Origination Loan Trust DAC, Series 2025-1, Class B                                                                | CUSIP: N/A<br>LEI: 635400ZO4NUYBCC9ZI87       | Long             | ABS-CBDO         | CORP              | IE        |        636828 | PA      | $874138.67      | 0.00%             | 2036-12-15      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| Lendmark Funding Trust                                                           | Lendmark Funding Trust, Series 2024-2A, Class D                                                                                  | CUSIP: 52590AAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       2776000 | PA      | $2798367.90     | 0.01%             | 2034-02-21      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association, Series 2022-78, Class D                                                                | CUSIP: 38383P6D8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      72443515 | PA      | $12314977.32    | 0.03%             | 2051-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Rakuten Group, Inc.                                                              | Rakuten Group, Inc.                                                                                                              | CUSIP: 75102WAM0<br>LEI: 529900IMXUCQKUL1H943 | Long             | DBT              | CORP              | JP        |       7951000 | PA      | $7778652.93     | 0.02%             | 2029-12-15      | Variable      | 8.12%                 | No            |                  2 | On Loan: No      |
| Stena International SA                                                           | Stena International SA                                                                                                           | CUSIP: 85858EAD5<br>LEI: 213800A4LTGG4W55QP46 | Long             | DBT              | CORP              | LU        |      13358000 | PA      | $13399383.08    | 0.03%             | 2031-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Citicorp Mortgage Securities Trust                                               | Citicorp Mortgage Securities Trust, Series 2007-4, Class 1A14                                                                    | CUSIP: 17312XAP9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1119415 | PA      | $980851.43      | 0.00%             | 2037-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                                                     | BX Commercial Mortgage Trust, Series 2024-PALM, Class A                                                                          | CUSIP: 05612UAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      27249231 | PA      | $27249230.83    | 0.06%             | 2037-06-15      | Floating      | 5.85%                 | No            |                  2 | On Loan: No      |
| Garda World Security Corp.                                                       | Garda World Security Corp.                                                                                                       | CUSIP: 36485MAK5<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |        467000 | PA      | $464104.97      | 0.00%             | 2027-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Bayer AG                                                                         | Bayer AG                                                                                                                         | CUSIP: N/A<br>LEI: 549300J4U55H3WP1XT59       | Long             | DBT              | CORP              | DE        |      13800000 | PA      | $16336013.22    | 0.04%             | 2082-03-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Goldman Home Improvement Trust Issuer Trust                                      | Goldman Home Improvement Trust Issuer Trust, Series 2022-GRN2, Class A                                                           | CUSIP: 38151JAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       2742946 | PA      | $2820805.04     | 0.01%             | 2052-10-25      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| SMBC Aviation Capital Finance DAC                                                | SMBC Aviation Capital Finance DAC                                                                                                | CUSIP: 78448TAF9<br>LEI: 549300OD7VKRVNWB2J98 | Short            | DBT              | CORP              | IE        |      -1900000 | PA      | $-1780342.52    | -0.00%            | 2028-06-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Sonic Automotive, Inc.                                                           | Sonic Automotive, Inc.                                                                                                           | CUSIP: 83545GBD3<br>LEI: 549300NTLRGJ2JCBZU03 | Long             | DBT              | CORP              | US        |        979000 | PA      | $949871.13      | 0.00%             | 2029-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| SEPLAT Energy plc                                                                | SEPLAT Energy plc                                                                                                                | CUSIP: N/A<br>LEI: 029200711C4S4CB2E982       | Long             | DBT              | CORP              | NG        |        542000 | PA      | $537425.52      | 0.00%             | 2030-03-21      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| Buckeye Partners LP                                                              | Buckeye Partners LP                                                                                                              | CUSIP: 118230AV3<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |        721000 | PA      | $746971.86      | 0.00%             | 2029-07-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | USD Currency                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CH        |    -210200000 | PA      | $-3069762.76    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Iron Mountain, Inc.                                                              | Iron Mountain, Inc.                                                                                                              | CUSIP: 46284VAL5<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |       4948000 | PA      | $4908671.81     | 0.01%             | 2032-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd.                                                                | CIFC Funding 2018-III Ltd., Series 2018-3A, Class A                                                                              | CUSIP: 12551YAA1<br>LEI: 635400OB7ZCBUWDQNV87 | Long             | ABS-CBDO         | CORP              | KY        |       4832201 | PA      | $4838745.33     | 0.01%             | 2031-07-18      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                                         | Cooperatieve Rabobank UA                                                                                                         | CUSIP: N/A<br>LEI: DG3RU1DBUFHT4ZF9WN62       | Long             | DBT              | CORP              | NL        |       3300000 | PA      | $4299665.67     | 0.01%             | 2028-07-12      | Variable      | 1.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | FR        |       4000000 | PA      | $28022.59       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Heimstaden Bostad Treasury BV                                                    | Heimstaden Bostad Treasury BV                                                                                                    | CUSIP: N/A<br>LEI: 549300ORG6UYMJBCV938       | Long             | DBT              | CORP              | NL        |       2519000 | PA      | $2888635.64     | 0.01%             | 2027-03-03      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Chase Commercial Mortgage Securities Trust                           | J.P. Morgan Chase Commercial Mortgage Securities Trust, Series 2022-NLP, Class F                                                 | CUSIP: 466317AQ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      11123729 | PA      | $10514478.29    | 0.02%             | 2037-04-15      | Floating      | 8.10%                 | No            |                  2 | On Loan: No      |
| Tower Bridge Funding plc                                                         | Tower Bridge Funding plc, Series 2024-3X, Class C                                                                                | CUSIP: N/A<br>LEI: 635400XMA28GDAPK1E69       | Long             | ABS-MBS          | CORP              | GB        |        349908 | PA      | $480301.66      | 0.00%             | 2066-12-20      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| Warnermedia Holdings, Inc.                                                       | Warnermedia Holdings, Inc.                                                                                                       | CUSIP: 55903VBC6<br>LEI: 549300DXR29GD4N0A520 | Short            | DBT              | CORP              | US        |      -6915000 | PA      | $-5143031.25    | -0.01%            | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| Race Point IX CLO Ltd.                                                           | Race Point IX CLO Ltd., Series 2015-9A, Class BR                                                                                 | CUSIP: 74981HCG3<br>LEI: 549300C3570PBQ31OI09 | Long             | ABS-CBDO         | CORP              | KY        |       2000000 | PA      | $2004514.00     | 0.00%             | 2030-10-15      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| IHS Holding Ltd.                                                                 | IHS Holding Ltd.                                                                                                                 | CUSIP: 44963HAB1<br>LEI: 213800CLGMKL63VKTD94 | Long             | DBT              | CORP              | KY        |      10980000 | PA      | $10698637.50    | 0.03%             | 2028-11-29      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Washington Mutural WMABS                                                         | Washington Mutural WMABS, Series 2007-HE1, Class 2A1                                                                             | CUSIP: 93935KAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        511538 | PA      | $159506.35      | 0.00%             | 2036-11-25      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| Tackle SARL                                                                      | Tackle SARL, Facility 1st Lien Term Loan B2                                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | LU        |       4400000 | PA      | $5164632.25     | 0.01%             | 2028-05-22      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO 20 Ltd.                                                              | Elmwood CLO 20 Ltd., Series 2022-7A, Class FR                                                                                    | CUSIP: 29002BAJ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       3500000 | PA      | $3418631.65     | 0.01%             | 2037-01-17      | Floating      | 12.28%                | No            |                  2 | On Loan: No      |
| N/A                                                                              | Tonies SE                                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DE        |        196295 | NS      | $11561.28       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-12584.87      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp.        | Uniform Mortgage-Backed Securities                                                                                               | CUSIP: 01F052672<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3741921000 | PA      | $3741064923.31  | 8.82%             | 2055-07-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust                                           | Velocity Commercial Capital Loan Trust, Series 2022-1, Class M4                                                                  | CUSIP: 92258XAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1237253 | PA      | $986388.47      | 0.00%             | 2052-02-25      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| Light & Wonder International, Inc.                                               | Light & Wonder International, Inc.                                                                                               | CUSIP: 80874YBC3<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |        569000 | PA      | $570657.46      | 0.00%             | 2028-05-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                                                                   | CUSIP: 61747YFV2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      10929000 | PA      | $10680150.60    | 0.03%             | 2055-11-19      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| Olympus Water US Holding Corp.                                                   | Olympus Water US Holding Corp., 1st Lien Term Loan B6                                                                            | CUSIP: 68163YAJ4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       7373614 | PA      | $7278936.47     | 0.02%             | 2031-06-23      | Variable      | 7.30%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Kyocera Corp.                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -120900 | NS      | $-18945.13      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust                                           | Velocity Commercial Capital Loan Trust, Series 2020-1, Class M3                                                                  | CUSIP: 92259LAL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        402425 | PA      | $297942.16      | 0.00%             | 2050-02-25      | Variable      | 3.19%                 | No            |                  2 | On Loan: No      |
| Navient Private Education Refi Loan Trust                                        | Navient Private Education Refi Loan Trust, Series 2021-DA, Class C                                                               | CUSIP: 63942CAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       4217702 | PA      | $3937399.12     | 0.01%             | 2060-04-15      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings, Inc.                                            | Clydesdale Acquisition Holdings, Inc.                                                                                            | CUSIP: 18972EAA3<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |       5949000 | PA      | $6035170.61     | 0.01%             | 2029-04-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| First Franklin Mortgage Loan Trust                                               | First Franklin Mortgage Loan Trust, Series 2006-FF13, Class A2C                                                                  | CUSIP: 30247DAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       2495546 | PA      | $1625515.17     | 0.00%             | 2036-10-25      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                                      | Goldman Sachs International                                                                                                      | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | Long             | RA               | CORP              | GB        |       2664084 | PA      | $3138157.22     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Home Equity Mortgage Loan Asset-Backed Trust                                     | Home Equity Mortgage Loan Asset-Backed Trust, Series 2004-A, Class M2                                                            | CUSIP: 456606ER9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        693389 | PA      | $665007.11      | 0.00%             | 2034-07-25      | Floating      | 3.78%                 | No            |                  2 | On Loan: No      |
| Helios Software Holdings, Inc.                                                   | Helios Software Holdings, Inc.                                                                                                   | CUSIP: N/A<br>LEI: 2138002XO5EAYFHPPT53       | Long             | DBT              | CORP              | US        |      12207000 | PA      | $14875319.29    | 0.04%             | 2029-05-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Arini European CLO                                                               | Arini European CLO, Series 5X, Class D                                                                                           | CUSIP: N/A<br>LEI: 635400HVHHJPCXB66K47       | Long             | ABS-CBDO         | CORP              | IE        |       1470000 | PA      | $1725081.11     | 0.00%             | 2039-01-15      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| Viking Cruises Ltd.                                                              | Viking Cruises Ltd.                                                                                                              | CUSIP: 92676XAD9<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |       5994000 | PA      | $5997350.65     | 0.01%             | 2027-09-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings, Inc.                                            | Clydesdale Acquisition Holdings, Inc.                                                                                            | CUSIP: 18972EAB1<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |       8962000 | PA      | $9166548.69     | 0.02%             | 2030-04-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| CVC Cordatus Loan Fund XXIX DAC                                                  | CVC Cordatus Loan Fund XXIX DAC, Series 29A, Class D                                                                             | CUSIP: N/A<br>LEI: 54930002S39B168UJK53       | Long             | ABS-CBDO         | CORP              | IE        |       1000000 | PA      | $1182664.86     | 0.00%             | 2037-02-15      | Floating      | 7.54%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-774.13        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-207354.71     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       1975000 | PA      | $76730.89       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sensata Technologies BV                                                          | Sensata Technologies BV                                                                                                          | CUSIP: 81725WAL7<br>LEI: PUCKW5P5O3XMOZVH7T53 | Long             | DBT              | CORP              | NL        |       1327000 | PA      | $1328786.14     | 0.00%             | 2030-09-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Oldcastle BuildingEnvelope, Inc.                                                 | Oldcastle BuildingEnvelope, Inc., 1st Lien Term Loan B                                                                           | CUSIP: 68778DAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |        979849 | PA      | $900030.35      | 0.00%             | 2029-04-30      | Variable      | 8.55%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | iShares Russell 2000 ETF                                                                                                         | CUSIP: 00PBQD4E9<br>LEI: N/A                  | N/A              | DE               |  | US        |           850 | NC      | $108800.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                              | USCPI                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | GB        |      86180000 | PA      | $1585.93        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Kyushu Electric Power Co., Inc.                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        130700 | NS      | $57680.88       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Xerox Holdings Corp.                                                                                                             | CUSIP: 00CBNT0X3<br>LEI: N/A                  | N/A              | DE               |  | US        |          1244 | NC      | $9330.00        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Holdings plc                                                                | HSBC Holdings plc                                                                                                                | CUSIP: N/A<br>LEI: MLU0ZO3ML4LN2LL2TL39       | Long             | DBT              | CORP              | GB        |       9500000 | PA      | $11320783.51    | 0.03%             | 2030-09-25      | Variable      | 3.44%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Barratt Redrow plc                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |       -375600 | NS      | $25196.21       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                                             | Mitsubishi UFJ Financial Group, Inc.                                                                                             | CUSIP: N/A<br>LEI: 353800V2V8PUY9TK3E06       | Long             | DBT              | CORP              | JP        |       6075000 | PA      | $7213486.83     | 0.02%             | 2036-06-10      | Variable      | 3.87%                 | No            |                  2 | On Loan: No      |
| Auburn 15 plc                                                                    | Auburn 15 plc, Series 15, Class A2                                                                                               | CUSIP: N/A<br>LEI: 635400AVCSC2I7SWKL40       | Long             | ABS-MBS          | CORP              | GB        |       2671299 | PA      | $3680625.81     | 0.01%             | 2045-07-20      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| Stratton Mortgage Funding plc                                                    | Stratton Mortgage Funding plc, Series 2024-3, Class A                                                                            | CUSIP: N/A<br>LEI: 635400HN3D5CAXKQB937       | Long             | ABS-MBS          | CORP              | GB        |       6995050 | PA      | $9608438.27     | 0.02%             | 2049-06-25      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| Iron Mountain UK plc                                                             | Iron Mountain UK plc                                                                                                             | CUSIP: N/A<br>LEI: 213800OT3BUEZ7P7XW26       | Long             | DBT              | CORP              | GB        |       3868000 | PA      | $5269675.86     | 0.01%             | 2025-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDI                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |       6847826 | PA      | $-59374.50      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bertrand Franchise Finance SAS                                                   | Bertrand Franchise Finance SAS                                                                                                   | CUSIP: N/A<br>LEI: 969500HGPPEHSTNJFW57       | Long             | DBT              | CORP              | FR        |       1332000 | PA      | $1588838.40     | 0.00%             | 2030-07-18      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Dryden 41 Senior Loan Fund                                                       | Dryden 41 Senior Loan Fund, Series 2015-41A, Class AR                                                                            | CUSIP: 26244KAN6<br>LEI: 5493000CMI5L15ZSNM78 | Long             | ABS-CBDO         | CORP              | KY        |       1771994 | PA      | $1772479.12     | 0.00%             | 2031-04-15      | Floating      | 5.49%                 | No            |                  2 | On Loan: No      |
| Credit Acceptance Corp.                                                          | Credit Acceptance Corp.                                                                                                          | CUSIP: 225310AS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       1436000 | PA      | $1453713.06     | 0.00%             | 2030-03-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Chase Commercial Mortgage Securities Trust                           | J.P. Morgan Chase Commercial Mortgage Securities Trust, Series 2024-IGLG, Class E                                                | CUSIP: 46593KAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      13516000 | PA      | $13489592.30    | 0.03%             | 2039-11-09      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      14317248 | PA      | $-138376.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Meituan                                                                          | Meituan                                                                                                                          | CUSIP: N/A<br>LEI: 21380033K525E5JLIA77       | Long             | DBT              | CORP              | KY        |       6000000 | PA      | $5826000.00     | 0.01%             | 2028-04-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-32788.70      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  290100000000 | PA      | $-25138.73      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Finance Corp. International Ltd.                                   | Goldman Sachs Finance Corp. International Ltd., Series 700                                                                       | CUSIP: N/A<br>LEI: 549300KQWCT26VXWW684       | Long             | DBT              | CORP              | JE        |       4000000 | PA      | $5600000.00     | 0.01%             | 2027-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association, Series 2021-67, Class QI                                                               | CUSIP: 38382R3Q9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      21169409 | PA      | $3636430.26     | 0.01%             | 2051-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $8367.09        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Nikkei 225 Index                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | JP        |          -172 | NC      | $-432971.08     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Puerto Rico Electric Power Authority                                             | Puerto Rico Electric Power Authority, Series 2013A                                                                               | CUSIP: 74526YDG7<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | PR        |       6800000 | PA      | $3281000.00     | 0.01%             | 2042-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | NDIRS                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     390651000 | PA      | $4172275.95     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-8417.62       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                                                        | Nelnet Student Loan Trust, Series 2021-A, Class D                                                                                | CUSIP: 64035DAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       4268000 | PA      | $3802194.75     | 0.01%             | 2062-04-20      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOP                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      10935000 | PA      | $856137.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | NetEase, Inc.                                                                                                                    | CUSIP: 64110W102<br>LEI: N/A                  | N/A              | DE               |  | US        |             1 | NS      | $3.50           | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Symphony CLO XXVI Ltd.                                                           | Symphony CLO XXVI Ltd., Series 2021-26A, Class AR                                                                                | CUSIP: 87190GAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       1444460 | PA      | $1446526.68     | 0.00%             | 2033-04-20      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | ETRS                                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | FR        |        316000 | PA      | $249809.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan Chase Commercial Mortgage Securities Trust                           | J.P. Morgan Chase Commercial Mortgage Securities Trust, Series 2019-MFP, Class E                                                 | CUSIP: 46651MAN6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       5580000 | PA      | $5308021.31     | 0.01%             | 2036-07-15      | Floating      | 6.52%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Novo Nordisk A/S, Class B                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         12000 | NS      | $-150276.57     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                                           | Alternative Loan Trust, Series 2006-OC1, Class 1A1                                                                               | CUSIP: 12668BJD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1900870 | PA      | $1873689.92     | 0.00%             | 2036-03-25      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| Carlyle US CLO Ltd.                                                              | Carlyle US CLO Ltd., Series 2019-1A, Class A1AR                                                                                  | CUSIP: 14316BAL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |        775818 | PA      | $776982.20      | 0.00%             | 2031-04-20      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| Vanguard Intermediate-Term Corporate Bond ETF                                    | Vanguard Intermediate-Term Corporate Bond ETF                                                                                    | CUSIP: 92206C870<br>LEI: N/A                  | Long             |  | RF                | US        |       1573283 | NS      | $130456626.36   | 0.31%             |  |  |  | No            |                  1 | On Loan: —       |
| Anchorage Credit Funding 3 Ltd.                                                  | Anchorage Credit Funding 3 Ltd., Series 2016-3A, Class A2R                                                                       | CUSIP: 03330EAL8<br>LEI: 5493003NNQWXMTSTMF21 | Long             | ABS-CBDO         | CORP              | KY        |       4045000 | PA      | $4053954.42     | 0.01%             | 2039-01-28      | Floating      | 6.64%                 | No            |                  2 | On Loan: No      |
| Resorts World Las Vegas LLC                                                      | Resorts World Las Vegas LLC                                                                                                      | CUSIP: 76120HAD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        400000 | PA      | $394550.00      | 0.00%             | 2030-07-27      | Fixed         | 8.45%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | AppLovin Corp., Class A                                                                                                          | CUSIP: 03831W108<br>LEI: N/A                  | N/A              | DE               |  | GB        |         -2200 | NS      | $-32296.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       3051000 | PA      | $-106599.71     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                                                     | Barclays Mortgage Loan Trust, Series 2025-NQM2, Class SA                                                                         | CUSIP: 066930AH1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |          4427 | PA      | $4309.43        | 0.00%             | 2065-05-25      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Santander Mortgage Asset Receivable Trust                                        | Santander Mortgage Asset Receivable Trust, Series 2025-NQM3, Class A1                                                            | CUSIP: 80263AAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      14092106 | PA      | $14160417.48    | 0.03%             | 2065-05-25      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $2753904.58     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Daiwa House Industry Co. Ltd.                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | JP        |      11000000 | NS      | $657931.08      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                                              | Largan Precision Co. Ltd.                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          5000 | NS      | $8609.51        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Prime Investments LLC                                                            | Prime Investments LLC                                                                                                            | CUSIP: 74167YAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      45401000 | PA      | $45312722.30    | 0.11%             | 2030-05-01      | Fixed         | 11.00%                | No            |                  3 | On Loan: No      |
| N/A                                                                              | NDIRS                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  114018982608 | PA      | $528597.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Pampa Energia SA                                                                 | Pampa Energia SA                                                                                                                 | CUSIP: 697660AF5<br>LEI: 254900QNIK0CVURGML24 | Long             | DBT              | CORP              | AR        |       1913000 | PA      | $1908427.93     | 0.00%             | 2034-12-16      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Hon Hai Precision Industry Co. Ltd.                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         82000 | NS      | $21851.38       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Garfunkelux Holdco 3 SA                                                          | Garfunkelux Holdco 3 SA                                                                                                          | CUSIP: N/A<br>LEI: 2221007QVSNJV7EWBX69       | Long             | DBT              | CORP              | LU        |       7782000 | PA      | $6632184.80     | 0.02%             | 2025-11-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Standard Industries, Inc.                                                        | Standard Industries, Inc.                                                                                                        | CUSIP: 853496AG2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |       3388000 | PA      | $3207898.76     | 0.01%             | 2030-07-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| TCW CLO Ltd.                                                                     | TCW CLO Ltd., Series 2023-1A, Class A1R                                                                                          | CUSIP: 872373AS4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       5000000 | PA      | $5000000.00     | 0.01%             | 2038-03-31      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pass-Through Certificates WMALT Trust                 | Washington Mutual Mortgage Pass-Through Certificates WMALT Trust, Series 2005-9, Class 5A9                                       | CUSIP: 93934FFK3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        236069 | PA      | $191546.44      | 0.00%             | 2035-11-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                                                | Barclays Bank plc                                                                                                                | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | RA               | CORP              | GB        |       1203000 | PA      | $1203000.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                       | Verus Securitization Trust, Series 2022-4, Class B1                                                                              | CUSIP: 92538NAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1178000 | PA      | $1057692.74     | 0.00%             | 2067-04-25      | Variable      | 4.77%                 | No            |                  2 | On Loan: No      |
| INEOS Quattro Finance 2 plc                                                      | INEOS Quattro Finance 2 plc                                                                                                      | CUSIP: N/A<br>LEI: 213800V48W4Y5MT5Q131       | Long             | DBT              | CORP              | GB        |       2990000 | PA      | $3508757.08     | 0.01%             | 2029-03-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                                  | Citigroup, Inc.                                                                                                                  | CUSIP: 172967ML2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |       3900000 | PA      | $3575845.73     | 0.01%             | 2031-01-29      | Variable      | 2.67%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Philip Morris International, Inc.                                                                                                | CUSIP: 718172109<br>LEI: N/A                  | N/A              | DE               |  | US        |          7400 | NS      | $9281.44        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | ServisFirst Bancshares, Inc.                                                                                                     | CUSIP: 81768T108<br>LEI: N/A                  | N/A              | DE               |  | US        |        -24576 | NS      | $-55541.76      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Muthoot Finance Ltd.                                                             | Muthoot Finance Ltd.                                                                                                             | CUSIP: 62828M2D2<br>LEI: 335800HAMJMBFL4RRF02 | Long             | DBT              | CORP              | IN        |       3500000 | PA      | $3482500.00     | 0.01%             | 2029-04-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $366984.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BLP Commercial Mortgage Trust                                                    | BLP Commercial Mortgage Trust, Series 2024-IND2, Class A                                                                         | CUSIP: 05625AAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       2558987 | PA      | $2562186.15     | 0.01%             | 2041-03-15      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| SoFi Professional Loan Program LLC                                               | SoFi Professional Loan Program LLC, Series 2018-A, Class B                                                                       | CUSIP: 83406EAD7<br>LEI: 5493002WMPR84WZ75V46 | Long             | ABS-O            | CORP              | US        |       1014000 | PA      | $980561.73      | 0.00%             | 2042-02-25      | Fixed         | 3.61%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CBOE Volatility Index                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |           -15 | NC      | $19506.56       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Velocity Commercial Capital Loan Trust                                           | Velocity Commercial Capital Loan Trust, Series 2017-2, Class M3                                                                  | CUSIP: 92258VAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        545820 | PA      | $508145.19      | 0.00%             | 2047-11-25      | Variable      | 4.24%                 | No            |                  2 | On Loan: No      |
| Magyar Export-Import Bank Zrt.                                                   | Magyar Export-Import Bank Zrt.                                                                                                   | CUSIP: N/A<br>LEI: 529900O4UGETQ9Q3AA63       | Long             | DBT              | NUSS              | HU        |       3666000 | PA      | $4653059.56     | 0.01%             | 2029-05-16      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO Ltd.                                                     | Bain Capital Credit CLO Ltd., Series 2022-2A, Class A1                                                                           | CUSIP: 05682GAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       1000000 | PA      | $1003090.20     | 0.00%             | 2035-04-22      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| BlueMountain CLO Ltd.                                                            | BlueMountain CLO Ltd., Series 2015-3A, Class A1R                                                                                 | CUSIP: 09628JAL5<br>LEI: 5493009UJ1T6R11V4458 | Long             | ABS-CBDO         | CORP              | KY        |        992401 | PA      | $993368.07      | 0.00%             | 2031-04-20      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| Apple, Inc.                                                                      | Apple, Inc.                                                                                                                      | CUSIP: 037833DW7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |      16951000 | PA      | $10632976.83    | 0.03%             | 2050-05-11      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Celestial Dynasty Ltd.                                                           | Celestial Dynasty Ltd.                                                                                                           | CUSIP: N/A<br>LEI: 254900A85ZVOMCLC2410       | Long             | DBT              | CORP              | VG        |       8000000 | PA      | $7654000.00     | 0.02%             | 2028-08-22      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Nexstar Media, Inc.                                                              | Nexstar Media, Inc.                                                                                                              | CUSIP: 65343HAA9<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |       4863000 | PA      | $4851623.45     | 0.01%             | 2027-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Ashford Hospitality Trust                                                        | Ashford Hospitality Trust, Series 2018-ASHF, Class E                                                                             | CUSIP: 04410RAN6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |         61000 | PA      | $59728.76       | 0.00%             | 2035-04-15      | Floating      | 7.58%                 | No            |                  2 | On Loan: No      |
| Veolia Environnement SA                                                          | Veolia Environnement SA                                                                                                          | CUSIP: N/A<br>LEI: 969500LENY69X51OOT31       | Long             | DBT              | CORP              | FR        |      22900000 | PA      | $26061156.88    | 0.06%             | 2027-11-15      | Variable      | 2.00%                 | No            |                  2 | On Loan: No      |
| Trestles CLO IV Ltd.                                                             | Trestles CLO IV Ltd., Series 2021-4A, Class A                                                                                    | CUSIP: 89532WAA7<br>LEI: 254900EO5I6CR0IOWS98 | Long             | ABS-CBDO         | CORP              | KY        |       1000000 | PA      | $1001775.80     | 0.00%             | 2034-07-21      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| Navient Private Education Loan Trust                                             | Navient Private Education Loan Trust, Series 2015-AA, Class B                                                                    | CUSIP: 63939EAE3<br>LEI: 549300YZ4ZMNDBNO4U12 | Long             | ABS-O            | CORP              | US        |      10722000 | PA      | $10384582.95    | 0.02%             | 2044-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd.                                                                     | OCP CLO Ltd., Series 2016-12A, Class E2R3                                                                                        | CUSIP: 67092TAN4<br>LEI: 254900U8BS6KLMI9K654 | Long             | ABS-CBDO         | CORP              | KY        |       2250000 | PA      | $2129253.98     | 0.01%             | 2037-10-18      | Floating      | 11.61%                | No            |                  2 | On Loan: No      |
| Williams Scotsman, Inc.                                                          | Williams Scotsman, Inc.                                                                                                          | CUSIP: 96949VAN3<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |        902000 | PA      | $936953.40      | 0.00%             | 2030-04-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Obara Group, Inc.                                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -103100 | NS      | $-96905.66      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RBC Capital Markets LLC                                                          | RBC Capital Markets LLC                                                                                                          | CUSIP: N/A<br>LEI: 549300LCO2FLSSVFFR64       | Long             | RA               | CORP              | US        |       2144948 | PA      | $2144948.26     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Together Asset-Backed Securitisation plc                                         | Together Asset-Backed Securitisation plc, Series 2024-2ND1X, Class D                                                             | CUSIP: N/A<br>LEI: 635400IODF9CE3RX8L03       | Long             | ABS-MBS          | CORP              | GB        |       1039000 | PA      | $1454140.83     | 0.00%             | 2055-08-20      | Floating      | 7.72%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | State of California, Series 2009                                                                                                 | CUSIP: 13063A5E0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |       2155000 | PA      | $2499118.01     | 0.01%             | 2034-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Dai Nippon Printing Co. Ltd.                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -87200 | NS      | $-40542.95      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Wom New Holdco                                                                   | Wom New Holdco                                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |         82839 | NS      | $2319492.00     | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| Trimaran CAVU Ltd.                                                               | Trimaran CAVU Ltd., Series 2019-2A, Class C                                                                                      | CUSIP: 89624JAJ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |        575000 | PA      | $575370.53      | 0.00%             | 2032-11-26      | Floating      | 9.25%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                                                     | Barclays Mortgage Loan Trust, Series 2023-NQM3, Class SA                                                                         | CUSIP: 06744FAH7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |          1224 | PA      | $1205.15        | 0.00%             | 2063-10-25      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Jack Ohio Finance LLC                                                            | Jack Ohio Finance LLC, 1st Lien Term Loan                                                                                        | CUSIP: 46647KAK3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       5993978 | PA      | $5941530.20     | 0.01%             | 2032-01-28      | Variable      | 8.33%                 | No            |                  2 | On Loan: No      |
| Jupiter Mortgage No. 1 plc                                                       | Jupiter Mortgage No. 1 plc, Series 1X, Class BR                                                                                  | CUSIP: N/A<br>LEI: 6354009QIELPOGEAFS09       | Long             | ABS-MBS          | CORP              | GB        |      29187000 | PA      | $40321945.38    | 0.10%             | 2055-07-20      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-878.15        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |       1308956 | PA      | $232776.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | USD Currency                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |    -120000000 | PA      | $-2673.79       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Scentre Group Trust 1                                                            | Scentre Group Trust 1                                                                                                            | CUSIP: N/A<br>LEI: 549300SQ859FBKRKSI77       | Long             | SN               | CORP              | AU        |        490000 | PA      | $326079.63      | 0.00%             | 2054-09-10      | Floating      | 6.02%                 | No            |                  2 | On Loan: No      |
| Lam Research Corp.                                                               | Lam Research Corp.                                                                                                               | CUSIP: 512807306<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |         48766 | NS      | $4746882.44     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       2100000 | PA      | $69815.85       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Lending Funding Trust                                                            | Lending Funding Trust, Series 2020-2A, Class D                                                                                   | CUSIP: 51507KAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        400000 | PA      | $392893.68      | 0.00%             | 2031-04-21      | Fixed         | 6.77%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | AMC Networks, Inc., Class A                                                                                                      | CUSIP: 00164V103<br>LEI: N/A                  | N/A              | DE               |  | GB        |        179997 | NS      | $0.00           | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MVM Energetika Zrt.                                                              | MVM Energetika Zrt.                                                                                                              | CUSIP: N/A<br>LEI: 529900ELI5AQ9F74PF85       | Long             | DBT              | NUSS              | HU        |        350000 | PA      | $362468.75      | 0.00%             | 2031-03-13      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Encino Acquisition Partners Holdings LLC                                         | Encino Acquisition Partners Holdings LLC                                                                                         | CUSIP: 29254BAB3<br>LEI: 549300BUKUEKT2UE4T49 | Long             | DBT              | CORP              | US        |       3557000 | PA      | $3928194.29     | 0.01%             | 2031-05-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDIO                                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |      41460000 | PA      | $82973.73       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO XX Ltd.                                                     | Neuberger Berman CLO XX Ltd., Series 2015-20A, Class BR3                                                                         | CUSIP: 64130TBN4<br>LEI: 549300NPF57YF6WBDP72 | Long             | ABS-CBDO         | CORP              | KY        |        750000 | PA      | $748352.63      | 0.00%             | 2039-04-15      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| PetSmart, Inc.                                                                   | PetSmart, Inc.                                                                                                                   | CUSIP: 71677KAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       3846000 | PA      | $3750424.36     | 0.01%             | 2028-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust                                                             | BBCMS Mortgage Trust, Series 2025-5C34, Class A3                                                                                 | CUSIP: 07337BAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       3512000 | PA      | $3662833.02     | 0.01%             | 2058-05-15      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| Braccan Mortgage Funding plc                                                     | Braccan Mortgage Funding plc, Series 2025-1X, Class A                                                                            | CUSIP: N/A<br>LEI: 6354003DBF3NI8QJRR63       | Long             | ABS-MBS          | CORP              | GB        |       6074000 | PA      | $8373335.58     | 0.02%             | 2067-05-17      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| Oklahoma Capitol Improvement Authority                                           | Oklahoma Capitol Improvement Authority, Series 2025A                                                                             | CUSIP: 678514EM8<br>LEI: 549300LYHYBINTZ5AY71 | Long             | DBT              | MUN               | US        |      11225000 | PA      | $11779891.23    | 0.03%             | 2050-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Spirit Airlines Pass Through Trust                                               | Spirit Airlines Pass-Through Trust, Series 2017-1, Class AA                                                                      | CUSIP: 84858WAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       4064059 | PA      | $3597471.22     | 0.01%             | 2030-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| JPMCC Commercial Mortgage Securities Trust                                       | JPMCC Commercial Mortgage Securities Trust, Series 2019-COR5, Class A3                                                           | CUSIP: 46591EAS6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       2890000 | PA      | $2763320.61     | 0.01%             | 2052-06-13      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| County of Miami-Dade                                                             | County of Miami-Dade Water & Sewer System, Series 2024A                                                                          | CUSIP: 59334DNX8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      15010000 | PA      | $15500521.88    | 0.04%             | 2054-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                                        | Ford Motor Credit Co. LLC                                                                                                        | CUSIP: 345397B28<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |       5000000 | PA      | $4966700.10     | 0.01%             | 2025-11-13      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Arkema SA                                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |        -28500 | NS      | $-110369.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CSMC Trust                                                                       | CSMC Trust, Series 2021-NQM8, Class M1                                                                                           | CUSIP: 12659FAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1452500 | PA      | $1079677.96     | 0.00%             | 2066-10-25      | Variable      | 3.26%                 | No            |                  2 | On Loan: No      |
| Aurorus BV                                                                       | Aurorus BV, Series 2023-1, Class B                                                                                               | CUSIP: N/A<br>LEI: 724500Q9IUHAPFT3D811       | Long             | ABS-O            | CORP              | NL        |       3509108 | PA      | $4147657.84     | 0.01%             | 2049-08-13      | Floating      | 3.20%                 | No            |                  2 | On Loan: No      |
| Community Health Systems, Inc.                                                   | Community Health Systems, Inc.                                                                                                   | CUSIP: 12543DBN9<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |       4658000 | PA      | $4936860.49     | 0.01%             | 2032-01-15      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| RBC Capital Markets LLC                                                          | RBC Capital Markets LLC                                                                                                          | CUSIP: N/A<br>LEI: 549300LCO2FLSSVFFR64       | Long             | RA               | CORP              | US        |        291375 | PA      | $291375.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Twin Bridges plc                                                                 | Twin Bridges plc, Series 2023-2, Class B                                                                                         | CUSIP: N/A<br>LEI: 2138006QP9OIWZ8XHY17       | Long             | ABS-MBS          | CORP              | GB        |        891000 | PA      | $1241586.98     | 0.00%             | 2056-05-15      | Floating      | 6.29%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | USD/KRW Down-and-in barrier option; Barrier price USD 1,280.00000                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |     -31213606 | PA      | $-200470.45     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Twin Bridges plc                                                                 | Twin Bridges plc, Series 2023-1, Class A                                                                                         | CUSIP: N/A<br>LEI: 213800UGYTY5Y43KYF61       | Long             | ABS-MBS          | CORP              | GB        |       1379490 | PA      | $1896241.85     | 0.00%             | 2055-06-14      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| French Republic                                                                  | French Republic                                                                                                                  | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |      24477060 | PA      | $23856153.97    | 0.06%             | 2054-05-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Newday Funding Master Issuer plc-                                                | Newday Funding Master Issuer plc-, Series 2024-2X, Class A                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | GB        |       9773000 | PA      | $13458963.02    | 0.03%             | 2032-07-15      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| Arini European CLO III DAC                                                       | Arini European CLO III DAC, Series 3A, Class E                                                                                   | CUSIP: N/A<br>LEI: 6354005SWQQLRGJ9FR02       | Long             | ABS-CBDO         | CORP              | IE        |        900000 | PA      | $1060221.55     | 0.00%             | 2037-10-15      | Floating      | 8.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | 10x Future Technologies Services Ltd.                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |        512859 | NS      | $387186.75      | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| College Avenue Student Loans LLC                                                 | College Avenue Student Loans LLC, Series 2021-B, Class B                                                                         | CUSIP: 19425AAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       1270270 | PA      | $1149865.95     | 0.00%             | 2052-06-25      | Fixed         | 2.42%                 | No            |                  2 | On Loan: No      |
| Navient Private Education Loan Trust                                             | Navient Private Education Loan Trust, Series 2014-AA, Class B                                                                    | CUSIP: 63939CAE7<br>LEI: 54930094LU45XF2CP718 | Long             | ABS-O            | CORP              | US        |      14970000 | PA      | $14702969.63    | 0.03%             | 2044-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Inspired Finco Holdings Ltd.                                                     | Inspired Finco Holdings Ltd., 1st Lien Term Loan B6                                                                              | CUSIP: G4800AAF1<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |       4000000 | PA      | $4689607.42     | 0.01%             | 2031-02-28      | Variable      | 5.18%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                                              | GS Mortgage-Backed Securities Trust, Series 2025-NQM2, Class A1                                                                  | CUSIP: 36272EAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       9907713 | PA      | $9907655.54     | 0.02%             | 2065-06-25      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| COAST Commercial Mortgage Trust                                                  | COAST Commercial Mortgage Trust, Series 2023-2HTL, Class D                                                                       | CUSIP: 19033EAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       8751000 | PA      | $8677891.52     | 0.02%             | 2036-08-15      | Floating      | 8.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | USCPI                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | GB        |      19260000 | PA      | $-48127.27      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Olympus Water US Holding Corp.                                                   | Olympus Water US Holding Corp.                                                                                                   | CUSIP: 681639AA8<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |       2828000 | PA      | $2689321.38     | 0.01%             | 2028-10-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC                                                                 | CCO Holdings LLC                                                                                                                 | CUSIP: 1248EPBX0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       1181000 | PA      | $1170117.18     | 0.00%             | 2028-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                         | BX Trust, Series 2021-ARIA, Class A                                                                                              | CUSIP: 05608RAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        820000 | PA      | $819231.25      | 0.00%             | 2036-10-15      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| Pierpont BTL plc                                                                 | Pierpont BTL plc, Series 2024-1, Class D                                                                                         | CUSIP: N/A<br>LEI: 6354004XBFL8EVVJME24       | Long             | ABS-MBS          | CORP              | GB        |        138000 | PA      | $190116.72      | 0.00%             | 2061-09-21      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Nagoya Railroad Co., Ltd.                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | JP        |      15000000 | NS      | $745601.09      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| TeamSystem SpA                                                                   | TeamSystem SpA                                                                                                                   | CUSIP: N/A<br>LEI: 81560062081DF3AB7A90       | Long             | DBT              | CORP              | IT        |       3289000 | PA      | $3880228.44     | 0.01%             | 2031-07-31      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| Volcan Cia Minera SAA                                                            | Volcan Cia Minera SAA                                                                                                            | CUSIP: N/A<br>LEI: 549300XKJ91C4SZLG750       | Long             | DBT              | CORP              | PE        |        560000 | PA      | $554750.00      | 0.00%             | 2030-01-24      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $158896.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Indonesia                                                            | Republic of Indonesia                                                                                                            | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        |       2130000 | PA      | $2557959.65     | 0.01%             | 2033-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Pacific Gas & Electric Co.                                                       | Pacific Gas & Electric Co.                                                                                                       | CUSIP: 694308KT3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      15926000 | PA      | $14439237.83    | 0.03%             | 2054-10-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Netflix, Inc.                                                                                                                    | CUSIP: 00CBPB804<br>LEI: N/A                  | N/A              | DE               |  | US        |           100 | NC      | $881250.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bausch + Lomb Corp.                                                              | Bausch + Lomb Corp.                                                                                                              | CUSIP: 071705AA5<br>LEI: 549300NY6OZM39SO6475 | Long             | DBT              | CORP              | CA        |      11307000 | PA      | $11801681.25    | 0.03%             | 2028-10-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Trust                                                          | Barclays Mortgage Trust, Series 2022-RPL1, Class SA                                                                              | CUSIP: 06745CAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |         50299 | PA      | $42116.94       | 0.00%             | 2028-02-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | NDIRS                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  310992925000 | PA      | $148929.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Arch Capital Group US, Inc.                                                      | Arch Capital Group US, Inc.                                                                                                      | CUSIP: 03938JAA7<br>LEI: 549300B4QKQFLY1XST28 | Short            | DBT              | CORP              | US        |       -800000 | PA      | $-740905.09     | -0.00%            | 2043-11-01      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| Federal Republic of Nigeria                                                      | Federal Republic of Nigeria                                                                                                      | CUSIP: N/A<br>LEI: 549300GSBZD84TNEQ285       | Long             | DBT              | NUSS              | NG        |        921000 | PA      | $855378.75      | 0.00%             | 2049-01-21      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-24751.42      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Canary Wharf Finance II plc                                                      | Canary Wharf Finance II plc, Series II, Class C2                                                                                 | CUSIP: N/A<br>LEI: 213800O9MO3KVXP3XQ22       | Long             | ABS-MBS          | CORP              | GB        |       2100000 | PA      | $2392528.95     | 0.01%             | 2037-10-22      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| Affirm Asset Securitization Trust                                                | Affirm Asset Securitization Trust, Series 2024-A, Class A                                                                        | CUSIP: 00834BAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       7128000 | PA      | $7160420.28     | 0.02%             | 2029-02-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    8586000000 | PA      | $110655.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Together Asset-Backed Securitisation plc                                         | Together Asset-Backed Securitisation plc, Series 2025-2ND1X, Class D                                                             | CUSIP: N/A<br>LEI: 635400YLGUIWG9EKBV27       | Long             | ABS-MBS          | CORP              | GB        |        429000 | PA      | $589418.61      | 0.00%             | 2056-09-12      | Floating      | 6.18%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     782948684 | PA      | $-18763929.28   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-25890.60      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Apidos CLO XXXVI                                                                 | Apidos CLO XXXVI, Series 2021-36A, Class B                                                                                       | CUSIP: 03769LAE8<br>LEI: 549300NWD6NYUKJT1J26 | Long             | ABS-CBDO         | CORP              | KY        |       1320000 | PA      | $1322694.12     | 0.00%             | 2034-07-20      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                     | ING Groep NV                                                                                                                     | CUSIP: N/A<br>LEI: 549300NYKK9MWM7GGW15       | Long             | DBT              | CORP              | NL        |      11700000 | PA      | $16466708.58    | 0.04%             | 2033-05-20      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| LendingClub Rated Notes Issuer Trust                                             | LendingClub Rated Notes Issuer Trust, Series 2025-P1, Class R                                                                    | CUSIP: 525943106<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        410000 | PA      | $1003767.33     | 0.00%             | 2040-07-16      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | 3-mo. EURIBOR                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |           -79 | NC      | $27987.82       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Transocean, Inc.                                                                 | Transocean, Inc.                                                                                                                 | CUSIP: 893830BZ1<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | KY        |        640000 | PA      | $571294.84      | 0.00%             | 2031-05-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | ETRSI                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       2042684 | PA      | $250.48         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Voya CLO Ltd.                                                                    | Voya CLO Ltd., Series 2019-3A, Class BR                                                                                          | CUSIP: 92918FAG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       1300000 | PA      | $1303703.05     | 0.00%             | 2032-10-17      | Floating      | 6.19%                 | No            |                  2 | On Loan: No      |
| Port of Beaumont Navigation District                                             | Port of Beaumont Navigation District, Series 2024B                                                                               | CUSIP: 73360CAS3<br>LEI: 549300G8PKBXALUKJY33 | Long             | DBT              | MUN               | US        |      17945000 | PA      | $18370009.48    | 0.04%             | 2026-07-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Hungary                                                                          | Hungary Government Bond                                                                                                          | CUSIP: N/A<br>LEI: 5299003F3UFKGCCMAP43       | Long             | DBT              | NUSS              | HU        |       6309000 | PA      | $7631450.29     | 0.02%             | 2029-07-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-10675.34      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       2960000 | PA      | $108663.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Invesco Euro CLO V DAC                                                           | Invesco Euro CLO V DAC, Series 5X, Class D                                                                                       | CUSIP: N/A<br>LEI: 5493004UWK07M4U35L23       | Long             | ABS-CBDO         | CORP              | IE        |        450000 | PA      | $527897.35      | 0.00%             | 2034-01-15      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| Cedacri SpA                                                                      | Cedacri SpA                                                                                                                      | CUSIP: N/A<br>LEI: 815600E85FCD78B3EE61       | Long             | DBT              | CORP              | IT        |       4182000 | PA      | $4956956.41     | 0.01%             | 2028-05-15      | Floating      | 7.64%                 | No            |                  2 | On Loan: No      |
| Cars Alliance Auto Leases France V                                               | Cars Alliance Auto Leases France V, Series 2023-1FRV, Class B                                                                    | CUSIP: N/A<br>LEI: 969500DTYOZRZOZB2H88       | Long             | ABS-O            | CORP              | FR        |       4000000 | PA      | $4734656.94     | 0.01%             | 2038-10-21      | Floating      | 3.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOP                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     -67560000 | PA      | $-37178.39      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Matador Resources Co.                                                            | Matador Resources Co.                                                                                                            | CUSIP: 576485AF3<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |        688000 | PA      | $701569.33      | 0.00%             | 2028-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Clarios Global LP                                                                | Clarios Global LP                                                                                                                | CUSIP: 18060TAC9<br>LEI: 549300474L1ZLXZY2P98 | Long             | DBT              | CORP              | US        |       5460000 | PA      | $5604433.38     | 0.01%             | 2028-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Republic of the Philippines                                                      | Republic of Philippines                                                                                                          | CUSIP: N/A<br>LEI: 529900RAHBALMYIJ3T08       | Long             | DBT              | NUSS              | PH        |    9906050000 | PA      | $176992958.72   | 0.42%             | 2029-02-28      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Pluxee NV                                                                        | Pluxee NV                                                                                                                        | CUSIP: N/A<br>LEI: 213800RQNIQT48SEEO85       | Long             | DBT              | CORP              | NL        |      26500000 | PA      | $31514096.87    | 0.07%             | 2028-09-04      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AG Issuer LLC                                                                    | AG Issuer LLC                                                                                                                    | CUSIP: 00119LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       2221000 | PA      | $2221384.23     | 0.01%             | 2028-03-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $365392.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ACAS CLO Ltd.                                                                    | ACAS CLO Ltd., Series 2015-1A, Class BRR                                                                                         | CUSIP: 55320RAJ6<br>LEI: 5493005EOEZ6JX072G15 | Long             | ABS-CBDO         | CORP              | KY        |        325678 | PA      | $325853.58      | 0.00%             | 2028-10-18      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | NDIRS                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    9155935192 | PA      | $10956.91       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CFMT LLC                                                                         | CFMT LLC, Series 2024-HB14, Class M3                                                                                             | CUSIP: 12530XAD3<br>LEI: 9845005986F840FBE847 | Long             | ABS-MBS          | CORP              | US        |       1360208 | PA      | $1271274.74     | 0.00%             | 2034-06-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Democratic Socialist Republic of Sri Lanka                                       | Sri Lanka Government Bond                                                                                                        | CUSIP: N/A<br>LEI: 254900IG6Y30I2QE2R92       | Long             | DBT              | NUSS              | LK        |      12311000 | PA      | $8397640.88     | 0.02%             | 2035-06-15      | Variable      | 3.60%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pass-Through Certificates WMALT Trust                 | Washington Mutual Mortgage Pass-Through Certificates WMALT Trust, Series 2005-9, Class 5A6                                       | CUSIP: 93934FFG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        580869 | PA      | $431987.27      | 0.00%             | 2035-11-25      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Netflix, Inc.                                                                                                                    | CUSIP: 00PBMLBC1<br>LEI: N/A                  | N/A              | DE               |  | US        |          -100 | NC      | $-84750.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $43.31          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hanesbrands, Inc.                                                                | Hanesbrands, Inc.                                                                                                                | CUSIP: 410345AQ5<br>LEI: GX5LWVWZLL5S4W1L2F20 | Long             | DBT              | CORP              | US        |       2627000 | PA      | $2781270.58     | 0.01%             | 2031-02-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| WinWater Mortgage Loan Trust                                                     | WinWater Mortgage Loan Trust, Series 2014-3, Class B5                                                                            | CUSIP: 97652RBD8<br>LEI: 549300JBTXISBC85OS04 | Long             | ABS-MBS          | CORP              | US        |       1651315 | PA      | $1254203.62     | 0.00%             | 2044-11-20      | Variable      | 3.98%                 | No            |                  2 | On Loan: No      |
| Pierpont BTL plc                                                                 | Pierpont BTL plc, Series 2021-1, Class B                                                                                         | CUSIP: N/A<br>LEI: 635400BETYQC2GECM352       | Long             | ABS-MBS          | CORP              | GB        |       1728000 | PA      | $2376533.65     | 0.01%             | 2053-12-22      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| Eni SpA                                                                          | Eni SpA, Series NC6                                                                                                              | CUSIP: N/A<br>LEI: BUCRF72VH5RBN7X3VL35       | Long             | DBT              | CORP              | IT        |       6400000 | PA      | $7388102.40     | 0.02%             | 2027-02-11      | Variable      | 2.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Wise plc, Class A                                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -76300 | NS      | $9648.77        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     708424751 | PA      | $748.62         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                                                 | CSC Holdings LLC                                                                                                                 | CUSIP: 126307BN6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |       7101000 | PA      | $6754157.34     | 0.02%             | 2029-01-31      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| HCA, Inc.                                                                        | HCA, Inc.                                                                                                                        | CUSIP: 404119CL1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      16465000 | PA      | $13231566.42    | 0.03%             | 2052-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Service Experts Issuer LLC                                                       | Service Experts Issuer LLC, Series 2024-1A, Class A                                                                              | CUSIP: 81758FAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       6777505 | PA      | $6898851.28     | 0.02%             | 2035-11-20      | Fixed         | 6.39%                 | No            |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust                                                         | Ajax Mortgage Loan Trust, Series 2021-E, Class A2                                                                                | CUSIP: 009740AB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       8636792 | PA      | $6603353.46     | 0.02%             | 2060-12-25      | Variable      | 2.69%                 | No            |                  2 | On Loan: No      |
| MC Brazil Downstream Trading SARL                                                | MC Brazil Downstream Trading SARL                                                                                                | CUSIP: N/A<br>LEI: 213800T2A7R9TYNXZI63       | Long             | DBT              | CORP              | LU        |       2654222 | PA      | $2107452.16     | 0.00%             | 2031-06-30      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Republic of Uzbekistan International Bond                                        | Republic of Uzbekistan                                                                                                           | CUSIP: N/A<br>LEI: 213800L6VDKUM3TCM927       | Long             | DBT              | NUSS              | UZ        |    2540000000 | PA      | $206318.72      | 0.00%             | 2027-05-29      | Fixed         | 16.62%                | No            |                  2 | On Loan: No      |
| N/A                                                                              | Lamb Weston Holdings, Inc.                                                                                                       | CUSIP: 513272104<br>LEI: N/A                  | N/A              | DE               |  | US        |        -14800 | NS      | $33152.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FirstKey Homes Trust                                                             | FirstKey Homes Trust, Series 2022-SFR3, Class E2                                                                                 | CUSIP: 33768EAL6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       8285000 | PA      | $8039929.70     | 0.02%             | 2038-07-17      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Hippo Holdings, Inc.                                                                                                             | CUSIP: 433539111<br>LEI: N/A                  | N/A              | DE               |  | US        |          7405 | NS      | $55.54          | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Performance Food Group, Inc.                                                     | Performance Food Group, Inc.                                                                                                     | CUSIP: 71376LAE0<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |       2901000 | PA      | $2797286.06     | 0.01%             | 2029-08-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |      17430000 | PA      | $-67925.97      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Xerox Holdings Corp.                                                             | Xerox Holdings Corp.                                                                                                             | CUSIP: 98421MAC0<br>LEI: 5493000Y33XDVO2CXC18 | Long             | DBT              | CORP              | US        |       2977000 | PA      | $2247644.82     | 0.01%             | 2029-11-30      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     472000000 | PA      | $-2669974.05    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   16095692636 | PA      | $252226.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Frontier Communications Holdings LLC                                             | Frontier Communications Holdings LLC                                                                                             | CUSIP: 35908MAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      10120000 | PA      | $10752578.23    | 0.03%             | 2031-03-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Romark CLO II Ltd.                                                               | Romark CLO II Ltd., Series 2018-2A, Class A1R                                                                                    | CUSIP: 77587EAL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       8850386 | PA      | $8856781.98     | 0.02%             | 2031-07-25      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Neon Payments Ltd.                                                               | Neon Payments Ltd.                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | US        |         28089 | NS      | $11459188.44    | 0.03%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                                              | Netflix, Inc.                                                                                                                    | CUSIP: 00CBTBUY1<br>LEI: N/A                  | N/A              | DE               |  | US        |          -100 | NC      | $-223500.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Commercial Mortgage Trust                                                        | Commercial Mortgage Trust, Series 2015-LC19, Class B                                                                             | CUSIP: 200474BF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        942000 | PA      | $927740.66      | 0.00%             | 2048-02-10      | Variable      | 3.83%                 | No            |                  2 | On Loan: No      |
| TAGUS-Sociedade de Titularizacao de Creditos SA                                  | TAGUS-Sociedade de Titularizacao de Creditos SA, Series 2, Class C                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | PT        |        700000 | PA      | $825274.95      | 0.00%             | 2042-10-27      | Floating      | 4.58%                 | No            |                  2 | On Loan: No      |
| Tallgrass Energy Partners LP                                                     | Tallgrass Energy Partners LP                                                                                                     | CUSIP: 87470LAG6<br>LEI: 549300IQ3DN0F3VERF65 | Long             | DBT              | CORP              | US        |       2131000 | PA      | $2130555.26     | 0.01%             | 2027-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Frontier Communications Holdings LLC                                             | Frontier Communications Holdings LLC                                                                                             | CUSIP: 35908MAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      22128000 | PA      | $23143038.80    | 0.05%             | 2030-05-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Walmart, Inc.                                                                    | Walmart, Inc.                                                                                                                    | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |         54378 | NS      | $5317080.84     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                              | Adecco Group AG (Registered)                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         29300 | NS      | $5476.13        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |       9667000 | PA      | $531920.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO XXIX Ltd.                                            | Benefit Street Partners CLO XXIX Ltd., Series 2022-29A, Class AR                                                                 | CUSIP: 08186EAL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |      10114000 | PA      | $10103886.00    | 0.02%             | 2038-01-25      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | ETRS                                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        856114 | PA      | $-1320612.15    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CME Group, Inc.                                                                  | CME Group, Inc., Class A                                                                                                         | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |          2698 | NS      | $743622.76      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Virgin Media O2 Vendor Financing Notes V DAC                                     | Virgin Media O2 Vendor Financing Notes V DAC                                                                                     | CUSIP: N/A<br>LEI: 635400ASSEVCXAPVGC36       | Long             | DBT              | CORP              | IE        |      13494000 | PA      | $18907882.02    | 0.04%             | 2032-03-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| OCS Group Holding Ltd.                                                           | OCS Group Holding Ltd., Facility 1st Lien Term Loan B1                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | GB        |       2285714 | PA      | $3119852.66     | 0.01%             | 2031-11-27      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-24792.26      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOP                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | FR        |    -432960000 | PA      | $-335909.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust                                                       | J.P. Morgan Mortgage Trust, Series 2021-INV7, Class B4                                                                           | CUSIP: 46654CAV7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1247799 | PA      | $1014950.48     | 0.00%             | 2052-02-25      | Variable      | 3.26%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association Variable Rate Notes, Series 2009-80                                                     | CUSIP: 38373M8P8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       1869448 | PA      | $225755.98      | 0.00%             | 2051-09-16      | Variable      | 1.56%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Valero Energy Corp.                                                                                                              | CUSIP: 91913Y100<br>LEI: N/A                  | N/A              | DE               |  | GB        |          7800 | NS      | $-20592.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Signal Peak CLO 11 Ltd.                                                          | Signal Peak CLO 11 Ltd., Series 2024-11A, Class A1                                                                               | CUSIP: 82666XAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       2000000 | PA      | $2008349.80     | 0.00%             | 2037-07-18      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| Amf Mf Portfolio                                                                 | Amf Mf Portfolio, 1st Lien Term Loan                                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3807464 | PA      | $3888959.00     | 0.01%             | 2028-11-06      | Variable      | 6.67%                 | No            |                  3 | On Loan: No      |
| Iliad SA                                                                         | Iliad SA                                                                                                                         | CUSIP: N/A<br>LEI: 969500FZ9BTRZS3JNB97       | Long             | DBT              | CORP              | FR        |      13600000 | PA      | $16813324.21    | 0.04%             | 2029-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Republic of Serbia                                                               | Republic of Serbia                                                                                                               | CUSIP: N/A<br>LEI: 254900W94OCY91V32O78       | Long             | DBT              | NUSS              | RS        |       1937000 | PA      | $2035312.44     | 0.00%             | 2033-09-26      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Vivalto Sante SAS                                                                | Vivalto Sante SAS, Facility 1st Lien Term Loan B                                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | FR        |       2370000 | PA      | $2792746.53     | 0.01%             | 2028-07-21      | Variable      | 5.18%                 | No            |                  2 | On Loan: No      |
| Molina Healthcare, Inc.                                                          | Molina Healthcare, Inc.                                                                                                          | CUSIP: 60855RAK6<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |       1946000 | PA      | $1808028.99     | 0.00%             | 2030-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Anchorage Credit Funding 2 Ltd.                                                  | Anchorage Credit Funding 2 Ltd., Series 2015-2A, Class ARV                                                                       | CUSIP: 03329LAS0<br>LEI: 549300A5WKMO0YA6UL92 | Long             | ABS-CBDO         | CORP              | KY        |      12160000 | PA      | $11841926.02    | 0.03%             | 2038-04-25      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| Argentine Republic (The)                                                         | Argentine Republic (The)                                                                                                         | CUSIP: 040114HX1<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |       1877490 | PA      | $1566061.35     | 0.00%             | 2029-07-09      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Salesforce, Inc.                                                                                                                 | CUSIP: 79466L302<br>LEI: N/A                  | N/A              | DE               |  | GB        |          3600 | NS      | $33408.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Evonik Industries AG                                                             | Evonik Industries AG                                                                                                             | CUSIP: N/A<br>LEI: 41GUOJQTALQHLF39XJ34       | Long             | EC               | CORP              | DE        |        210885 | NS      | $4356585.81     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust                                                         | Ajax Mortgage Loan Trust, Series 2023-A, Class M1                                                                                | CUSIP: 009692AD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       4577700 | PA      | $3938596.77     | 0.01%             | 2062-07-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| WaMu Mortgage Pass-Through Certificates Trust                                    | Washington Mutual Mortgage Pass-Through Certificates Trust, Series 2007-OA5, Class 2A                                            | CUSIP: 93364BAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1740088 | PA      | $1434568.63     | 0.00%             | 2047-06-25      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| Sculptor CLO XXXV Ltd.                                                           | Sculptor CLO XXXV Ltd., Series 35A, Class A1                                                                                     | CUSIP: 81125MAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      10000000 | PA      | $10010952.00    | 0.02%             | 2038-04-27      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| RBC Capital Markets LLC                                                          | RBC Capital Markets LLC                                                                                                          | CUSIP: N/A<br>LEI: 549300LCO2FLSSVFFR64       | Long             | RA               | CORP              | US        |        888750 | PA      | $888750.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $370.23         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Polaris plc                                                                      | Polaris plc, Series 2023-1, Class C                                                                                              | CUSIP: N/A<br>LEI: 635400VADRWDQSM8BE46       | Long             | ABS-MBS          | CORP              | GB        |       1770000 | PA      | $2484275.72     | 0.01%             | 2061-02-23      | Floating      | 7.87%                 | No            |                  2 | On Loan: No      |
| Cedar Funding V CLO Ltd.                                                         | Cedar Funding V CLO Ltd., Series 2016-5A, Class CR                                                                               | CUSIP: 15032AAU1<br>LEI: 635400NWFWJ92O7QGD64 | Long             | ABS-CBDO         | CORP              | KY        |       2000000 | PA      | $2004512.00     | 0.00%             | 2031-07-17      | Floating      | 6.64%                 | No            |                  2 | On Loan: No      |
| Sensata Technologies, Inc.                                                       | Sensata Technologies, Inc.                                                                                                       | CUSIP: 81728UAC8<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |        200000 | PA      | $205830.00      | 0.00%             | 2032-07-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| FCT Autonoria DE                                                                 | FCT Autonoria DE, Series 2023-DE, Class C                                                                                        | CUSIP: N/A<br>LEI: 549300XVWRQGZCNHXF23       | Long             | ABS-O            | CORP              | DE        |        722429 | PA      | $861775.31      | 0.00%             | 2043-01-26      | Floating      | 3.99%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                       | Verus Securitization Trust, Series 2022-3, Class B1                                                                              | CUSIP: 92538UAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       2034000 | PA      | $1611007.33     | 0.00%             | 2067-02-25      | Variable      | 4.06%                 | No            |                  2 | On Loan: No      |
| Valero Energy Corp.                                                              | Valero Energy Corp.                                                                                                              | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               | CORP              | US        |        144030 | NS      | $19360512.60    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. Morgan Mortgage Acquisition Trust                                           | J.P. Morgan Mortgage Acquisition Trust, Series 2006-CW1, Class M1                                                                | CUSIP: 46628MAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       1416103 | PA      | $1409236.92     | 0.00%             | 2036-05-25      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| NCR Voyix Corp.                                                                  | NCR Voyix Corp.                                                                                                                  | CUSIP: 62886EAY4<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |       5747000 | PA      | $5688770.82     | 0.01%             | 2028-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-36393.39      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Treasury Corp. of Victoria                                                       | Treasury Corp. of Victoria                                                                                                       | CUSIP: N/A<br>LEI: 549300ZJM7BQW1P9UV75       | Long             | DBT              | NUSS              | AU        |      11708000 | PA      | $7309859.55     | 0.02%             | 2040-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Zurich Insurance Group AG                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |          1600 | NS      | $5564.01        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Anchorage Credit Funding 10 Ltd.                                                 | Anchorage Credit Funding 10 Ltd., Series 2020-10A, Class AV                                                                      | CUSIP: 03332AAA8<br>LEI: 549300FU018PJDVE5C16 | Long             | ABS-CBDO         | CORP              | KY        |      23350000 | PA      | $22585871.25    | 0.05%             | 2038-04-25      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-30364.26      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-48057.89      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| McGraw-Hill Education, Inc.                                                      | McGraw-Hill Education, Inc.                                                                                                      | CUSIP: 58064LAA2<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |       5588000 | PA      | $5829073.36     | 0.01%             | 2031-09-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       9090909 | PA      | $-73491.44      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| McAfee Corp.                                                                     | McAfee Corp., 1st Lien Term Loan B                                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3430328 | PA      | $3980143.70     | 0.01%             | 2029-03-01      | Variable      | 5.69%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR Currency                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    -225494500 | PA      | $-4580323.73    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Johnson County Unified School District No. 231 Gardner - Edgerton                | Johnson County Unified School District No. 231 Gardner - Edgerton, Series 2025                                                   | CUSIP: 478710YV2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |       5010000 | PA      | $5168877.68     | 0.01%             | 2050-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Medco Maple Tree Pte. Ltd.                                                       | Medco Maple Tree Pte. Ltd.                                                                                                       | CUSIP: N/A<br>LEI: 254900T5AQZNR0THA508       | Long             | DBT              | CORP              | SG        |      18000000 | PA      | $18697500.00    | 0.04%             | 2029-04-27      | Fixed         | 8.96%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $368.25         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    8702172265 | PA      | $-136478.62     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Vedanta Resources Finance II plc                                                 | Vedanta Resources Finance II plc                                                                                                 | CUSIP: N/A<br>LEI: 8945002DGA3BBXO3N634       | Long             | DBT              | CORP              | GB        |       2000000 | PA      | $2095000.00     | 0.00%             | 2031-12-03      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust                                           | Velocity Commercial Capital Loan Trust, Series 2022-4, Class M2                                                                  | CUSIP: 92259KAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1855379 | PA      | $1879155.67     | 0.00%             | 2052-08-25      | Variable      | 6.97%                 | No            |                  2 | On Loan: No      |
| Republic of Italy                                                                | Buoni Poliennali del Tesoro                                                                                                      | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |      21800000 | PA      | $26179799.76    | 0.06%             | 2029-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Jubilee CLO DAC                                                                  | Jubilee CLO DAC, Series 2024-29X, Class D                                                                                        | CUSIP: N/A<br>LEI: 635400VFSWKTVSOVPY94       | Long             | ABS-CBDO         | CORP              | IE        |       2230000 | PA      | $2644234.66     | 0.01%             | 2039-01-15      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Ackermans & van Haaren NV                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          9800 | NS      | $39146.09       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Continuum Energy Pte. Ltd.                                                       | Continuum Energy Pte. Ltd.                                                                                                       | CUSIP: 211926AA8<br>LEI: 254900MLJ5CQ9QU8DV90 | Long             | DBT              | CORP              | SG        |       7429919 | PA      | $7429919.00     | 0.02%             | 2027-09-11      | Fixed         | 12.85%                | No            |                  3 | On Loan: No      |
| N/A                                                                              | Tokyo Electron Ltd.                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          1400 | NS      | $34488.38       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |        630552 | PA      | $115365.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Crowdstrike Holdings, Inc.                                                       | Crowdstrike Holdings, Inc., Class A                                                                                              | CUSIP: 22788C105<br>LEI: 549300YBY08K9KM4HX32 | Long             | EC               | CORP              | US        |         36427 | NS      | $18552635.37    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Neuberger Berman Loan Advisers CLO 36 Ltd.                                       | Neuberger Berman Loan Advisers CLO 36 Ltd., Series 2020-36A, Class A1R2                                                          | CUSIP: 64133KAW1<br>LEI: 549300MZGBBYK103F794 | Long             | ABS-CBDO         | CORP              | KY        |       1976021 | PA      | $1978233.72     | 0.00%             | 2033-04-20      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | Energy Transfer LP                                                                                                               | CUSIP: 86765BAU3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |        800000 | PA      | $793962.01      | 0.00%             | 2027-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Beijer Ref AB, Class B                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |        -47800 | NS      | $-11529.04      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Mobico Group plc                                                                 | Mobico Group plc                                                                                                                 | CUSIP: N/A<br>LEI: 213800A8IQEMY8PA5X34       | Long             | DBT              | CORP              | GB        |       6838000 | PA      | $5645787.69     | 0.01%             | 2025-11-26      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| CWABS Asset-Backed Certificates Trust                                            | CWABS Asset-Backed Certificates Trust, Series 2005-16, Class 1AF                                                                 | CUSIP: 126670NV6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       4872659 | PA      | $4318012.08     | 0.01%             | 2036-04-25      | Variable      | 4.53%                 | No            |                  2 | On Loan: No      |
| American Axle & Manufacturing, Inc.                                              | American Axle & Manufacturing, Inc., 1st Lien Term Loan B                                                                        | CUSIP: 02406MAU1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |        974619 | PA      | $967309.65      | 0.00%             | 2029-12-13      | Variable      | 7.23%                 | No            |                  2 | On Loan: No      |
| Bayfront Infrastructure Capital Pte. Ltd.                                        | Bayfront Infrastructure Capital Pte. Ltd., Series 2025-1, Class A1                                                               | CUSIP: N/A<br>LEI: 254900OCG10BRFBMON33       | Long             | ABS-CBDO         | CORP              | SG        |       3357000 | PA      | $3344243.40     | 0.01%             | 2045-04-11      | Floating      | 5.64%                 | No            |                  3 | On Loan: No      |
| Republic of Peru                                                                 | Republic of Peru                                                                                                                 | CUSIP: 715638DF6<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |       2793000 | PA      | $2507206.28     | 0.01%             | 2031-01-23      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| Organon & Co.                                                                    | Organon & Co.                                                                                                                    | CUSIP: N/A<br>LEI: 549300AMCKY57OK2CO56       | Long             | DBT              | CORP              | US        |       4000000 | PA      | $4594593.98     | 0.01%             | 2028-04-30      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Hunter Douglas, Inc.                                                             | Hunter Douglas, Inc., 1st Lien Term Loan B1                                                                                      | CUSIP: N8137FAE0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       1349832 | PA      | $1343649.82     | 0.00%             | 2032-01-16      | Variable      | 7.55%                 | No            |                  2 | On Loan: No      |
| Long Beach Mortgage Loan Trust                                                   | Long Beach Mortgage Loan Trust, Series 2006-2, Class 1A                                                                          | CUSIP: 542514TQ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |             2 | PA      | $1.83           | 0.00%             | 2046-03-25      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Corp. Trust                                               | GS Mortgage Securities Corp. Trust, Series 2023-FUN, Class A                                                                     | CUSIP: 36267CAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      11230000 | PA      | $11258075.00    | 0.03%             | 2028-03-15      | Floating      | 6.40%                 | No            |                  2 | On Loan: No      |
| Kering SA                                                                        | Kering SA                                                                                                                        | CUSIP: N/A<br>LEI: 549300VGEJKB7SVUZR78       | Long             | DBT              | CORP              | FR        |      18900000 | PA      | $26038840.94    | 0.06%             | 2026-11-23      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Venture Global, Inc.                                                             | Venture Global, Inc., Class A                                                                                                    | CUSIP: 92333F101<br>LEI: 2549007XC91CAB3E0N98 | Long             | EC               | CORP              | US        |         42707 | NS      | $665375.06      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    8461979669 | PA      | $24039990.43    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Newday Funding Master Issuer plc-                                                | Newday Funding Master Issuer plc-, Series 2025-1X, Class B                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | GB        |       2829000 | PA      | $3892181.57     | 0.01%             | 2033-04-15      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| London Cards No. 2 plc                                                           | London Cards No. 2 plc, Series 2, Class C                                                                                        | CUSIP: N/A<br>LEI: 635400SWIULSFYESTP47       | Long             | ABS-O            | CORP              | GB        |       1708000 | PA      | $2369839.47     | 0.01%             | 2034-03-28      | Floating      | 6.72%                 | No            |                  2 | On Loan: No      |
| Bertrand Franchise Finance SAS                                                   | Bertrand Franchise Finance SAS                                                                                                   | CUSIP: N/A<br>LEI: 969500HGPPEHSTNJFW57       | Long             | DBT              | CORP              | FR        |      11488000 | PA      | $13261643.81    | 0.03%             | 2030-07-18      | Floating      | 5.99%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       2018000 | PA      | $8300.72        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Tower Bridge Funding plc                                                         | Tower Bridge Funding plc, Series 2022-1X, Class A                                                                                | CUSIP: N/A<br>LEI: 635400K8F5HFFPEAHS42       | Long             | ABS-MBS          | CORP              | GB        |       1754810 | PA      | $2409626.21     | 0.01%             | 2063-12-20      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| KFC Holding Co.                                                                  | KFC Holding Co.                                                                                                                  | CUSIP: 48250NAC9<br>LEI: 549300G2LG4YUB3MM115 | Long             | DBT              | CORP              | US        |        124000 | PA      | $123650.12      | 0.00%             | 2027-06-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | NatWest Group plc                                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        141900 | NS      | $8979.45        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Euro-BTP                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |         -1624 | NC      | $-356568.82     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| TAGUS - Sociedade de Titularizacao de Creditos SA                                | TAGUS - Sociedade de Titularizacao de Creditos SA, Series 6, Class C                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | PT        |       1800000 | PA      | $2122021.09     | 0.01%             | 2039-12-25      | Floating      | 3.75%                 | No            |                  2 | On Loan: No      |
| Talen Energy Supply LLC                                                          | Talen Energy Supply LLC                                                                                                          | CUSIP: 87422VAK4<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |       8760000 | PA      | $9387795.56     | 0.02%             | 2030-06-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| United Group BV                                                                  | United Group BV                                                                                                                  | CUSIP: N/A<br>LEI: 213800PC85O8BJ7DU398       | Long             | DBT              | CORP              | NL        |       2784000 | PA      | $3267115.00     | 0.01%             | 2029-02-01      | Floating      | 6.39%                 | No            |                  2 | On Loan: No      |
| Commercial Mortgage Trust                                                        | Commercial Mortgage Trust, Series 2024-WCL1, Class A                                                                             | CUSIP: 20047DAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      16380000 | PA      | $16374874.70    | 0.04%             | 2041-06-15      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| Lion Finance Group plc                                                           | Lion Finance Group plc                                                                                                           | CUSIP: N/A<br>LEI: 213800XKDG12NQG8VC53       | Long             | EC               | CORP              | GB        |         11501 | NS      | $1120229.92     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mercia                                                                           | Mercia, 1st Lien Term Loan                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | GB        |       1645963 | PA      | $2259330.48     | 0.01%             | 2026-04-09      | Variable      | 7.10%                 | No            |                  3 | On Loan: No      |
| Caresyntax, Inc.                                                                 | Caresyntax, Inc., Class C-2                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |         52356 | NS      | $191622.96      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      62462800 | PA      | $12815208.70    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| UK Logistics DAC                                                                 | UK Logistics DAC, Series 2024-2X, Class B                                                                                        | CUSIP: N/A<br>LEI: 635400FRZQXRDV2SLM12       | Long             | ABS-MBS          | CORP              | GB        |       3663747 | PA      | $5101103.66     | 0.01%             | 2035-02-17      | Floating      | 5.94%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Temenos AG (Registered)                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |        -14300 | NS      | $38768.56       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ORL Trust                                                                        | ORL Trust, Series 2024-GLKS, Class A                                                                                             | CUSIP: 67120DAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       8070000 | PA      | $8067478.13     | 0.02%             | 2039-12-15      | Floating      | 5.80%                 | No            |                  2 | On Loan: No      |
| MFA Trust                                                                        | MFA Trust, Series 2024-NPL1, Class A1                                                                                            | CUSIP: 58004YAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      24730309 | PA      | $24796680.24    | 0.06%             | 2054-09-25      | Variable      | 6.33%                 | No            |                  2 | On Loan: No      |
| Oaktree CLO Ltd.                                                                 | Oaktree CLO Ltd., Series 2024-27A, Class D1                                                                                      | CUSIP: 67402UAJ5<br>LEI: 2549005VHJ8BB9WPL105 | Long             | ABS-CBDO         | CORP              | KY        |        900000 | PA      | $902591.82      | 0.00%             | 2037-10-22      | Floating      | 7.27%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |       7310535 | PA      | $13285.40       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan Chase Commercial Mortgage Securities Trust                           | J.P. Morgan Chase Commercial Mortgage Securities Trust, Series 2025-BHR5, Class A                                                | CUSIP: 46649WAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      21959000 | PA      | $21959000.00    | 0.05%             | 2040-03-15      | Floating      | 6.01%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Finance Corp. International Ltd.                                   | Goldman Sachs Finance Corp. International Ltd., Series 700H                                                                      | CUSIP: N/A<br>LEI: 549300KQWCT26VXWW684       | Long             | DBT              | CORP              | JE        |       7000000 | PA      | $7353188.08     | 0.02%             | 2028-03-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $52678.51       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $517231.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OI European Group BV                                                             | OI European Group BV                                                                                                             | CUSIP: N/A<br>LEI: 72450053F5WRDY8CDZ66       | Long             | DBT              | CORP              | NL        |       2349000 | PA      | $2856932.20     | 0.01%             | 2028-05-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOP                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |    -448275000 | PA      | $-1151330.89    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Altria Group, Inc.                                                               | Altria Group, Inc.                                                                                                               | CUSIP: 02209SBG7<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |        300000 | PA      | $300277.22      | 0.00%             | 2059-02-14      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                                                | Barclays Bank plc                                                                                                                | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | RA               | CORP              | GB        |         97250 | PA      | $97250.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of South Africa                                                         | Republic of South Africa                                                                                                         | CUSIP: 836205AV6<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |       2130000 | PA      | $1488337.50     | 0.00%             | 2046-10-12      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    1049201433 | PA      | $-7722595.54    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CBOE Volatility Index                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |            30 | NC      | $-4680.90       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Nationwide Building Society                                                      | Nationwide Building Society                                                                                                      | CUSIP: 63861VAE7<br>LEI: 549300XFX12G42QIKN82 | Short            | DBT              | CORP              | GB        |       -300000 | PA      | $-292696.62     | -0.00%            | 2030-07-18      | Variable      | 3.96%                 | No            |                  2 | On Loan: No      |
| BlueMountain CLO XXIX Ltd.                                                       | BlueMountain CLO XXIX Ltd., Series 2020-29A, Class D1R                                                                           | CUSIP: 09630KAS3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |        250000 | PA      | $252694.15      | 0.00%             | 2034-07-25      | Floating      | 7.69%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                                        | Vistra Operations Co. LLC                                                                                                        | CUSIP: 92840VAB8<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |       2221000 | PA      | $2222519.16     | 0.01%             | 2027-02-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Post Holdings, Inc.                                                              | Post Holdings, Inc.                                                                                                              | CUSIP: 737446AP9<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |       6828000 | PA      | $6796690.89     | 0.02%             | 2029-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Republic of Turkiye (The)                                                        | Republic of Turkiye (The)                                                                                                        | CUSIP: N/A<br>LEI: 5493000PCHOG3B6S3Q85       | Long             | DBT              | NUSS              | TR        |     413433000 | PA      | $9704335.82     | 0.02%             | 2033-10-05      | Fixed         | 26.20%                | No            |                  2 | On Loan: No      |
| N/A                                                                              | Nasdaq, Inc.                                                                                                                     | CUSIP: 631103108<br>LEI: N/A                  | N/A              | DE               |  | US        |        -18700 | NS      | $-50303.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | NDIRS                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     166439609 | PA      | $-265.21        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Kuraray Co. Ltd.                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        166000 | NS      | $43197.10       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-3362237.43    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Birch Grove CLO 12 Ltd.                                                          | Birch Grove CLO 12 Ltd., Series 2025-12A, Class A1                                                                               | CUSIP: 09090MAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      17750000 | PA      | $17724040.63    | 0.04%             | 2038-04-22      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| Lebanese Republic                                                                | Lebanese Republic                                                                                                                | CUSIP: N/A<br>LEI: 529900QPC4K9S1KHL354       | Long             | DBT              | NUSS              | LB        |       2051000 | PA      | $387639.00      | 0.00%             | 2025-02-26      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch First Franklin Mortgage Loan Trust                                 | Merrill Lynch First Franklin Mortgage Loan Trust, Series 2007-2, Class A2C                                                       | CUSIP: 59024QAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       2010015 | PA      | $1455692.35     | 0.00%             | 2037-05-25      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| Fortuna Consumer Loan Abs DAC                                                    | Fortuna Consumer Loan ABS DAC, Series 2024-2, Class C                                                                            | CUSIP: N/A<br>LEI: 635400WJJIABFKEPEL72       | Long             | ABS-O            | CORP              | IE        |       2300000 | PA      | $2721528.26     | 0.01%             | 2034-10-18      | Floating      | 3.56%                 | No            |                  2 | On Loan: No      |
| Aenova Holding GmbH                                                              | Aenova Holding GmbH, Facility 1st Lien Term Loan B1                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | DE        |       1000000 | PA      | $1167395.57     | 0.00%             | 2031-08-22      | Variable      | 5.01%                 | No            |                  2 | On Loan: No      |
| Hobbs & Associates LLC                                                           | Hobbs & Associates LLC, 1st Lien Term Loan                                                                                       | CUSIP: 43385CAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       1000000 | PA      | $998440.00      | 0.00%             | 2031-07-23      | Variable      | 7.08%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-71918.19      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AIMCO CLO                                                                        | AIMCO CLO, Series 2018-AA, Class AR                                                                                              | CUSIP: 00900GAN5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       3505000 | PA      | $3516401.77     | 0.01%             | 2037-10-17      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| Alexander Funding Trust II                                                       | Alexander Funding Trust II                                                                                                       | CUSIP: 014916AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      18297000 | PA      | $19566568.63    | 0.05%             | 2028-07-31      | Fixed         | 7.47%                 | No            |                  2 | On Loan: No      |
| Freeport Indonesia PT                                                            | Freeport Indonesia PT                                                                                                            | CUSIP: N/A<br>LEI: 549300T4HTQHRKLNE619       | Long             | DBT              | CORP              | ID        |      18000000 | PA      | $17600580.00    | 0.04%             | 2052-04-14      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Worldline SA                                                                     | Worldline SA                                                                                                                     | CUSIP: N/A<br>LEI: 549300CJMQNCA0U4TS33       | Long             | DBT              | CORP              | FR        |       8900000 | PA      | $9195290.09     | 0.02%             | 2029-11-27      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Asbury Automotive Group, Inc.                                                    | Asbury Automotive Group, Inc.                                                                                                    | CUSIP: 043436AW4<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |       1863000 | PA      | $1798703.40     | 0.00%             | 2029-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| HR Ottawa LP                                                                     | HR Ottawa LP                                                                                                                     | CUSIP: 44331MAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      99478000 | PA      | $108097140.55   | 0.25%             | 2031-03-31      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| Maranon Loan Funding Ltd.                                                        | Maranon Loan Funding Ltd., Series 2020-1A, Class A                                                                               | CUSIP: 56577GAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       1711329 | PA      | $1720272.16     | 0.00%             | 2034-01-15      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| Banijay Entertainment SAS                                                        | Banijay Entertainment SAS                                                                                                        | CUSIP: N/A<br>LEI: 969500CE0IE2EZ5VBG13       | Long             | DBT              | CORP              | FR        |       8856000 | PA      | $10902405.03    | 0.03%             | 2029-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Costco Wholesale Corp.                                                                                                           | CUSIP: 22160K105<br>LEI: N/A                  | N/A              | DE               |  | US        |          3000 | NS      | $-45522.60      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Amgen, Inc.                                                                      | Amgen, Inc.                                                                                                                      | CUSIP: 031162CF5<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |      12503000 | PA      | $10704384.94    | 0.03%             | 2051-06-15      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| Repsol International Finance BV                                                  | Repsol International Finance BV                                                                                                  | CUSIP: N/A<br>LEI: 5493002YCY6HTK0OUR29       | Long             | DBT              | CORP              | NL        |      44795000 | PA      | $52060574.18    | 0.12%             | 2026-12-22      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Banijay Entertainment                                                            | Banijay Entertainment SAS, 1st Lien Term Loan B3                                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | FR        |       3000000 | PA      | $3529079.30     | 0.01%             | 2028-03-01      | Variable      | 5.59%                 | No            |                  2 | On Loan: No      |
| Rockford Tower CLO Ltd.                                                          | Rockford Tower CLO Ltd., Series 2018-2A, Class SUB                                                                               | CUSIP: 77342LAC2<br>LEI: 5493001SZ764RMCNU069 | Long             | ABS-CBDO         | CORP              | KY        |       1750000 | PA      | $166075.00      | 0.00%             | 2031-10-20      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Janus International Group LLC                                                    | Janus International Group LLC, 1st Lien Term Loan B                                                                              | CUSIP: 47102DAN9<br>LEI: 549300EG57ZJJG8NC776 | Long             | LON              | CORP              | US        |        994614 | PA      | $990635.56      | 0.00%             | 2030-08-05      | Variable      | 6.78%                 | No            |                  2 | On Loan: No      |
| Q-Park Holding I BV                                                              | Q-Park Holding I BV                                                                                                              | CUSIP: N/A<br>LEI: 2549003839B7HE3NDP48       | Long             | DBT              | CORP              | NL        |       3678000 | PA      | $4467934.06     | 0.01%             | 2029-03-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| eircom Finance DAC                                                               | eircom Finance DAC, Series JUL                                                                                                   | CUSIP: N/A<br>LEI: 254900NA4DUH50UERM85       | Long             | DBT              | CORP              | IE        |       5824000 | PA      | $6877531.76     | 0.02%             | 2031-04-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Trident Energy Finance plc                                                       | Trident Energy Finance plc                                                                                                       | CUSIP: N/A<br>LEI: 9845004ECK3FYO64I382       | Long             | DBT              | CORP              | GB        |       6565000 | PA      | $6568282.50     | 0.02%             | 2029-11-30      | Fixed         | 12.50%                | No            |                  2 | On Loan: No      |
| Twin Bridges plc                                                                 | Twin Bridges plc, Series 2023-1, Class D                                                                                         | CUSIP: N/A<br>LEI: 213800UGYTY5Y43KYF61       | Long             | ABS-MBS          | CORP              | GB        |       1672000 | PA      | $2324775.91     | 0.01%             | 2055-06-14      | Floating      | 7.73%                 | No            |                  2 | On Loan: No      |
| BCPE Flavor Debt Merger Sub LLC & BCPE Flavor Issuer, Inc.                       | BCPE Flavor Debt Merger Sub LLC & BCPE Flavor Issuer, Inc.                                                                       | CUSIP: 072933AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       5646000 | PA      | $5775713.80     | 0.01%             | 2032-07-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                                                     | BX Commercial Mortgage Trust, Series 2021-NWM, Class A                                                                           | CUSIP: 12434AAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      25113852 | PA      | $24948060.33    | 0.06%             | 2033-02-15      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| American Tower Corp.                                                             | American Tower Corp.                                                                                                             | CUSIP: BP5739662<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |       5450000 | PA      | $6228080.22     | 0.01%             | 2027-01-15      | Fixed         | 0.45%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $260409.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Tobacco Settlement Financing Corp.                                               | Tobacco Settlement Financing Corp., Series 2007A-1                                                                               | CUSIP: 88880NAT6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |       9325000 | PA      | $7620794.92     | 0.02%             | 2046-06-01      | Fixed         | 6.71%                 | No            |                  2 | On Loan: No      |
| Diameter Capital CLO 1 Ltd.                                                      | Diameter Capital CLO 1 Ltd., Series 2021-1A, Class A1R                                                                           | CUSIP: 25255DAL4<br>LEI: 25490018I1ROE4V49X69 | Long             | ABS-CBDO         | CORP              | KY        |      14750000 | PA      | $14819631.80    | 0.03%             | 2037-10-15      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| ABQ Finance Ltd.                                                                 | ABQ Finance Ltd.                                                                                                                 | CUSIP: N/A<br>LEI: 549300EKNBMBS9DNYE37       | Long             | DBT              | CORP              | KY        |       8325000 | PA      | $8381193.75     | 0.02%             | 2030-03-25      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BCPE Empire Holdings, Inc.                                                       | BCPE Empire Holdings, Inc., 1st Lien Term Loan                                                                                   | CUSIP: 05550HAQ8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |        497497 | PA      | $494138.76      | 0.00%             | 2030-12-11      | Variable      | 7.58%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |       3458000 | PA      | $-11559.74      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CaixaBank SA                                                                     | CaixaBank SA                                                                                                                     | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | DBT              | CORP              | ES        |       2700000 | PA      | $3138543.29     | 0.01%             | 2031-06-18      | Variable      | 1.25%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Corp. Trust                                               | GS Mortgage Securities Corp. Trust, Series 2021-ROSS, Class A                                                                    | CUSIP: 36264YAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       2320000 | PA      | $2176237.72     | 0.01%             | 2026-05-15      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| Thornburg Mortgage Securities Trust                                              | Thornburg Mortgage Securities Trust, Series 2006-3, Class A1                                                                     | CUSIP: 885221AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       2650948 | PA      | $1589238.64     | 0.00%             | 2046-06-25      | Variable      | 4.20%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Electric Power Authority                                             | Puerto Rico Electric Power Authority, Series 2013A                                                                               | CUSIP: 74526YCZ6<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | PR        |       1030000 | PA      | $496975.00      | 0.00%             | 2042-07-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Asset-Backed European Securitisation Transaction Twenty-Three SARL               | Asset-Backed European Securitisation Transaction Twenty-Three SARL, Series 23, Class D                                           | CUSIP: N/A<br>LEI: 213800WQKYRCMTF4FR47       | Long             | ABS-O            | CORP              | LU        |        600000 | PA      | $712272.20      | 0.00%             | 2034-03-21      | Floating      | 3.78%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Intermediate Capital Group plc                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         42300 | NS      | $-52696.46      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CIRKUL SR SEC                                                                    | Cirkul Sr Sec, 1st Lien Term Loan                                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      18121000 | PA      | $17283809.80    | 0.04%             | 2028-04-23      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| GOAT Holdco LLC                                                                  | GOAT Holdco LLC, 1st Lien Term Loan B                                                                                            | CUSIP: 38021CAC2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       5985000 | PA      | $5990985.00     | 0.01%             | 2032-01-27      | Variable      | 7.08%                 | No            |                  2 | On Loan: No      |
| NetApp, Inc.                                                                     | NetApp, Inc.                                                                                                                     | CUSIP: 64110DAK0<br>LEI: QTX3D84DZDD5JYOCYH15 | Short            | DBT              | CORP              | US        |       -500000 | PA      | $-456879.92     | -0.00%            | 2030-06-22      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |       6685000 | PA      | $-190293.28     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Infrastrutture Wireless Italiane SpA                                             | Infrastrutture Wireless Italiane SpA                                                                                             | CUSIP: N/A<br>LEI: 81560066183FE361C071       | Long             | DBT              | CORP              | IT        |       3313000 | PA      | $3578121.82     | 0.01%             | 2031-04-19      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |       9230000 | PA      | $1496825.61     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Yum China Holdings, Inc.                                                                                                         | CUSIP: 98850P109<br>LEI: N/A                  | N/A              | DE               |  | GB        |         24600 | NS      | $18450.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | USD Currency                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |     120000000 | PA      | $13139.92       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Development Bank of Kazakhstan JSC                                               | Development Bank of Kazakhstan JSC                                                                                               | CUSIP: 25159XAF0<br>LEI: 213800LCDPGJ1BI7KX98 | Long             | DBT              | NUSS              | KZ        |    5182500000 | PA      | $9008594.07     | 0.02%             | 2028-05-23      | Fixed         | 13.49%                | No            |                  2 | On Loan: No      |
| Belron Finance US LLC                                                            | Belron Finance 2019 LLC, 1st Lien Term Loan                                                                                      | CUSIP: 08078UAM5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       4987437 | PA      | $5004793.47     | 0.01%             | 2031-10-16      | Variable      | 7.05%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loan Trust                                                          | Mosaic Solar Loan Trust, Series 2018-2GS, Class C                                                                                | CUSIP: 61946LAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       1652157 | PA      | $1455983.27     | 0.00%             | 2044-02-22      | Fixed         | 5.97%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | PepsiCo, Inc.                                                                                                                    | CUSIP: 713448108<br>LEI: N/A                  | N/A              | DE               |  | US        |         17100 | NS      | $10773.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | China Railway Group Ltd., Class H                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -1924000 | NS      | $-4553.36       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-156544.64     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDSCMBX                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |       1456000 | PA      | $148705.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OCP Euro CLO DAC                                                                 | OCP Euro CLO DAC, Series 2019-3A, Class CR                                                                                       | CUSIP: N/A<br>LEI: 635400AITKFDK9OZEW62       | Long             | ABS-CBDO         | CORP              | IE        |        250000 | PA      | $296214.26      | 0.00%             | 2033-04-20      | Floating      | 4.54%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $41622.06       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Galaxy XXVI CLO Ltd.                                                             | Galaxy XXVI CLO Ltd., Series 2018-26A, Class AR                                                                                  | CUSIP: 36321LAJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |        908605 | PA      | $909104.13      | 0.00%             | 2031-11-22      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| Rockford Tower CLO Ltd.                                                          | Rockford Tower CLO Ltd., Series 2018-1A, Class SUB                                                                               | CUSIP: 77342HAC1<br>LEI: 549300KPFGDIQ0PMP224 | Long             | ABS-CBDO         | CORP              | KY        |       1750000 | PA      | $139442.45      | 0.00%             | 2031-05-20      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Ford Motor Co.                                                                   | Ford Motor Co.                                                                                                                   | CUSIP: 345370CS7<br>LEI: 20S05OYHG0MQM4VUIC57 | Short            | DBT              | CORP              | US        |      -6224000 | PA      | $-5025227.10    | -0.01%            | 2046-12-08      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| Agate Bay Mortgage Trust                                                         | Agate Bay Mortgage Trust, Series 2015-1, Class B5                                                                                | CUSIP: 00841WBP6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1323082 | PA      | $806264.08      | 0.00%             | 2045-01-25      | Variable      | 3.63%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | NDIRS                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     497490436 | PA      | $202899.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SG Mortgage Securities Trust                                                     | SG Mortgage Securities Trust, Series 2006-OPT2, Class A3D                                                                        | CUSIP: 78420MAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       4623000 | PA      | $3498567.13     | 0.01%             | 2036-10-25      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDIT                                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | FR        |       9702000 | PA      | $451886.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OZLM VI Ltd.                                                                     | OZLM VI Ltd., Series 2014-6A, Class SUB                                                                                          | CUSIP: 67108PAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       3200000 | PA      | $4909.12        | 0.00%             | 2031-04-17      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Anchorage Credit Funding 3 Ltd.                                                  | Anchorage Credit Funding 3 Ltd., Series 2016-3A, Class SUBR                                                                      | CUSIP: 001011AJ4<br>LEI: 5493003NNQWXMTSTMF21 | Long             | ABS-CBDO         | CORP              | KY        |       7500000 | PA      | $4801500.00     | 0.01%             | 2039-01-28      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Apidos CLO XXXVII                                                                | Apidos CLO XXXVII, Series 2021-37A, Class E                                                                                      | CUSIP: 03769FAA9<br>LEI: 549300OGB01ASKLNI660 | Long             | ABS-CBDO         | CORP              | KY        |        850000 | PA      | $851655.63      | 0.00%             | 2034-10-22      | Floating      | 10.83%                | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |       1250000 | PA      | $73607.97       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Volkswagen Financial Services AG                                                 | Volkswagen Financial Services AG                                                                                                 | CUSIP: N/A<br>LEI: 529900SSGT49ZZSWYE62       | Long             | DBT              | CORP              | DE        |       1648000 | PA      | $1868624.06     | 0.00%             | 2027-02-12      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Magellan Capital Holdings plc                                                    | Magellan Capital Holdings plc                                                                                                    | CUSIP: N/A<br>LEI: 254900YN2K3DJ8B72Q22       | Long             | DBT              | CORP              | GB        |       6045000 | PA      | $5954325.00     | 0.01%             | 2029-07-08      | Variable      | 8.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | GSK plc                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |         68500 | NS      | $-13133.05      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SC Germany SA Compartment Leasing                                                | SC Germany SA Compartment Leasing, Series 2023-1, Class D                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | LU        |        732965 | PA      | $872427.01      | 0.00%             | 2032-12-14      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| PRET LLC                                                                         | PRET LLC, Series 2024-RN2, Class A1                                                                                              | CUSIP: 69391YAA5<br>LEI: 254900D7MDAANUUXWQ05 | Long             | ABS-MBS          | CORP              | US        |       3968294 | PA      | $3993141.60     | 0.01%             | 2054-04-25      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| Romania                                                                          | Romania Government Bond                                                                                                          | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |        628000 | PA      | $461191.36      | 0.00%             | 2041-04-14      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa                                                         | Republic of South Africa                                                                                                         | CUSIP: 836205BG8<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |       3363000 | PA      | $3204939.00     | 0.01%             | 2054-11-19      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| Solaris Energy Infrastructure, Inc.                                              | Solaris Energy Infrastructure, Inc.                                                                                              | CUSIP: 83419XAA6<br>LEI: 529900MTK3C8Y8TIIC10 | Long             | DBT              | CORP              | US        |      20170000 | PA      | $26914343.75    | 0.06%             | 2030-05-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Republic of Poland                                                               | Republic of Poland                                                                                                               | CUSIP: N/A<br>LEI: 259400R9L8QEP0TPXS31       | Long             | DBT              | NUSS              | PL        |      75552000 | PA      | $19321323.27    | 0.05%             | 2029-10-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Tesco Property Finance 1 plc                                                     | Tesco Property Finance 1 plc                                                                                                     | CUSIP: N/A<br>LEI: 2138005QTX8CMPSEOS15       | Long             | DBT              | CORP              | GB        |       2690067 | PA      | $4152237.32     | 0.01%             | 2039-07-13      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| NVIDIA Corp.                                                                     | NVIDIA Corp.                                                                                                                     | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |        142521 | NS      | $22516892.79    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| American Airlines, Inc.                                                          | American Airlines, Inc., 1st Lien Term Loan                                                                                      | CUSIP: 02376CBM6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |        990000 | PA      | $980100.00      | 0.00%             | 2029-06-04      | Variable      | 6.51%                 | No            |                  2 | On Loan: No      |
| Mineral Resources Ltd.                                                           | Mineral Resources Ltd.                                                                                                           | CUSIP: 603051AE3<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |       4791000 | PA      | $4903147.73     | 0.01%             | 2028-10-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                                           | Alternative Loan Trust, Series 2005-59, Class 1A1                                                                                | CUSIP: 12668AEV3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1156643 | PA      | $1136181.25     | 0.00%             | 2035-11-20      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| Opal Bidco SAS                                                                   | Opal Bidco SAS                                                                                                                   | CUSIP: N/A<br>LEI: 969500R96XT7XY2UJ564       | Long             | DBT              | CORP              | FR        |       5745000 | PA      | $6902669.21     | 0.02%             | 2032-03-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Lottomatica Group SpA                                                            | Lottomatica Group SpA                                                                                                            | CUSIP: N/A<br>LEI: 549300R72LKEGT4EX026       | Long             | DBT              | CORP              | IT        |       4551000 | PA      | $5496689.04     | 0.01%             | 2031-01-31      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-464138.57     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MCM Trust                                                                        | MCM Trust, Series 2021-VFN1                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | CORP              | US        |      32216125 | PA      | $22187431.91    | 0.05%             | 2028-08-28      | Fixed         | 3.00%                 | No            |                  3 | On Loan: No      |
| Great Lakes Dredge & Dock Corp.                                                  | Great Lakes Dredge & Dock Corp.                                                                                                  | CUSIP: 390607AF6<br>LEI: 549300H65E3MZ1CX0P05 | Short            | DBT              | CORP              | US        |      -8696000 | PA      | $-8356377.72    | -0.02%            | 2029-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $28109.83       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Colombia                                                             | Republic of Colombia                                                                                                             | CUSIP: 195325ER2<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |      10174000 | PA      | $10525003.00    | 0.02%             | 2030-04-25      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Pacific Gas & Electric Co.                                                       | Pacific Gas & Electric Co.                                                                                                       | CUSIP: 694308KD8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |       2772000 | PA      | $2306358.19     | 0.01%             | 2052-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Whitebox CLO II Ltd.                                                             | Whitebox CLO II Ltd., Series 2020-2A, Class A1R2                                                                                 | CUSIP: 96466CAW8<br>LEI: 549300C89ZJ5IWOT1F21 | Long             | ABS-CBDO         | CORP              | KY        |      15000000 | PA      | $15058113.00    | 0.04%             | 2037-10-24      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| Conseco Finance Securitizations Corp.                                            | Conseco Finance Securitizations Corp., Series 2000-5, Class A7                                                                   | CUSIP: 20846QER5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      11418320 | PA      | $2326658.64     | 0.01%             | 2031-05-01      | Fixed         | 8.20%                 | No            |                  2 | On Loan: No      |
| La Quinta Resort                                                                 | La Quinta Resort, Delayed Draw 1st Lien Term Loan                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5750000 | PA      | $5750000.00     | 0.01%             | 2025-12-09      | Variable      | 7.14%                 | No            |                  3 | On Loan: No      |
| Amazon.com, Inc.                                                                 | Amazon.com, Inc.                                                                                                                 | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |         56673 | NS      | $12433489.47    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Venture Global LNG, Inc.                                                         | Venture Global LNG, Inc.                                                                                                         | CUSIP: 92332YAD3<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |       6051000 | PA      | $6534856.11     | 0.02%             | 2032-02-01      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| Minejesa Capital BV                                                              | Minejesa Capital BV                                                                                                              | CUSIP: 602736AB6<br>LEI: 549300KS7ERCP10BKC35 | Long             | DBT              | CORP              | NL        |       2271000 | PA      | $2173063.13     | 0.01%             | 2037-08-10      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Resorts World Las Vegas LLC                                                      | Resorts World Las Vegas LLC                                                                                                      | CUSIP: N/A<br>LEI: 254900LHVH9D3APT8R82       | Long             | DBT              | CORP              | US        |      14000000 | PA      | $12355420.00    | 0.03%             | 2029-04-16      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Ardagh Packaging Finance plc                                                     | Ardagh Packaging Finance plc                                                                                                     | CUSIP: N/A<br>LEI: 6354001JXMLKNZDZR978       | Long             | DBT              | CORP              | IE        |      12323000 | PA      | $13846314.27    | 0.03%             | 2026-08-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Valaris Ltd.                                                                     | Valaris Ltd.                                                                                                                     | CUSIP: 91889FAC5<br>LEI: N/A                  | Short            | DBT              | CORP              | BM        |      -5660000 | PA      | $-5807012.84    | -0.01%            | 2030-04-30      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp. Seasoned Credit Risk Transfer Trust Variable Rate Notes, Series 2017-3, Class BIO               | CUSIP: 35563PCJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       6780577 | PA      | $765229.43      | 0.00%             | 2056-07-25      | Variable      | 1.42%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-165719.18     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Regatta XIV Funding Ltd.                                                         | Regatta XIV Funding Ltd., Series 2018-3A, Class AR                                                                               | CUSIP: 75888MAN0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       1973415 | PA      | $1974931.03     | 0.00%             | 2031-10-25      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| SoFi Personal Loan Trust                                                         | SoFi Personal Loan Trust, Series 2024-1A, Class A                                                                                | CUSIP: 83407RAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      10263925 | PA      | $10309494.00    | 0.02%             | 2031-02-12      | Fixed         | 6.06%                 | No            |                  2 | On Loan: No      |
| Versa Networks, Inc., Series E                                                   | Versa Networks, Inc., Series E                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | US        |       9274836 | NS      | $47394411.96    | 0.11%             |  |  |  | Yes           |                  3 | On Loan: No      |
| NewDay Funding                                                                   | NewDay Funding, Series 2025-2X, Class C                                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | GB        |       3307000 | PA      | $4539353.55     | 0.01%             | 2033-07-15      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EOG Resources, Inc.                                                                                                              | CUSIP: 26875P101<br>LEI: N/A                  | N/A              | DE               |  | US        |         21300 | NS      | $-50694.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Allison Transmission, Inc.                                                       | Allison Transmission, Inc.                                                                                                       | CUSIP: 019736AF4<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |       1044000 | PA      | $1054635.08     | 0.00%             | 2029-06-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Freedom Mortgage Holdings LLC                                                    | Freedom Mortgage Holdings LLC                                                                                                    | CUSIP: 35641AAC2<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |       1644000 | PA      | $1661717.39     | 0.00%             | 2032-04-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Delamare Cards MTN Issuer plc                                                    | Delamare Cards MTN Issuer plc, Series 2023-1, Class A1                                                                           | CUSIP: N/A<br>LEI: 635400IAJKM25WRCSE95       | Long             | ABS-O            | CORP              | GB        |       3454000 | PA      | $4748040.94     | 0.01%             | 2031-04-19      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       1520000 | PA      | $65778.78       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KKR CLO 54 Ltd.                                                                  | KKR CLO 54 Ltd., Series 2024-54A, Class A                                                                                        | CUSIP: 48256VAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       4734000 | PA      | $4747813.81     | 0.01%             | 2038-01-15      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| Belron UK Finance plc                                                            | Belron UK Finance plc                                                                                                            | CUSIP: N/A<br>LEI: 9845006BC9D1A77B8178       | Long             | DBT              | CORP              | GB        |       3908000 | PA      | $4695239.38     | 0.01%             | 2029-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association Variable Rate Notes, Series 2023-118, Class BA                                          | CUSIP: 38381JNH6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       2607048 | PA      | $2382681.64     | 0.01%             | 2065-05-16      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Group 1 Automotive, Inc.                                                         | Group 1 Automotive, Inc.                                                                                                         | CUSIP: 398905AQ2<br>LEI: 549300US8QAZJLWYAF63 | Long             | DBT              | CORP              | US        |        178000 | PA      | $182781.61      | 0.00%             | 2030-01-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     122861148 | PA      | $4621998.69     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| OCP SA                                                                           | OCP SA                                                                                                                           | CUSIP: 67091TAF2<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | NUSS              | MA        |      10000000 | PA      | $10345400.00    | 0.02%             | 2034-05-02      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $575972.63      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United Mexican States                                                            | United Mexican States                                                                                                            | CUSIP: 91087BAV2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |       3174000 | PA      | $3245415.00     | 0.01%             | 2035-02-09      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd.                                                                    | Voya CLO Ltd., Series 2017-2A, Class A1R                                                                                         | CUSIP: 92915UAG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |        149492 | PA      | $149553.51      | 0.00%             | 2030-06-07      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| Auto ABS Italian Stella Loans SRL                                                | Auto ABS Italian Stella Loans SRL, Series 2025-1, Class B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | IT        |       4458000 | PA      | $5257602.66     | 0.01%             | 2040-12-28      | Floating      | 3.04%                 | No            |                  2 | On Loan: No      |
| Olympus Water US Holding Corp.                                                   | Olympus Water US Holding Corp.                                                                                                   | CUSIP: N/A<br>LEI: 549300YU2GGVCBN3MY89       | Long             | DBT              | CORP              | US        |       2048000 | PA      | $2207384.07     | 0.01%             | 2029-10-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $19022.29       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RBC Capital Markets LLC                                                          | RBC Capital Markets LLC                                                                                                          | CUSIP: N/A<br>LEI: 549300LCO2FLSSVFFR64       | Long             | RA               | CORP              | US        |       2435880 | PA      | $2435880.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Puerto Rico Electric Power Authority                                             | Puerto Rico Electric Power Authority, Series 2008WW                                                                              | CUSIP: 74526YEU5<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | PR        |       6160000 | PA      | $2972200.00     | 0.01%             | 2038-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Jubilee Place BV                                                                 | Jubilee Place BV, Series 7, Class D                                                                                              | CUSIP: N/A<br>LEI: 724500E73QDBSXZ44959       | Long             | ABS-MBS          | CORP              | NL        |        111000 | PA      | $129598.57      | 0.00%             | 2062-09-18      | Floating      | 3.90%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     240652083 | PA      | $3541.80        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hilton Garden Inn                                                                | Hilton Garden Inn, 1st Lien Term Loan                                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      29100000 | PA      | $29290089.93    | 0.07%             | 2038-01-01      | Variable      | 7.61%                 | No            |                  3 | On Loan: No      |
| Proofpoint, Inc.                                                                 | Proofpoint, Inc., 1st Lien Term Loan                                                                                             | CUSIP: 74345HAG6<br>LEI: 529900C5FODDK0WSR085 | Long             | LON              | CORP              | US        |       7464194 | PA      | $7465015.14     | 0.02%             | 2028-08-31      | Variable      | 7.33%                 | No            |                  2 | On Loan: No      |
| Thunder Logistics DAC                                                            | Thunder Logistics DAC, Series 2024-1X, Class C                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | CORP              | IE        |        921214 | PA      | $1087846.14     | 0.00%             | 2036-11-17      | Floating      | 4.68%                 | No            |                  2 | On Loan: No      |
| State of Georgia                                                                 | State of Georgia, Series 2022A                                                                                                   | CUSIP: 373385KQ5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |       7890000 | PA      | $7728371.54     | 0.02%             | 2041-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Prosus NV                                                                        | Prosus NV                                                                                                                        | CUSIP: N/A<br>LEI: 635400Z5LQ5F9OLVT688       | Long             | DBT              | CORP              | NL        |       1123000 | PA      | $993855.00      | 0.00%             | 2031-07-13      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CoStar Group, Inc.                                                                                                               | CUSIP: 22160N109<br>LEI: N/A                  | N/A              | DE               |  | US        |        -24000 | NS      | $-8640.00       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                                         | Benchmark Mortgage Trust, Series 2021-B23, Class XA                                                                              | CUSIP: 08162RAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      47448681 | PA      | $2375992.71     | 0.01%             | 2054-02-15      | Variable      | 1.36%                 | No            |                  2 | On Loan: No      |
| CHL Mortgage Pass-Through Trust                                                  | CHL Mortgage Pass-Through Trust, Series 2007-15, Class 2A2                                                                       | CUSIP: 17025TBJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      12958149 | PA      | $4638733.66     | 0.01%             | 2037-09-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EXEO Group, Inc.                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        168000 | NS      | $5571.97        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Ecuador                                                              | Republic of Ecuador                                                                                                              | CUSIP: N/A<br>LEI: 5299003Y2U5XK0A35H71       | Long             | DBT              | NUSS              | EC        |       5892110 | PA      | $4280617.92     | 0.01%             | 2035-07-31      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Builders FirstSource, Inc.                                                       | Builders FirstSource, Inc.                                                                                                       | CUSIP: 12008RAN7<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |       1098000 | PA      | $1077821.40     | 0.00%             | 2030-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | MTR Corp. Ltd.                                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -637500 | NS      | $-18483.38      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      17865000 | PA      | $557362.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Great Lakes Water Authority Water Supply System                                  | Great Lakes Water Authority Water Supply System, Series 2025C                                                                    | CUSIP: 39081JJS8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |       4175000 | PA      | $4302241.43     | 0.01%             | 2055-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO 43B Ltd.                                              | Golub Capital Partners CLO 43B Ltd., Series 2019-43A, Class A1R                                                                  | CUSIP: 38180PAA4<br>LEI: 2549006E2S3MDN9M6Q69 | Long             | ABS-CBDO         | CORP              | KY        |       8650000 | PA      | $8678274.26     | 0.02%             | 2037-10-20      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EURO STOXX Banks Price Index                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DE        |          3438 | NC      | $197677.99      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $584.75         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                               | Credit Agricole SA                                                                                                               | CUSIP: 225313AJ4<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |       2586000 | PA      | $2618325.00     | 0.01%             | 2025-12-23      | Variable      | 8.12%                 | No            |                  2 | On Loan: No      |
| Sea Ltd.                                                                         | Sea Ltd., Class A                                                                                                                | CUSIP: 81141R100<br>LEI: 529900OM6JLLW44YKI15 | Long             | EC               | CORP              | KY        |          5842 | NS      | $934369.48      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Parkland Corp.                                                                   | Parkland Corp.                                                                                                                   | CUSIP: 70137WAL2<br>LEI: 549300UY5C6HUV0XLS53 | Long             | DBT              | CORP              | CA        |        357000 | PA      | $341849.39      | 0.00%             | 2030-05-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Federation of Malaysia                                                           | Malaysia Government Bond                                                                                                         | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |     110100000 | PA      | $27272270.75    | 0.06%             | 2054-03-23      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-1038735.89    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     464406400 | PA      | $2951430.31     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Walmart, Inc.                                                                                                                    | CUSIP: 00CBHV0K3<br>LEI: N/A                  | N/A              | DE               |  | US        |         -1400 | NC      | $-16800.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ROCK Trust                                                                       | ROCK Trust, Series 2024-CNTR, Class A                                                                                            | CUSIP: 74970WAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1570414 | PA      | $1606510.28     | 0.00%             | 2041-11-13      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| First Franklin Mortgage Loan Trust                                               | First Franklin Mortgage Loan Trust, Series 2006-FF13, Class A1                                                                   | CUSIP: 30247DAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       4255502 | PA      | $2741605.26     | 0.01%             | 2036-10-25      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| Republic of Trinidad & Tobago                                                    | Republic of Trinidad & Tobago                                                                                                    | CUSIP: N/A<br>LEI: HYBZ5SXKW67ICKUUWH81       | Long             | DBT              | NUSS              | TT        |       6330000 | PA      | $6216060.00     | 0.01%             | 2034-06-26      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Goldman Home Improvement Trust Issuer Trust                                      | Goldman Home Improvement Trust Issuer Trust, Series 2021-GRN2, Class B                                                           | CUSIP: 38149XAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       3285557 | PA      | $3218944.91     | 0.01%             | 2051-06-25      | Fixed         | 1.97%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                                            | Mex Bonos Desarr Fix Rt                                                                                                          | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |      12042200 | PA      | $63359126.09    | 0.15%             | 2026-09-03      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     103239811 | PA      | $-1678284.74    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | ETRSI                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |       2435951 | PA      | $9654.64        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Alterra Mountain Co.                                                             | Alterra Mountain Co., 1st Lien Term Loan B7                                                                                      | CUSIP: 46124CAR8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |        458295 | PA      | $459156.11      | 0.00%             | 2030-05-31      | Variable      | 7.33%                 | No            |                  2 | On Loan: No      |
| Maverick Gaming LLC                                                              | Maverick Gaming LLC, 1st Lien Term Loan                                                                                          | CUSIP: 57770JAE6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       5367621 | PA      | $3233991.54     | 0.01%             | 2028-06-05      | Variable      | 11.78%                | No            |                  3 | On Loan: No      |
| N/A                                                                              | Eurofins Scientific SE                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |        -23900 | NS      | $-25473.69      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Rockford Tower CLO Ltd.                                                          | Rockford Tower CLO Ltd., Series 2019-2A, Class BR2                                                                               | CUSIP: 77341GAU4<br>LEI: 549300IG5M07NI4QKK80 | Long             | ABS-CBDO         | CORP              | KY        |       1150000 | PA      | $1151719.83     | 0.00%             | 2032-08-20      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| Booking Holdings, Inc.                                                           | Booking Holdings, Inc.                                                                                                           | CUSIP: 09857LBD9<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |       4067000 | PA      | $4588487.08     | 0.01%             | 2044-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Astra International Tbk. PT                                                      | Astra International Tbk. PT                                                                                                      | CUSIP: N/A<br>LEI: 529900L49TRJOMG4DK47       | Long             | EC               | CORP              | ID        |       2515200 | NS      | $697501.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                                  | Citigroup, Inc.                                                                                                                  | CUSIP: N/A<br>LEI: 6SHGI4ZSSLCXXQSBB395       | Long             | DBT              | CORP              | US        |       5104000 | PA      | $6762053.20     | 0.02%             | 2026-10-23      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                                                 | CSC Holdings LLC                                                                                                                 | CUSIP: 126307AZ0<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |       5900000 | PA      | $4797263.51     | 0.01%             | 2029-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SPDR S&P 500 ETF Trust                                                                                                           | CUSIP: 00CBPAB10<br>LEI: N/A                  | N/A              | DE               |  | US        |          1999 | NC      | $1308345.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Wrangler Holdco Corp.                                                            | Wrangler Holdco Corp.                                                                                                            | CUSIP: 37441QAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        897000 | PA      | $933831.73      | 0.00%             | 2032-04-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Nomura Research Institute Ltd.                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |        -21700 | NS      | $-11201.24      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BlackRock ETF Trust II                                                           | iShares High Yield Muni Active ETF                                                                                               | CUSIP: 092528843<br>LEI: 529900RSTN1ODZCS1O82 | Long             |  | RF                | US        |        396000 | NS      | $19257480.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Suzano Austria GmbH                                                              | Suzano Austria GmbH                                                                                                              | CUSIP: 86964WAF9<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |        684000 | PA      | $702810.00      | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Australia 10-Year Bond                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | AU        |         -1036 | NC      | $-654437.58     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                              | Davide Campari-Milano NV                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -176431 | NS      | $16391.24       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       1335000 | PA      | $45297.13       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Dominican Republic                                                               | Dominican Republic Government Bond                                                                                               | CUSIP: 25714PEF1<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |       3144000 | PA      | $2900340.00     | 0.01%             | 2032-09-23      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Mercari, Inc.                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         -5100 | NS      | $1662.08        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust                                                         | Ajax Mortgage Loan Trust, Series 2023-C, Class A3                                                                                | CUSIP: 009926AC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1582900 | PA      | $1349591.94     | 0.00%             | 2063-05-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| SG Residential Mortgage Trust                                                    | SG Residential Mortgage Trust, Series 2022-2, Class B1                                                                           | CUSIP: 78434KAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       4811000 | PA      | $4705694.43     | 0.01%             | 2062-08-25      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                            | Bank of America Corp.                                                                                                            | CUSIP: 06051GJL4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Short            | DBT              | CORP              | US        |       -100000 | PA      | $-87208.46      | -0.00%            | 2031-10-24      | Variable      | 1.92%                 | No            |                  2 | On Loan: No      |
| Liberty Media Corp.                                                              | Liberty Media Corp., 1st Lien Term Loan                                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        299145 | PA      | $299220.09      | 0.00%             | 2031-08-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| BlueMountain CLO XXX Ltd.                                                        | BlueMountain CLO XXX Ltd., Series 2020-30A, Class ER                                                                             | CUSIP: 09630RAG4<br>LEI: 5493002GUQ80FGGGNP40 | Long             | ABS-CBDO         | CORP              | KY        |        250000 | PA      | $240271.28      | 0.00%             | 2035-04-15      | Floating      | 10.96%                | No            |                  2 | On Loan: No      |
| Apleona Holding GmbH                                                             | Apleona Holding GmbH, Facility 1st Lien Term Loan B3                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | DE        |       5673267 | PA      | $6668924.58     | 0.02%             | 2028-04-28      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| Kaspi.KZ JSC                                                                     | Kaspi.KZ JSC                                                                                                                     | CUSIP: 466281AA0<br>LEI: 2549003YU6FARG8OAZ13 | Long             | DBT              | CORP              | KZ        |        490000 | PA      | $492601.90      | 0.00%             | 2030-03-26      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Virgin Media Ireland Ltd.                                                        | Virgin Media Ireland Ltd., Facility 1st Lien Term Loan B1                                                                        | CUSIP: G9463MAB1<br>LEI: 213800K1R3GMY77CNR32 | Long             | LON              | CORP              | IE        |       2000000 | PA      | $2344379.65     | 0.01%             | 2029-07-13      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| Cellnex Telecom SA                                                               | Cellnex Telecom SA                                                                                                               | CUSIP: N/A<br>LEI: 5493008T4YG3AQUI7P67       | Long             | DBT              | CORP              | ES        |       9700000 | PA      | $10181526.01    | 0.02%             | 2031-11-20      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| SoFi Professional Loan Program Trust                                             | SoFi Professional Loan Program Trust, Series 2020-A, Class BFX                                                                   | CUSIP: 83406TAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        789000 | PA      | $674602.18      | 0.00%             | 2046-05-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Elevance Health, Inc.                                                            | Elevance Health, Inc.                                                                                                            | CUSIP: 036752AX1<br>LEI: 8MYN82XMYQH89CTMTH67 | Short            | DBT              | CORP              | US        |       -157000 | PA      | $-159993.78     | -0.00%            | 2052-10-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $2951.37        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-255780.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Empresa Nacional del Petroleo                                                    | Empresa Nacional del Petroleo                                                                                                    | CUSIP: 29245JAP7<br>LEI: 549300YP3P0JZBLIV197 | Long             | DBT              | NUSS              | CL        |       1337000 | PA      | $1350370.00     | 0.00%             | 2034-07-30      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-168766.63     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $148380.11      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| National Bank of Greece SA                                                       | National Bank of Greece SA                                                                                                       | CUSIP: N/A<br>LEI: 5UMCZOEYKCVFAW8ZLO05       | Long             | EC               | CORP              | GR        |         70068 | NS      | $893419.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pass-Through Certificates WMALT Trust                 | Washington Mutual Mortgage Pass-Through Certificates WMALT Trust, Series 2006-4, Class 3A5                                       | CUSIP: 939344AQ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        691524 | PA      | $608275.10      | 0.00%             | 2036-05-25      | Variable      | 6.85%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Flagstar Financial, Inc.                                                                                                         | CUSIP: 649445400<br>LEI: N/A                  | N/A              | DE               |  | US        |        875616 | NS      | $-1094520.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $485831.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-426781.71     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| 3R Lux SARL                                                                      | 3R Lux SARL                                                                                                                      | CUSIP: 88563PAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |       3826000 | PA      | $3869042.50     | 0.01%             | 2031-02-05      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Daimler Truck Finance North America LLC                                          | Daimler Truck Finance North America LLC                                                                                          | CUSIP: 233853AF7<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |       1100000 | PA      | $1063115.82     | 0.00%             | 2026-12-14      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Forvia SE                                                                        | Forvia SE                                                                                                                        | CUSIP: N/A<br>LEI: 969500F0VMZLK2IULV85       | Long             | DBT              | CORP              | FR        |       1482000 | PA      | $1717222.99     | 0.00%             | 2027-02-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co.                                                                  | Eli Lilly & Co.                                                                                                                  | CUSIP: 532457CM8<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |      11290000 | PA      | $10550503.53    | 0.02%             | 2054-02-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Carbone CLO Ltd.                                                                 | Carbone CLO Ltd., Series 2017-1A, Class C                                                                                        | CUSIP: 141312AG3<br>LEI: 5493005I53NEC017LN87 | Long             | ABS-CBDO         | CORP              | KY        |       3000000 | PA      | $3007500.00     | 0.01%             | 2031-01-20      | Floating      | 7.13%                 | No            |                  2 | On Loan: No      |
| Latitude Australia Credit Card Master Trust                                      | Latitude Australia Credit Card Master Trust, Series 2025-1, Class A                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | AU        |      16998000 | PA      | $11155461.95    | 0.03%             | 2037-11-23      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Cirsa Finance International SARL                                                 | Cirsa Finance International SARL                                                                                                 | CUSIP: N/A<br>LEI: 254900KUJN6DHWH2K029       | Long             | DBT              | CORP              | LU        |       3507000 | PA      | $4300176.45     | 0.01%             | 2028-07-31      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Republic of Ghana                                                                | Republic of Ghana                                                                                                                | CUSIP: 374422AP8<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |       8393817 | PA      | $6491358.38     | 0.02%             | 2035-07-03      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Match Group Holdings II LLC                                                      | Match Group Holdings II LLC                                                                                                      | CUSIP: 57665RAL0<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |       1561000 | PA      | $1459825.81     | 0.00%             | 2030-08-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| International Container Terminal Services, Inc.                                  | International Container Terminal Services, Inc.                                                                                  | CUSIP: N/A<br>LEI: 254900FU1MWK0I0Q4J61       | Long             | EC               | CORP              | PH        |         63340 | NS      | $461771.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Flatiron CLO 28 Ltd.                                                             | Flatiron CLO 28 Ltd., Series 2024-1A, Class E                                                                                    | CUSIP: 33884GAA4<br>LEI: 254900U51J2X527SRJ56 | Long             | ABS-CBDO         | CORP              | KY        |       2000000 | PA      | $2001777.80     | 0.00%             | 2036-07-15      | Floating      | 10.01%                | No            |                  2 | On Loan: No      |
| Colorado Health Facilities Authority                                             | Colorado Health Facilities Authority, Series 2016A                                                                               | CUSIP: 19648FAB0<br>LEI: 5493002JB6DRFRZPEQ21 | Long             | DBT              | MUN               | US        |       6035000 | PA      | $5176452.74     | 0.01%             | 2046-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CIMIC Finance USA Pty. Ltd.                                                      | CIMIC Finance USA Pty. Ltd.                                                                                                      | CUSIP: N/A<br>LEI: 213800GNWSV32LXHCZ50       | Long             | DBT              | CORP              | AU        |       7500000 | PA      | $7985008.65     | 0.02%             | 2034-03-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOP                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   -2500220078 | PA      | $-1787810.59    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                                           | Alternative Loan Trust, Series 2005-11CB, Class 2A1                                                                              | CUSIP: 12667GJD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        161272 | PA      | $129584.66      | 0.00%             | 2035-06-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                         | BX Trust, Series 2024-PAT, Class A                                                                                               | CUSIP: 05612FAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       7020000 | PA      | $7020000.00     | 0.02%             | 2041-03-15      | Floating      | 6.40%                 | No            |                  2 | On Loan: No      |
| Bank of America Merrill Lynch Commercial Mortgage Trust                          | Bank of America Merrill Lynch Commercial Mortgage Trust, Series 2017-BNK3, Class XB                                              | CUSIP: 06427DAU7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      31555000 | PA      | $254481.61      | 0.00%             | 2050-02-15      | Variable      | 0.73%                 | No            |                  2 | On Loan: No      |
| Palmer Square Loan Funding Ltd.                                                  | Palmer Square Loan Funding Ltd., Series 2021-4A, Class C                                                                         | CUSIP: 69702HAG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       2000000 | PA      | $2012769.80     | 0.00%             | 2029-10-15      | Floating      | 7.12%                 | No            |                  2 | On Loan: No      |
| Hologic, Inc.                                                                    | Hologic, Inc.                                                                                                                    | CUSIP: 436440AP6<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | DBT              | CORP              | US        |       2989000 | PA      | $2848372.33     | 0.01%             | 2029-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                                                     | Barclays Mortgage Loan Trust, Series 2024-NQM4, Class A1                                                                         | CUSIP: 06745KAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      79002929 | PA      | $78418852.31    | 0.18%             | 2064-12-26      | Variable      | 4.79%                 | No            |                  2 | On Loan: No      |
| Dufry One BV                                                                     | Dufry One BV                                                                                                                     | CUSIP: N/A<br>LEI: 7245003K5MN9U7XW0808       | Long             | DBT              | CORP              | NL        |       2285000 | PA      | $2701406.93     | 0.01%             | 2032-05-23      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Skanska AB, Class B                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |         84000 | NS      | $-43319.95      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fortress Transportation and Infrastructure Investors LLC                         | Fortress Transportation & Infrastructure Investors LLC                                                                           | CUSIP: 34960PAG6<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |        536000 | PA      | $553435.00      | 0.00%             | 2032-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Tower Bridge Funding plc                                                         | Tower Bridge Funding plc, Series 2024-2X, Class C                                                                                | CUSIP: N/A<br>LEI: 635400KGPH6QBBQEL802       | Long             | ABS-MBS          | CORP              | GB        |        676000 | PA      | $929177.07      | 0.00%             | 2066-05-20      | Floating      | 5.84%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | iShares Russell 2000 ETF                                                                                                         | CUSIP: 00PBULNW5<br>LEI: N/A                  | N/A              | DE               |  | US        |           800 | NC      | $7600.00        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Washington Mutual Mortgage Pass-Through Certificates WMALT Trust                 | Washington Mutual Mortgage Pass-Through Certificates WMALT Trust, Series 2006-4, Class 3A1                                       | CUSIP: 939344AK3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       2601590 | PA      | $2288082.90     | 0.01%             | 2036-05-25      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDIO                                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |    -725000000 | PA      | $-179057.87     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Invesco Ltd.                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         78000 | NS      | $73093.12       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RBC Capital Markets LLC                                                          | RBC Capital Markets LLC                                                                                                          | CUSIP: N/A<br>LEI: 549300LCO2FLSSVFFR64       | Long             | RA               | CORP              | US        |       1470333 | PA      | $1470333.18     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | USD Currency                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      33692000 | PA      | $647767.43      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Japan Tobacco, Inc.                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         90300 | NS      | $-80198.22      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LG Energy Solution Ltd.                                                          | LG Energy Solution Ltd.                                                                                                          | CUSIP: N/A<br>LEI: 988400QX6P286XA6ZS85       | Long             | DBT              | CORP              | KR        |      10000000 | PA      | $10008000.00    | 0.02%             | 2030-04-02      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Invesco QQQ Trust, Series 1                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          4499 | NC      | $11247.50       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-357517.99     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Allegheny County Airport Authority                                               | Allegheny County Airport Authority, Series 2025A                                                                                 | CUSIP: 01728LKY7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |       3775000 | PA      | $3965165.28     | 0.01%             | 2050-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Bachem Holding AG                                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |        -17800 | NS      | $-19742.84      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Palmer Square Loan Funding Ltd.                                                  | Palmer Square Loan Funding Ltd., Series 2024-3A, Class B                                                                         | CUSIP: 69690EAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       1000000 | PA      | $1002257.50     | 0.00%             | 2032-08-08      | Floating      | 6.21%                 | No            |                  2 | On Loan: No      |
| REXLot Holdings Ltd.                                                             | REXLot Holdings Ltd.                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | BM        |      15091015 | PA      | $0.19           | 0.00%             | 2019-04-17      | Fixed         | 4.50%                 | No            |                  3 | On Loan: No      |
| Ares LXVII CLO Ltd.                                                              | Ares LXVII CLO Ltd., Series 2022-67A, Class A1R                                                                                  | CUSIP: 039939AN3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |        262000 | PA      | $261476.00      | 0.00%             | 2038-01-25      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Trust                                                          | Barclays Mortgage Trust, Series 2022-RPL1, Class B                                                                               | CUSIP: 06745CAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       4958400 | PA      | $4848711.92     | 0.01%             | 2028-02-25      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-5672.33       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Kronos International, Inc.                                                       | Kronos International, Inc.                                                                                                       | CUSIP: N/A<br>LEI: 529900NTVDLUSYY9F493       | Long             | DBT              | CORP              | US        |       1305000 | PA      | $1531460.16     | 0.00%             | 2025-09-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Hilton Worldwide Holdings, Inc.                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |           750 | NC      | $877500.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| National Grid North America, Inc.                                                | National Grid North America, Inc.                                                                                                | CUSIP: N/A<br>LEI: 5Q3U0WRKWZZGRMPYFT08       | Long             | DBT              | CORP              | US        |       5314000 | PA      | $5567837.45     | 0.01%             | 2031-01-20      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust                                                       | J.P. Morgan Mortgage Trust, Series 2021-INV5, Class B4                                                                           | CUSIP: 46653XAV2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       2431131 | PA      | $1996162.41     | 0.00%             | 2051-12-25      | Variable      | 3.19%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-1858789.18    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     496227268 | PA      | $-107357.43     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $324609.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Luna 2 5SARL                                                                     | Luna 2 5SARL                                                                                                                     | CUSIP: N/A<br>LEI: 894500N8J2QVEYP0UI86       | Long             | DBT              | CORP              | LU        |       2337000 | PA      | $2804953.44     | 0.01%             | 2032-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VLL International, Inc.                                                          | VLL International, Inc.                                                                                                          | CUSIP: N/A<br>LEI: 549300MM90FMJYBZSV63       | Long             | DBT              | CORP              | KY        |       5197000 | PA      | $3404035.00     | 0.01%             | 2029-07-29      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| VCC Trust                                                                        | VCC Trust, Series 2025-MC1, Class A1                                                                                             | CUSIP: 91825JAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       7669000 | PA      | $7668964.72     | 0.02%             | 2055-05-25      | Variable      | 8.16%                 | No            |                  2 | On Loan: No      |
| Turkiye Varlik Fonu Yonetimi A/S                                                 | Turkiye Varlik Fonu Yonetimi A/S                                                                                                 | CUSIP: N/A<br>LEI: 789000MAPAG7J8DI3112       | Long             | DBT              | NUSS              | TR        |       1160000 | PA      | $1208575.00     | 0.00%             | 2029-02-14      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| BofA Securities, Inc.                                                            | BofA Securities, Inc.                                                                                                            | CUSIP: N/A<br>LEI: 549300HN4UKV1E2R3U73       | Long             | RA               | CORP              | US        |       1194875 | PA      | $1194875.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-25022.20      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOP                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    -780240000 | PA      | $-600684.98     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Banca Monte dei Paschi di Siena SpA                                              | Banca Monte dei Paschi di Siena SpA                                                                                              | CUSIP: N/A<br>LEI: J4CP7MHCXR8DAQMKIL78       | Long             | DBT              | CORP              | IT        |      34600000 | PA      | $42077666.34    | 0.10%             | 2029-04-23      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Barclays plc                                                                     | Barclays plc                                                                                                                     | CUSIP: N/A<br>LEI: 213800LBQA1Y9L22JB70       | Long             | DBT              | CORP              | GB        |       6450000 | PA      | $9331943.26     | 0.02%             | 2027-09-15      | Variable      | 8.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $167829.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GSAT Trust                                                                       | GSAT Trust, Series 2025-BMF, Class A                                                                                             | CUSIP: 36271XAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       4387000 | PA      | $4388370.94     | 0.01%             | 2030-07-15      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| Asbury Automotive Group, Inc.                                                    | Asbury Automotive Group, Inc.                                                                                                    | CUSIP: 043436AV6<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |        627000 | PA      | $607079.27      | 0.00%             | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Pierpont Btl plc                                                                 | Pierpont Btl plc, Series 2023-1, Class A                                                                                         | CUSIP: N/A<br>LEI: 635400IF88EBOGQRNX86       | Long             | ABS-MBS          | CORP              | GB        |       3244993 | PA      | $4470457.97     | 0.01%             | 2054-09-21      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| Ukraine                                                                          | Ukraine Government Bond                                                                                                          | CUSIP: 903724BZ4<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |       8578294 | PA      | $5286373.68     | 0.01%             | 2029-02-01      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $51462.19       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IRB Infrastructure Developers Ltd.                                               | IRB Infrastructure Developers Ltd.                                                                                               | CUSIP: N/A<br>LEI: 335800XGO3AITGW6AK27       | Long             | DBT              | CORP              | IN        |      15000000 | PA      | $15042187.50    | 0.04%             | 2032-03-11      | Fixed         | 7.11%                 | No            |                  2 | On Loan: No      |
| MGM China Holdings Ltd.                                                          | MGM China Holdings Ltd.                                                                                                          | CUSIP: N/A<br>LEI: 529900VZFN87OS7WJM66       | Long             | DBT              | CORP              | KY        |        745000 | PA      | $771075.00      | 0.00%             | 2031-06-26      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Davidson Homes, Inc.                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        537085 | NS      | $2175194.25     | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| City of Riverside                                                                | City of Riverside, Series 2010A                                                                                                  | CUSIP: 768874SG5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |       3805000 | PA      | $4524356.98     | 0.01%             | 2040-10-01      | Fixed         | 7.61%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | HICPXT                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | GB        |      49840000 | PA      | $-474722.37     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PennyMac Financial Services, Inc.                                                | PennyMac Financial Services, Inc.                                                                                                | CUSIP: 70932MAE7<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |       3194000 | PA      | $3310213.69     | 0.01%             | 2030-11-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $183.51         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mila BV                                                                          | Mila BV, Series 2024-1, Class D                                                                                                  | CUSIP: N/A<br>LEI: 7245000GAIRCK7Y7VJ68       | Long             | ABS-O            | CORP              | NL        |        188000 | PA      | $222094.16      | 0.00%             | 2041-09-16      | Floating      | 3.87%                 | No            |                  2 | On Loan: No      |
| Indofood CBP Sukses Makmur Tbk. PT                                               | Indofood CBP Sukses Makmur Tbk. PT                                                                                               | CUSIP: N/A<br>LEI: 254900YKZW9GRKZZN285       | Long             | DBT              | CORP              | ID        |      12191000 | PA      | $9789373.00     | 0.02%             | 2051-06-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ASTM SpA                                                                         | ASTM SpA                                                                                                                         | CUSIP: N/A<br>LEI: 8156003F2286CFA55E20       | Long             | DBT              | CORP              | IT        |       8300000 | PA      | $9099160.23     | 0.02%             | 2030-01-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-18861.78      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Aretec Group, Inc.                                                               | Aretec Group, Inc., 1st Lien Term Loan B3                                                                                        | CUSIP: 04009DAH7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |        497500 | PA      | $498171.63      | 0.00%             | 2030-08-09      | Variable      | 7.83%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $122897.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | NEXTDC Ltd.                                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -194700 | NS      | $-81329.59      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Mauser Packaging Solutions Holding Co.                                           | Mauser Packaging Solutions Holding Co.                                                                                           | CUSIP: 57763RAD9<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |       6834000 | PA      | $6946022.93     | 0.02%             | 2027-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| PCF GmbH                                                                         | PCF GmbH                                                                                                                         | CUSIP: N/A<br>LEI: 5299001ZMR76CCHGY076       | Long             | DBT              | CORP              | DE        |       7886634 | PA      | $7661936.08     | 0.02%             | 2029-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Bayview Commercial Asset Trust                                                   | Bayview Commercial Asset Trust, Series 2006-3A, Class A2                                                                         | CUSIP: 07324NAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        445230 | PA      | $425899.55      | 0.00%             | 2036-10-25      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| Mahle GmbH                                                                       | Mahle GmbH                                                                                                                       | CUSIP: N/A<br>LEI: 52990098TR1QJBWIYG58       | Long             | DBT              | CORP              | DE        |       6500000 | PA      | $7274555.16     | 0.02%             | 2028-05-14      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust                                                       | J.P. Morgan Mortgage Trust, Series 2021-INV7, Class B2                                                                           | CUSIP: 46654CAT2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1688077 | PA      | $1422825.36     | 0.00%             | 2052-02-25      | Variable      | 3.26%                 | No            |                  2 | On Loan: No      |
| Volkswagen Financial Services AG                                                 | Volkswagen Financial Services AG                                                                                                 | CUSIP: N/A<br>LEI: 529900SSGT49ZZSWYE62       | Long             | DBT              | CORP              | DE        |      11505000 | PA      | $13574257.04    | 0.03%             | 2027-06-10      | Floating      | 2.74%                 | No            |                  2 | On Loan: No      |
| Kingdom of Spain                                                                 | Bonos y Obligaciones del Estado                                                                                                  | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |      42500000 | PA      | $43763563.59    | 0.10%             | 2066-07-30      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | AUD Currency                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      31751000 | PA      | $175.22         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      15560000 | PA      | $653373.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bayer AG                                                                         | Bayer AG                                                                                                                         | CUSIP: N/A<br>LEI: 549300J4U55H3WP1XT59       | Long             | DBT              | CORP              | DE        |      16000000 | PA      | $19340845.87    | 0.05%             | 2054-09-13      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Eurobank SA                                                                      | Eurobank SA                                                                                                                      | CUSIP: N/A<br>LEI: 213800KGF4EFNUQKAT69       | Long             | DBT              | CORP              | GR        |       4225000 | PA      | $4885396.46     | 0.01%             | 2036-02-07      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | PACCAR, Inc.                                                                                                                     | CUSIP: 693718108<br>LEI: N/A                  | N/A              | DE               |  | GB        |        -15500 | NS      | $-51305.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Dana Financing Luxembourg SARL                                                   | Dana Financing Luxembourg SARL                                                                                                   | CUSIP: N/A<br>LEI: 222100DKCE3D036DQU13       | Long             | DBT              | CORP              | LU        |       4623000 | PA      | $5926850.82     | 0.01%             | 2031-07-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       6800000 | PA      | $-130582.05     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Far East Horizon Ltd.                                                            | Far East Horizon Ltd.                                                                                                            | CUSIP: N/A<br>LEI: 549300S9XRGO1ZPUHE62       | Long             | DBT              | CORP              | HK        |      20000000 | PA      | $19885400.00    | 0.05%             | 2028-03-05      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Development Bank of Kazakhstan JSC                                               | Development Bank of Kazakhstan JSC                                                                                               | CUSIP: N/A<br>LEI: 213800LCDPGJ1BI7KX98       | Long             | DBT              | NUSS              | KZ        |     492500000 | PA      | $856098.91      | 0.00%             | 2028-05-23      | Fixed         | 13.49%                | No            |                  2 | On Loan: No      |
| N/A                                                                              | NDIRS                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     150494000 | PA      | $272.18         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Learning Care Group US No. 2, Inc.                                               | Learning Care Group US No. 2, Inc., 1st Lien Term Loan B                                                                         | CUSIP: 52200MAL4<br>LEI: 5493000VMN44LK8QID23 | Long             | LON              | CORP              | US        |       1000343 | PA      | $998092.00      | 0.00%             | 2028-08-11      | Variable      | 8.29%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | iShares Russell 2000 ETF                                                                                                         | CUSIP: 00PBR02Y4<br>LEI: N/A                  | N/A              | DE               |  | US        |           750 | NC      | $48750.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | FR        |       4874409 | PA      | $27456.47       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citadel plc                                                                      | Citadel plc, Series 2024-1, Class E                                                                                              | CUSIP: N/A<br>LEI: 213800XKX6NBEB5W9Z43       | Long             | ABS-MBS          | CORP              | GB        |        929000 | PA      | $1275227.55     | 0.00%             | 2060-04-28      | Floating      | 7.97%                 | No            |                  2 | On Loan: No      |
| Country Garden Holdings Co. Ltd.                                                 | Country Garden Holdings Co. Ltd.                                                                                                 | CUSIP: N/A<br>LEI: 549300MGHLPT1EFHGF84       | Long             | DBT              | CORP              | KY        |       2000000 | PA      | $147500.00      | 0.00%             | 2025-10-22      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-238770.99     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Rockford Tower CLO Ltd.                                                          | Rockford Tower CLO Ltd., Series 2017-3A, Class SUB                                                                               | CUSIP: 77341TAC6<br>LEI: 549300V5ZF7112UGSH89 | Long             | ABS-CBDO         | CORP              | KY        |       1750000 | PA      | $154360.15      | 0.00%             | 2030-10-20      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| AssuredPartners, Inc.                                                            | AssuredPartners, Inc., 1st Lien Term Loan                                                                                        | CUSIP: 04621HAW3<br>LEI: 549300HNDSDQWQ3L2P80 | Long             | LON              | CORP              | US        |        992481 | PA      | $994783.77      | 0.00%             | 2031-02-14      | Variable      | 7.83%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                         | Electricite de France SA                                                                                                         | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | NUSS              | FR        |      11300000 | PA      | $13953226.87    | 0.03%             | 2041-10-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FCPIX                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | GB        |      43899900 | PA      | $198501.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Q-Park Holding I BV                                                              | Q-Park Holding I BV                                                                                                              | CUSIP: N/A<br>LEI: 2549003839B7HE3NDP48       | Long             | DBT              | CORP              | NL        |        763000 | PA      | $928210.76      | 0.00%             | 2030-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Vale Overseas Ltd.                                                               | Vale Overseas Ltd.                                                                                                               | CUSIP: 91911TAS2<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |       2121000 | PA      | $2073298.71     | 0.00%             | 2054-06-28      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| PCF GmbH                                                                         | PCF GmbH                                                                                                                         | CUSIP: N/A<br>LEI: 5299001ZMR76CCHGY076       | Long             | DBT              | CORP              | DE        |       5119690 | PA      | $5033678.00     | 0.01%             | 2029-04-15      | Floating      | 7.03%                 | No            |                  2 | On Loan: No      |
| Flatiron CLO 25 Ltd.                                                             | Flatiron CLO 25 Ltd., Series 2024-2A, Class A                                                                                    | CUSIP: 33883XAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       1150000 | PA      | $1154047.43     | 0.00%             | 2037-10-17      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | USD/CAD One-touch barrier option; Barrier price USD 1.33500                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |       4619109 | PA      | $490125.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Tower Bridge Funding plc                                                         | Tower Bridge Funding plc, Series 2021-2, Class D                                                                                 | CUSIP: N/A<br>LEI: 63540046RPZ8IOOPGL28       | Long             | ABS-MBS          | CORP              | GB        |        170000 | PA      | $233403.47      | 0.00%             | 2063-11-20      | Floating      | 6.04%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      29032700 | PA      | $139967.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sheraton San Diego                                                               | Sheraton San Diego, 1st Lien Term Loan                                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      15100000 | PA      | $15101510.00    | 0.04%             | 2030-04-07      | Variable      | 7.07%                 | No            |                  3 | On Loan: No      |
| Northern Oil & Gas, Inc.                                                         | Northern Oil & Gas, Inc.                                                                                                         | CUSIP: 665531AG4<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |        742000 | PA      | $748593.41      | 0.00%             | 2028-03-01      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Cushman & Wakefield US Borrower LLC                                              | Cushman & Wakefield US Borrower LLC, 1st Lien Term Loan                                                                          | CUSIP: 23340DAU6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |        947500 | PA      | $951053.13      | 0.00%             | 2030-01-31      | Variable      | 7.58%                 | No            |                  2 | On Loan: No      |
| OPEN Trust                                                                       | OPEN Trust, Series 2023-AIR, Class A                                                                                             | CUSIP: 68373BAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       2390925 | PA      | $2391669.32     | 0.01%             | 2040-11-15      | Floating      | 7.40%                 | No            |                  2 | On Loan: No      |
| Cloud Software Group, Inc.                                                       | Cloud Software Group, Inc., 1st Lien Term Loan B                                                                                 | CUSIP: 88632NBE9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       1992850 | PA      | $1995799.69     | 0.00%             | 2031-03-21      | Variable      | 8.05%                 | No            |                  2 | On Loan: No      |
| MFA Trust                                                                        | MFA Trust, Series 2022-NQM3, Class A1                                                                                            | CUSIP: 55286EAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       7859809 | PA      | $7830414.15     | 0.02%             | 2067-09-25      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| CHL Mortgage Pass-Through Trust                                                  | CHL Mortgage Pass-Through Trust, Series 2007-9, Class A1                                                                         | CUSIP: 12544XAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       2453175 | PA      | $1147516.87     | 0.00%             | 2037-07-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      12826000 | PA      | $157618.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | USD/CNH Up-and-out barrier option; Barrier price USD 7.74000                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      11029100 | PA      | $0.00           | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-9776.19       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                               | CUSIP: 3140N16U2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |           729 | PA      | $717.75         | 0.00%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Euro-Bund                                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |         -6437 | NC      | $4802910.56     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                              | NDIRS                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   59924924000 | PA      | $-3126.84       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                                   | Morgan Stanley Capital I Trust, Series 2019-H6, Class D                                                                          | CUSIP: 61769JAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1190000 | PA      | $952637.48      | 0.00%             | 2052-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                                                     | Barclays Mortgage Loan Trust, Series 2024-NQM4, Class B3                                                                         | CUSIP: 06745KAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       6091904 | PA      | $5754508.16     | 0.01%             | 2064-12-26      | Variable      | 7.57%                 | No            |                  2 | On Loan: No      |
| Citadel plc                                                                      | Citadel plc, Series 2024-1, Class A                                                                                              | CUSIP: N/A<br>LEI: 213800XKX6NBEB5W9Z43       | Long             | ABS-MBS          | CORP              | GB        |       8441018 | PA      | $11621311.27    | 0.03%             | 2060-04-28      | Floating      | 5.24%                 | No            |                  2 | On Loan: No      |
| Boyd Gaming Corp.                                                                | Boyd Gaming Corp.                                                                                                                | CUSIP: 103304BU4<br>LEI: 254900787YGRYS2A1Z35 | Long             | DBT              | CORP              | US        |       1341000 | PA      | $1331053.00     | 0.00%             | 2027-12-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Zegona Holdco Ltd.                                                               | Zegona Holdco Ltd., Facility 1st Lien Term Loan B                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | GB        |       3460851 | PA      | $4059709.56     | 0.01%             | 2029-07-16      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| CNT Holdings I Corp.                                                             | CNT Holdings I Corp., 1st Lien Term Loan                                                                                         | CUSIP: 12656AAF6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |        509850 | PA      | $510859.50      | 0.00%             | 2032-11-08      | Variable      | 6.78%                 | No            |                  2 | On Loan: No      |
| Conseco Finance Securitizations Corp.                                            | Conseco Finance Securitizations Corp., Series 2000-4, Class A6                                                                   | CUSIP: 20846QDV7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       5128463 | PA      | $717139.68      | 0.00%             | 2032-05-01      | Variable      | 8.31%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | NDIRS                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     268801212 | PA      | $-5092346.54    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Mitchell International, Inc.                                                     | Mitchell International, Inc., 1st Lien Term Loan                                                                                 | CUSIP: 60662WAW2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |        995000 | PA      | $993408.00      | 0.00%             | 2031-06-17      | Variable      | 7.58%                 | No            |                  2 | On Loan: No      |
| Atlas Funding plc                                                                | Atlas Funding plc, Series 2024-1, Class A                                                                                        | CUSIP: N/A<br>LEI: 635400BMBKLDPBSN2U43       | Long             | ABS-MBS          | CORP              | GB        |      10294647 | PA      | $14173947.51    | 0.03%             | 2061-09-20      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |       7517278 | PA      | $24834.01       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Virgin Media Bristol LLC                                                         | Virgin Media Bristol LLC, Facility 1st Lien Term Loan Q                                                                          | CUSIP: G9368PBE3<br>LEI: 213800IQ982XX69LE276 | Long             | LON              | CORP              | US        |       1000000 | PA      | $990230.00      | 0.00%             | 2029-01-31      | Variable      | 7.68%                 | No            |                  2 | On Loan: No      |
| Alibaba Group Holding Ltd.                                                       | Alibaba Group Holding Ltd.                                                                                                       | CUSIP: 01609WBG6<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |       3035000 | PA      | $3866056.51     | 0.01%             | 2031-06-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |       1480000 | PA      | $48065.96       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GoldenTree Loan Management US CLO 21 Ltd.                                        | GoldenTree Loan Management US CLO 21 Ltd., Series 2024-21A, Class F                                                              | CUSIP: 38139DAC9<br>LEI: 9845004E2AE056868254 | Long             | ABS-CBDO         | CORP              | JE        |       1750000 | PA      | $1692403.13     | 0.00%             | 2037-07-20      | Floating      | 12.10%                | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association Variable Rate Notes, Series 2013-30                                                     | CUSIP: 38378KBK4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       6357614 | PA      | $92006.12       | 0.00%             | 2053-09-16      | Variable      | 0.53%                 | No            |                  2 | On Loan: No      |
| LG Chem Ltd.                                                                     | LG Chem Ltd.                                                                                                                     | CUSIP: N/A<br>LEI: 988400IES4EIG7O06940       | Long             | DBT              | CORP              | KR        |      12600000 | PA      | $13135500.00    | 0.03%             | 2028-06-16      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Galileo Glob Ed Operations                                                       | Galileo Glob Ed Operations, 1st Lien Term Loan B4                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | FR        |       4740126 | PA      | $5531312.25     | 0.01%             | 2031-07-31      | Variable      | 5.76%                 | No            |                  2 | On Loan: No      |
| Almaviva-The Italian Innovation Co. SpA                                          | Almaviva-The Italian Innovation Co. SpA, Series JUN                                                                              | CUSIP: N/A<br>LEI: 815600A862DA4DD9E211       | Long             | DBT              | CORP              | IT        |      15032000 | PA      | $17706944.41    | 0.04%             | 2030-10-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Emerald Technologies US AcquisitionCo, Inc.                                      | Emerald Technologies US AcquisitionCo, Inc., 1st Lien Term Loan B                                                                | CUSIP: 29102UAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       7338056 | PA      | $5063258.81     | 0.01%             | 2027-12-29      | Variable      | 10.73%                | No            |                  3 | On Loan: No      |
| BMO Mortgage Trust                                                               | BMO Mortgage Trust, Series 2023-C5, Class XA                                                                                     | CUSIP: 055988AF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      28110160 | PA      | $1312733.21     | 0.00%             | 2056-06-15      | Variable      | 0.94%                 | No            |                  2 | On Loan: No      |
| Palmer Square Loan Funding Ltd.                                                  | Palmer Square Loan Funding Ltd., Series 2022-2A, Class A2                                                                        | CUSIP: 69701NAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      25000000 | PA      | $25080805.00    | 0.06%             | 2030-10-15      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |       6940000 | PA      | $239512.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ITT Holdings LLC                                                                 | ITT Holdings LLC                                                                                                                 | CUSIP: 45074JAA2<br>LEI: 549300TH2PHOLK31LB42 | Long             | DBT              | CORP              | US        |       5782000 | PA      | $5498399.26     | 0.01%             | 2029-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Symphony CLO 39 Ltd.                                                             | Symphony CLO 39 Ltd., Series 2023-39A, Class AR                                                                                  | CUSIP: 87169TAL4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | BM        |       1500000 | PA      | $1503780.15     | 0.00%             | 2038-01-25      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| Romania                                                                          | Romania Government Bond                                                                                                          | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |        132000 | PA      | $136098.60      | 0.00%             | 2028-02-17      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Starz Capital Holdings LLC                                                       | Starz Capital Holdings LLC                                                                                                       | CUSIP: 53627NAE1<br>LEI: 549300MWJHNLR35C0837 | Long             | DBT              | CORP              | US        |       3267000 | PA      | $2722064.40     | 0.01%             | 2029-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Cedar Funding XI CLO Ltd.                                                        | Cedar Funding XI CLO Ltd., Series 2019-11A, Class A2R2                                                                           | CUSIP: 15033LAY8<br>LEI: 2549004YLPCISGLL7978 | Long             | ABS-CBDO         | CORP              | KY        |       1000000 | PA      | $998957.30      | 0.00%             | 2032-05-29      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                                           | Alternative Loan Trust, Series 2006-OA21, Class A1                                                                               | CUSIP: 23245QAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       2650746 | PA      | $2274030.18     | 0.01%             | 2047-03-20      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| EDvestinU Private Education Loan Issue No. 3 LLC                                 | EDvestinU Private Education Loan Issue No. 3 LLC, Series 2021-A, Class B                                                         | CUSIP: 28166LAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       1660000 | PA      | $1391203.34     | 0.00%             | 2050-11-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Howard Midstream Energy Partners LLC                                             | Howard Midstream Energy Partners LLC                                                                                             | CUSIP: 442722AB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       1062000 | PA      | $1114931.55     | 0.00%             | 2028-07-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Kleopatra Finco SARL                                                             | Kleopatra Finco SARL                                                                                                             | CUSIP: N/A<br>LEI: 222100M6T1N8VIC8M726       | Long             | DBT              | CORP              | LU        |       1768510 | PA      | $1575807.35     | 0.00%             | 2029-09-01      | Variable      | 9.00%                 | No            |                  2 | On Loan: No      |
| Republic of Poland                                                               | Republic of Poland                                                                                                               | CUSIP: N/A<br>LEI: 259400R9L8QEP0TPXS31       | Long             | DBT              | NUSS              | PL        |      84651000 | PA      | $22725083.33    | 0.05%             | 2034-10-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ELO SACA                                                                         | ELO SACA                                                                                                                         | CUSIP: N/A<br>LEI: 969500ASEC557H5A4F22       | Long             | DBT              | CORP              | FR        |        500000 | PA      | $562573.02      | 0.00%             | 2028-04-17      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| PARK BLUE CLO 2023-III Ltd.                                                      | PARK BLUE CLO Ltd., Series 2023-3A, Class A1R                                                                                    | CUSIP: 70019AAN9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       3000000 | PA      | $3013500.00     | 0.01%             | 2037-04-20      | Floating      | 5.80%                 | No            |                  2 | On Loan: No      |
| CVC Cordatus Loan Fund XXIV DAC                                                  | CVC Cordatus Loan Fund XXIV DAC, Series 24A, Class ER                                                                            | CUSIP: N/A<br>LEI: 635400IRY8SRLOFLY839       | Long             | ABS-CBDO         | CORP              | IE        |       1350000 | PA      | $1608048.68     | 0.00%             | 2034-10-23      | Floating      | 8.69%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $328382.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOP                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    -639394000 | PA      | $-132092.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                                                     | BX Commercial Mortgage Trust, Series 2024-AIRC, Class A                                                                          | CUSIP: 12433CAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      16420691 | PA      | $16482269.05    | 0.04%             | 2039-08-15      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Vivendi SE                                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        494000 | NS      | $23556.60       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ares European CLO X DAC                                                          | Ares European CLO X DAC, Series 10A, Class DR                                                                                    | CUSIP: N/A<br>LEI: 635400SFL7VSI4HNPI68       | Long             | ABS-CBDO         | CORP              | IE        |       2000000 | PA      | $2369179.27     | 0.01%             | 2031-10-15      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| Tower Bridge Funding plc                                                         | Tower Bridge Funding plc, Series 2021-2, Class A                                                                                 | CUSIP: N/A<br>LEI: 63540046RPZ8IOOPGL28       | Long             | ABS-MBS          | CORP              | GB        |        402508 | PA      | $552616.30      | 0.00%             | 2063-11-20      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Corp. Trust                                        | GS Mortgage-Backed Securities Corp. Trust, Series 2020-PJ2, Class B4                                                             | CUSIP: 36262DAU2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1847251 | PA      | $1546586.60     | 0.00%             | 2050-07-25      | Variable      | 3.64%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                                                      | Toronto-Dominion Bank (The)                                                                                                      | CUSIP: N/A<br>LEI: PT3QB789TSUIDF371261       | Long             | DBT              | CORP              | CA        |      41620000 | PA      | $50185620.11    | 0.12%             | 2029-02-16      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| Rockford Tower Credit Funding I Ltd.                                             | Rockford Tower Credit Funding I Ltd., Series 2022-1A, Class SUB                                                                  | CUSIP: 77341VAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       5000000 | PA      | $3263000.00     | 0.01%             | 2040-04-20      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Sabena Technics SAS                                                              | Sabena technics SAS                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | FR        |      15038533 | PA      | $17714639.48    | 0.04%             | 2029-09-30      | Floating      | 8.72%                 | Yes           |                  3 | On Loan: No      |
| Loxam SAS                                                                        | Loxam SAS                                                                                                                        | CUSIP: N/A<br>LEI: 969500BNA2YRNE1R5K91       | Long             | DBT              | CORP              | FR        |       6298000 | PA      | $7728369.13     | 0.02%             | 2029-05-31      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                  | Goldman Sachs Group, Inc. (The)                                                                                                  | CUSIP: N/A<br>LEI: 784F5XWPLTWKTBV3E584       | Long             | DBT              | CORP              | US        |       3332000 | PA      | $4893218.93     | 0.01%             | 2028-04-10      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                     | UBS Group AG                                                                                                                     | CUSIP: 225401BH0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      16542000 | PA      | $16455673.92    | 0.04%             | 2030-02-10      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Bayview Commercial Asset Trust                                                   | Bayview Commercial Asset Trust, Series 2007-2A, Class A1                                                                         | CUSIP: 07325XAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1481372 | PA      | $1365588.76     | 0.00%             | 2037-07-25      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| GoTo Group, Inc.                                                                 | GoTo Group, Inc., 1st Lien Term Loan                                                                                             | CUSIP: 38349FAD8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       3191658 | PA      | $1130389.37     | 0.00%             | 2028-04-30      | Variable      | 9.16%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                            | Wells Fargo Commercial Mortgage Trust, Series 2024-BPRC, Class HRR                                                               | CUSIP: 95004AAL7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       8400000 | PA      | $8396882.76     | 0.02%             | 2043-07-15      | Fixed         | 9.56%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Federal National Mortgage Association Variable Rate Notes, Series 2024-75, Class FC                                              | CUSIP: 3136BS5D3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      53263849 | PA      | $52928456.82    | 0.12%             | 2054-10-25      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-227543.81     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association, Series 2021-78, Class IP                                                               | CUSIP: 38382TBX1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       8523560 | PA      | $1438888.64     | 0.00%             | 2051-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AstraZeneca plc                                                                  | AstraZeneca plc                                                                                                                  | CUSIP: 046353AU2<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Short            | DBT              | CORP              | GB        |       -100000 | PA      | $-85431.73      | -0.00%            | 2048-08-17      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CRSO Trust                                                                       | CRSO Trust                                                                                                                       | CUSIP: 228925AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       4399284 | PA      | $4615470.97     | 0.01%             | 2028-07-10      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | NDIRS                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | FR        |     171472000 | PA      | $1346247.42     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Resecuritization Trust                                            | Morgan Stanley Resecuritization Trust, Series 2013-R7, Class 1B                                                                  | CUSIP: 61690PAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1095049 | PA      | $1015250.29     | 0.00%             | 2046-12-26      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Walt Disney Co. (The)                                                                                                            | CUSIP: 00CBG8B07<br>LEI: N/A                  | N/A              | DE               |  | US        |           700 | NC      | $337750.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CIFC Funding Ltd.                                                                | CIFC Funding Ltd., Series 2019-4A, Class A1R2                                                                                    | CUSIP: 17182XAW1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       5000000 | PA      | $5000000.00     | 0.01%             | 2038-07-15      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Sun Country, Inc.                                                                | Sun Country Airlines Pass-Through Trusts                                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |       6323860 | PA      | $6173984.64     | 0.01%             | 2031-03-15      | Fixed         | 4.84%                 | No            |                  3 | On Loan: No      |
| Olympic Tower Mortgage Trust                                                     | Olympic Tower Mortgage Trust, Series 2017-OT, Class XA                                                                           | CUSIP: 68162MAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      99000000 | PA      | $565527.60      | 0.00%             | 2039-05-10      | Variable      | 0.51%                 | No            |                  2 | On Loan: No      |
| ELFI Graduate Loan Program LLC                                                   | ELFI Graduate Loan Program LLC, Series 2020-A, Class B                                                                           | CUSIP: 26857LAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       1413901 | PA      | $1242416.24     | 0.00%             | 2045-08-25      | Variable      | 2.98%                 | No            |                  2 | On Loan: No      |
| Turkiye Is Bankasi A/S                                                           | Turkiye Is Bankasi A/S, Class C                                                                                                  | CUSIP: N/A<br>LEI: 789000FIRX9MDN0KTM91       | Long             | EC               | CORP              | TR        |       4744986 | NS      | $1592473.04     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fortuna Consumer Loan Abs DAC                                                    | Fortuna Consumer Loan ABS DAC, Series 2024-2, Class B                                                                            | CUSIP: N/A<br>LEI: 635400WJJIABFKEPEL72       | Long             | ABS-O            | CORP              | IE        |       1700000 | PA      | $2011534.33     | 0.00%             | 2034-10-18      | Floating      | 3.21%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                         | BX Trust, Series 2021-LBA, Class GV                                                                                              | CUSIP: 05609BBM0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       7383000 | PA      | $7290712.42     | 0.02%             | 2036-02-15      | Floating      | 7.43%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDSCMBX                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       4870000 | PA      | $687919.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $590.22         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Endeavour Group Ltd.                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        982700 | NS      | $13257.35       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $358547.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-27974.40      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     270000000 | PA      | $1164669.49     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BX Trust                                                                         | BX Trust, Series 2021-LBA, Class AV                                                                                              | CUSIP: 05609BAV1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       4118142 | PA      | $4115567.99     | 0.01%             | 2036-02-15      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                                                     | Barclays Mortgage Loan Trust, Series 2023-NQM3, Class B1                                                                         | CUSIP: 06744FAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       3856400 | PA      | $3890691.49     | 0.01%             | 2063-10-25      | Variable      | 7.98%                 | No            |                  2 | On Loan: No      |
| Henley CLO I DAC                                                                 | Henley CLO I DAC, Series 1X, Class AR                                                                                            | CUSIP: N/A<br>LEI: 6354005DLDMILXS72B21       | Long             | ABS-CBDO         | CORP              | IE        |       3800000 | PA      | $4462610.38     | 0.01%             | 2034-07-25      | Floating      | 3.11%                 | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                                                | Barclays Bank plc                                                                                                                | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | RA               | CORP              | GB        |       3014996 | PA      | $3551513.95     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NCL Finance Ltd.                                                                 | NCL Finance Ltd.                                                                                                                 | CUSIP: 62888HAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |       1646000 | PA      | $1672777.13     | 0.00%             | 2028-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| BAHA Trust                                                                       | BAHA Trust, Series 2024-MAR, Class A                                                                                             | CUSIP: 05493XAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      54860000 | PA      | $56793101.82    | 0.13%             | 2041-12-10      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Trust                                                          | Barclays Mortgage Trust, Series 2021-NPL1, Class C                                                                               | CUSIP: 06744JAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      12849351 | PA      | $17089636.95    | 0.04%             | 2051-11-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Whirlpool Corp.                                                                  | Whirlpool Corp.                                                                                                                  | CUSIP: 963320BD7<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |       1305000 | PA      | $1316469.33     | 0.00%             | 2030-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $1895457.53     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Romania                                                                          | Romania Government Bond                                                                                                          | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |       7225000 | PA      | $9156437.27     | 0.02%             | 2029-09-27      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      32045400 | PA      | $4216061.51     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Alibaba Group Holding Ltd.                                                       | Alibaba Group Holding Ltd.                                                                                                       | CUSIP: N/A<br>LEI: 5493001NTNQJDH60PM02       | Long             | EC               | CORP              | KY        |         12369 | NS      | $175094.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NSW Electricity Networks Finance Pty. Ltd.                                       | NSW Electricity Networks Finance Pty. Ltd.                                                                                       | CUSIP: N/A<br>LEI: 5493009VPYKFFK7UXM97       | Long             | SN               | CORP              | AU        |      27410000 | PA      | $17936522.92    | 0.04%             | 2055-03-11      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $14433.22       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | GoDaddy, Inc., Class A                                                                                                           | CUSIP: 380237107<br>LEI: N/A                  | N/A              | DE               |  | GB        |         -7700 | NS      | $-22022.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ukraine                                                                          | Ukraine Government Bond                                                                                                          | CUSIP: 903724CD2<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |       1117578 | PA      | $534470.50      | 0.00%             | 2030-02-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     224700317 | PA      | $412157.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Argentine Republic (The)                                                         | Argentine Republic (The)                                                                                                         | CUSIP: 040114HS2<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |       5288800 | PA      | $4191902.88     | 0.01%             | 2030-07-09      | Variable      | 0.75%                 | No            |                  2 | On Loan: No      |
| Fressnapf Holding SE                                                             | Fressnapf Holding SE                                                                                                             | CUSIP: N/A<br>LEI: 529900NLSO3VLFW8JQ35       | Long             | DBT              | CORP              | DE        |       6307000 | PA      | $7504693.79     | 0.02%             | 2031-10-31      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| San Miguel Global Power Holdings Corp.                                           | San Miguel Global Power Holdings Corp.                                                                                           | CUSIP: N/A<br>LEI: 549300HBCE80QXKII590       | Long             | DBT              | CORP              | PH        |       1000000 | PA      | $998700.00      | 0.00%             | 2029-06-12      | Variable      | 8.75%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co.                                                                  | Eli Lilly & Co.                                                                                                                  | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |         36724 | NS      | $28627459.72    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Twin Bridges plc                                                                 | Twin Bridges plc, Series 2021-2, Class A                                                                                         | CUSIP: N/A<br>LEI: 213800NWP6K9BKT6DF77       | Long             | ABS-MBS          | CORP              | GB        |       2435782 | PA      | $3342395.86     | 0.01%             | 2055-09-12      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| NWD Finance BVI Ltd.                                                             | NWD Finance BVI Ltd.                                                                                                             | CUSIP: N/A<br>LEI: 25490076V8K09HMNCT88       | Long             | DBT              | CORP              | VG        |       5000000 | PA      | $1218750.00     | 0.00%             | 2174-06-09      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Post Holdings, Inc.                                                              | Post Holdings, Inc.                                                                                                              | CUSIP: 737446AV6<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |       1716000 | PA      | $1731644.77     | 0.00%             | 2033-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Mila BV                                                                          | Mila BV, Series 2024-1, Class A                                                                                                  | CUSIP: N/A<br>LEI: 7245000GAIRCK7Y7VJ68       | Long             | ABS-O            | CORP              | NL        |       6580000 | PA      | $7760204.35     | 0.02%             | 2041-09-16      | Floating      | 2.56%                 | No            |                  2 | On Loan: No      |
| Nomura Holdings, Inc.                                                            | Nomura Holdings, Inc.                                                                                                            | CUSIP: 65535HCC1<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |      13608000 | PA      | $13781515.61    | 0.03%             | 2030-07-15      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Pop Mart International Group Ltd.                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         -6400 | NS      | $-13569.45      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Grace Trust                                                                      | Grace Trust, Series 2020-GRCE, Class E                                                                                           | CUSIP: 38406JAL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       2546000 | PA      | $2156304.91     | 0.01%             | 2040-12-10      | Variable      | 2.77%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                               | CUSIP: 3138WDJ36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |          2587 | PA      | $2529.66        | 0.00%             | 2044-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TRK Trust                                                                        | TRK Trust, Series 2021-INV2, Class B1                                                                                            | CUSIP: 87267TAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       6120000 | PA      | $4922885.77     | 0.01%             | 2056-11-25      | Variable      | 4.10%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CyberAgent, Inc.                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -73500 | NS      | $-69425.16      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Danaher Corp.                                                                    | Danaher Corp.                                                                                                                    | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |         88240 | NS      | $17430929.60    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $29061.71       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Snorkel AI, Inc., Series C                                                       | Snorkel AI, Inc., Series C                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |        162454 | NS      | $1556309.32     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Sound Point CLO II Ltd.                                                          | Sound Point CLO II Ltd., Series 2013-1A, Class A1R                                                                               | CUSIP: 83608GAN6<br>LEI: 549300Q00FJ0WHHYC788 | Long             | ABS-CBDO         | CORP              | KY        |        128931 | PA      | $129040.13      | 0.00%             | 2031-01-26      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       5025000 | PA      | $-33546.78      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                     | UBS Group AG                                                                                                                     | CUSIP: 902613BF4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |        700000 | PA      | $764031.80      | 0.00%             | 2028-11-13      | Variable      | 9.25%                 | No            |                  2 | On Loan: No      |
| FACT SA                                                                          | FACT SA, Series 2024-1, Class B                                                                                                  | CUSIP: N/A<br>LEI: 529900S1VYMIDC5XAC48       | Long             | ABS-O            | CORP              | LU        |       2400000 | PA      | $2832177.23     | 0.01%             | 2031-09-22      | Floating      | 2.95%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Asset-Backed Securities I Trust                                     | Bear Stearns Asset-Backed Securities I Trust, Series 2007-HE3, Class 1A4                                                         | CUSIP: 073852AD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      21820000 | PA      | $20802031.45    | 0.05%             | 2037-04-25      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| MHP                                                                              | MHP Commercial Mortgage Trust, Series 2021-STOR, Class J                                                                         | CUSIP: 55293BAR6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       3438000 | PA      | $3428766.56     | 0.01%             | 2038-07-15      | Floating      | 8.38%                 | No            |                  2 | On Loan: No      |
| Greystone CRE Notes LLC                                                          | Greystone CRE Notes LLC, Series 2025-FL4, Class A                                                                                | CUSIP: 39810MAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       4308000 | PA      | $4316006.85     | 0.01%             | 2043-01-15      | Floating      | 5.79%                 | No            |                  2 | On Loan: No      |
| Parts Europe SA                                                                  | Parts Europe SA, Facility 1st Lien Term Loan                                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | FR        |       4000000 | PA      | $4710951.88     | 0.01%             | 2031-02-03      | Variable      | 5.49%                 | No            |                  2 | On Loan: No      |
| Deutsche Bahn Finance GmbH                                                       | Deutsche Bahn Finance GmbH, Series CB                                                                                            | CUSIP: N/A<br>LEI: 52990063S23N13HU4E98       | Long             | DBT              | CORP              | DE        |      21300000 | PA      | $22767271.07    | 0.05%             | 2029-07-18      | Variable      | 1.60%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     164013940 | PA      | $-343210.06     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BX Trust                                                                         | BX Trust, Series 2021-VIEW, Class F                                                                                              | CUSIP: 05606GAQ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       2240000 | PA      | $2183821.70     | 0.01%             | 2036-06-15      | Floating      | 8.36%                 | No            |                  2 | On Loan: No      |
| Williams Scotsman, Inc.                                                          | Williams Scotsman, Inc.                                                                                                          | CUSIP: 96949VAM5<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |       1158000 | PA      | $1188713.63     | 0.00%             | 2029-06-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd.                                                                     | OCP CLO Ltd., Series 2020-18A, Class ER2                                                                                         | CUSIP: 67570TAN5<br>LEI: 254900MN6N176YEZLX15 | Long             | ABS-CBDO         | CORP              | KY        |       3650000 | PA      | $3689345.91     | 0.01%             | 2037-07-20      | Floating      | 10.52%                | No            |                  2 | On Loan: No      |
| WESCO Distribution, Inc.                                                         | WESCO Distribution, Inc.                                                                                                         | CUSIP: 95081QAR5<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |       2214000 | PA      | $2300722.38     | 0.01%             | 2032-03-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Long Point Park CLO Ltd.                                                         | Long Point Park CLO Ltd., Series 2017-1A, Class A2                                                                               | CUSIP: 542798AE3<br>LEI: 549300639DPKTBUSCC77 | Long             | ABS-CBDO         | CORP              | KY        |       3750000 | PA      | $3749009.25     | 0.01%             | 2030-01-17      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Braccan Mortgage Funding plc                                                     | Braccan Mortgage Funding plc, Series 2024-1, Class A                                                                             | CUSIP: N/A<br>LEI: 635400RGKRFPCFMYJF13       | Long             | ABS-MBS          | CORP              | GB        |       8106981 | PA      | $11164769.41    | 0.03%             | 2067-02-15      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| Trinitas CLO X Ltd.                                                              | Trinitas CLO X Ltd., Series 2019-10A, Class CR                                                                                   | CUSIP: 89640AAS5<br>LEI: 549300W90X4BIMRJ8H82 | Long             | ABS-CBDO         | CORP              | KY        |       1500000 | PA      | $1504581.45     | 0.00%             | 2035-01-15      | Floating      | 6.76%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                                                     | Barclays Mortgage Loan Trust, Series 2025-NQM2, Class A1                                                                         | CUSIP: 066930AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      68062810 | PA      | $68779246.44    | 0.16%             | 2065-05-25      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                              | CUSIP: 91282CMV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      24548000 | PA      | $24586356.25    | 0.06%             | 2027-03-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Romark WM-R Ltd.                                                                 | Romark WM-R Ltd., Series 2018-1A, Class A1                                                                                       | CUSIP: 77587AAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       8607187 | PA      | $8615141.98     | 0.02%             | 2031-04-20      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| Project Montage Note                                                             | Project Montage Note, Revolving 1st Lien Term Loan                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5227457 | PA      | $5096771.03     | 0.01%             | 2029-02-16      | Variable      | 1.84%                 | No            |                  3 | On Loan: No      |
| Alternative Loan Trust                                                           | Alternative Loan Trust, Series 2005-11CB, Class 2A6                                                                              | CUSIP: 12667GJJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        843551 | PA      | $677805.32      | 0.00%             | 2025-06-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | OSG Corp.                                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     350000000 | NC      | $185065.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United Utilities Water Finance plc                                               | United Utilities Water Finance plc                                                                                               | CUSIP: N/A<br>LEI: 213800313INX42GDLR44       | Long             | DBT              | CORP              | GB        |       6900000 | PA      | $7436868.70     | 0.02%             | 2033-07-03      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fidelity Grand Harbour CLO DAC                                                   | Fidelity Grand Harbour CLO DAC, Series 2023-2X, Class D                                                                          | CUSIP: N/A<br>LEI: 635400COQCCT8USC2N26       | Long             | ABS-CBDO         | CORP              | IE        |        781000 | PA      | $924098.89      | 0.00%             | 2038-04-15      | Floating      | 6.38%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group, Inc.                                                     | Mizuho Financial Group, Inc.                                                                                                     | CUSIP: 60687YAD1<br>LEI: 353800CI5L6DDAN5XZ33 | Short            | DBT              | CORP              | JP        |       -200000 | PA      | $-198598.09     | -0.00%            | 2026-04-12      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| Dutch Property Finance BV                                                        | Dutch Property Finance BV, Series 2021-2, Class B                                                                                | CUSIP: N/A<br>LEI: 724500HXDVQPC2FOAA29       | Long             | ABS-MBS          | CORP              | NL        |        820000 | PA      | $963923.41      | 0.00%             | 2059-04-28      | Floating      | 2.96%                 | No            |                  2 | On Loan: No      |
| Arcano Euro CLO II DAC                                                           | Arcano Euro CLO II DAC, Series 2X, Class D                                                                                       | CUSIP: N/A<br>LEI: 635400HGPOTPFZDKOF20       | Long             | ABS-CBDO         | CORP              | IE        |       1020000 | PA      | $1201509.00     | 0.00%             | 2039-07-25      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Triborough Bridge & Tunnel Authority                                             | Triborough Bridge & Tunnel Authority, Series 2022D-2                                                                             | CUSIP: 89602HEN3<br>LEI: 54930020ZN4LQF7K3456 | Long             | DBT              | MUN               | US        |       7175000 | PA      | $7437692.30     | 0.02%             | 2047-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Warwick Capital CLO 6 Ltd.                                                       | Warwick Capital CLO 6 Ltd., Series 2025-6A, Class A1                                                                             | CUSIP: 93656EAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       4750000 | PA      | $4764725.00     | 0.01%             | 2038-07-20      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| Republic of Italy                                                                | Buoni Poliennali del Tesoro                                                                                                      | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |     136100000 | PA      | $166130558.65   | 0.39%             | 2031-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SoftBank Group Corp.                                                             | SoftBank Group Corp.                                                                                                             | CUSIP: N/A<br>LEI: 5493003BZYYYCDIO0R13       | Long             | DBT              | CORP              | JP        |       6981000 | PA      | $8206263.23     | 0.02%             | 2025-09-19      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SHO-BOND Holdings Co. Ltd.                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         59400 | NS      | $-80323.46      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO XVI Ltd.                                             | Benefit Street Partners CLO XVI Ltd., Series 2018-16A, Class A1R2                                                                | CUSIP: 08181VAY1<br>LEI: 2549001UGYKGM9DWMY60 | Long             | ABS-CBDO         | CORP              | KY        |       6000000 | PA      | $6016968.00     | 0.01%             | 2038-01-17      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| Ziggo BV                                                                         | Ziggo BV, Facility 1st Lien Term Loan H                                                                                          | CUSIP: N9833RAH2<br>LEI: 213800TQASLF9JXH5J59 | Long             | LON              | CORP              | NL        |       9279000 | PA      | $10431999.63    | 0.02%             | 2029-01-31      | Variable      | 4.89%                 | No            |                  2 | On Loan: No      |
| Upland CLO Ltd.                                                                  | Upland CLO Ltd., Series 2016-1A, Class CR                                                                                        | CUSIP: 915328BA5<br>LEI: 54930052JF7HYEE5CO91 | Long             | ABS-CBDO         | CORP              | KY        |       2000000 | PA      | $1993735.20     | 0.00%             | 2031-04-20      | Floating      | 7.43%                 | No            |                  2 | On Loan: No      |
| Summer BC Holdco B SARL                                                          | Summer BC Holdco B SARL                                                                                                          | CUSIP: N/A<br>LEI: 984500NRF59D5DB9B654       | Long             | DBT              | CORP              | LU        |       2878000 | PA      | $3360862.18     | 0.01%             | 2030-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $473049.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $128913.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-130318.62     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Government of Mongolia                                                           | State of Mongolia                                                                                                                | CUSIP: N/A<br>LEI: 254900PW61ADCBDCLP71       | Long             | DBT              | NUSS              | MN        |       9000000 | PA      | $8413312.50     | 0.02%             | 2027-07-07      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Penske Truck Leasing Co. LP                                                      | Penske Truck Leasing Co. LP                                                                                                      | CUSIP: 709599CA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       2100000 | PA      | $2150024.56     | 0.01%             | 2029-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                                 | Deutsche Bank AG                                                                                                                 | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | RA               | CORP              | DE        |       2107882 | PA      | $2482979.84     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Satus plc                                                                        | Satus plc, Series 2024-1, Class B                                                                                                | CUSIP: N/A<br>LEI: 213800P7IESQH1HBW693       | Long             | ABS-O            | CORP              | GB        |       3139000 | PA      | $4308817.29     | 0.01%             | 2031-01-17      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust                                           | Velocity Commercial Capital Loan Trust, Series 2024-6, Class M2                                                                  | CUSIP: 92261BAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        843043 | PA      | $842411.32      | 0.00%             | 2054-12-25      | Variable      | 6.55%                 | No            |                  2 | On Loan: No      |
| St Paul's CLO XII DAC                                                            | St Paul's CLO XII DAC, Series 12X, Class D                                                                                       | CUSIP: N/A<br>LEI: 635400TG25DYCKV8CW74       | Long             | ABS-CBDO         | CORP              | IE        |       1880000 | PA      | $2216454.06     | 0.01%             | 2033-04-15      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| Swisscom Finance BV                                                              | Swisscom Finance BV                                                                                                              | CUSIP: N/A<br>LEI: 549300L41E8X8K71RV25       | Long             | DBT              | CORP              | NL        |       8035000 | PA      | $9183419.42     | 0.02%             | 2044-05-29      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust                                                         | Ajax Mortgage Loan Trust, Series 2022-B, Class A1                                                                                | CUSIP: 00971BAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      38915544 | PA      | $37544923.03    | 0.09%             | 2062-03-27      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Sunoco LP                                                                        | Sunoco LP                                                                                                                        | CUSIP: 86765KAD1<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |        100000 | PA      | $101669.88      | 0.00%             | 2033-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                                                | Barclays Bank plc                                                                                                                | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | RA               | CORP              | GB        |        428744 | PA      | $428744.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                               | Canadian Imperial Bank of Commerce                                                                                               | CUSIP: 13607PHS6<br>LEI: 2IGI19DL77OX0HC3ZE78 | Short            | DBT              | CORP              | CA        |       -700000 | PA      | $-700080.37     | -0.00%            | 2030-09-11      | Variable      | 4.63%                 | No            |                  2 | On Loan: No      |
| ELP Commercial Mortgage Trust                                                    | ELP Commercial Mortgage Trust, Series 2021-ELP, Class G                                                                          | CUSIP: 26863LAQ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       4922298 | PA      | $4916144.69     | 0.01%             | 2038-11-15      | Floating      | 7.54%                 | No            |                  2 | On Loan: No      |
| Braskem Netherlands Finance BV                                                   | Braskem Netherlands Finance BV                                                                                                   | CUSIP: 10554TAJ4<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |       3725000 | PA      | $2970315.00     | 0.01%             | 2034-10-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Vedanta Resources Finance II plc                                                 | Vedanta Resources Finance II plc                                                                                                 | CUSIP: 92243XAK7<br>LEI: 8945002DGA3BBXO3N634 | Long             | DBT              | CORP              | GB        |       5072000 | PA      | $5312920.00     | 0.01%             | 2031-12-03      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| AIMCO CLO 23 Ltd.                                                                | AIMCO CLO 23 Ltd., Series 2025-23A, Class A                                                                                      | CUSIP: 00901JAA6<br>LEI: 254900JY4GSBXW978G85 | Long             | ABS-CBDO         | CORP              | KY        |       1330000 | PA      | $1328352.13     | 0.00%             | 2038-04-20      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| Allied Universal Holdco LLC                                                      | Allied Universal Holdco LLC                                                                                                      | CUSIP: N/A<br>LEI: 98450038B4549046D794       | Long             | DBT              | CORP              | GB        |       9856000 | PA      | $12969218.01    | 0.03%             | 2028-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                                           | Arab Republic of Egypt                                                                                                           | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |       1345000 | PA      | $977478.75      | 0.00%             | 2061-02-16      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | U.S. Treasury 2-Year Note                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |           290 | NC      | $24275.32       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sona Fios CLO III DAC                                                            | Sona Fios CLO III DAC, Series 3X, Class A                                                                                        | CUSIP: N/A<br>LEI: 635400CQGC8D7FRXGH67       | Long             | ABS-CBDO         | CORP              | IE        |       6700000 | PA      | $7904829.49     | 0.02%             | 2037-04-20      | Floating      | 3.56%                 | No            |                  2 | On Loan: No      |
| Republic of Ghana                                                                | Republic of Ghana                                                                                                                | CUSIP: N/A<br>LEI: 213800PP4399SNNXZ126       | Long             | DBT              | NUSS              | GH        |       3260000 | PA      | $3044025.00     | 0.01%             | 2029-07-03      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Kyushu Financial Group, Inc.                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        261200 | NS      | $30321.35       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | China Ruyi Holdings Ltd.                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         -4000 | NS      | $-173.25        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Corp. Trust                                               | GS Mortgage Securities Corp. Trust, Series 2021-DM, Class A                                                                      | CUSIP: 36265AAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       7136000 | PA      | $7082480.00     | 0.02%             | 2036-11-15      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp.                                                            | Targa Resources Corp.                                                                                                            | CUSIP: 87612KAA0<br>LEI: 5493003QENHHS261UR94 | Short            | DBT              | CORP              | US        |       -300000 | PA      | $-304022.05     | -0.00%            | 2027-07-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Anheuser-Busch InBev SA                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -14900 | NS      | $56241.57       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bajaj Finance Ltd.                                                               | Bajaj Finance Ltd.                                                                                                               | CUSIP: N/A<br>LEI: 335800YTEXC3DO4Z6F68       | Long             | EC               | CORP              | IN        |         19360 | NS      | $211437.43      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | S&P 500 E-Mini Index                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          -639 | NC      | $-4559939.25    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                              | HawkEye 360, Inc.                                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        515422 | NS      | $4685185.98     | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| Cloud Software Group, Inc.                                                       | Cloud Software Group, Inc.                                                                                                       | CUSIP: 88632QAE3<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |      26606000 | PA      | $26853781.68    | 0.06%             | 2029-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |       7030000 | PA      | $-464783.63     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Regatta XIX Funding Ltd.                                                         | Regatta XIX Funding Ltd., Series 2022-1A, Class B                                                                                | CUSIP: 75888EAG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       2500000 | PA      | $2508200.50     | 0.01%             | 2035-04-20      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                                             | Clear Channel Outdoor Holdings, Inc.                                                                                             | CUSIP: 18453HAE6<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |       2354000 | PA      | $2466575.20     | 0.01%             | 2028-09-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Regatta 32 Funding Ltd.                                                          | Regatta 32 Funding Ltd., Series 2025-4A, Class A1                                                                                | CUSIP: 75884AAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      11000000 | PA      | $11029700.00    | 0.03%             | 2038-07-25      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| Met Tower Global Funding                                                         | Met Tower Global Funding                                                                                                         | CUSIP: 58989V2H6<br>LEI: 635400OFJCY9IOGBGY57 | Short            | DBT              | CORP              | US        |       -150000 | PA      | $-154394.60     | -0.00%            | 2029-04-12      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BWAY Mortgage Trust                                                              | BWAY Mortgage Trust, Series 2013-1515, Class E                                                                                   | CUSIP: 05604FAQ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        650000 | PA      | $575054.09      | 0.00%             | 2033-03-10      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| Aramark Services, Inc.                                                           | Aramark Services, Inc.                                                                                                           | CUSIP: 038522AQ1<br>LEI: 42YMHYH0XMHJEXDUB065 | Long             | DBT              | CORP              | US        |       1445000 | PA      | $1439185.18     | 0.00%             | 2028-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ryan Specialty LLC                                                               | Ryan Specialty LLC                                                                                                               | CUSIP: 78351MAA0<br>LEI: 549300K52N7QBO3PYY45 | Long             | DBT              | CORP              | US        |       2518000 | PA      | $2435414.38     | 0.01%             | 2030-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $775581.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-329504.59     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Heimstaden Bostad AB                                                             | Heimstaden Bostad AB                                                                                                             | CUSIP: N/A<br>LEI: 549300TJR3PR8EXILG79       | Long             | DBT              | CORP              | SE        |      13277000 | PA      | $14857660.05    | 0.04%             | 2027-02-01      | Variable      | 2.62%                 | No            |                  2 | On Loan: No      |
| Pacific Gas & Electric Co.                                                       | Pacific Gas & Electric Co.                                                                                                       | CUSIP: 694308JN8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |       6467000 | PA      | $5212452.96     | 0.01%             | 2050-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | USD Currency                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |    -159713175 | PA      | $-2030353.20    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Northern Star Resources Ltd.                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -146300 | NS      | $213492.12      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     511600000 | PA      | $-635981.22     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Domi BV                                                                          | Domi BV, Series 2023-1, Class B                                                                                                  | CUSIP: N/A<br>LEI: 724500Q9WQ341T63UP90       | Long             | ABS-MBS          | CORP              | NL        |        803000 | PA      | $955501.29      | 0.00%             | 2055-02-15      | Floating      | 3.84%                 | No            |                  2 | On Loan: No      |
| Service Properties Trust                                                         | Service Properties Trust                                                                                                         | CUSIP: 81761LAD4<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |      23048000 | PA      | $23971925.18    | 0.06%             | 2029-06-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Trimaran CAVU Ltd.                                                               | Trimaran CAVU Ltd., Series 2022-2A, Class AR                                                                                     | CUSIP: 89625BAN3<br>LEI: 549300JHXVOIVLAKRV03 | Long             | ABS-CBDO         | CORP              | KY        |       5000000 | PA      | $5003134.50     | 0.01%             | 2038-03-27      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |      15320000 | PA      | $-374049.77     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Palmer Square Loan Funding Ltd.                                                  | Palmer Square Loan Funding Ltd., Series 2024-3A, Class A2                                                                        | CUSIP: 69690EAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       2000000 | PA      | $2001258.80     | 0.00%             | 2032-08-08      | Floating      | 5.96%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                              | Petroleos Mexicanos                                                                                                              | CUSIP: 71654QDD1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |       8673000 | PA      | $6808305.00     | 0.02%             | 2050-01-23      | Fixed         | 7.69%                 | No            |                  2 | On Loan: No      |
| Loanpal Solar Loan Ltd.                                                          | Loanpal Solar Loan Ltd., Series 2020-3GS, Class A                                                                                | CUSIP: 53948NAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      15483020 | PA      | $13015685.99    | 0.03%             | 2047-12-20      | Fixed         | 2.47%                 | No            |                  2 | On Loan: No      |
| CSMC Trust                                                                       | CSMC Trust, Series 2015-6R, Class 5A2                                                                                            | CUSIP: 12650EBQ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       2701971 | PA      | $2090441.63     | 0.00%             | 2036-03-27      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | USD Currency                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |    -120000000 | PA      | $-1031.92       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| McGraw-Hill Education, Inc.                                                      | McGraw-Hill Education, Inc.                                                                                                      | CUSIP: 57767XAA8<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |        583000 | PA      | $586511.99      | 0.00%             | 2028-08-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Sonic Healthcare Ltd.                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         59700 | NS      | $1003.90        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OHA Credit Funding 11 Ltd.                                                       | OHA Credit Funding 11 Ltd., Series 2022-11A, Class ER                                                                            | CUSIP: 67116BAG0<br>LEI: 2549002MG7GTTY5LHR97 | Long             | ABS-CBDO         | CORP              | BM        |        250000 | PA      | $251617.08      | 0.00%             | 2037-07-19      | Floating      | 9.67%                 | No            |                  2 | On Loan: No      |
| ELM Trust                                                                        | ELM Trust, Series 2024-ELM, Class XP15                                                                                           | CUSIP: 26860XAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      90365000 | PA      | $1273197.67     | 0.00%             | 2039-06-10      | Variable      | 1.61%                 | No            |                  2 | On Loan: No      |
| Lake Tahoe Resort Hotel                                                          | Lake Tahoe Resort Hotel, 1st Lien Term Loan                                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      19245000 | PA      | $19339300.48    | 0.05%             | 2025-12-09      | Variable      | 7.34%                 | No            |                  3 | On Loan: No      |
| Whitebox CLO II Ltd.                                                             | Whitebox CLO II Ltd., Series 2020-2A, Class D1R2                                                                                 | CUSIP: 96466CBE7<br>LEI: 549300C89ZJ5IWOT1F21 | Long             | ABS-CBDO         | CORP              | KY        |       3079379 | PA      | $3081455.73     | 0.01%             | 2037-10-24      | Floating      | 7.18%                 | No            |                  2 | On Loan: No      |
| Republic of Kenya                                                                | Republic of Kenya                                                                                                                | CUSIP: 491798AM6<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |       2326000 | PA      | $2358703.56     | 0.01%             | 2031-02-16      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $207.08         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal Republic of Nigeria                                                      | Federal Republic of Nigeria                                                                                                      | CUSIP: 65412JAU7<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |       1640000 | PA      | $1650250.00     | 0.00%             | 2029-03-24      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       4700000 | PA      | $-113029.37     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Assurant CLO II Ltd.                                                             | Assurant CLO II Ltd., Series 2018-2A, Class A                                                                                    | CUSIP: 04623TAA3<br>LEI: 6354003JXBM4LA5YCP98 | Long             | ABS-CBDO         | CORP              | KY        |        180398 | PA      | $180382.95      | 0.00%             | 2031-04-20      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Walmart, Inc.                                                                                                                    | CUSIP: 00CBHGNZ8<br>LEI: N/A                  | N/A              | DE               |  | US        |          1400 | NC      | $91000.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-16313.16      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BX Trust                                                                         | BX Trust, Series 2022-VAMF, Class A                                                                                              | CUSIP: 05609TAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       3580000 | PA      | $3577762.50     | 0.01%             | 2039-01-15      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| Great Lakes Water Authority Water Supply System                                  | Great Lakes Water Authority Water Supply System, Series 2023B                                                                    | CUSIP: 39081JGQ5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |       9320000 | PA      | $9578773.06     | 0.02%             | 2053-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-27506928.96   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Domi BV                                                                          | Domi BV, Series 2023-1, Class A                                                                                                  | CUSIP: N/A<br>LEI: 724500Q9WQ341T63UP90       | Long             | ABS-MBS          | CORP              | NL        |       2161968 | PA      | $2572663.40     | 0.01%             | 2055-02-15      | Floating      | 3.26%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd.                                                                     | OCP CLO Ltd., Series 2020-8RA, Class AR                                                                                          | CUSIP: 670898AQ8<br>LEI: 254900K70GBA8CMARX66 | Long             | ABS-CBDO         | CORP              | KY        |        773144 | PA      | $774494.68      | 0.00%             | 2036-10-17      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| Belden, Inc.                                                                     | Belden, Inc.                                                                                                                     | CUSIP: N/A<br>LEI: 68BKYO1JC791TTJHUE82       | Long             | DBT              | CORP              | US        |       1635000 | PA      | $1918494.83     | 0.00%             | 2027-07-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp. Variable Rate Notes, Series 2018-K80, Class B                                                   | CUSIP: 30307RAE7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2888000 | PA      | $2822733.22     | 0.01%             | 2050-08-25      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     299521320 | PA      | $-3634907.34    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Silver Point CLO 11 Ltd.                                                         | Silver Point CLO 11 Ltd., Series 2025-11A, Class A1                                                                              | CUSIP: 82809XAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       4750000 | PA      | $4750000.00     | 0.01%             | 2038-07-15      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategies CLO Ltd.                                        | Carlyle Global Market Strategies CLO Ltd., Series 2014-5A, Class A1RR                                                            | CUSIP: 14311AAS1<br>LEI: 549300ODZUR61VZRRZ07 | Long             | ABS-CBDO         | CORP              | KY        |       1859956 | PA      | $1862670.79     | 0.00%             | 2031-07-15      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | AUD Currency                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      63200000 | PA      | $361203.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | Banco Santander SA                                                                                                               | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | DBT              | CORP              | ES        |       7200000 | PA      | $9840147.91     | 0.02%             | 2026-10-06      | Variable      | 3.12%                 | No            |                  2 | On Loan: No      |
| Platform Bidco Ltd.                                                              | Platform Bidco Ltd., Facility 1st Lien Term Loan B3                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | GB        |       3000000 | PA      | $3533850.00     | 0.01%             | 2028-09-29      | Variable      | 7.11%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                       | Verus Securitization Trust, Series 2019-INV3, Class B1                                                                           | CUSIP: 92537MAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1600000 | PA      | $1558370.72     | 0.00%             | 2059-11-25      | Variable      | 3.73%                 | No            |                  2 | On Loan: No      |
| Oceana Australian Fixed Income Trust                                             | Oceana Australian Fixed Income Trust                                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | AU        |      27503000 | PA      | $18984433.10    | 0.04%             | 2027-07-31      | Fixed         | 12.50%                | No            |                  3 | On Loan: No      |
| Avaya, Inc.                                                                      | Avaya, Inc.                                                                                                                      | CUSIP: 05351X507<br>LEI: N/A                  | Long             | EC               | CORP              | US        |          2491 | NS      | $18059.75       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HOMES Trust                                                                      | HOMES Trust, Series 2025-AFC2, Class A1A                                                                                         | CUSIP: 43761YAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      15000000 | PA      | $14999772.00    | 0.04%             | 2060-06-25      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOP                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     292515000 | PA      | $10416852.18    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Shenzhou International Group Holdings Ltd.                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        117000 | NS      | $26269.42       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Pioneer, Inc.                                                                    | Pioneer, Inc.                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |      35381991 | PA      | $35870262.96    | 0.08%             | 2030-11-18      | Floating      | 10.50%                | No            |                  3 | On Loan: No      |
| N/A                                                                              | CDSCMBX                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       1578400 | PA      | $-265920.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-1366.49       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Delta Air Lines, Inc.                                                            | Delta Air Lines, Inc.                                                                                                            | CUSIP: 247361A24<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |      36986000 | PA      | $37197264.03    | 0.09%             | 2028-07-10      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    8583000000 | PA      | $64452.89       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AMC Networks, Inc.                                                               | AMC Networks, Inc.                                                                                                               | CUSIP: 00164VAG8<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |      15343000 | PA      | $15906318.25    | 0.04%             | 2029-01-15      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | DE        |       3840000 | PA      | $-73.29         | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| US Foods, Inc.                                                                   | US Foods, Inc.                                                                                                                   | CUSIP: 90290MAD3<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |       2649000 | PA      | $2602526.47     | 0.01%             | 2029-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PFS Financing Corp.                                                              | PFS Financing Corp.                                                                                                              | CUSIP: 69335PFR1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      25000000 | PA      | $25042500.00    | 0.06%             | 2028-10-16      | Fixed         | 5.54%                 | No            |                  3 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $123231.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RHP Hotel Properties LP                                                          | RHP Hotel Properties LP                                                                                                          | CUSIP: 749571AK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       3884000 | PA      | $3994488.15     | 0.01%             | 2032-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Aurora Innovation, Inc.                                                                                                          | CUSIP: 051774115<br>LEI: N/A                  | N/A              | DE               |  | US        |         45680 | NS      | $39732.46       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Boston Scientific Corp.                                                          | Boston Scientific Corp.                                                                                                          | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |         66593 | NS      | $7152754.13     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FinVolution Group                                                                | FinVolution Group                                                                                                                | CUSIP: 31810TAA9<br>LEI: 3003000RAVUT809U6P08 | Long             | DBT              | CORP              | KY        |       9222000 | PA      | $9206350.27     | 0.02%             | 2030-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Electric Power Authority                                             | Puerto Rico Electric Power Authority, Series 2010ZZ                                                                              | CUSIP: 74526YDC6<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | PR        |       6255000 | PA      | $3018037.50     | 0.01%             | 2018-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pass-Through Certificates                             | Washington Mutual Mortgage Pass-Through Certificates WMALT, Series 2007-OC2, Class A3                                            | CUSIP: 93936LAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1576880 | PA      | $1449672.41     | 0.00%             | 2037-06-25      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| VICI Properties LP                                                               | VICI Properties LP                                                                                                               | CUSIP: 92564RAJ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       4150000 | PA      | $4207404.38     | 0.01%             | 2027-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     324249704 | PA      | $396858.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |      13770000 | PA      | $-82929.23      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CBAM Ltd.                                                                        | CBAM Ltd., Series 2018-7A, Class B1                                                                                              | CUSIP: 12482JAC4<br>LEI: 2549002XHTMWO4GGPF51 | Long             | ABS-CBDO         | CORP              | KY        |       1000000 | PA      | $1002187.50     | 0.00%             | 2031-07-20      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust                               | Morgan Stanley Bank of America Merrill Lynch Trust, Series 2014-C19, Class XF                                                    | CUSIP: 61764PAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      13486000 | PA      | $152241.16      | 0.00%             | 2047-12-15      | Variable      | 1.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Equity Option Index                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |          1765 | NC      | $410884.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SGL Group ApS                                                                    | SGL Group ApS                                                                                                                    | CUSIP: N/A<br>LEI: 636700YQKGLXCPPUYE74       | Long             | DBT              | CORP              | DK        |      11104000 | PA      | $13103788.49    | 0.03%             | 2030-04-22      | Floating      | 7.01%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     590947909 | PA      | $6823781.25     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of the Philippines                                                      | Republic of Philippines                                                                                                          | CUSIP: N/A<br>LEI: 529900RAHBALMYIJ3T08       | Long             | DBT              | NUSS              | PH        |    1026000000 | PA      | $18436203.65    | 0.04%             | 2030-07-27      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp. Seasoned Credit Risk Transfer Trust, Series 2017-3, Class B                                     | CUSIP: 35563PCG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       3950260 | PA      | $596598.21      | 0.00%             | 2056-07-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Polaris plc                                                                      | Polaris plc, Series 2023-2, Class B                                                                                              | CUSIP: N/A<br>LEI: 6354009LRHDVGD1A8T64       | Long             | ABS-MBS          | CORP              | GB        |       2321000 | PA      | $3234263.81     | 0.01%             | 2059-09-27      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| Solaris Energy Infrastructure, Inc.                                              | Solaris Energy Infrastructure, Inc., Class A                                                                                     | CUSIP: 83418M103<br>LEI: 529900MTK3C8Y8TIIC10 | Long             | EC               | CORP              | US        |       1246425 | NS      | $35261363.25    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| People's Republic of China                                                       | People's Republic of China                                                                                                       | CUSIP: N/A<br>LEI: 300300CHN201808MOF68       | Long             | DBT              | NUSS              | CN        |     121410000 | PA      | $17534338.09    | 0.04%             | 2034-08-25      | Fixed         | 2.11%                 | No            |                  2 | On Loan: No      |
| Dominican Republic                                                               | Dominican Republic Government Bond                                                                                               | CUSIP: 25714PET1<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |       4709000 | PA      | $4935973.80     | 0.01%             | 2031-02-03      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | NDIRS                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    1484007420 | PA      | $299920.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Gemgarto plc                                                                     | Gemgarto plc, Series 2023-1, Class D                                                                                             | CUSIP: N/A<br>LEI: 635400VBSEGPUXLYKP64       | Long             | ABS-MBS          | CORP              | GB        |       1236000 | PA      | $1706910.70     | 0.00%             | 2073-12-16      | Floating      | 6.72%                 | No            |                  2 | On Loan: No      |
| Polaris Newco LLC                                                                | Polaris Newco LLC, 1st Lien Term Loan                                                                                            | CUSIP: 73108RAC2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       4966468 | PA      | $5567508.59     | 0.01%             | 2028-06-02      | Variable      | 5.68%                 | No            |                  2 | On Loan: No      |
| HIT Trust                                                                        | HIT Trust, Series 2022-HI32, Class A                                                                                             | CUSIP: 40442AAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       2273235 | PA      | $2276076.42     | 0.01%             | 2039-07-15      | Floating      | 6.70%                 | No            |                  2 | On Loan: No      |
| Organon & Co.                                                                    | Organon & Co.                                                                                                                    | CUSIP: 68622FAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       4200000 | PA      | $3792802.69     | 0.01%             | 2034-05-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BKW AG                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -11700 | NS      | $14982.02       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                                                | HSBC Holdings plc                                                                                                                | CUSIP: N/A<br>LEI: MLU0ZO3ML4LN2LL2TL39       | Long             | DBT              | CORP              | GB        |       7800000 | PA      | $9279063.00     | 0.02%             | 2036-05-19      | Variable      | 4.19%                 | No            |                  2 | On Loan: No      |
| Univision Communications, Inc.                                                   | Univision Communications, Inc.                                                                                                   | CUSIP: 914906AU6<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |       4886000 | PA      | $4872670.94     | 0.01%             | 2027-06-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust                                                         | Ajax Mortgage Loan Trust, Series 2023-A, Class C                                                                                 | CUSIP: 009692AF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       6789799 | PA      | $3063788.25     | 0.01%             | 2062-07-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC                                                                 | CCO Holdings LLC                                                                                                                 | CUSIP: 1248EPCD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       7212000 | PA      | $6987002.55     | 0.02%             | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Avoca CLO Xxx DAC                                                                | Avoca CLO Xxx DAC, Series 30A, Class SUB                                                                                         | CUSIP: N/A<br>LEI: 5493000B1ML5TE0RID68       | Long             | ABS-CBDO         | CORP              | IE        |       4550000 | PA      | $4341835.23     | 0.01%             | 2037-07-15      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Hilton Domestic Operating Co., Inc.                                              | Hilton Domestic Operating Co., Inc., 1st Lien Term Loan B4                                                                       | CUSIP: 43289DAK9<br>LEI: 5493003EG7H0N1E4XV50 | Long             | LON              | CORP              | US        |        276000 | PA      | $276819.72      | 0.00%             | 2030-11-08      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Sandvik AB                                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |        -77600 | NS      | $-69698.92      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $238176.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TVC DSCR                                                                         | TVC DSCR, Class A                                                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | CORP              | US        |      26656694 | PA      | $24457599.58    | 0.06%             | 2051-02-01      | Fixed         | 2.38%                 | No            |                  3 | On Loan: No      |
| Euro-Galaxy III CLO DAC                                                          | Euro-Galaxy III CLO DAC, Series 2013-3A, Class CRRR                                                                              | CUSIP: N/A<br>LEI: 635400H1W7SGWXGQOB43       | Long             | ABS-CBDO         | CORP              | IE        |        700000 | PA      | $830062.13      | 0.00%             | 2034-04-24      | Floating      | 4.54%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | USD/TWD One-touch barrier option; Barrier price USD 34.60000                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |       4445074 | PA      | $1419.82        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bayer AG                                                                         | Bayer AG, Series NC5                                                                                                             | CUSIP: N/A<br>LEI: 549300J4U55H3WP1XT59       | Long             | DBT              | CORP              | DE        |      31700000 | PA      | $39568033.15    | 0.09%             | 2083-09-25      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |        225040 | PA      | $40940.26       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | DMG Mori Co. Ltd.                                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -49700 | NS      | $-69843.36      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Diamond II Ltd.                                                                  | Diamond II Ltd.                                                                                                                  | CUSIP: 25276VAA3<br>LEI: 254900KL4GQ2XC50XL44 | Long             | DBT              | CORP              | MU        |       1306000 | PA      | $1316578.60     | 0.00%             | 2026-07-28      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                                                     | Barclays Mortgage Loan Trust, Series 2024-NQM3, Class M1                                                                         | CUSIP: 066941AD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       5794300 | PA      | $5840916.30     | 0.01%             | 2064-06-25      | Variable      | 6.41%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-617481.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Group plc                                                                | NatWest Group plc                                                                                                                | CUSIP: N/A<br>LEI: 2138005O9XJIJN4JPN90       | Long             | DBT              | CORP              | GB        |       3278000 | PA      | $4478541.70     | 0.01%             | 2026-09-19      | Variable      | 2.88%                 | No            |                  2 | On Loan: No      |
| Arcline FM Holdings LLC                                                          | Arcline FM Holdings LLC, 1st Lien Term Loan                                                                                      | CUSIP: 03960DAH6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |        462288 | PA      | $464104.99      | 0.00%             | 2030-06-24      | Variable      | 7.58%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BHP Group Ltd.                                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         55500 | NS      | $5941.64        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BX Trust                                                                         | BX Trust, Series 2024-VLT4, Class F                                                                                              | CUSIP: 05612TAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      15610000 | PA      | $15555416.51    | 0.04%             | 2029-07-15      | Floating      | 8.25%                 | No            |                  2 | On Loan: No      |
| Republic of Poland                                                               | Republic of Poland                                                                                                               | CUSIP: N/A<br>LEI: 259400R9L8QEP0TPXS31       | Long             | DBT              | NUSS              | PL        |     219034000 | PA      | $60472793.73    | 0.14%             | 2029-07-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Blueberry Park CLO Ltd.                                                          | Blueberry Park CLO Ltd., Series 2024-1A, Class E                                                                                 | CUSIP: 09609VAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |       2000000 | PA      | $2014667.60     | 0.00%             | 2037-10-20      | Floating      | 9.62%                 | No            |                  2 | On Loan: No      |
| Republic of Zambia                                                               | Republic of Zambia                                                                                                               | CUSIP: N/A<br>LEI: 213800DMLAZ6LGMMD849       | Long             | DBT              | NUSS              | ZM        |        637929 | PA      | $585300.02      | 0.00%             | 2033-06-30      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| GoldenTree Loan Management US CLO 15 Ltd.                                        | GoldenTree Loan Management US CLO 15 Ltd., Series 2022-15A, Class FR                                                             | CUSIP: 38139CAJ6<br>LEI: 549300JGUKVX0EDNOJ93 | Long             | ABS-CBDO         | CORP              | JE        |       2500000 | PA      | $2380138.00     | 0.01%             | 2036-10-20      | Floating      | 11.77%                | No            |                  2 | On Loan: No      |
| Studio City Finance Ltd.                                                         | Studio City Finance Ltd.                                                                                                         | CUSIP: N/A<br>LEI: 254900D6R731QAUIG324       | Long             | DBT              | CORP              | VG        |       5000000 | PA      | $4918750.00     | 0.01%             | 2028-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federation of Malaysia                                                           | Malaysia Government Bond                                                                                                         | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |     363600000 | PA      | $87348628.43    | 0.21%             | 2032-07-15      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOP                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    -811740266 | PA      | $-147707.07     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United Wholesale Mortgage LLC                                                    | United Wholesale Mortgage LLC                                                                                                    | CUSIP: 913229AC4<br>LEI: 549300HW662MN1WU8550 | Long             | DBT              | CORP              | US        |        851000 | PA      | $848958.54      | 0.00%             | 2027-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Bank                                                           | Washington Mutual Escrow Bonds                                                                                                   | CUSIP: 939MMIBF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      45161000 | PA      | $587093.00      | 0.00%             | 2009-11-06      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| Froneri International Ltd.                                                       | Froneri International Ltd., 1st Lien Term Loan                                                                                   | CUSIP: G3679YAJ1<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |       5000000 | PA      | $5789977.64     | 0.01%             | 2031-09-30      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | DaVita, Inc.                                                                                                                     | CUSIP: 23918K108<br>LEI: N/A                  | N/A              | DE               |  | US        |          9900 | NS      | $46787.49       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDI                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     207000000 | PA      | $6370762.88     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Nomura Asset Acceptance Corp. Alternative Loan Trust                             | Nomura Asset Acceptance Corp. Alternative Loan Trust, Series 2006-S5, Class A1                                                   | CUSIP: 65538AAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |         65049 | PA      | $82543.64       | 0.00%             | 2036-10-25      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |      13790000 | PA      | $93497.38       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| XPO, Inc.                                                                        | XPO, Inc.                                                                                                                        | CUSIP: 983793AK6<br>LEI: 54930096DB9LCLPN7H13 | Long             | DBT              | CORP              | US        |       1580000 | PA      | $1655945.86     | 0.00%             | 2032-02-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Loxam SAS                                                                        | Loxam SAS                                                                                                                        | CUSIP: N/A<br>LEI: 969500BNA2YRNE1R5K91       | Long             | DBT              | CORP              | FR        |       2073000 | PA      | $2520177.36     | 0.01%             | 2028-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Huntington Ingalls Industries, Inc.                                                                                              | CUSIP: 446413106<br>LEI: N/A                  | N/A              | DE               |  | GB        |          6500 | NS      | $28340.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Prysmian SpA                                                                     | Prysmian SpA                                                                                                                     | CUSIP: N/A<br>LEI: 529900X0H1IO3RS1A464       | Long             | EC               | CORP              | IT        |         76569 | NS      | $5421025.47     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| WOM Chile Holdco SpA                                                             | WOM Chile Holdco SpA                                                                                                             | CUSIP: 97810KAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | CL        |      43832169 | PA      | $43312598.54    | 0.10%             | 2032-04-01      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDIT                                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | FR        |      35315000 | PA      | $1021550.31     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ford Motor Co.                                                                   | Ford Motor Co.                                                                                                                   | CUSIP: 345370CS7<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |       3324000 | PA      | $2683781.31     | 0.01%             | 2046-12-08      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOP                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     301335000 | PA      | $6136566.40     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Community Financial System, Inc.                                                                                                 | CUSIP: 203607106<br>LEI: N/A                  | N/A              | DE               |  | US        |        -28734 | NS      | $11493.60       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    2953597057 | PA      | $-186304.95     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Banco Espirito Santo SA                                                          | Banco Espirito Santo SA                                                                                                          | CUSIP: N/A<br>LEI: 635400JV7IJL16OWIT96       | Long             | DBT              | CORP              | PT        |      15500000 | PA      | $4016809.50     | 0.01%             | 2018-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-136788.65     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan Chase Commercial Mortgage Securities Trust                           | J.P. Morgan Chase Commercial Mortgage Securities Trust, Series 2016-NINE, Class B                                                | CUSIP: 46646GAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       6933000 | PA      | $6708519.17     | 0.02%             | 2038-09-06      | Variable      | 2.95%                 | No            |                  2 | On Loan: No      |
| Health Care Select Sector SPDR Fund                                              | Health Care Select Sector SPDR Fund                                                                                              | CUSIP: 81369Y209<br>LEI: 549300EJNY3KKJHPOY44 | Long             |  | RF                | US        |         78030 | NS      | $10517663.70    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Electricite de France SA                                                         | Electricite de France SA                                                                                                         | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | NUSS              | FR        |      24000000 | PA      | $27498300.40    | 0.06%             | 2027-12-01      | Variable      | 2.62%                 | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                                                          | JPMorgan Securities LLC                                                                                                          | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | Long             | RA               | CORP              | US        |       1296750 | PA      | $1296750.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Bendigo & Adelaide Bank Ltd.                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -248200 | NS      | $31042.92       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust                                                         | Ajax Mortgage Loan Trust, Series 2022-A, Class A1                                                                                | CUSIP: 009695AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      26229401 | PA      | $25384190.16    | 0.06%             | 2061-10-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| EDO Sukuk Ltd.                                                                   | EDO Sukuk Ltd.                                                                                                                   | CUSIP: N/A<br>LEI: 5493000LZIE4T625R469       | Long             | DBT              | CORP              | KY        |       4000000 | PA      | $4073760.00     | 0.01%             | 2031-07-03      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Alphabet, Inc.                                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          -400 | NC      | $-144000.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                                            | Federal National Mortgage Association Variable Rate Notes, Series 2024-51, Class BF                                              | CUSIP: 3136BSVY8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      23920737 | PA      | $23910104.41    | 0.06%             | 2054-08-25      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| Engineering - Ingegneria Informatica - SpA                                       | Engineering - Ingegneria Informatica - SpA                                                                                       | CUSIP: N/A<br>LEI: 81560042F5E23EE61346       | Long             | DBT              | CORP              | IT        |        935000 | PA      | $1121747.92     | 0.00%             | 2030-02-15      | Floating      | 7.73%                 | No            |                  2 | On Loan: No      |
| SoFi Professional Loan Program Trust                                             | SoFi Professional Loan Program Trust, Series 2018-B, Class BFX                                                                   | CUSIP: 83404RAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        538000 | PA      | $517641.97      | 0.00%             | 2047-08-25      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    1097724509 | PA      | $-18339.01      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Development Bank of Kazakhstan JSC                                               | Development Bank of Kazakhstan JSC                                                                                               | CUSIP: N/A<br>LEI: 213800LCDPGJ1BI7KX98       | Long             | DBT              | NUSS              | KZ        |     100000000 | PA      | $178163.34      | 0.00%             | 2027-04-15      | Fixed         | 13.00%                | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $487627.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Octagon Investment Partners XV Ltd.                                              | Octagon Investment Partners XV Ltd., Series 2013-1A, Class A1RR                                                                  | CUSIP: 67590EBG8<br>LEI: 549300VYCI9AZ4NZBX86 | Long             | ABS-CBDO         | CORP              | KY        |       1769046 | PA      | $1770816.08     | 0.00%             | 2030-07-19      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| Gen Digital, Inc.                                                                | Gen Digital, Inc.                                                                                                                | CUSIP: 668771AM0<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |        595000 | PA      | $610970.99      | 0.00%             | 2033-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $131865.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Azzurra Aeroporti SpA                                                            | Azzurra Aeroporti SpA                                                                                                            | CUSIP: N/A<br>LEI: 8156004064432D3D0F19       | Long             | DBT              | CORP              | IT        |       5699000 | PA      | $6628731.71     | 0.02%             | 2027-05-30      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Regional Management Issuance Trust                                               | Regional Management Issuance Trust, Series 2022-1, Class D                                                                       | CUSIP: 75907DAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       3555000 | PA      | $3557102.07     | 0.01%             | 2032-03-15      | Fixed         | 6.72%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Japan Steel Works Ltd. (The)                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |        -13300 | NS      | $-32226.76      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Johnson & Johnson                                                                                                                | CUSIP: 478160104<br>LEI: N/A                  | N/A              | DE               |  | GB        |         19200 | NS      | $27456.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-136906.86     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-52.25         | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Navoi Mining & Metallurgical Combinat                                            | Navoi Mining & Metallurgical Combinat                                                                                            | CUSIP: 63890CAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | UZ        |       5171000 | PA      | $5285744.49     | 0.01%             | 2028-10-17      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-376676.26     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Michigan State Building Authority                                                | Michigan State Building Authority, Series 2025 I                                                                                 | CUSIP: 594615PD2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |       3790000 | PA      | $3851490.34     | 0.01%             | 2050-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Hanesbrands, Inc.                                                                | Hanesbrands, Inc., 1st Lien Term Loan B                                                                                          | CUSIP: 410346AY6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       1123181 | PA      | $1125057.07     | 0.00%             | 2032-03-08      | Variable      | 7.08%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOP                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    -780240000 | PA      | $-946426.98     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ukraine                                                                          | Ukraine Government Bond                                                                                                          | CUSIP: N/A<br>LEI: 6354001WLTJXOMEXPY07       | Long             | DBT              | NUSS              | UA        |       7240000 | PA      | $4461650.00     | 0.01%             | 2029-02-01      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| London Cards No. 2 plc                                                           | London Cards No. 2 plc, Series 2, Class D                                                                                        | CUSIP: N/A<br>LEI: 635400SWIULSFYESTP47       | Long             | ABS-O            | CORP              | GB        |       1784000 | PA      | $2481131.86     | 0.01%             | 2034-03-28      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| Auto ABS Italian Stella Loans SRL                                                | Auto ABS Italian Stella Loans SRL, Series 2025-1, Class C                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | IT        |       2283000 | PA      | $2690279.08     | 0.01%             | 2040-12-28      | Floating      | 3.29%                 | No            |                  2 | On Loan: No      |
| Central Parent LLC                                                               | Central Parent LLC                                                                                                               | CUSIP: 154915AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       2444000 | PA      | $2020934.56     | 0.00%             | 2029-06-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                 | Paramount Global                                                                                                                 | CUSIP: 92553PBC5<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |        605000 | PA      | $569453.23      | 0.00%             | 2057-02-28      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| Kingdom of Saudi Arabia                                                          | Kingdom of Saudi Arabia                                                                                                          | CUSIP: N/A<br>LEI: 635400FMICXSM3SI3H65       | Long             | DBT              | NUSS              | SA        |        577000 | PA      | $489873.00      | 0.00%             | 2053-01-18      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | NDIRS                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     146055000 | PA      | $-5184.81       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Tronox Finance LLC                                                               | Tronox Finance LLC, 1st Lien Term Loan B2                                                                                        | CUSIP: 89705DAQ5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |        997500 | PA      | $978956.48      | 0.00%             | 2029-04-04      | Variable      | 6.55%                 | No            |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                                             | Clear Channel Outdoor Holdings, Inc.                                                                                             | CUSIP: 18453HAA4<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |       1438000 | PA      | $1421641.30     | 0.00%             | 2027-08-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $84041.33       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BSPDF Issuer LLC                                                                 | BSPDF Issuer LLC, Series 2025-FL2, Class A                                                                                       | CUSIP: 05615KAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       2996000 | PA      | $2991562.32     | 0.01%             | 2042-12-15      | Floating      | 5.84%                 | No            |                  2 | On Loan: No      |
| Ardonagh Finco Ltd.                                                              | Ardonagh Finco Ltd.                                                                                                              | CUSIP: N/A<br>LEI: 254900D2T84O1K03BA28       | Long             | DBT              | CORP              | JE        |      10793000 | PA      | $13063794.97    | 0.03%             | 2031-02-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust                                                       | J.P. Morgan Mortgage Trust, Series 2021-INV7, Class A4X                                                                          | CUSIP: 46654CAM7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      15745548 | PA      | $667880.48      | 0.00%             | 2052-02-25      | Variable      | 0.50%                 | No            |                  2 | On Loan: No      |
| Republic of Armenia                                                              | Republic of Armenia                                                                                                              | CUSIP: 042207AE0<br>LEI: 5299000H77JSW90G7935 | Long             | DBT              | NUSS              | AM        |       1883000 | PA      | $1830050.04     | 0.00%             | 2035-03-12      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Voya Euro CLO IV DAC                                                             | Voya Euro CLO IV DAC, Series 4X, Class DR                                                                                        | CUSIP: N/A<br>LEI: 549300H0DM0Z0GCEKC77       | Long             | ABS-CBDO         | CORP              | IE        |        900000 | PA      | $1060588.82     | 0.00%             | 2034-10-15      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| Apidos CLO XXII                                                                  | Apidos CLO XXII, Series 2015-22A, Class BR                                                                                       | CUSIP: 03765XAL0<br>LEI: 5493003SQW0Q40KVFQ19 | Long             | ABS-CBDO         | CORP              | KY        |       3250000 | PA      | $3250000.00     | 0.01%             | 2031-04-20      | Floating      | 6.48%                 | No            |                  2 | On Loan: No      |
| Precision Medicine Group LLC                                                     | Precision Medicine Group LLC, 1st Lien Term Loan                                                                                 | CUSIP: 74028HAE5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |        987134 | PA      | $985593.64      | 0.00%             | 2027-11-18      | Variable      | 7.40%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     414291387 | PA      | $8537368.39     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Paragon Mortgages No. 12 plc                                                     | Paragon Mortgages No. 12 plc, Series 12X, Class B1B                                                                              | CUSIP: N/A<br>LEI: NC14LGCCXH6KWEV2DR91       | Long             | ABS-MBS          | CORP              | GB        |        385329 | PA      | $442266.13      | 0.00%             | 2038-11-15      | Floating      | 2.62%                 | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                                                          | JPMorgan Securities LLC                                                                                                          | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | Long             | RA               | CORP              | US        |        425500 | PA      | $425500.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EQT Trust                                                                        | EQT Trust, Series 2024-EXTR, Class A                                                                                             | CUSIP: 29439DAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       3348000 | PA      | $3422651.03     | 0.01%             | 2041-07-05      | Variable      | 5.33%                 | No            |                  2 | On Loan: No      |
| North Texas Municipal Water District                                             | North Texas Municipal Water District, Series 2025                                                                                | CUSIP: 66283ALJ3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |       3785000 | PA      | $3823287.49     | 0.01%             | 2055-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Brandywine Realty Trust                                                                                                          | CUSIP: 105368203<br>LEI: N/A                  | N/A              | DE               |  | US        |        -12500 | NS      | $2750.00        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Saluda Grade Alternative Mortgage Trust                                          | Saluda Grade Alternative Mortgage Trust, Series 2024-RTL4, Class A1                                                              | CUSIP: 79584CAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      18613000 | PA      | $18726583.97    | 0.04%             | 2030-02-25      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     349347153 | PA      | $11427014.68    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SGH Ltd.                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -89700 | NS      | $7769.52        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       1335000 | PA      | $74180.86       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MHP                                                                              | MHP Commercial Mortgage Trust, Series 2021-STOR, Class G                                                                         | CUSIP: 55293BAP0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       7927000 | PA      | $7922045.63     | 0.02%             | 2038-07-15      | Floating      | 7.18%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SPDR Gold Shares                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         -1680 | NC      | $-1680.00       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Ares Loan Funding I Ltd.                                                         | Ares Loan Funding I Ltd., Series 2021-ALFA, Class E                                                                              | CUSIP: 04018YAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      10850000 | PA      | $10875035.29    | 0.03%             | 2034-10-15      | Floating      | 11.22%                | No            |                  2 | On Loan: No      |
| FTA Consumo Santander                                                            | FTA Consumo Santander, Series 7, Class C                                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | ES        |       2848268 | PA      | $3364122.37     | 0.01%             | 2038-07-20      | Floating      | 3.91%                 | No            |                  2 | On Loan: No      |
| Taurus Law130 Securities SRL                                                     | Taurus Law130 Securities SRL                                                                                                     | CUSIP: N/A<br>LEI: 81560076C5625D0D0238       | Long             | DBT              | CORP              | IT        |      14556721 | PA      | $16982253.23    | 0.04%             | 2027-08-22      | Variable      | 5.77%                 | Yes           |                  3 | On Loan: No      |
| TCW CLO Ltd.                                                                     | TCW CLO Ltd., Series 2019-2A, Class A1R2                                                                                         | CUSIP: 87242BBG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       5000000 | PA      | $5008493.50     | 0.01%             | 2038-01-20      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| American Municipal Power, Inc.                                                   | American Municipal Power, Inc., Series 2010A                                                                                     | CUSIP: 02765UEJ9<br>LEI: EARKGGZJJEMVD66XQ486 | Long             | DBT              | MUN               | US        |       4015000 | PA      | $4753629.88     | 0.01%             | 2041-02-15      | Fixed         | 7.83%                 | No            |                  2 | On Loan: No      |
| CAS Capital No. 1 Ltd.                                                           | CAS Capital No. 1 Ltd.                                                                                                           | CUSIP: N/A<br>LEI: 254900REJZW5L9QRTD85       | Long             | DBT              | CORP              | VG        |       6133000 | PA      | $5991327.70     | 0.01%             | 2026-07-12      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| EDP SA                                                                           | EDP SA                                                                                                                           | CUSIP: N/A<br>LEI: 529900CLC3WDMGI9VH80       | Long             | DBT              | CORP              | PT        |      42800000 | PA      | $49699844.97    | 0.12%             | 2081-08-02      | Variable      | 1.88%                 | No            |                  2 | On Loan: No      |
| NYMT Loan Trust                                                                  | NYMT Loan Trust, Series 2024-INV1, Class A1                                                                                      | CUSIP: 62956XAA9<br>LEI: 2549009GL7U73W4FX613 | Long             | ABS-MBS          | CORP              | US        |       6063660 | PA      | $6057798.59     | 0.01%             | 2069-06-25      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| Hydrofarm Holdings Group, Inc.                                                   | Hydrofarm Holdings Group, Inc., 1st Lien Term Loan                                                                               | CUSIP: 44888MAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       4155062 | PA      | $3365599.83     | 0.01%             | 2028-10-25      | Variable      | 10.04%                | No            |                  2 | On Loan: No      |
| FT Santander Consumer Spain Auto                                                 | FT Santander Consumer Spain Auto, Series 2020-1, Class B                                                                         | CUSIP: N/A<br>LEI: 894500EO9XFVE82OWE89       | Long             | ABS-O            | CORP              | ES        |        155161 | PA      | $182808.64      | 0.00%             | 2033-03-21      | Floating      | 2.96%                 | No            |                  2 | On Loan: No      |
| London Wall Mortgage Capital plc                                                 | London Wall Mortgage Capital plc, Series 2024-1, Class B                                                                         | CUSIP: N/A<br>LEI: 213800QSO8J75OTK5919       | Long             | ABS-MBS          | CORP              | GB        |       8673302 | PA      | $11892478.84    | 0.03%             | 2057-05-15      | Floating      | 5.74%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      39492968 | PA      | $287531.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Asics Corp.                                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -26600 | NS      | $-50048.91      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Latvia                                                               | Latvia Government Bond                                                                                                           | CUSIP: 518417AD2<br>LEI: 25490002QDEB2KTLNK39 | Long             | DBT              | NUSS              | LV        |       4095000 | PA      | $4090045.05     | 0.01%             | 2034-07-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| C-BASS TRUST                                                                     | C-BASS TRUST, Series 2006-CB9, Class A4                                                                                          | CUSIP: 12465MAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        621262 | PA      | $280122.44      | 0.00%             | 2036-11-25      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| Encompass Health Corp.                                                           | Encompass Health Corp.                                                                                                           | CUSIP: 29261AAA8<br>LEI: 549300FVRPM9DRQZRG64 | Long             | DBT              | CORP              | US        |        794000 | PA      | $786852.17      | 0.00%             | 2028-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    2757810000 | PA      | $-60756.85      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $19843.77       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Atlas Funding plc                                                                | Atlas Funding plc, Series 2023-1, Class A                                                                                        | CUSIP: N/A<br>LEI: 635400GE1FMJVQH5B467       | Long             | ABS-MBS          | CORP              | GB        |       3748304 | PA      | $5171098.12     | 0.01%             | 2061-01-20      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |       4980000 | PA      | $1375517.17     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Arkema SA                                                                        | Arkema SA                                                                                                                        | CUSIP: N/A<br>LEI: 9695000EHMS84KKP2785       | Long             | DBT              | CORP              | FR        |       2300000 | PA      | $2675744.05     | 0.01%             | 2025-10-21      | Variable      | 1.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | DE        |       2935000 | PA      | $-39337.42      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Cleveland-Cliffs, Inc.                                                           | Cleveland-Cliffs, Inc.                                                                                                           | CUSIP: 185899AQ4<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |       2583000 | PA      | $2543064.24     | 0.01%             | 2029-11-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp. (The)                                              | Bank of New York Mellon Corp. (The)                                                                                              | CUSIP: 064058AN0<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |       1000000 | PA      | $1027313.00     | 0.00%             | 2030-03-20      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| Stratton Mortgage Funding plc                                                    | Stratton Mortgage Funding plc, Series 2024-3, Class B                                                                            | CUSIP: N/A<br>LEI: 635400HN3D5CAXKQB937       | Long             | ABS-MBS          | CORP              | GB        |      11150000 | PA      | $15308644.20    | 0.04%             | 2049-06-25      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| Iron Mountain, Inc.                                                              | Iron Mountain, Inc.                                                                                                              | CUSIP: 46284VAF8<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |       1292000 | PA      | $1269284.57     | 0.00%             | 2029-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Warnermedia Holdings, Inc.                                                       | Warnermedia Holdings, Inc.                                                                                                       | CUSIP: 55903VBF9<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |      10865000 | PA      | $7495763.50     | 0.02%             | 2062-03-15      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| Robertshaw US Holding Corp.                                                      | Robertshaw US Holding Corp., 1st Lien Term Loan                                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4760000 | PA      | $47600.00       | 0.00%             | 2027-02-26      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| RR 33 Ltd.                                                                       | RR 33 Ltd., Series 2024-33A, Class A1B                                                                                           | CUSIP: 78110QAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | BM        |       2000000 | PA      | $2003204.60     | 0.00%             | 2039-10-15      | Floating      | 5.84%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Pou Chen Corp.                                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -35236 | NS      | $-207.48        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AES Corp. (The)                                                                  | AES Corp. (The)                                                                                                                  | CUSIP: 00130HCK9<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |       2206000 | PA      | $2271297.36     | 0.01%             | 2055-01-15      | Variable      | 7.60%                 | No            |                  2 | On Loan: No      |
| Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                        | Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                                                                        | CUSIP: 71568QAP2<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | NUSS              | ID        |       6000000 | PA      | $4215000.00     | 0.01%             | 2050-06-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNA 8 LLC                                                                        | FNA 8 LLC, Series 2025-1, Class A                                                                                                | CUSIP: 30340WAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      17567104 | PA      | $17648702.98    | 0.04%             | 2045-03-15      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Informatica, Inc.                                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |           824 | NC      | $32960.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares Trust                                                                    | iShares 0-5 Year TIPS Bond ETF                                                                                                   | CUSIP: 46429B747<br>LEI: 549300GIWSEGOQLZR212 | Long             |  | RF                | US        |        401690 | NS      | $41337917.90    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                              | Murata Manufacturing Co. Ltd.                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        124100 | NS      | $65596.12       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IHO Verwaltungs GmbH                                                             | IHO Verwaltungs GmbH                                                                                                             | CUSIP: N/A<br>LEI: 529900JL0HDVGZMUJF32       | Long             | DBT              | CORP              | DE        |       6065000 | PA      | $7538686.50     | 0.02%             | 2031-11-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| TK Elevator US Newco, Inc.                                                       | TK Elevator US Newco, Inc.                                                                                                       | CUSIP: 92537RAA7<br>LEI: 549300C2AFWPAYWS5574 | Long             | DBT              | CORP              | US        |      10877000 | PA      | $10869373.92    | 0.03%             | 2027-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Valley Stream Park CLO Ltd.                                                      | Valley Stream Park CLO Ltd., Series 2022-1A, Class E2RR                                                                          | CUSIP: 92013BAL1<br>LEI: 213800DEME82SWN32S20 | Long             | ABS-CBDO         | CORP              | JE        |        695000 | PA      | $701642.18      | 0.00%             | 2037-01-20      | Floating      | 11.37%                | No            |                  2 | On Loan: No      |
| N/A                                                                              | Dollarama, Inc.                                                                                                                  | CUSIP: 25675T107<br>LEI: N/A                  | N/A              | DE               |  | US        |         -8300 | NS      | $-216.00        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Conseco Finance Corp.                                                            | Conseco Finance Corp., Series 1998-4, Class M1                                                                                   | CUSIP: 393505F64<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        378486 | PA      | $384842.67      | 0.00%             | 2030-04-01      | Variable      | 6.83%                 | No            |                  2 | On Loan: No      |
| Edgewell Personal Care Co.                                                       | Edgewell Personal Care Co.                                                                                                       | CUSIP: 28035QAB8<br>LEI: 549300CY8QZDL4Z3RU59 | Long             | DBT              | CORP              | US        |        421000 | PA      | $397674.58      | 0.00%             | 2029-04-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ResMed, Inc.                                                                     | ResMed, Inc.                                                                                                                     | CUSIP: 761152107<br>LEI: 529900T3QE5253CCXF22 | Long             | EC               | CORP              | US        |          3209 | NS      | $827922.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lithia Motors, Inc.                                                              | Lithia Motors, Inc.                                                                                                              | CUSIP: 536797AG8<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |        294000 | PA      | $280383.30      | 0.00%             | 2029-06-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Live Nation Entertainment, Inc.                                                  | Live Nation Entertainment, Inc.                                                                                                  | CUSIP: 538034AR0<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |       5707000 | PA      | $5644955.78     | 0.01%             | 2027-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Palmer Square Loan Funding Ltd.                                                  | Palmer Square Loan Funding Ltd., Series 2022-2A, Class B                                                                         | CUSIP: 69701NAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      10500000 | PA      | $10523383.50    | 0.02%             | 2030-10-15      | Floating      | 6.46%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | FR        |       4874409 | PA      | $32231.51       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-789122.51     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FCT Autonoria DE                                                                 | FCT Autonoria DE, Series 2023-DE, Class F                                                                                        | CUSIP: N/A<br>LEI: 549300XVWRQGZCNHXF23       | Long             | ABS-O            | CORP              | DE        |         45366 | PA      | $55771.64       | 0.00%             | 2043-01-26      | Floating      | 9.39%                 | No            |                  2 | On Loan: No      |
| Federal Republic of Germany                                                      | Federal Republic of Germany                                                                                                      | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |      83140000 | PA      | $93772731.49    | 0.22%             | 2032-08-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Hillsborough County Industrial Development Authority                             | Hillsborough County Industrial Development Authority, Series 2024C                                                               | CUSIP: 43233KAU8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |       7435000 | PA      | $7651189.73     | 0.02%             | 2049-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Electric Power Authority                                             | Puerto Rico Electric Power Authority, Series 2010ZZ                                                                              | CUSIP: 74526YDL6<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | PR        |        500000 | PA      | $241250.00      | 0.00%             | 2023-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| State of Queensland Australia                                                    | Queensland Treasury Corp.                                                                                                        | CUSIP: N/A<br>LEI: 98INKCEEHOU5YJS0HQ88       | Long             | DBT              | NUSS              | AU        |      52500000 | PA      | $33877020.76    | 0.08%             | 2037-07-21      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Apidos Loan Fund Ltd.                                                            | Apidos Loan Fund Ltd., Series 2024-1A, Class E                                                                                   | CUSIP: 037985AA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       1010000 | PA      | $1008565.30     | 0.00%             | 2035-04-25      | Floating      | 10.03%                | No            |                  2 | On Loan: No      |
| Liberty Costa Rica Senior Secured Finance                                        | Liberty Costa Rica Senior Secured Finance                                                                                        | CUSIP: 530371AA1<br>LEI: 549300W6O2PHTPCYQ751 | Long             | DBT              | CORP              | KY        |       1089000 | PA      | $1159893.90     | 0.00%             | 2031-01-15      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| Global Partners LP                                                               | Global Partners LP                                                                                                               | CUSIP: 37954FAL8<br>LEI: 549300PCHWTW9P4DU444 | Long             | DBT              | CORP              | US        |         89000 | PA      | $90247.23       | 0.00%             | 2033-07-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                            | Wells Fargo Commercial Mortgage Trust, Series 2019-C50, Class XA                                                                 | CUSIP: 95001XBF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      47286016 | PA      | $1900538.46     | 0.00%             | 2052-05-15      | Variable      | 1.57%                 | No            |                  2 | On Loan: No      |
| Cinemark USA, Inc.                                                               | Cinemark USA, Inc.                                                                                                               | CUSIP: 172441BH9<br>LEI: 54930008H2137JSCPQ09 | Long             | DBT              | CORP              | US        |       4343000 | PA      | $4508750.60     | 0.01%             | 2032-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Rengo Co. Ltd.                                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -341700 | NS      | $-92400.10      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Mortimer BTL plc                                                                 | Mortimer BTL plc, Series 2023-1, Class B                                                                                         | CUSIP: N/A<br>LEI: 213800KSBQOFMOAKV375       | Long             | ABS-MBS          | CORP              | GB        |        764000 | PA      | $1058487.97     | 0.00%             | 2056-12-22      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| Dallas Fort Worth International Airport                                          | Dallas Fort Worth International Airport, Series 2019A                                                                            | CUSIP: 2350364X5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |       2360000 | PA      | $1758472.60     | 0.00%             | 2045-11-01      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Exxon Mobil Corp.                                                                                                                | CUSIP: 30231G102<br>LEI: N/A                  | N/A              | DE               |  | GB        |        -21500 | NS      | $84710.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Voyager Parent LLC                                                               | Voyager Parent LLC                                                                                                               | CUSIP: 92921EAA0<br>LEI: 2549002DYVI4ACSV4V71 | Long             | DBT              | CORP              | US        |       3008000 | PA      | $3129603.42     | 0.01%             | 2032-07-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Electric Power Authority                                             | Puerto Rico Electric Power Authority, Series 2008WW                                                                              | CUSIP: 74526YED3<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | PR        |       2930000 | PA      | $1413725.00     | 0.00%             | 2033-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Axalta Coating Systems Dutch Holding B BV                                        | Axalta Coating Systems Dutch Holding B BV                                                                                        | CUSIP: 05455JAA5<br>LEI: 5493007DMEBZH3CQ5E51 | Long             | DBT              | CORP              | NL        |        311000 | PA      | $327883.29      | 0.00%             | 2031-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |       1975000 | PA      | $90059.23       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Splitrock Services, Inc.                                                         | Splitrock Services, Inc.                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | US        |        303843 | PA      | $8549777.71     | 0.02%             | 2031-02-12      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CIFC European Funding CLO I DAC                                                  | CIFC European Funding CLO I DAC, Series 1X, Class DR                                                                             | CUSIP: N/A<br>LEI: 635400RKFO6YLRKH3C54       | Long             | ABS-CBDO         | CORP              | IE        |        450000 | PA      | $530391.73      | 0.00%             | 2032-07-15      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| Banca Monte dei Paschi di Siena SpA                                              | Banca Monte dei Paschi di Siena SpA                                                                                              | CUSIP: N/A<br>LEI: J4CP7MHCXR8DAQMKIL78       | Long             | DBT              | CORP              | IT        |      14650000 | PA      | $17259866.68    | 0.04%             | 2035-10-02      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| Permian Resources Operating LLC                                                  | Permian Resources Operating LLC                                                                                                  | CUSIP: 27034RAA1<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |       9512000 | PA      | $9725068.80     | 0.02%             | 2027-04-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | WTI Crude Oil                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |           160 | NC      | $572800.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RCI Banque SA                                                                    | RCI Banque SA                                                                                                                    | CUSIP: N/A<br>LEI: 96950001WI712W7PQG45       | Long             | DBT              | CORP              | FR        |      11300000 | PA      | $13999793.58    | 0.03%             | 2034-10-09      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| American Residential Services LLC                                                | American Residential Services LLC, 1st Lien Term Loan                                                                            | CUSIP: 02927HAH1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       1000000 | PA      | $1001250.00     | 0.00%             | 2032-02-02      | Variable      | 7.28%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust                                           | Velocity Commercial Capital Loan Trust, Series 2020-1, Class M4                                                                  | CUSIP: 92259LAN8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        621619 | PA      | $445471.04      | 0.00%             | 2050-02-25      | Variable      | 3.54%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | USD Currency                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       1137300 | PA      | $6261.98        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-1321.20       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Commercial Mortgage Trust                                                        | Commercial Mortgage Trust, Series 2016-667M, Class D                                                                             | CUSIP: 12636GAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        913457 | PA      | $663266.70      | 0.00%             | 2036-10-10      | Variable      | 3.28%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Nikkei 225 Index                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | JP        |           172 | NC      | $1725912.29     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Navoi Mining & Metallurgical Combinat                                            | Navoi Mining & Metallurgical Combinat                                                                                            | CUSIP: N/A<br>LEI: 213800YLNAGERZ4C3M60       | Long             | DBT              | CORP              | UZ        |       1033000 | PA      | $1055922.27     | 0.00%             | 2028-10-17      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Republic of Serbia                                                               | Republic of Serbia                                                                                                               | CUSIP: 817477AJ1<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |       2206000 | PA      | $2223372.25     | 0.01%             | 2034-06-12      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | USD/JPY Down-and-out barrier option; Barrier price USD 136.00000                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CH        |      41596271 | PA      | $369652.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DENTSPLY SIRONA, Inc.                                                            | DENTSPLY SIRONA, Inc.                                                                                                            | CUSIP: 24906PAB5<br>LEI: 9NHEHR1SOZCYXDO8HO28 | Long             | DBT              | CORP              | US        |      11282000 | PA      | $11344243.70    | 0.03%             | 2055-09-12      | Variable      | 8.38%                 | No            |                  2 | On Loan: No      |
| Allied Universal Holdco LLC                                                      | Allied Universal Holdco LLC                                                                                                      | CUSIP: N/A<br>LEI: 549300ONXPZT3KQZDR65       | Long             | DBT              | CORP              | LU        |       8190000 | PA      | $9406900.56     | 0.02%             | 2028-06-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Crescent Energy Finance LLC                                                      | Crescent Energy Finance LLC                                                                                                      | CUSIP: 45344LAE3<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |       9474000 | PA      | $9055302.06     | 0.02%             | 2033-01-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| SoFi Professional Loan Program Trust                                             | SoFi Professional Loan Program Trust, Series 2018-D, Class BFX                                                                   | CUSIP: 83401AAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        273000 | PA      | $263694.96      | 0.00%             | 2048-02-25      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| Cardinal Health, Inc.                                                            | Cardinal Health, Inc.                                                                                                            | CUSIP: 14149YBR8<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |       1800000 | PA      | $1834782.61     | 0.00%             | 2029-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                                                     | Barclays Mortgage Loan Trust, Series 2024-NQM1, Class A1                                                                         | CUSIP: 06745AAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       8628713 | PA      | $8659776.80     | 0.02%             | 2064-01-25      | Variable      | 5.90%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp.                                                        | Toyota Motor Credit Corp.                                                                                                        | CUSIP: 89236TLD5<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |        900000 | PA      | $914426.39      | 0.00%             | 2026-11-20      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| VF Ukraine PAT                                                                   | VF Ukraine PAT                                                                                                                   | CUSIP: N/A<br>LEI: 213800C9OW7RIPPP6Z96       | Long             | DBT              | CORP              | UA        |       2516255 | PA      | $2403023.40     | 0.01%             | 2027-02-11      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                                   | Morgan Stanley Capital I Trust, Series 2017-ASHF, Class G                                                                        | CUSIP: 61691KAS0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       2925000 | PA      | $2746918.10     | 0.01%             | 2034-11-15      | Floating      | 11.51%                | No            |                  2 | On Loan: No      |
| City & County of Denver                                                          | City & County of Denver, Series 2022A                                                                                            | CUSIP: 249164RN6<br>LEI: MMTY7HA2MSCBUO4F7J71 | Long             | DBT              | MUN               | US        |      10000000 | PA      | $10920838.17    | 0.03%             | 2037-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Automatic Data Processing, Inc.                                                  | Automatic Data Processing, Inc.                                                                                                  | CUSIP: 053015103<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | EC               | CORP              | US        |          2407 | NS      | $742318.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HomeServe USA Holding Corp.                                                      | HomeServe USA Corp., 1st Lien Term Loan                                                                                          | CUSIP: 43761EAD0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       1433115 | PA      | $1433272.59     | 0.00%             | 2030-10-21      | Variable      | 6.32%                 | No            |                  2 | On Loan: No      |
| Altice France SA                                                                 | Altice France SA                                                                                                                 | CUSIP: 02156LAA9<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |       2550000 | PA      | $2295000.00     | 0.01%             | 2027-02-01      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-5390.72       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-91563.75      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Quikrete Holdings, Inc.                                                          | Quikrete Holdings, Inc.                                                                                                          | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |       1307000 | PA      | $1344014.14     | 0.00%             | 2032-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| BlueMountain CLO Ltd.                                                            | BlueMountain CLO Ltd., Series 2018-1A, Class B                                                                                   | CUSIP: 09629TAG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |        272725 | PA      | $273946.78      | 0.00%             | 2030-07-30      | Floating      | 6.24%                 | No            |                  2 | On Loan: No      |
| IHO Verwaltungs GmbH                                                             | IHO Verwaltungs GmbH                                                                                                             | CUSIP: N/A<br>LEI: 529900JL0HDVGZMUJF32       | Long             | DBT              | CORP              | DE        |       2618000 | PA      | $3228196.32     | 0.01%             | 2028-05-15      | Variable      | 8.75%                 | No            |                  2 | On Loan: No      |
| 1211 Avenue of the Americas Trust                                                | 1211 Avenue of the Americas Trust, Series 2015-1211, Class E                                                                     | CUSIP: 90117PAQ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       2360000 | PA      | $2156473.60     | 0.01%             | 2035-08-10      | Variable      | 4.28%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $17307.66       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OCP CLO Ltd.                                                                     | OCP CLO Ltd., Series 2024-38A, Class A                                                                                           | CUSIP: 67120KAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |       7400000 | PA      | $7422311.00     | 0.02%             | 2038-01-21      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| Volkswagen Financial Services NV                                                 | Volkswagen Financial Services NV                                                                                                 | CUSIP: N/A<br>LEI: 529900ZTQC8D1TW6BL41       | Long             | DBT              | CORP              | NL        |       3700000 | PA      | $4570554.71     | 0.01%             | 2028-09-14      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Loxam SAS                                                                        | Loxam SAS                                                                                                                        | CUSIP: N/A<br>LEI: 969500BNA2YRNE1R5K91       | Long             | DBT              | CORP              | FR        |        500000 | PA      | $587964.71      | 0.00%             | 2027-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Apidos CLO XX                                                                    | Apidos CLO XX, Series 2015-20A, Class DR                                                                                         | CUSIP: 03765MAG5<br>LEI: 5493008YDOADR1DMZM86 | Long             | ABS-CBDO         | CORP              | KY        |       1500000 | PA      | $1503461.85     | 0.00%             | 2031-07-16      | Floating      | 10.22%                | No            |                  2 | On Loan: No      |
| CSMC Trust                                                                       | CSMC Trust, Series 2020-NQM1, Class XS                                                                                           | CUSIP: 126401AJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       3568337 | PA      | $185578.75      | 0.00%             | 2065-05-25      | Variable      | 2.15%                 | No            |                  2 | On Loan: No      |
| United Group BV                                                                  | United Group BV                                                                                                                  | CUSIP: N/A<br>LEI: 213800PC85O8BJ7DU398       | Long             | DBT              | CORP              | NL        |       3496000 | PA      | $4160838.63     | 0.01%             | 2031-10-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-65.24         | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Formentera Partners Fund I LP                                                    | Formentera Partners Fund I LP                                                                                                    | CUSIP: N/A<br>LEI: 54930034O8YBREDODZ37       | Long             | EC               | CORP              | US        |      25607478 | NS      | $22022431.08    | 0.05%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                                              | Nordea Bank Abp                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |        -38600 | NS      | $-22119.60      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Naked Juice LLC                                                                  | Naked Juice LLC, 1st Lien Term Loan                                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1365251 | PA      | $1350915.77     | 0.00%             | 2029-01-24      | Variable      | 9.71%                 | No            |                  2 | On Loan: No      |
| One New York Plaza Trust                                                         | One New York Plaza Trust, Series 2020-1NYP, Class A                                                                              | CUSIP: 68249DAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       3402000 | PA      | $3306503.48     | 0.01%             | 2036-01-15      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| New Jersey Health Care Facilities Financing Authority                            | New Jersey Health Care Facilities Financing Authority, Series 2021                                                               | CUSIP: 645790PE0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |       4965000 | PA      | $3362384.81     | 0.01%             | 2051-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| QSRP Finco BV                                                                    | QSRP Finco BV, Facility 1st Lien Term Loan B                                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4608696 | PA      | $5427836.26     | 0.01%             | 2031-06-19      | Variable      | 6.67%                 | No            |                  2 | On Loan: No      |
| College Avenue Student Loans LLC                                                 | College Avenue Student Loans LLC, Series 2021-B, Class D                                                                         | CUSIP: 19425AAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        137726 | PA      | $129282.93      | 0.00%             | 2052-06-25      | Fixed         | 3.78%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |       2059000 | PA      | $-25415.42      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BlueMountain CLO XXII Ltd.                                                       | BlueMountain CLO XXII Ltd., Series 2018-22A, Class A1                                                                            | CUSIP: 09629PAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |        667069 | PA      | $667585.13      | 0.00%             | 2031-07-15      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| Starwood Property Trust, Inc.                                                    | Starwood Property Trust, Inc.                                                                                                    | CUSIP: 85571BAU9<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |       1579000 | PA      | $1552167.42     | 0.00%             | 2026-07-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Frontier North, Inc.                                                             | Frontier North, Inc., Series G                                                                                                   | CUSIP: 362337AK3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       4850000 | PA      | $4959804.00     | 0.01%             | 2028-02-15      | Fixed         | 6.73%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding XLV Ltd.                                                    | Madison Park Funding XLV Ltd., Series 2020-45A, Class SUB                                                                        | CUSIP: 55820DAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       2000000 | PA      | $1126300.00     | 0.00%             | 2034-07-15      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Scentre Group Trust 1                                                            | Scentre Group Trust 1                                                                                                            | CUSIP: N/A<br>LEI: 549300SQ859FBKRKSI77       | Long             | SN               | CORP              | AU        |       8260000 | PA      | $5496770.87     | 0.01%             | 2054-09-10      | Floating      | 6.02%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Provident Financial Services, Inc.                                                                                               | CUSIP: 74386T105<br>LEI: N/A                  | N/A              | DE               |  | US        |       -100014 | NS      | $-66009.24      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Mesa County Valley School District No. 51 Grand Junction                         | Mesa County Valley School District No. 51 Grand Junction, Series 2025                                                            | CUSIP: 590621LZ9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |       6070000 | PA      | $6369164.88     | 0.02%             | 2049-12-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| TK Elevator Midco GmbH                                                           | TK Elevator Midco GmbH, 1st Lien Term Loan B1                                                                                    | CUSIP: D9000BAJ1<br>LEI: N/A                  | Long             | LON              | CORP              | DE        |        980174 | PA      | $982291.31      | 0.00%             | 2030-04-30      | Variable      | 7.24%                 | No            |                  2 | On Loan: No      |
| GoodLeap Home Improvement Solutions Trust                                        | GoodLeap Home Improvement Solutions Trust, Series 2025-1A, Class A                                                               | CUSIP: 38237EAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      26218835 | PA      | $26544973.95    | 0.06%             | 2049-02-20      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| SLM Private Education Loan Trust                                                 | SLM Private Education Loan Trust, Series 2010-C, Class A5                                                                        | CUSIP: 78445QAE1<br>LEI: 549300JEA36NHBYED811 | Long             | ABS-O            | CORP              | US        |      15913772 | PA      | $16670689.72    | 0.04%             | 2041-10-15      | Floating      | 9.18%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding XL Ltd.                                                     | Madison Park Funding XL Ltd., Series 9A, Class BR2                                                                               | CUSIP: 55821CAC8<br>LEI: 549300UTF8S11AHH4P70 | Long             | ABS-CBDO         | CORP              | KY        |        325000 | PA      | $325378.33      | 0.00%             | 2030-05-28      | Floating      | 6.09%                 | No            |                  2 | On Loan: No      |
| Commercial Mortgage Trust                                                        | Commercial Mortgage Trust, Series 2018-COR3, Class XD                                                                            | CUSIP: 12595VAL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       8680000 | PA      | $365901.93      | 0.00%             | 2051-05-10      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     121376207 | PA      | $2282571.75     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     249920051 | PA      | $-10464823.92   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust                                                       | J.P. Morgan Mortgage Trust, Series 2021-INV5, Class B5                                                                           | CUSIP: 46653XAW0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        850948 | PA      | $649749.31      | 0.00%             | 2051-12-25      | Variable      | 3.19%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | NDIRS                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  310992925000 | PA      | $48156.45       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOP                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |     171939075 | PA      | $3527714.06     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-1270377.94    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Scotts Miracle-Gro Co. (The)                                                     | Scotts Miracle-Gro Co. (The)                                                                                                     | CUSIP: 810186AX4<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | DBT              | CORP              | US        |       2579000 | PA      | $2368823.11     | 0.01%             | 2031-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TSB Bank plc                                                                     | TSB Bank plc                                                                                                                     | CUSIP: N/A<br>LEI: 549300XP222MV7P3CC54       | Long             | DBT              | CORP              | GB        |      11130000 | PA      | $13465277.23    | 0.03%             | 2029-03-05      | Fixed         | 3.32%                 | No            |                  2 | On Loan: No      |
| ProGroup AG                                                                      | ProGroup AG                                                                                                                      | CUSIP: N/A<br>LEI: 529900YI5W5TQ8F2FP82       | Long             | DBT              | CORP              | DE        |       7794000 | PA      | $9100609.06     | 0.02%             | 2031-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Dowson plc                                                                       | Dowson plc, Series 2024-1, Class E                                                                                               | CUSIP: N/A<br>LEI: 635400IRBWDPWKGK1C24       | Long             | ABS-O            | CORP              | GB        |       1212000 | PA      | $1654248.85     | 0.00%             | 2031-08-20      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association, Series 2023-119, Class AD                                                              | CUSIP: 38384CEP0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       2834318 | PA      | $2288001.26     | 0.01%             | 2065-04-16      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Pilgrim's Pride Corp.                                                            | Pilgrim's Pride Corp.                                                                                                            | CUSIP: 72147KAK4<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |      11954000 | PA      | $12638725.12    | 0.03%             | 2033-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     322472084 | PA      | $-785433.85     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-257733.34     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                                                 | SMB Private Education Loan Trust, Series 2021-C, Class C                                                                         | CUSIP: 83208AAF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        757137 | PA      | $656325.78      | 0.00%             | 2053-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    3254831080 | PA      | $175385.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Palmer Square Loan Funding Ltd.                                                  | Palmer Square Loan Funding Ltd., Series 2021-4A, Class A1                                                                        | CUSIP: 69702HAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |        203627 | PA      | $203624.38      | 0.00%             | 2029-10-15      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $251707.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Singapore Technologies Engineering Ltd.                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        237000 | NS      | $1683.46        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| La Quinta Resort                                                                 | La Quinta Resort, Delayed Draw 1st Lien Term Loan                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      25900000 | PA      | $25900000.00    | 0.06%             | 2025-12-09      | Variable      | 7.14%                 | No            |                  3 | On Loan: No      |
| Insurance Australia Group Ltd.                                                   | Insurance Australia Group Ltd.                                                                                                   | CUSIP: N/A<br>LEI: 549300PFEWKNHRG25N08       | Long             | DBT              | CORP              | AU        |       4000000 | PA      | $2586476.85     | 0.01%             | 2037-06-15      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOP                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |    -344260000 | PA      | $-513138.06     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Direct Line Insurance Group plc                                                  | Direct Line Insurance Group plc                                                                                                  | CUSIP: N/A<br>LEI: 213800FF2R23ALJQOP04       | Long             | DBT              | CORP              | GB        |      10383000 | PA      | $13863139.22    | 0.03%             | 2027-06-07      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | FR        |        285000 | PA      | $34601.92       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Informa plc                                                                      | Informa plc                                                                                                                      | CUSIP: N/A<br>LEI: 5493006VM2LKUPSEDU20       | Long             | DBT              | CORP              | GB        |       7664000 | PA      | $8900336.14     | 0.02%             | 2034-10-23      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman Loan Advisers CLO 46 Ltd.                                       | Neuberger Berman Loan Advisers CLO 46 Ltd., Series 2021-46A, Class BR                                                            | CUSIP: 64134QAL1<br>LEI: 549300LCOEVXWN75LP18 | Long             | ABS-CBDO         | CORP              | KY        |       1250000 | PA      | $1248680.88     | 0.00%             | 2037-01-20      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Fast Retailing Co. Ltd.                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          4800 | NS      | $82610.75       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AES Andes SA                                                                     | AES Andes SA                                                                                                                     | CUSIP: 00111VAA5<br>LEI: 549300IF4IFG0FS0RM26 | Long             | DBT              | CORP              | CL        |       1487000 | PA      | $1521877.59     | 0.00%             | 2029-03-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   27688577500 | PA      | $2325283.51     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Edenbrook Mortgage Funding plc                                                   | Edenbrook Mortgage Funding plc, Series 2024-1, Class C                                                                           | CUSIP: N/A<br>LEI: 635400URO7UOS6PWLH17       | Long             | ABS-MBS          | CORP              | GB        |       4409830 | PA      | $6057566.00     | 0.01%             | 2057-03-22      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| BXP Trust                                                                        | BXP Trust, Series 2017-GM, Class E                                                                                               | CUSIP: 056083AN8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       3300000 | PA      | $3099879.09     | 0.01%             | 2039-06-13      | Variable      | 3.54%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Lockheed Martin Corp.                                                                                                            | CUSIP: 539830109<br>LEI: N/A                  | N/A              | DE               |  | US        |          7400 | NS      | $-29008.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                     | ING Groep NV                                                                                                                     | CUSIP: N/A<br>LEI: 549300NYKK9MWM7GGW15       | Long             | DBT              | CORP              | NL        |      23000000 | PA      | $27564455.25    | 0.07%             | 2030-09-03      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| DBS Bank Ltd.                                                                    | DBS Bank Ltd.                                                                                                                    | CUSIP: N/A<br>LEI: ATUEL7OJR5057F2PV266       | Long             | DBT              | CORP              | SG        |      21840000 | PA      | $26034630.62    | 0.06%             | 2026-08-19      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| Prodigy Finance DAC                                                              | Prodigy Finance DAC, Series 2021-1A, Class D                                                                                     | CUSIP: 742857AA3<br>LEI: 635400HTAZNW3LYYMQ40 | Long             | ABS-O            | CORP              | IE        |         87474 | PA      | $90116.13       | 0.00%             | 2051-07-25      | Floating      | 10.33%                | No            |                  2 | On Loan: No      |
| Newell Brands, Inc.                                                              | Newell Brands, Inc.                                                                                                              | CUSIP: 651229BF2<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |       1455000 | PA      | $1415459.07     | 0.00%             | 2030-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| UK Logistics DAC                                                                 | UK Logistics DAC, Series 2025-1X, Class D                                                                                        | CUSIP: N/A<br>LEI: 635400LLQ82YFJBFFU27       | Long             | ABS-MBS          | CORP              | IE        |      19705000 | PA      | $27047905.98    | 0.06%             | 2035-05-17      | Floating      | 8.26%                 | No            |                  2 | On Loan: No      |
| City of Ulaanbaatar Mongolia                                                     | City of Ulaanbaatar Mongolia                                                                                                     | CUSIP: N/A<br>LEI: 254900TXATXIE67DB092       | Long             | DBT              | NUSS              | MN        |      10000000 | PA      | $9975000.00     | 0.02%             | 2027-08-21      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Cintas Corp. No. 2                                                               | Cintas Corp. No. 2                                                                                                               | CUSIP: 17252MAN0<br>LEI: 549300QVUQTTKMTE0G41 | Long             | DBT              | CORP              | US        |        300000 | PA      | $297828.84      | 0.00%             | 2027-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Clarios Global LP                                                                | Clarios Global LP, 1st Lien Term Loan                                                                                            | CUSIP: C8000CAQ6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       4650000 | PA      | $5461747.17     | 0.01%             | 2032-01-28      | Variable      | 5.18%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-31115.53      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OCP Euro CLO DAC                                                                 | OCP Euro CLO DAC, Series 2019-3A, Class DR                                                                                       | CUSIP: N/A<br>LEI: 635400AITKFDK9OZEW62       | Long             | ABS-CBDO         | CORP              | IE        |        250000 | PA      | $295519.97      | 0.00%             | 2033-04-20      | Floating      | 5.54%                 | No            |                  2 | On Loan: No      |
| Galaxy XX CLO Ltd.                                                               | Galaxy XX CLO Ltd., Series 2015-20A, Class AR                                                                                    | CUSIP: 36320MAL2<br>LEI: 549300S1CAKZT00VQL17 | Long             | ABS-CBDO         | CORP              | KY        |       2835368 | PA      | $2835176.66     | 0.01%             | 2031-04-20      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| CFMT LLC                                                                         | CFMT LLC, Series 2024-HB15, Class M2                                                                                             | CUSIP: 15723AAC5<br>LEI: 98450050957GF5E1CD92 | Long             | ABS-MBS          | CORP              | US        |        473929 | PA      | $454623.98      | 0.00%             | 2034-08-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| United Kingdom of Great Britain and Northern Ireland                             | U.K. Treasury Bonds                                                                                                              | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |     280939000 | PA      | $392494709.33   | 0.93%             | 2030-03-07      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | USCPI                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | GB        |      58990000 | PA      | $39848.53       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Garuda Indonesia Persero Tbk. PT                                                 | Garuda Indonesia Persero Tbk. PT                                                                                                 | CUSIP: N/A<br>LEI: 254900CUWPNFYKQUW656       | Long             | DBT              | NUSS              | ID        |       2309079 | PA      | $1661751.86     | 0.00%             | 2031-12-28      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Verge Genomics, Series C                                                         | Verge Genomics, Series C                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |        167623 | NS      | $321836.16      | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                                              | Trend Micro, Inc.                                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         18600 | NS      | $-72954.63      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                                                | Barclays Bank plc                                                                                                                | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | RA               | CORP              | GB        |        310500 | PA      | $310500.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IndyMac INDX Mortgage Loan Trust                                                 | IndyMac INDX Mortgage Loan Trust, Series 2006-AR35, Class 2A1A                                                                   | CUSIP: 45667SAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        999662 | PA      | $894367.94      | 0.00%             | 2037-01-25      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| Vista Energy Argentina SAU                                                       | Vista Energy Argentina SAU                                                                                                       | CUSIP: 92841RAA8<br>LEI: 549300FE4UJNCG1DB123 | Long             | DBT              | CORP              | AR        |      11562000 | PA      | $11189703.60    | 0.03%             | 2035-12-10      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                                                 | SMB Private Education Loan Trust, Series 2021-A, Class C                                                                         | CUSIP: 78448YAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      13431150 | PA      | $11733056.05    | 0.03%             | 2053-01-15      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                                 | Boeing Co. (The)                                                                                                                 | CUSIP: 097023105<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EC               | CORP              | US        |         39637 | NS      | $8305140.61     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Pegasus Bidco BV                                                                 | Pegasus Bidco BV, 1st Lien Term Loan B                                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | NL        |       3759760 | PA      | $4434345.02     | 0.01%             | 2029-07-12      | Variable      | 5.64%                 | No            |                  2 | On Loan: No      |
| Prologis International Funding II SA                                             | Prologis International Funding II SA                                                                                             | CUSIP: N/A<br>LEI: 213800JNRWW2C9DWI388       | Long             | DBT              | CORP              | LU        |       5944000 | PA      | $6914458.18     | 0.02%             | 2031-06-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Hyperion Refinance SARL                                                          | Hyperion Refinance SARL, 1st Lien Term Loan                                                                                      | CUSIP: G4712JAZ5<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |        997494 | PA      | $1000097.19     | 0.00%             | 2031-02-18      | Variable      | 7.33%                 | No            |                  2 | On Loan: No      |
| Polaris plc                                                                      | Polaris plc, Series 2023-1, Class A                                                                                              | CUSIP: N/A<br>LEI: 635400VADRWDQSM8BE46       | Long             | ABS-MBS          | CORP              | GB        |        548884 | PA      | $757513.94      | 0.00%             | 2061-02-23      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| Claudius Finance Parent SARL                                                     | Claudius Finance Parent SARL, 1st Lien Term Loan B4                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | LU        |       4500000 | PA      | $5289325.33     | 0.01%             | 2028-07-05      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| BFLD Trust                                                                       | BFLD Trust, Series 2020-EYP, Class E                                                                                             | CUSIP: 05493AAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       6517000 | PA      | $81397.33       | 0.00%             | 2035-10-15      | Floating      | 8.13%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |        830000 | PA      | $-24162.01      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Kingdom of Spain                                                                 | Bonos y Obligaciones del Estado                                                                                                  | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |      83221000 | PA      | $99486775.05    | 0.23%             | 2034-04-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Match Group Holdings II LLC                                                      | Match Group Holdings II LLC                                                                                                      | CUSIP: 57667JAA0<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |        303000 | PA      | $271106.31      | 0.00%             | 2031-10-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| IndyMac INDX Mortgage Loan Trust                                                 | IndyMac INDX Mortgage Loan Trust, Series 2007-FLX5, Class 2A2                                                                    | CUSIP: 45669WAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1315979 | PA      | $1202841.76     | 0.00%             | 2037-08-25      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO XXIII Ltd.                                           | Benefit Street Partners CLO XXIII Ltd., Series 2021-23A, Class E                                                                 | CUSIP: 08186XAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       1250000 | PA      | $1250000.00     | 0.00%             | 2034-04-25      | Floating      | 11.35%                | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $88132.58       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Service Corp. International                                                      | Service Corp. International                                                                                                      | CUSIP: 817565CF9<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |       1468000 | PA      | $1349277.41     | 0.00%             | 2030-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     153320044 | PA      | $-17486.07      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Hill FL BV                                                                       | Hill FL BV, Series 2024-2FL, Class D                                                                                             | CUSIP: N/A<br>LEI: 724500H2AN902EY7W191       | Long             | ABS-O            | CORP              | NL        |        500000 | PA      | $579997.84      | 0.00%             | 2032-10-18      | Floating      | 3.86%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      14671000 | PA      | $-70809.33      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-30603.54      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $14669.07       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                                                     | Barclays Mortgage Loan Trust, Series 2024-NQM3, Class B2                                                                         | CUSIP: 066941AF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       3639750 | PA      | $3631729.08     | 0.01%             | 2064-06-25      | Variable      | 8.04%                 | No            |                  2 | On Loan: No      |
| Engie SA                                                                         | Engie SA                                                                                                                         | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | DBT              | CORP              | FR        |       4700000 | PA      | $5800162.99     | 0.01%             | 2033-03-14      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                                                | HSBC Holdings plc                                                                                                                | CUSIP: 404280EV7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |       1000000 | PA      | $1003781.00     | 0.00%             | 2031-08-27      | Variable      | 6.95%                 | No            |                  2 | On Loan: No      |
| Ballyrock CLO Ltd.                                                               | Ballyrock CLO Ltd., Series 2020-2A, Class DR                                                                                     | CUSIP: 05876EAE9<br>LEI: 254900Y6C4AXEAZ9T124 | Long             | ABS-CBDO         | CORP              | KY        |       1340000 | PA      | $1341341.47     | 0.00%             | 2031-10-20      | Floating      | 10.68%                | No            |                  2 | On Loan: No      |
| N/A                                                                              | Orsted A/S                                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         16100 | NS      | $-21784.36      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Lanebrook Mortgage Transaction plc                                               | Lanebrook Mortgage Transaction plc, Series 2024-1, Class A                                                                       | CUSIP: N/A<br>LEI: 635400BMFIJ9ARSOLL61       | Long             | ABS-MBS          | CORP              | GB        |       1086681 | PA      | $1495956.07     | 0.00%             | 2061-03-15      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       1480000 | PA      | $90103.91       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Wynn Resorts Finance LLC                                                         | Wynn Resorts Finance LLC                                                                                                         | CUSIP: 983133AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        991000 | PA      | $983847.46      | 0.00%             | 2029-10-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Spruce Hill Mortgage Loan Trust                                                  | Spruce Hill Mortgage Loan Trust, Series 2022-SH1, Class A3                                                                       | CUSIP: 85213XAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1703415 | PA      | $1630709.53     | 0.00%             | 2057-07-25      | Variable      | 4.10%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                                                       | Progress Residential Trust, Series 2022-SFR3, Class E1                                                                           | CUSIP: 74331UAJ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       4500000 | PA      | $4458739.50     | 0.01%             | 2039-04-17      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Toll Brothers, Inc.                                                              | Toll Brothers, Inc.                                                                                                              | CUSIP: 889478103<br>LEI: 529900JB6IS9MSZGVR44 | Long             | EC               | CORP              | US        |         36255 | NS      | $4137783.15     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Pagaya AI Technology in Housing Trust                                            | Pagaya AI Technology in Housing Trust, Series 2023-1, Class F                                                                    | CUSIP: 69547YAN0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       6577000 | PA      | $5442275.45     | 0.01%             | 2040-10-25      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Reperforming Loan REMIC Trust                                                    | Reperforming Loan REMIC Trust, Series 2005-R3, Class AF                                                                          | CUSIP: 126694JG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1130322 | PA      | $928755.74      | 0.00%             | 2035-09-25      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Ushio, Inc.                                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         84000 | NS      | $35231.80       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Localiza Rent a Car SA                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |            -1 | NS      | $0.44           | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Swedbank AB                                                                      | Swedbank AB                                                                                                                      | CUSIP: N/A<br>LEI: M312WZV08Y7LYUC71685       | Long             | DBT              | CORP              | SE        |       3266000 | PA      | $4290858.58     | 0.01%             | 2027-12-08      | Variable      | 1.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | National Australia Bank Ltd.                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -86400 | NS      | $-11704.42      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EQUATE Petrochemical Co. KSC                                                     | EQUATE Petrochemical Co. KSC                                                                                                     | CUSIP: N/A<br>LEI: 635400J73BDO4TTGXD45       | Long             | DBT              | CORP              | KW        |       1920000 | PA      | $1902393.60     | 0.00%             | 2026-11-03      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Jubilee Place BV                                                                 | Jubilee Place BV, Series 7, Class A                                                                                              | CUSIP: N/A<br>LEI: 724500E73QDBSXZ44959       | Long             | ABS-MBS          | CORP              | NL        |       4783672 | PA      | $5638302.05     | 0.01%             | 2062-09-18      | Floating      | 2.72%                 | No            |                  2 | On Loan: No      |
| Govt of the Hong Kong Special Admin Region of the People Republic of China (The) | Hong Kong Government Bond                                                                                                        | CUSIP: N/A<br>LEI: 549300DSMAD69T7GGN13       | Long             | DBT              | NUSS              | HK        |      65650000 | PA      | $8429237.54     | 0.02%             | 2027-05-26      | Fixed         | 2.16%                 | No            |                  2 | On Loan: No      |
| XPLR Infrastructure Operating Partners LP                                        | XPLR Infrastructure Operating Partners LP                                                                                        | CUSIP: 98380MAB1<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |        865000 | PA      | $927087.11      | 0.00%             | 2033-03-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | 3 Month SOFR Interest Futures                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |           435 | NC      | $32024.70       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Somnigroup International, Inc.                                                   | Somnigroup International, Inc.                                                                                                   | CUSIP: 88023UAJ0<br>LEI: 549300HFEKVR3US71V91 | Long             | DBT              | CORP              | US        |       2785000 | PA      | $2532021.46     | 0.01%             | 2031-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| RIAL Issuer Ltd.                                                                 | RIAL Issuer Ltd., Series 2022-FL8, Class A                                                                                       | CUSIP: 76243NAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | BM        |      16127787 | PA      | $16129912.71    | 0.04%             | 2037-01-19      | Floating      | 6.56%                 | No            |                  2 | On Loan: No      |
| OneMain Financial Issuance Trust                                                 | OneMain Financial Issuance Trust, Series 2022-2A, Class B                                                                        | CUSIP: 68268VAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       8724000 | PA      | $8754837.60     | 0.02%             | 2034-10-14      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| Aurium CLO IV DAC                                                                | Aurium CLO IV DAC, Series 4X, Class AR                                                                                           | CUSIP: N/A<br>LEI: 549300LCZQMYMASRK585       | Long             | ABS-CBDO         | CORP              | IE        |       2011022 | PA      | $2365329.90     | 0.01%             | 2031-01-16      | Floating      | 2.98%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Taiyo Yuden Co. Ltd.                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | JP        |       8000000 | NS      | $297211.90      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                                              | LKQ Corp.                                                                                                                        | CUSIP: 501889208<br>LEI: N/A                  | N/A              | DE               |  | GB        |        -29300 | NS      | $10255.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cross Mortgage Trust                                                             | Cross Mortgage Trust, Series 2025-H5, Class A1                                                                                   | CUSIP: 227920AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      14282609 | PA      | $14332706.30    | 0.03%             | 2070-07-25      | Variable      | 5.51%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      39140000 | PA      | $82352.54       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EP Purchaser LLC                                                                 | EP Purchaser LLC, 1st Lien Term Loan                                                                                             | CUSIP: 26881KAC8<br>LEI: 549300GGODRVQG1GH476 | Long             | LON              | CORP              | US        |        979747 | PA      | $960641.76      | 0.00%             | 2028-11-06      | Variable      | 8.06%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Chase Commercial Mortgage Securities Trust                           | J.P. Morgan Chase Commercial Mortgage Securities Trust, Series 2018-AON, Class A                                                 | CUSIP: 46649XAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       4834000 | PA      | $4435193.07     | 0.01%             | 2031-07-05      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Elanco Animal Health, Inc.                                                       | Elanco Animal Health, Inc., 1st Lien Term Loan                                                                                   | CUSIP: 28414BAF3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |        597260 | PA      | $596591.42      | 0.00%             | 2027-08-02      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| Vita Scientia DAC                                                                | Vita Scientia DAC, Series 2022-1X, Class B                                                                                       | CUSIP: N/A<br>LEI: 635400JHBEHLCY2DZM20       | Long             | ABS-MBS          | CORP              | IE        |       2700000 | PA      | $3141348.46     | 0.01%             | 2033-02-27      | Floating      | 3.85%                 | No            |                  2 | On Loan: No      |
| Securitized Asset-Backed Receivables LLC Trust                                   | Securitized Asset-Backed Receivables LLC Trust, Series 2007-NC2, Class A2C                                                       | CUSIP: 81378GAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       1092000 | PA      | $797848.72      | 0.00%             | 2037-01-25      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| Mumbai International Airport Ltd.                                                | Mumbai International Airport Ltd.                                                                                                | CUSIP: N/A<br>LEI: 3358007EYZ5BPHJRDL82       | Long             | DBT              | CORP              | IN        |       7200000 | PA      | $7200000.00     | 0.02%             | 2029-07-04      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Owl Rock CLO XVIII LLC                                                           | Owl Rock CLO XVIII LLC, Series 2024-18A, Class A                                                                                 | CUSIP: 69122HAA8<br>LEI: 254900IC5H3CWUYT6A39 | Long             | ABS-CBDO         | CORP              | US        |       3975000 | PA      | $3989204.27     | 0.01%             | 2036-07-24      | Floating      | 5.98%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | HawkEye 360, Inc.                                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        204533 | NS      | $1859204.97     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Coral-US Co-Borrower LLC                                                         | Coral-US Co-Borrower LLC, 1st Lien Term Loan B6                                                                                  | CUSIP: G7739PAM2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       1000000 | PA      | $995280.00      | 0.00%             | 2029-10-15      | Variable      | 7.43%                 | No            |                  2 | On Loan: No      |
| Saxon Asset Securities Trust                                                     | Saxon Asset Securities Trust, Series 2004-2, Class MF5                                                                           | CUSIP: 805564QE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        828859 | PA      | $626904.61      | 0.00%             | 2035-08-25      | Variable      | 2.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-26632.90      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TUI Cruises GmbH                                                                 | TUI Cruises GmbH                                                                                                                 | CUSIP: N/A<br>LEI: 529900SVD83QUUIZYY18       | Long             | DBT              | CORP              | DE        |       8879000 | PA      | $10518378.74    | 0.02%             | 2030-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      13980000 | PA      | $1035161.77     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       1750000 | PA      | $179084.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Vantage Drilling International Ltd.                                              | Vantage Drilling International Ltd.                                                                                              | CUSIP: 92210KAD0<br>LEI: 549300T9QN1134QR7185 | Long             | DBT              | CORP              | KY        |        547000 | PA      | $544265.00      | 0.00%             | 2028-02-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| PRPM LLC                                                                         | PRPM LLC, Series 2021-4, Class A1                                                                                                | CUSIP: 693583AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       4436583 | PA      | $4440773.87     | 0.01%             | 2026-04-25      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| Nationstar Mortgage Holdings, Inc.                                               | Nationstar Mortgage Holdings, Inc.                                                                                               | CUSIP: 63861CAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       2857000 | PA      | $2860076.99     | 0.01%             | 2027-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Stage Entertainment BV                                                           | Stage Entertainment BV, Facility 1st Lien Term Loan B3                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | NL        |       3707831 | PA      | $4376375.19     | 0.01%             | 2029-06-01      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                                                     | Barclays Mortgage Loan Trust, Series 2025-NQM2, Class XS2                                                                        | CUSIP: 066930AK4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      95616986 | PA      | $2677122.61     | 0.01%             | 2065-05-25      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| FMG Resources August 2006 Pty. Ltd.                                              | FMG Resources August 2006 Pty. Ltd.                                                                                              | CUSIP: 30251GBD8<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |        227000 | PA      | $229840.68      | 0.00%             | 2030-04-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Regional Management Issuance Trust                                               | Regional Management Issuance Trust, Series 2024-1, Class D                                                                       | CUSIP: 758983AD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       2239000 | PA      | $2324035.20     | 0.01%             | 2036-07-15      | Fixed         | 7.46%                 | No            |                  2 | On Loan: No      |
| MCR Mortgage Trust                                                               | MCR Mortgage Trust, Series 2024-TWA, Class E                                                                                     | CUSIP: 582923AE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       3924000 | PA      | $3968503.26     | 0.01%             | 2039-06-12      | Fixed         | 8.72%                 | No            |                  2 | On Loan: No      |
| Tele Columbus AG                                                                 | Tele Columbus AG                                                                                                                 | CUSIP: N/A<br>LEI: 3912004GMFDLY04RUQ19       | Long             | DBT              | CORP              | DE        |       9704029 | PA      | $7841570.62     | 0.02%             | 2029-01-01      | Variable      | 10.00%                | No            |                  2 | On Loan: No      |
| Wintershall Dea Finance 2 BV                                                     | Wintershall Dea Finance 2 BV                                                                                                     | CUSIP: N/A<br>LEI: 529900DV88FUQZSVVL48       | Long             | DBT              | CORP              | NL        |       9312000 | PA      | $11202163.15    | 0.03%             | 2030-05-08      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| Unique Pub Finance Co. plc (The)                                                 | Unique Pub Finance Co. plc (The), Series N                                                                                       | CUSIP: N/A<br>LEI: 213800FOMWLKHQTI5562       | Long             | DBT              | CORP              | GB        |         92000 | PA      | $132178.36      | 0.00%             | 2032-03-30      | Fixed         | 6.46%                 | No            |                  2 | On Loan: No      |
| 10x Future Technologies Services Ltd.                                            | 10x Future Technologies Services Ltd.                                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | GB        |       4103740 | PA      | $5252771.10     | 0.01%             | 2026-06-19      | Fixed         | 15.00%                | Yes           |                  3 | On Loan: No      |
| Polaris plc                                                                      | Polaris plc, Series 2024-1, Class D                                                                                              | CUSIP: N/A<br>LEI: 635400SJNGQKQ4OKRU39       | Long             | ABS-MBS          | CORP              | GB        |        566000 | PA      | $786594.10      | 0.00%             | 2061-02-26      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| X Corp.                                                                          | X Corp., 1st Lien Term Loan B3                                                                                                   | CUSIP: 90184NAK4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       4239000 | PA      | $4118909.13     | 0.01%             | 2029-10-26      | Variable      | 9.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Fortinet, Inc.                                                                                                                   | CUSIP: 34959E109<br>LEI: N/A                  | N/A              | DE               |  | GB        |         20600 | NS      | $52942.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DBGS                                                                             | DBGS, Series 2024-SBL, Class A                                                                                                   | CUSIP: 23306QAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1600000 | PA      | $1600000.00     | 0.00%             | 2034-08-15      | Floating      | 6.19%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                   | BNP Paribas SA                                                                                                                   | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | RA               | CORP              | FR        |        510750 | PA      | $510750.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-2440045.81    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                                                     | BX Commercial Mortgage Trust, Series 2024-KING, Class A                                                                          | CUSIP: 05612RAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       8419163 | PA      | $8419163.31     | 0.02%             | 2034-05-15      | Floating      | 5.85%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $229355.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GSAA Home Equity Trust                                                           | GSAA Home Equity Trust, Series 2005-14, Class 1A2                                                                                | CUSIP: 362341B32<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       5332953 | PA      | $2401248.08     | 0.01%             | 2035-12-25      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| LUX                                                                              | LUX Trust, Series 2023-LION, Class A                                                                                             | CUSIP: 55067LAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       4399541 | PA      | $4428659.36     | 0.01%             | 2040-08-15      | Floating      | 7.00%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding XVIII Ltd.                                                  | Madison Park Funding XVIII Ltd., Series 2015-18A, Class DR                                                                       | CUSIP: 55819BAQ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       2750000 | PA      | $2777667.75     | 0.01%             | 2030-10-21      | Floating      | 7.48%                 | No            |                  2 | On Loan: No      |
| Santander UK Group Holdings plc                                                  | Santander UK Group Holdings plc                                                                                                  | CUSIP: N/A<br>LEI: 549300F5XIFGNNW4CF72       | Long             | DBT              | CORP              | GB        |       3266000 | PA      | $4459807.74     | 0.01%             | 2026-01-14      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-241525.59     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd.                                                                | CIFC Funding Ltd., Series 2019-5A, Class BR                                                                                      | CUSIP: 12554XAN2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       2000000 | PA      | $2006128.60     | 0.00%             | 2035-01-15      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FCPIX                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | GB        |      40630000 | PA      | $-113108.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $4147849.90     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Eregli Demir ve Celik Fabrikalari TAS                                            | Eregli Demir ve Celik Fabrikalari TAS                                                                                            | CUSIP: 29482KAA9<br>LEI: 789000VYQF5IDGG49908 | Long             | DBT              | CORP              | TR        |        200000 | PA      | $205000.00      | 0.00%             | 2029-07-23      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Lebanese Republic                                                                | Lebanese Republic                                                                                                                | CUSIP: N/A<br>LEI: 529900QPC4K9S1KHL354       | Long             | DBT              | NUSS              | LB        |        991000 | PA      | $187299.00      | 0.00%             | 2032-03-23      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-364732.65     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Engineered Machinery Holdings, Inc.                                              | Engineered Machinery Holdings, Inc., 1st Lien Term Loan                                                                          | CUSIP: 26658NAL3<br>LEI: 5493008AR0NPSLW8EW07 | Long             | LON              | CORP              | US        |       3969072 | PA      | $4675368.56     | 0.01%             | 2028-05-19      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| Pierpont BTL plc                                                                 | Pierpont BTL plc, Series 2025-1, Class D                                                                                         | CUSIP: N/A<br>LEI: 635400SRTLDO3B8L9Y97       | Long             | ABS-MBS          | CORP              | GB        |        151000 | PA      | $207351.19      | 0.00%             | 2062-03-21      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Eagle Bancorp, Inc.                                                                                                              | CUSIP: 268948106<br>LEI: N/A                  | N/A              | DE               |  | US        |         65550 | NS      | $117990.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nomura Asset Acceptance Corp. Alternative Loan Trust                             | Nomura Asset Acceptance Corp. Alternative Loan Trust, Series 2001-R1A, Class A                                                   | CUSIP: 65535VAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        576626 | PA      | $571456.25      | 0.00%             | 2030-02-19      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-53768.84      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-5948645.69    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Atrium Hotel Portfolio Trust                                                     | Atrium Hotel Portfolio Trust, Series 2024-ATRM, Class A                                                                          | CUSIP: 04963XAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      28130000 | PA      | $28683556.21    | 0.07%             | 2029-11-10      | Variable      | 5.59%                 | No            |                  2 | On Loan: No      |
| New Hampshire Municipal Bond Bank                                                | New Hampshire Municipal Bond Bank, Series 2022A                                                                                  | CUSIP: 64465QJF4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |       1530000 | PA      | $1328492.72     | 0.00%             | 2038-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Federal National Mortgage Association, Series 2020-32, Class PI                                                                  | CUSIP: 3136B9RB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      21023312 | PA      | $4492370.72     | 0.01%             | 2050-05-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Celanese US Holdings LLC                                                         | Celanese US Holdings LLC                                                                                                         | CUSIP: 15089QAZ7<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |       1660000 | PA      | $1699222.48     | 0.00%             | 2030-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Asimi Funding plc                                                                | Asimi Funding plc, Series 2025-1, Class D                                                                                        | CUSIP: N/A<br>LEI: 6354002PZBGQEXUI2V51       | Long             | ABS-O            | CORP              | GB        |        671023 | PA      | $920034.56      | 0.00%             | 2032-05-16      | Floating      | 6.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | HawkEye 360, Inc.                                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         81813 | NS      | $447517.11      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                                              | Crown PropTech Acquisitions                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | KY        |        333560 | NS      | $84857.66       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Fremont Home Loan Trust                                                          | Fremont Home Loan Trust, Series 2006-3, Class 2A3                                                                                | CUSIP: 35729MAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       5117638 | PA      | $1550576.34     | 0.00%             | 2037-02-25      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| Hops Hill NO 4 plc                                                               | Hops Hill NO 4 plc, Series 4, Class B                                                                                            | CUSIP: N/A<br>LEI: 6354008RKIF9MECMNJ80       | Long             | ABS-MBS          | CORP              | GB        |        980000 | PA      | $1347561.86     | 0.00%             | 2056-04-21      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| SMBC Aviation Capital Finance DAC                                                | SMBC Aviation Capital Finance DAC                                                                                                | CUSIP: 78448TAH5<br>LEI: 549300OD7VKRVNWB2J98 | Short            | DBT              | CORP              | IE        |      -2400000 | PA      | $-2453503.70    | -0.01%            | 2028-05-03      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| INEOS Finance plc                                                                | INEOS Finance plc                                                                                                                | CUSIP: 44984WAH0<br>LEI: 2138002D68XDR4LZCG32 | Long             | DBT              | CORP              | GB        |        709000 | PA      | $704215.03      | 0.00%             | 2028-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Newday Funding Master Issuer plc-                                                | Newday Funding Master Issuer plc, Series 2024-3X, Class C                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | GB        |       3087000 | PA      | $4249891.99     | 0.01%             | 2032-11-15      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | USD/CNH Up-and-out barrier option; Barrier price USD 7.74000                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       5519600 | PA      | $0.00           | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Central Japan Railway Co.                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |        -42500 | NS      | $-27389.57      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Howard Hughes Corp. (The)                                                        | Howard Hughes Corp. (The)                                                                                                        | CUSIP: 44267DAD9<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |       8180000 | PA      | $8118942.03     | 0.02%             | 2028-08-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                                                     | Barclays Mortgage Loan Trust, Series 2025-NQM1, Class A2                                                                         | CUSIP: 06744WAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       6993645 | PA      | $7032052.33     | 0.02%             | 2065-01-25      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| Citadel plc                                                                      | Citadel plc, Series 2024-1, Class C                                                                                              | CUSIP: N/A<br>LEI: 213800XKX6NBEB5W9Z43       | Long             | ABS-MBS          | CORP              | GB        |        973000 | PA      | $1337362.11     | 0.00%             | 2060-04-28      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                                                     | BX Commercial Mortgage Trust, Series 2021-VIV5, Class A                                                                          | CUSIP: 05605VAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       2327650 | PA      | $2101165.00     | 0.00%             | 2044-03-09      | Variable      | 2.84%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | NDIRS                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     301423069 | PA      | $-18158.86      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-758189.38     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| New Look Builders, Inc.                                                          | New Look Builders, Inc.                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       8689610 | NS      | $86.90          | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Cornerstone Building Brands, Inc.                                                | Cornerstone Building Brands, Inc.                                                                                                | CUSIP: 21925DAB5<br>LEI: 549300IW41QEWQ6T0H29 | Long             | DBT              | CORP              | US        |       3213000 | PA      | $2953778.69     | 0.01%             | 2029-08-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| BPR Trust                                                                        | BPR Trust, Series 2024-PMDW, Class A                                                                                             | CUSIP: 05592VAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1220000 | PA      | $1238520.58     | 0.00%             | 2041-11-05      | Variable      | 5.36%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Norfolk Southern Corp.                                                                                                           | CUSIP: 655844108<br>LEI: N/A                  | N/A              | DE               |  | US        |         -7000 | NS      | $4270.00        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Palmer Square Loan Funding Ltd.                                                  | Palmer Square Loan Funding Ltd., Series 2022-2A, Class C                                                                         | CUSIP: 69701NAG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       8395000 | PA      | $8453691.96     | 0.02%             | 2030-10-15      | Floating      | 7.36%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | UniCredit SpA                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | IT        |           500 | NC      | $954139.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KeyCorp Student Loan Trust                                                       | KeyCorp Student Loan Trust, Series 2004-A, Class 2D                                                                              | CUSIP: 493268CB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       4117827 | PA      | $3952364.09     | 0.01%             | 2042-07-28      | Floating      | 6.10%                 | No            |                  2 | On Loan: No      |
| CWHEQ Home Equity Loan Trust                                                     | CWHEQ Home Equity Loan Trust, Series 2006-S5, Class A5                                                                           | CUSIP: 126683AE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        175357 | PA      | $270377.04      | 0.00%             | 2035-06-25      | Fixed         | 6.16%                 | No            |                  2 | On Loan: No      |
| Sasol Financing USA LLC                                                          | Sasol Financing USA LLC                                                                                                          | CUSIP: 80386WAC9<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |        697000 | PA      | $683060.00      | 0.00%             | 2026-09-18      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Borrower LLC                                              | Hilton Grand Vacations Borrower LLC, 1st Lien Term Loan                                                                          | CUSIP: 43283LAK7<br>LEI: 254900HF0EZ734FDVY79 | Long             | LON              | CORP              | US        |        652410 | PA      | $651242.19      | 0.00%             | 2031-01-17      | Variable      | 6.32%                 | No            |                  2 | On Loan: No      |
| Romania                                                                          | Romania Government Bond                                                                                                          | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |       4762000 | PA      | $4785810.00     | 0.01%             | 2029-01-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Nissan Chemical Corp.                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         74100 | NS      | $86391.98       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Asimi Funding plc                                                                | Asimi Funding plc, Series 2025-1, Class B                                                                                        | CUSIP: N/A<br>LEI: 6354002PZBGQEXUI2V51       | Long             | ABS-O            | CORP              | GB        |       2907455 | PA      | $3996865.02     | 0.01%             | 2032-05-16      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| Grant Thornton Advisors LLC                                                      | Grant Thornton Advisors LLC, 1st Lien Term Loan                                                                                  | CUSIP: 38821UAD2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |        973871 | PA      | $972166.57      | 0.00%             | 2031-06-02      | Variable      | 7.08%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Expand Energy Corp.                                                                                                              | CUSIP: 165167735<br>LEI: N/A                  | N/A              | DE               |  | US        |        -26100 | NS      | $117711.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hilton Domestic Operating Co., Inc.                                              | Hilton Domestic Operating Co., Inc.                                                                                              | CUSIP: 432833AL5<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |       1929000 | PA      | $1813692.94     | 0.00%             | 2031-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO XX Ltd.                                              | Benefit Street Partners CLO XX Ltd., Series 2020-20A, Class ER                                                                   | CUSIP: 08182KAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       1000000 | PA      | $1000934.00     | 0.00%             | 2034-07-15      | Floating      | 11.27%                | No            |                  2 | On Loan: No      |
| BCMSC Trust                                                                      | BCMSC Trust, Series 2000-A, Class A4                                                                                             | CUSIP: 09774XBQ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       5206995 | PA      | $398065.40      | 0.00%             | 2030-06-15      | Variable      | 8.29%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      32205000 | PA      | $385066.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-109641.51     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| E2Open LLC                                                                       | E2open LLC, 1st Lien Term Loan                                                                                                   | CUSIP: 26826YAB8<br>LEI: 549300WF2BZODU55DR56 | Long             | LON              | CORP              | US        |        994824 | PA      | $997669.54      | 0.00%             | 2028-02-04      | Variable      | 7.94%                 | No            |                  2 | On Loan: No      |
| RR 24 Ltd.                                                                       | RR 24 Ltd., Series 2022-24A, Class SUB                                                                                           | CUSIP: 75000CAA3<br>LEI: 2549005CH9FMTJFP8I04 | Long             | ABS-CBDO         | CORP              | BM        |       9750000 | PA      | $7046227.50     | 0.02%             | 2123-01-15      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Goodyear Tire & Rubber Co. (The)                                                 | Goodyear Tire & Rubber Co. (The)                                                                                                 | CUSIP: 382550BN0<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |       3361000 | PA      | $3285055.18     | 0.01%             | 2029-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Ventas, Inc.                                                                                                                     | CUSIP: 92276F100<br>LEI: N/A                  | N/A              | DE               |  | US        |         19000 | NS      | $-7220.00       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BWAY Trust                                                                       | BWAY Trust, Series 2025-1535, Class A                                                                                            | CUSIP: 12430BAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1875000 | PA      | $1929645.56     | 0.00%             | 2042-05-05      | Variable      | 6.52%                 | No            |                  2 | On Loan: No      |
| Chemours Co. (The)                                                               | Chemours Co. (The)                                                                                                               | CUSIP: 163851AJ7<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |       2230000 | PA      | $2088190.51     | 0.00%             | 2033-01-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp.        | Uniform Mortgage-Backed Securities                                                                                               | CUSIP: 01F030678<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      15862000 | PA      | $13722859.25    | 0.03%             | 2055-07-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Thames Water Utilities Finance plc                                               | Thames Water Utilities Finance plc                                                                                               | CUSIP: N/A<br>LEI: 213800ESMPQ4RQ7G8351       | Long             | DBT              | CORP              | GB        |      27434000 | PA      | $26239303.59    | 0.06%             | 2027-06-19      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC                                                       | AerCap Ireland Capital DAC                                                                                                       | CUSIP: 00774MAY1<br>LEI: N/A                  | Short            | DBT              | CORP              | IE        |      -1800000 | PA      | $-1587309.55    | -0.00%            | 2033-10-29      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-208282.43     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EURO STOXX Banks Price Index                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DE        |          2512 | NC      | $1331554.68     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sabre GLBL, Inc.                                                                 | Sabre GLBL, Inc.                                                                                                                 | CUSIP: 78573NAM4<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |       8291000 | PA      | $8672386.00     | 0.02%             | 2030-07-15      | Fixed         | 11.12%                | No            |                  2 | On Loan: No      |
| BlackRock Funds III                                                              | BlackRock Cash Funds: Institutional, SL Agency Shares                                                                            | CUSIP: 066922519<br>LEI: 549300JDHS1T46VWOG19 | Long             | STIV             | RF                | US        |     385859703 | NS      | $386014046.99   | 0.91%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-761594.39     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Siemens AG (Registered)                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         -7100 | NS      | $-76244.52      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EURO STOXX Banks Price Index                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DE        |          2072 | NC      | $21356.23       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Holding Socotec                                                                  | Holding Socotec, Facility 1st Lien Term Loan B4                                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | FR        |       4741176 | PA      | $5581405.65     | 0.01%             | 2028-06-02      | Variable      | 5.23%                 | No            |                  2 | On Loan: No      |
| Sealed Air Corp.                                                                 | Sealed Air Corp.                                                                                                                 | CUSIP: 812127AC2<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |        438000 | PA      | $453883.19      | 0.00%             | 2032-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-168472.01     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    2049000000 | PA      | $-728829.59     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Venture Global LNG, Inc.                                                         | Venture Global LNG, Inc.                                                                                                         | CUSIP: 92332YAE1<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |       8360000 | PA      | $8451232.51     | 0.02%             | 2030-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| LifePoint Health, Inc.                                                           | LifePoint Health, Inc.                                                                                                           | CUSIP: 53219LAV1<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |        451000 | PA      | $487849.86      | 0.00%             | 2030-08-15      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      26260000 | PA      | $-219576.33     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WESCO Distribution, Inc.                                                         | WESCO Distribution, Inc.                                                                                                         | CUSIP: 95081QAS3<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |       2680000 | PA      | $2769999.47     | 0.01%             | 2033-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Ephios Subco 3 SARL                                                              | Ephios Subco 3 SARL, Facility 1st Lien Term Loan B                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | DE        |       1000000 | PA      | $1175535.20     | 0.00%             | 2031-04-18      | Variable      | 8.15%                 | No            |                  3 | On Loan: No      |
| N/A                                                                              | Nikkei 225 Index                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | JP        |             6 | NC      | $96110.62       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOP                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   -1480675000 | PA      | $-3020961.65    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Carval CLO VIII-C Ltd.                                                           | CarVal CLO VIII-C Ltd., Series 2022-2A, Class A1R                                                                                | CUSIP: 14686NAL5<br>LEI: 254900NZG2CMHKHNPU97 | Long             | ABS-CBDO         | CORP              | JE        |      15750000 | PA      | $15814819.13    | 0.04%             | 2037-10-22      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp. Variable Rate Notes, Series 5458, Class FB                                                      | CUSIP: 3137HFWY7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      90356845 | PA      | $89875216.25    | 0.21%             | 2054-10-25      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| Taurus UK DAC                                                                    | Taurus UK DAC, Series 2021-UK4X, Class D                                                                                         | CUSIP: N/A<br>LEI: 6354001CXJE7XMMVG324       | Long             | ABS-MBS          | CORP              | IE        |       1567224 | PA      | $2153988.64     | 0.01%             | 2031-08-17      | Floating      | 6.34%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Li Auto, Inc., Class A                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -75000 | NS      | $38752.80       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GoodLeap Sustainable Home Solutions Trust                                        | GoodLeap Sustainable Home Solutions Trust, Series 2022-3CS, Class A                                                              | CUSIP: 38237TAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       1043990 | PA      | $941188.52      | 0.00%             | 2049-07-20      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $1579485.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays plc                                                                     | Barclays plc                                                                                                                     | CUSIP: N/A<br>LEI: 213800LBQA1Y9L22JB70       | Long             | DBT              | CORP              | GB        |       3266000 | PA      | $4426656.12     | 0.01%             | 2026-05-08      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| RFMSI Trust                                                                      | RFMSI Trust, Series 2006-SA2, Class 2A1                                                                                          | CUSIP: 749574AC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       6927842 | PA      | $4913793.74     | 0.01%             | 2036-08-25      | Variable      | 5.63%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       9261000 | PA      | $-75558.36      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BX Trust                                                                         | BX Trust, Series 2021-LBA, Class FJV                                                                                             | CUSIP: 05609BAP4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      11223000 | PA      | $11145841.88    | 0.03%             | 2036-02-15      | Floating      | 6.83%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                                                     | Barclays Mortgage Loan Trust, Series 2024-NQM3, Class XS                                                                         | CUSIP: 066941AJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      84384004 | PA      | $2716498.30     | 0.01%             | 2064-06-25      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| LSF10 Edilians Investments SARL                                                  | LSF10 Edilians Investments SARL, Facility 1st Lien Term Loan B3                                                                  | CUSIP: L5872PAE5<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |       2846715 | PA      | $3342591.34     | 0.01%             | 2028-03-03      | Variable      | 5.19%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $701577.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Agate Bay Mortgage Trust                                                         | Agate Bay Mortgage Trust, Series 2015-3, Class B5                                                                                | CUSIP: 00841YCG1<br>LEI: 549300GXWD0QSMEEID35 | Long             | ABS-MBS          | CORP              | US        |       1520648 | PA      | $934187.14      | 0.00%             | 2045-04-25      | Variable      | 3.46%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                            | Bank of America Corp.                                                                                                            | CUSIP: 06051GHZ5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Short            | DBT              | CORP              | US        |       -100000 | PA      | $-91336.16      | -0.00%            | 2031-02-13      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Barings CLO Ltd.                                                                 | Barings CLO Ltd., Series 2015-IA, Class BR                                                                                       | CUSIP: 056162AQ3<br>LEI: 549300QR3VQZ1T0JUI29 | Long             | ABS-CBDO         | CORP              | KY        |        250000 | PA      | $250680.23      | 0.00%             | 2031-01-20      | Floating      | 5.93%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-7743.87       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bally's Corp.                                                                    | Bally's Corp., Facility 1st Lien Term Loan B                                                                                     | CUSIP: 05875CAB0<br>LEI: 549300NS4D5IK406VT62 | Long             | LON              | CORP              | US        |      30447043 | PA      | $26831456.49    | 0.06%             | 2028-10-02      | Variable      | 7.78%                 | No            |                  2 | On Loan: No      |
| Palmer Square Loan Funding Ltd.                                                  | Palmer Square Loan Funding Ltd., Series 2021-4A, Class B                                                                         | CUSIP: 69702HAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |        500000 | PA      | $501106.00      | 0.00%             | 2029-10-15      | Floating      | 6.27%                 | No            |                  2 | On Loan: No      |
| Iliad Holding SASU                                                               | Iliad Holding SASU                                                                                                               | CUSIP: N/A<br>LEI: 9695009PXA7OI9NXN582       | Long             | DBT              | CORP              | FR        |       4531000 | PA      | $5690887.01     | 0.01%             | 2031-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Structured Asset Securities Corp. Mortgage Loan Trust                            | Structured Asset Securities Corp. Mortgage Loan Trust, Series 2006-RF3, Class 1A2                                                | CUSIP: 863592AB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1897051 | PA      | $1030423.35     | 0.00%             | 2036-10-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Life Global Funding I                                               | Metropolitan Life Global Funding I                                                                                               | CUSIP: 59217GFS3<br>LEI: 635400MMSOCXNNNZDZ82 | Short            | DBT              | CORP              | US        |      -3800000 | PA      | $-3829069.32    | -0.01%            | 2034-01-08      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| CFMT LLC                                                                         | CFMT LLC, Series 2024-R1, Class A1                                                                                               | CUSIP: 12530YAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       6743444 | PA      | $6617322.40     | 0.02%             | 2054-10-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| BofA Securities, Inc.                                                            | BofA Securities, Inc.                                                                                                            | CUSIP: N/A<br>LEI: 549300HN4UKV1E2R3U73       | Long             | RA               | CORP              | US        |       3871250 | PA      | $3871250.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NCR Voyix Corp.                                                                  | NCR Voyix Corp.                                                                                                                  | CUSIP: 62886EBA5<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |        182000 | PA      | $179258.61      | 0.00%             | 2029-04-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| GGAM Finance Ltd.                                                                | GGAM Finance Ltd.                                                                                                                | CUSIP: 36170JAE6<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |        900000 | PA      | $906390.00      | 0.00%             | 2030-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Samarco Mineracao SA                                                             | Samarco Mineracao SA                                                                                                             | CUSIP: 79588YAA7<br>LEI: 529900U8HKV15GJC4O60 | Long             | DBT              | CORP              | BR        |       6976919 | PA      | $6841741.19     | 0.02%             | 2031-06-30      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Noria DE                                                                         | Noria DE, Series 2024-DE1, Class E                                                                                               | CUSIP: N/A<br>LEI: 9695003DRUTU793B4N34       | Long             | ABS-O            | CORP              | FR        |       1500000 | PA      | $1768746.70     | 0.00%             | 2043-02-25      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| OEG Finance plc                                                                  | OEG Finance plc                                                                                                                  | CUSIP: N/A<br>LEI: 254900KMBHWF9UK63G44       | Long             | DBT              | CORP              | GB        |       1900000 | PA      | $2337976.63     | 0.01%             | 2029-09-27      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Mondelez International, Inc.                                                     | Mondelez International, Inc.                                                                                                     | CUSIP: 609207BE4<br>LEI: 549300DV9GIB88LZ5P30 | Short            | DBT              | CORP              | US        |       -100000 | PA      | $-98771.72      | -0.00%            | 2034-08-28      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| McAfee Corp.                                                                     | McAfee Corp.                                                                                                                     | CUSIP: 579063AB4<br>LEI: 2549009UKR8UEZYVCR93 | Long             | DBT              | CORP              | US        |       6008000 | PA      | $5673857.51     | 0.01%             | 2030-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| City of San Antonio Electric & Gas Systems                                       | City of San Antonio Electric & Gas Systems, Series 2024B                                                                         | CUSIP: 79625GKP7<br>LEI: 5493002G2FEH20Q4GQ04 | Long             | DBT              | MUN               | US        |      16145000 | PA      | $16343306.89    | 0.04%             | 2054-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Iridium Satellite LLC                                                            | Iridium Satellite LLC, 1st Lien Term Loan B                                                                                      | CUSIP: 46269KAT1<br>LEI: 254900615BJ7139TFM33 | Long             | LON              | CORP              | US        |       1106063 | PA      | $1106660.57     | 0.00%             | 2030-09-20      | Variable      | 6.58%                 | No            |                  2 | On Loan: No      |
| Nationwide Building Society                                                      | Nationwide Building Society                                                                                                      | CUSIP: N/A<br>LEI: 549300XFX12G42QIKN82       | Long             | DBT              | CORP              | GB        |       5100000 | PA      | $6898629.51     | 0.02%             | 2027-06-20      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Rad CLO 5 Ltd.                                                                   | Rad CLO 5 Ltd., Series 2019-5A, Class DR                                                                                         | CUSIP: 74923EAG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |        250000 | PA      | $251500.00      | 0.00%             | 2032-07-24      | Floating      | 7.69%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | NTT Data Group Corp.                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -10000 | NS      | $1654.71        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Democratic Socialist Republic of Sri Lanka                                       | Sri Lanka Government Bond                                                                                                        | CUSIP: N/A<br>LEI: 254900IG6Y30I2QE2R92       | Long             | DBT              | NUSS              | LK        |        975919 | PA      | $788054.59      | 0.00%             | 2033-03-15      | Variable      | 3.35%                 | No            |                  2 | On Loan: No      |
| Vodafone Group plc                                                               | Vodafone Group plc                                                                                                               | CUSIP: 92857WBV1<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |       6285000 | PA      | $6186749.74     | 0.01%             | 2081-06-04      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets plc                                                           | BP Capital Markets plc                                                                                                           | CUSIP: N/A<br>LEI: 549300CRVT18MXX0AG93       | Long             | DBT              | CORP              | GB        |      78404000 | PA      | $92448347.84    | 0.22%             | 2026-03-22      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| Golden Ray SA-Compartment 1                                                      | Golden Ray SA-Compartment 1, Series 1, Class C                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | LU        |        300000 | PA      | $350016.89      | 0.00%             | 2057-12-27      | Floating      | 3.98%                 | No            |                  2 | On Loan: No      |
| Dowson plc                                                                       | Dowson plc, Series 2024-1, Class D                                                                                               | CUSIP: N/A<br>LEI: 635400IRBWDPWKGK1C24       | Long             | ABS-O            | CORP              | GB        |        631000 | PA      | $860178.77      | 0.00%             | 2031-08-20      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Elisa OYJ                                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         27100 | NS      | $40508.76       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                  | Goldman Sachs Group, Inc. (The)                                                                                                  | CUSIP: 38141GB60<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |       9234000 | PA      | $9261734.87     | 0.02%             | 2030-10-23      | Variable      | 4.69%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | USD Currency                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |      24797000 | PA      | $457171.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Caresyntax, Inc.                                                                 | Caresyntax, Inc.                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |          6774 | NS      | $24792.84       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| USI, Inc.                                                                        | USI, Inc., 1st Lien Term Loan                                                                                                    | CUSIP: 90351NAQ8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       1286758 | PA      | $1282331.23     | 0.00%             | 2030-09-27      | Variable      | 6.55%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                                                                             | CUSIP: 46647PEK8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |       1900000 | PA      | $1933482.22     | 0.00%             | 2035-07-22      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| NCMF Trust                                                                       | NCMF Trust                                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | CORP              | US        |      25735000 | PA      | $26125927.52    | 0.06%             | 2033-06-10      | Floating      | 8.44%                 | No            |                  2 | On Loan: No      |
| CSMC OA LLC                                                                      | CSMC OA LLC, Series 2014-USA, Class X2                                                                                           | CUSIP: 12649AAG4<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |     598765000 | PA      | $5987.65        | 0.00%             | 2037-09-15      | Variable      | 0.19%                 | No            |                  2 | On Loan: No      |
| General Electric Co.                                                             | General Electric Co.                                                                                                             | CUSIP: N/A<br>LEI: 3C7474T6CDKPR9K6YT90       | Long             | DBT              | CORP              | US        |       4610000 | PA      | $5687541.72     | 0.01%             | 2035-09-19      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                                           | Alternative Loan Trust, Series 2006-45T1, Class 2A2                                                                              | CUSIP: 02149JAR7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       2429679 | PA      | $1305819.41     | 0.00%             | 2037-02-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Wintershall Dea Finance BV                                                       | Wintershall Dea Finance BV                                                                                                       | CUSIP: N/A<br>LEI: 529900SUC9JUI6M74U66       | Long             | DBT              | CORP              | NL        |      17054000 | PA      | $20301278.30    | 0.05%             | 2029-10-03      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                         | BX Trust, Series 2025-ROIC, Class E                                                                                              | CUSIP: 05593VAN3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      22242000 | PA      | $21798414.45    | 0.05%             | 2030-03-15      | Floating      | 7.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Investment AB Latour, Class B                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |        -32300 | NS      | $-25990.90      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| New Generation Co.                                                               | New Generation Co.                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |      35713730 | PA      | $35445876.76    | 0.08%             | 2029-09-30      | Fixed         | 10.34%                | No            |                  3 | On Loan: No      |
| Sammaan Capital Ltd.                                                             | Sammaan Capital Ltd.                                                                                                             | CUSIP: N/A<br>LEI: 335800A2A3G53ZQZTQ21       | Long             | DBT              | CORP              | IN        |       5000000 | PA      | $5050000.00     | 0.01%             | 2027-07-03      | Fixed         | 9.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     249492440 | PA      | $4777154.39     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | USD Currency                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |      12379000 | PA      | $196048.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Inflation Linked Notes                                                                                             | CUSIP: 91282CKL4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      62218029 | PA      | $63890500.23    | 0.15%             | 2029-04-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust                                                         | Ajax Mortgage Loan Trust, Series 2023-A, Class A3                                                                                | CUSIP: 009692AC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1511000 | PA      | $1305575.92     | 0.00%             | 2062-07-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| JDE Peet's NV                                                                    | JDE Peet's NV                                                                                                                    | CUSIP: N/A<br>LEI: 724500EHG519SE5ZRT89       | Long             | DBT              | CORP              | NL        |       5468000 | PA      | $6704597.58     | 0.02%             | 2030-01-23      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Nipro Corp.                                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -213000 | NS      | $-25070.94      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Stem, Inc.                                                                       | Stem, Inc.                                                                                                                       | CUSIP: 85859NAA0<br>LEI: 549300GVWIYFILN5V546 | Long             | DBT              | CORP              | US        |       1234000 | PA      | $299245.00      | 0.00%             | 2028-12-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | U.S. Treasury 10-Year Note                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |           112 | NC      | $75250.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                              | U.S. Treasury 5-Year Note                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         35221 | NC      | $30569143.10    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Ziggo BV                                                                         | Ziggo BV                                                                                                                         | CUSIP: 98955DAA8<br>LEI: 213800TQASLF9JXH5J59 | Long             | DBT              | CORP              | NL        |       2864000 | PA      | $2675043.59     | 0.01%             | 2030-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Jefferies GmbH                                                                   | Jefferies GmbH                                                                                                                   | CUSIP: N/A<br>LEI: 5493004I3LZM39BWHQ75       | Long             | DBT              | CORP              | DE        |      11500000 | PA      | $13513913.59    | 0.03%             | 2028-02-06      | Variable      | 3.37%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     795890000 | PA      | $4153600.74     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust                                                         | Ajax Mortgage Loan Trust, Series 2021-E, Class SA                                                                                | CUSIP: 009740AH4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |         80124 | PA      | $37492.63       | 0.00%             | 2060-12-25      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Federal National Mortgage Association Variable Rate Notes, Series 2024-91, Class FA                                              | CUSIP: 3136BTYT4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      63798071 | PA      | $63929685.95    | 0.15%             | 2054-12-25      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| Sapphire XXXII Trust                                                             | SAPPHIRE XXXII TRUST, Series 2025-1, Class A1L                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | CORP              | AU        |      21110000 | PA      | $13841584.63    | 0.03%             | 2066-06-14      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| Stellantis NV                                                                    | Stellantis NV                                                                                                                    | CUSIP: N/A<br>LEI: 549300LKT9PW7ZIBDF31       | Long             | DBT              | CORP              | NL        |      20495000 | PA      | $24371551.19    | 0.06%             | 2028-11-19      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Uber Technologies, Inc.                                                          | Uber Technologies, Inc.                                                                                                          | CUSIP: 90353T100<br>LEI: 549300B2FTG34FILDR98 | Long             | EC               | CORP              | US        |        318908 | NS      | $29754116.40    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| BX Commercial Mortgage Trust                                                     | BX Commercial Mortgage Trust, Series 2020-VIV4, Class A                                                                          | CUSIP: 05608MAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       2733497 | PA      | $2494022.71     | 0.01%             | 2044-03-09      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| SDAL Trust                                                                       | SDAL Trust, Series 2025-DAL, Class A                                                                                             | CUSIP: 78437RAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       4137000 | PA      | $4144189.28     | 0.01%             | 2042-04-15      | Floating      | 6.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOP                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | FR        |   -1577034305 | PA      | $-1890882.06    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Nationwide Building Society                                                      | Nationwide Building Society                                                                                                      | CUSIP: N/A<br>LEI: 549300XFX12G42QIKN82       | Long             | DBT              | CORP              | GB        |       4300000 | PA      | $6042576.89     | 0.01%             | 2031-12-20      | Variable      | 7.88%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley ABS Capital I, Inc. Trust                                         | Morgan Stanley ABS Capital I, Inc. Trust, Series 2005-HE5, Class M4                                                              | CUSIP: 61744CUV6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       7693657 | PA      | $6371052.44     | 0.02%             | 2035-09-25      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                                                       | Progress Residential Trust, Series 2024-SFR2, Class E1                                                                           | CUSIP: 74290XAJ0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       3875000 | PA      | $3570698.96     | 0.01%             | 2041-04-17      | Variable      | 3.40%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     401653000 | PA      | $120054.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Corp. Financiera de Desarrollo SA                                                | Corp. Financiera de Desarrollo SA                                                                                                | CUSIP: 21987DAH7<br>LEI: 254900BOM7T4MG6T0J30 | Long             | DBT              | NUSS              | PE        |       1975000 | PA      | $1995737.50     | 0.00%             | 2030-05-06      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     397481700 | PA      | $2561628.57     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Aurium CLO VIII DAC                                                              | Aurium CLO VIII DAC, Series 8X, Class D                                                                                          | CUSIP: N/A<br>LEI: 549300FEAY35HPC4RS38       | Long             | ABS-CBDO         | CORP              | IE        |        750000 | PA      | $883790.36      | 0.00%             | 2034-06-23      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| SCF Rahoituspalvelut XIII DAC                                                    | SCF Rahoituspalvelut XIII DAC, Series 13, Class B                                                                                | CUSIP: N/A<br>LEI: 875500BJTX1DZ2QIPK23       | Long             | ABS-O            | CORP              | IE        |        800000 | PA      | $944692.34      | 0.00%             | 2034-06-25      | Floating      | 2.90%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-1890.78       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | ASPEED Technology, Inc.                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          7000 | NS      | $174544.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Domi BV                                                                          | Domi BV, Series 2021-1, Class A                                                                                                  | CUSIP: N/A<br>LEI: 724500GC0MQI1HTJVG97       | Long             | ABS-MBS          | CORP              | NL        |       1511172 | PA      | $1779729.62     | 0.00%             | 2053-06-15      | Floating      | 2.60%                 | No            |                  2 | On Loan: No      |
| Trinitas CLO IV Ltd.                                                             | Trinitas CLO IV Ltd., Series 2016-4A, Class A2L2                                                                                 | CUSIP: 89640XBM7<br>LEI: 635400UFTIJ9NEWTCB16 | Long             | ABS-CBDO         | CORP              | KY        |        900000 | PA      | $900350.82      | 0.00%             | 2031-10-18      | Floating      | 5.93%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $493024.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Oak Hill Credit Partners X-R Ltd.                                                | Oak Hill Credit Partners X-R Ltd., Series 2014-10RA, Class D2R2                                                                  | CUSIP: 67707CBN7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       1500000 | PA      | $1497114.30     | 0.00%             | 2038-04-20      | Floating      | 7.87%                 | No            |                  2 | On Loan: No      |
| Banco Mercantil del Norte SA                                                     | Banco Mercantil del Norte SA                                                                                                     | CUSIP: 05971PAD0<br>LEI: 549300QTVYRPFHS0J362 | Long             | DBT              | CORP              | MX        |       2717000 | PA      | $2751994.96     | 0.01%             | 2031-05-20      | Variable      | 8.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      24555400 | PA      | $-75102.85      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Vestas Wind Systems A/S                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         76700 | NS      | $-196959.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| European TopSoho SARL                                                            | European TopSoho SARL, Series SMCP                                                                                               | CUSIP: N/A<br>LEI: 222100WPZ89Z7MJRFX19       | Long             | DBT              | CORP              | LU        |      13600000 | PA      | $8010060.00     | 0.02%             | 2024-10-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                         | BX Trust, Series 2024-PAT, Class C                                                                                               | CUSIP: 05612FAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      15026000 | PA      | $14829844.44    | 0.03%             | 2041-03-15      | Floating      | 8.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR Currency                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |     -11030000 | PA      | $-165885.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $802.97         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                            | Wells Fargo Commercial Mortgage Trust, Series 2018-1745, Class A                                                                 | CUSIP: 94990DAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1022000 | PA      | $930015.50      | 0.00%             | 2036-06-15      | Variable      | 3.87%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO VIII Ltd.                                                            | Elmwood CLO VIII Ltd., Series 2021-1A, Class SUB                                                                                 | CUSIP: 290021AE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      10500000 | PA      | $3909045.00     | 0.01%             | 2034-01-20      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Anchorage Capital CLO 17 Ltd.                                                    | Anchorage Capital CLO 17 Ltd., Series 2021-17A, Class A1R                                                                        | CUSIP: 03332PAN7<br>LEI: 549300UNU854VTZYQ112 | Long             | ABS-CBDO         | CORP              | KY        |       7000000 | PA      | $7007018.90     | 0.02%             | 2038-02-15      | Floating      | 5.49%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                         | Electricite de France SA                                                                                                         | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | NUSS              | FR        |      20000000 | PA      | $27421783.76    | 0.06%             | 2026-01-29      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| CSFB Mortgage-Backed Pass-Through Certificates                                   | CSFB Mortgage-Backed Pass-Through Certificates, Series 2005-10, Class 10A1                                                       | CUSIP: 225470FK4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       3144122 | PA      | $667958.90      | 0.00%             | 2035-11-25      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| Impac Secured Assets Trust                                                       | Impac Secured Assets Trust, Series 2006-3, Class A1                                                                              | CUSIP: 45255RAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       3139555 | PA      | $2850837.58     | 0.01%             | 2036-11-25      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| Newday Funding Master Issuer plc-                                                | Newday Funding Master Issuer plc, Series 2024-2X, Class B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | GB        |       1949000 | PA      | $2685351.28     | 0.01%             | 2032-07-15      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| Red & Black Auto Germany 8 UG                                                    | Red & Black Auto Germany 8 UG, Series 8, Class C                                                                                 | CUSIP: N/A<br>LEI: 391200E3OPA9K4R22Z70       | Long             | ABS-O            | CORP              | DE        |         97005 | PA      | $114197.35      | 0.00%             | 2030-09-15      | Floating      | 2.84%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $363.47         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mozambique International Bond                                                    | Republic of Mozambique                                                                                                           | CUSIP: N/A<br>LEI: 213800759WLKYIKPER73       | Long             | DBT              | NUSS              | MZ        |       1951000 | PA      | $1605302.31     | 0.00%             | 2031-09-15      | Variable      | 9.00%                 | No            |                  2 | On Loan: No      |
| SC Germany SA Compartment Consumer                                               | SC Germany SA Compartment Consumer, Series 2024-1, Class C                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | LU        |      11200000 | PA      | $13208871.65    | 0.03%             | 2038-01-14      | Floating      | 3.21%                 | No            |                  2 | On Loan: No      |
| Global Auto Holdings Ltd.                                                        | Global Auto Holdings Ltd.                                                                                                        | CUSIP: 00033GAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |       2766000 | PA      | $2556151.88     | 0.01%             | 2029-01-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                                      | Prologis LP                                                                                                                      | CUSIP: 74340XBN0<br>LEI: GL16H1DHB0QSHP25F723 | Short            | DBT              | CORP              | US        |       -200000 | PA      | $-193290.46     | -0.00%            | 2027-04-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Teleflex, Inc.                                                                   | Teleflex, Inc.                                                                                                                   | CUSIP: 879369AG1<br>LEI: UUL85LWXB4NGSWWXIQ25 | Long             | DBT              | CORP              | US        |       2164000 | PA      | $2114210.26     | 0.00%             | 2028-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Suzano Austria GmbH                                                              | Suzano Austria GmbH                                                                                                              | CUSIP: 86964WAH5<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |       3269000 | PA      | $3260598.67     | 0.01%             | 2030-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                                                  | Danske Bank A/S                                                                                                                  | CUSIP: N/A<br>LEI: MAES062Z21O4RZ2U7M96       | Long             | DBT              | CORP              | DK        |       1910000 | PA      | $2220323.83     | 0.01%             | 2031-05-15      | Variable      | 1.00%                 | No            |                  2 | On Loan: No      |
| Sembcorp Financial Services Pte. Ltd.                                            | Sembcorp Financial Services Pte. Ltd.                                                                                            | CUSIP: N/A<br>LEI: 25490038TP4G8MN6YS52       | Long             | DBT              | CORP              | SG        |       2500000 | PA      | $2017793.94     | 0.00%             | 2046-01-02      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| CD&R Firefly Bidco plc                                                           | CD&R Firefly Bidco plc                                                                                                           | CUSIP: N/A<br>LEI: 213800OAU5VX61DYZ558       | Long             | DBT              | CORP              | GB        |      18819000 | PA      | $26555555.74    | 0.06%             | 2029-04-30      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Primo Brands Corp.                                                               | Primo Brands Corp., 1st Lien Term Loan                                                                                           | CUSIP: 89678QAD8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |        496179 | PA      | $497737.41      | 0.00%             | 2028-03-31      | Variable      | 6.55%                 | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                                                | Barclays Bank plc                                                                                                                | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | RA               | CORP              | GB        |        514500 | PA      | $514500.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Adler Financing SARL                                                             | ADLER Financing SARL, Series 1.5L                                                                                                | CUSIP: N/A<br>LEI: 213800BAQB59IVKP7S93       | Long             | DBT              | CORP              | LU        |       2395000 | PA      | $2969302.74     | 0.01%             | 2029-12-31      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| N/A                                                                              | NDIRS                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     626889431 | PA      | $-62913.33      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Applegreen Ltd.                                                                  | Applegreen Ltd., Facility 1st Lien Term Loan B                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | IE        |       2278481 | PA      | $2700040.32     | 0.01%             | 2032-01-26      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| RMAC Securities No.1 plc                                                         | RMAC Securities No.1 plc, Series 2007-NS1X, Class A2A                                                                            | CUSIP: N/A<br>LEI: 213800C48M2JTBGZT736       | Long             | ABS-MBS          | CORP              | GB        |        211217 | PA      | $284313.03      | 0.00%             | 2044-06-12      | Floating      | 4.49%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust                                                       | J.P. Morgan Mortgage Trust, Series 2021-4, Class B6                                                                              | CUSIP: 46652VCC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1260925 | PA      | $447705.74      | 0.00%             | 2051-08-25      | Variable      | 2.90%                 | No            |                  2 | On Loan: No      |
| FCT Autonoria DE                                                                 | FCT Autonoria DE, Series 2023-DE, Class B                                                                                        | CUSIP: N/A<br>LEI: 549300XVWRQGZCNHXF23       | Long             | ABS-O            | CORP              | DE        |        180889 | PA      | $213779.58      | 0.00%             | 2043-01-26      | Floating      | 3.04%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Daito Trust Construction Co. Ltd.                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -12400 | NS      | $14353.82       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Molina Healthcare, Inc.                                                          | Molina Healthcare, Inc.                                                                                                          | CUSIP: 60855RAL4<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |       3265000 | PA      | $2971833.69     | 0.01%             | 2032-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Home Depot, Inc. (The)                                                           | Home Depot, Inc. (The)                                                                                                           | CUSIP: 437076DB5<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |        900000 | PA      | $914180.68      | 0.00%             | 2027-06-25      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                       | Verus Securitization Trust, Series 2021-6, Class B1                                                                              | CUSIP: 92538MAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        540000 | PA      | $419966.75      | 0.00%             | 2066-10-25      | Variable      | 4.05%                 | No            |                  2 | On Loan: No      |
| TAV Havalimanlari Holding A/S                                                    | TAV Havalimanlari Holding A/S                                                                                                    | CUSIP: N/A<br>LEI: 789000PBM9TT5D88M597       | Long             | DBT              | CORP              | TR        |        332000 | PA      | $345904.16      | 0.00%             | 2028-12-07      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Shimizu Corp.                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        170500 | NS      | $18549.10       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     250245641 | PA      | $1033881.49     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     510800000 | PA      | $5889588.63     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Grupo Cibest SA                                                                  | Grupo Cibest SA                                                                                                                  | CUSIP: 40090E106<br>LEI: N/A                  | Long             | EC               | CORP              | CO        |         16137 | NS      | $745368.03      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sound Point Euro CLO IV Funding DAC                                              | Sound Point Euro CLO IV Funding DAC, Series 4A, Class BR                                                                         | CUSIP: N/A<br>LEI: 549300XQKVE1YQW8R193       | Long             | ABS-CBDO         | CORP              | IE        |       1750000 | PA      | $2053566.56     | 0.00%             | 2039-04-15      | Floating      | 3.98%                 | No            |                  2 | On Loan: No      |
| BCP V Modular Services Finance II plc                                            | BCP V Modular Services Finance II plc                                                                                            | CUSIP: N/A<br>LEI: 213800227GGD6UI7PI97       | Long             | DBT              | CORP              | GB        |       2888000 | PA      | $3339676.11     | 0.01%             | 2028-11-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SPDR S&P 500 ETF Trust                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         -5006 | NC      | $-1186422.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Signal Peak CLO 14 Ltd.                                                          | Signal Peak CLO 14 Ltd., Series 2024-14A, Class A                                                                                | CUSIP: 82667FAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       6750000 | PA      | $6769035.00     | 0.02%             | 2038-01-22      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| Golden State Tobacco Securitization Corp.                                        | Golden State Tobacco Securitization Corp., Series 2021B                                                                          | CUSIP: 38122NB50<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |       4140000 | PA      | $3617155.70     | 0.01%             | 2034-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $87087.78       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | NDIRS                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     108452000 | PA      | $112668.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR Currency                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      84217629 | PA      | $358067.89      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                                                  | Danske Bank A/S                                                                                                                  | CUSIP: N/A<br>LEI: MAES062Z21O4RZ2U7M96       | Long             | DBT              | CORP              | DK        |      33500000 | PA      | $39476447.00    | 0.09%             | 2036-11-19      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Prodigy Finance DAC                                                              | Prodigy Finance DAC, Series 2021-1A, Class B                                                                                     | CUSIP: 742855AB5<br>LEI: 635400HTAZNW3LYYMQ40 | Long             | ABS-O            | CORP              | IE        |        232021 | PA      | $234583.03      | 0.00%             | 2051-07-25      | Floating      | 6.93%                 | No            |                  2 | On Loan: No      |
| Ping An Insurance Group Co. of China Ltd.                                        | Ping An Insurance Group Co. of China Ltd.                                                                                        | CUSIP: N/A<br>LEI: 529900M9MC28JLN35U89       | Long             | DBT              | CORP              | CN        |     218000000 | PA      | $29326046.66    | 0.07%             | 2030-06-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Regatta 31 Funding Ltd.                                                          | Regatta 31 Funding Ltd., Series 2025-1A, Class A1                                                                                | CUSIP: 758962AA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       9000000 | PA      | $8998176.60     | 0.02%             | 2038-03-25      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Bank                                                           | Washington Mutual Escrow Bonds                                                                                                   | CUSIP: 939MMIBD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       2631000 | PA      | $0.26           | 0.00%             | 2017-09-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Massachusetts Housing Finance Agency                                             | Massachusetts Housing Finance Agency, Series 2014B                                                                               | CUSIP: 57587ADP0<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |        385000 | PA      | $363224.00      | 0.00%             | 2039-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| City of Charlotte                                                                | City of Charlotte, Series 2021A                                                                                                  | CUSIP: 161036RV2<br>LEI: 5493001QNY6JJFWHQ568 | Long             | DBT              | MUN               | US        |      12525000 | PA      | $8952051.49     | 0.02%             | 2046-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                                                        | Nelnet Student Loan Trust, Series 2021-CA, Class D                                                                               | CUSIP: 64035GAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       1880000 | PA      | $1654033.02     | 0.00%             | 2062-04-20      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       9993000 | PA      | $-212040.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Elevance Health, Inc.                                                                                                            | CUSIP: 036752103<br>LEI: N/A                  | N/A              | DE               |  | GB        |         -4400 | NS      | $-72776.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Chile                                                                | Republic of Chile                                                                                                                | CUSIP: 168863DX3<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |        694000 | PA      | $675956.00      | 0.00%             | 2027-01-31      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Palmer Square Loan Funding Ltd.                                                  | Palmer Square Loan Funding Ltd., Series 2025-2A, Class D                                                                         | CUSIP: 69704EAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       3750000 | PA      | $3750000.00     | 0.01%             | 2033-07-15      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Al Rajhi Bank                                                                    | Al Rajhi Bank                                                                                                                    | CUSIP: N/A<br>LEI: 558600BQZS4Y1DTU8589       | Long             | DBT              | CORP              | SA        |       2000000 | PA      | $2014687.60     | 0.00%             | 2029-05-16      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust                                                    | Citigroup Mortgage Loan Trust, Series 2007-6, Class 2A1                                                                          | CUSIP: 17312VAS7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       3263882 | PA      | $3019870.02     | 0.01%             | 2037-05-25      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                                     | GS Mortgage Securities Trust, Series 2015-590M, Class E                                                                          | CUSIP: 36250WAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       2540000 | PA      | $2437894.03     | 0.01%             | 2035-10-10      | Variable      | 3.93%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDSCMBX                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |       1674000 | PA      | $205298.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CSMC Trust                                                                       | CSMC Trust, Series 2014-SAF1, Class B5                                                                                           | CUSIP: 12648FAU3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       2832970 | PA      | $2111092.46     | 0.00%             | 2044-03-25      | Variable      | 3.84%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                            | Wells Fargo Commercial Mortgage Trust, Series 2024-BPRC, Class B                                                                 | CUSIP: 95004AAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       8942000 | PA      | $9194234.33     | 0.02%             | 2043-07-15      | Fixed         | 6.22%                 | No            |                  2 | On Loan: No      |
| Volkswagen Leasing GmbH                                                          | Volkswagen Leasing GmbH                                                                                                          | CUSIP: N/A<br>LEI: 5299004GLEUX88BSNB74       | Long             | DBT              | CORP              | DE        |      11750000 | PA      | $14035840.86    | 0.03%             | 2026-10-11      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Hops Hill No. 2 plc                                                              | Hops Hill No. 2 plc, Series 2, Class C                                                                                           | CUSIP: N/A<br>LEI: 213800HS79HZG1YRY579       | Long             | ABS-MBS          | CORP              | GB        |       1077000 | PA      | $1505969.87     | 0.00%             | 2054-11-27      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-149050.55     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Altice France SA                                                                 | Altice France SA                                                                                                                 | CUSIP: N/A<br>LEI: 5493001ZMCICV4N02J21       | Long             | DBT              | CORP              | FR        |       2412000 | PA      | $2559684.06     | 0.01%             | 2027-02-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | JFE Holdings, Inc.                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |       -148700 | NS      | $-38134.03      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Betony CLO 2 Ltd.                                                                | Betony CLO 2 Ltd., Series 2018-1A, Class A1                                                                                      | CUSIP: 08763QAA0<br>LEI: 5493000QRX4XEMRJZO43 | Long             | ABS-CBDO         | CORP              | KY        |      10330372 | PA      | $10342768.37    | 0.02%             | 2031-04-30      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust                                                         | Ajax Mortgage Loan Trust, Series 2021-F, Class A                                                                                 | CUSIP: 00971FAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      73292745 | PA      | $73228943.25    | 0.17%             | 2061-06-25      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Cosan SA                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -744100 | NS      | $-731.38        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | USD/CAD One-touch barrier option; Barrier price USD 1.52500                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CH        |       3314297 | PA      | $31.61          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Regatta XVIII Funding Ltd.                                                       | Regatta XVIII Funding Ltd., Series 2021-1A, Class A1R                                                                            | CUSIP: 75884EAN2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |        671856 | PA      | $671514.83      | 0.00%             | 2038-04-15      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| BBAM US CLO I Ltd.                                                               | BBAM US CLO I Ltd., Series 2022-1A, Class AR                                                                                     | CUSIP: 054978AL5<br>LEI: 549300LRECI1GZTZLF38 | Long             | ABS-CBDO         | CORP              | KY        |       4555000 | PA      | $4553409.85     | 0.01%             | 2038-03-30      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| Park River Holdings, Inc.                                                        | Park River Holdings, Inc.                                                                                                        | CUSIP: 70082LAA5<br>LEI: 254900PGY077KWCROT75 | Short            | DBT              | CORP              | US        |      -3983000 | PA      | $-3225874.72    | -0.01%            | 2029-02-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Azul Secured Finance LLP                                                         | Azul Secured Finance LLP                                                                                                         | CUSIP: 05501WAG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       1902991 | PA      | $2359708.84     | 0.01%             | 2030-01-28      | Floating      | 4.38%                 | No            |                  2 | On Loan: No      |
| Jefferson Capital Holdings LLC                                                   | Jefferson Capital Holdings LLC                                                                                                   | CUSIP: 472481AC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       1755000 | PA      | $1818442.74     | 0.00%             | 2030-05-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| EP Infrastructure A/S                                                            | EP Infrastructure A/S                                                                                                            | CUSIP: N/A<br>LEI: 315700I4J1M1NKGWWY89       | Long             | DBT              | CORP              | CZ        |      36800000 | PA      | $38612729.84    | 0.09%             | 2031-03-02      | Fixed         | 1.82%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                     | UBS Group AG                                                                                                                     | CUSIP: N/A<br>LEI: 549300SZJ9VS8SGXAN81       | Long             | DBT              | CORP              | CH        |       2900000 | PA      | $2563098.30     | 0.01%             | 2031-02-10      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd.                                                                     | OCP CLO Ltd., Series 2019-16A, Class AR                                                                                          | CUSIP: 67570QAK7<br>LEI: 254900XAI48J82ID5O83 | Long             | ABS-CBDO         | CORP              | KY        |        434658 | PA      | $434967.93      | 0.00%             | 2033-04-10      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| Lendmark Funding Trust                                                           | Lendmark Funding Trust, Series 2024-2A, Class C                                                                                  | CUSIP: 52590AAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        788000 | PA      | $788859.55      | 0.00%             | 2034-02-21      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Oji Holdings Corp.                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -233500 | NS      | $-17478.59      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Nationwide Building Society                                                      | Nationwide Building Society                                                                                                      | CUSIP: N/A<br>LEI: 549300XFX12G42QIKN82       | Long             | DBT              | CORP              | GB        |        400000 | PA      | $554166.26      | 0.00%             | 2030-12-20      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| Triaxx Prime CDO Ltd.                                                            | Triaxx Prime CDO Ltd., Series 2006-1A, Class A2                                                                                  | CUSIP: 896005AB1<br>LEI: 549300ONT38CX63OJ636 | Long             | ABS-CBDO         | CORP              | KY        |      52840000 | PA      | $5284.00        | 0.00%             | 2039-03-03      | Floating      | 0.96%                 | No            |                  2 | On Loan: No      |
| Republic of Indonesia                                                            | Republic of Indonesia                                                                                                            | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        |  520839000000 | PA      | $32628117.16    | 0.08%             | 2027-05-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| AREIT LLC                                                                        | AREIT LLC, Series 2022-CRE7, Class A                                                                                             | CUSIP: 00217VAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       4800855 | PA      | $4802713.73     | 0.01%             | 2039-06-17      | Floating      | 6.56%                 | No            |                  2 | On Loan: No      |
| Kingdom of Spain                                                                 | Bonos y Obligaciones del Estado                                                                                                  | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |      23720000 | PA      | $28987810.55    | 0.07%             | 2039-07-30      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Community Health Systems, Inc.                                                   | Community Health Systems, Inc.                                                                                                   | CUSIP: 12543DBG4<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |       1906000 | PA      | $1877372.81     | 0.00%             | 2027-03-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | DWS Group GmbH & Co. KGaA                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |        -26600 | NS      | $-107704.48     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TeamSystem SpA                                                                   | TeamSystem SpA                                                                                                                   | CUSIP: N/A<br>LEI: 81560062081DF3AB7A90       | Long             | DBT              | CORP              | IT        |       3960000 | PA      | $4661416.72     | 0.01%             | 2031-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                                   | Morgan Stanley Capital I Trust, Series 2017-ASHF, Class F                                                                        | CUSIP: 61691KAQ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       2673000 | PA      | $2523612.45     | 0.01%             | 2034-11-15      | Floating      | 8.96%                 | No            |                  2 | On Loan: No      |
| B&G Foods, Inc.                                                                  | B&G Foods, Inc., 1st Lien Term Loan B5                                                                                           | CUSIP: 05508TAV4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |        994987 | PA      | $903946.12      | 0.00%             | 2029-10-10      | Variable      | 7.83%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                                 | Deutsche Bank AG                                                                                                                 | CUSIP: 25160PAJ6<br>LEI: 7LTWFZYICNSX8D621K86 | Short            | DBT              | CORP              | DE        |     -10000000 | PA      | $-10004173.50   | -0.02%            | 2026-07-14      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | AUD Currency                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |     -63200000 | PA      | $-150881.95     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Antares CLO Ltd.                                                                 | Antares CLO Ltd., Series 2018-3A, Class A2R                                                                                      | CUSIP: 03665LAN3<br>LEI: 254900KOI7TFZJ19KK11 | Long             | ABS-CBDO         | CORP              | KY        |       3600000 | PA      | $3606896.16     | 0.01%             | 2036-07-20      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      17500000 | PA      | $-422726.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      15970000 | PA      | $-793142.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      25492000 | PA      | $-70623.78      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Porteast Investment Pvt Ltd.                                                     | Porteast Investment Pvt Ltd.                                                                                                     | CUSIP: N/A<br>LEI: 335800QCR33GHNFNA954       | Long             | DBT              | CORP              | IN        |    3220000000 | PA      | $37986838.62    | 0.09%             | 2028-05-29      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-97627.30      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                              | CUSIP: 91282CNC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       6327000 | PA      | $6336885.94     | 0.01%             | 2035-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                              | Societe Generale SA                                                                                                              | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | DBT              | CORP              | FR        |       5000000 | PA      | $5842619.69     | 0.01%             | 2030-11-24      | Variable      | 1.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $71482.72       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | NDIRS                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |       4818901 | PA      | $1517.67        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-66539.69      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO Ltd.                                                     | Bain Capital Credit CLO Ltd., Series 2024-6A, Class A1                                                                           | CUSIP: 05685XAA6<br>LEI: 254900HQYGN91X5XN386 | Long             | ABS-CBDO         | CORP              | KY        |       1330000 | PA      | $1333648.19     | 0.00%             | 2038-01-21      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| Invesco Euro CLO IV DAC                                                          | Invesco Euro CLO IV DAC, Series 4A, Class B1                                                                                     | CUSIP: N/A<br>LEI: 549300LLUOZ9GWTWJV80       | Long             | ABS-CBDO         | CORP              | IE        |        625000 | PA      | $734473.77      | 0.00%             | 2033-04-15      | Floating      | 3.98%                 | No            |                  2 | On Loan: No      |
| RBC Capital Markets LLC                                                          | RBC Capital Markets LLC                                                                                                          | CUSIP: N/A<br>LEI: 549300LCO2FLSSVFFR64       | Long             | RA               | CORP              | US        |        700875 | PA      | $700875.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       3950000 | PA      | $96477.58       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Islamic Republic of Pakistan                                                     | Islamic Republic of Pakistan                                                                                                     | CUSIP: N/A<br>LEI: 529900LOP29R5WKHOD86       | Long             | DBT              | NUSS              | PK        |       1862000 | PA      | $1759590.00     | 0.00%             | 2027-12-05      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ELO SACA                                                                         | ELO SACA                                                                                                                         | CUSIP: N/A<br>LEI: 969500ASEC557H5A4F22       | Long             | DBT              | CORP              | FR        |        600000 | PA      | $680584.17      | 0.00%             | 2027-07-23      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Panther Escrow Issuer LLC                                                        | Panther Escrow Issuer LLC                                                                                                        | CUSIP: 69867RAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       7410000 | PA      | $7697144.91     | 0.02%             | 2031-06-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | USD Currency                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      42096149 | PA      | $0.89           | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Demant A/S                                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -19700 | NS      | $36632.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | NDIRS                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   25518202500 | PA      | $-199552.19     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Komercni Banka A/S                                                               | Komercni Banka A/S                                                                                                               | CUSIP: N/A<br>LEI: IYKCAVNFR8QGF00HV840       | Long             | EC               | CORP              | CZ        |         18553 | NS      | $897836.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-2556758.27    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Calpine Corp.                                                                    | Calpine Corp.                                                                                                                    | CUSIP: 131347CN4<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |      11609000 | PA      | $11595993.28    | 0.03%             | 2028-03-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Adobe, Inc.                                                                                                                      | CUSIP: 00724F101<br>LEI: N/A                  | N/A              | DE               |  | US        |          8500 | NS      | $-80336.20      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                   | BNP Paribas SA                                                                                                                   | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |       3266000 | PA      | $4452625.86     | 0.01%             | 2026-01-23      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Wellfleet CLO Ltd.                                                               | Wellfleet CLO Ltd., Series 2022-1A, Class A1RN                                                                                   | CUSIP: 94950TAQ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       2000000 | PA      | $2007929.40     | 0.00%             | 2037-07-15      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| Dominican Republic                                                               | Dominican Republic Government Bond                                                                                               | CUSIP: 25714PED6<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |       4291000 | PA      | $4076450.00     | 0.01%             | 2030-01-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $6022.17        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Lehman Brothers Small Balance Commercial Mortgage Trust                          | Lehman Brothers Small Balance Commercial Mortgage Trust, Series 2007-3A, Class M2                                                | CUSIP: 52521UAK0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       5850000 | PA      | $4887014.54     | 0.01%             | 2037-10-25      | Floating      | 6.43%                 | No            |                  2 | On Loan: No      |
| Harvest CLO XXXII DAC                                                            | Harvest CLO XXXII DAC, Series 32A, Class C                                                                                       | CUSIP: N/A<br>LEI: 635400AU6OVIWCGACH33       | Long             | ABS-CBDO         | CORP              | IE        |       2222000 | PA      | $2660676.36     | 0.01%             | 2037-07-25      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| Dominican Republic                                                               | Dominican Republic Government Bond                                                                                               | CUSIP: N/A<br>LEI: 254900EHU7Q8FGVPI369       | Long             | DBT              | NUSS              | DO        |        391000 | PA      | $371450.00      | 0.00%             | 2030-01-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Kingdom of Saudi Arabia                                                          | Kingdom of Saudi Arabia                                                                                                          | CUSIP: 80413TBE8<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |       2664000 | PA      | $2261736.00     | 0.01%             | 2053-01-18      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      24137000 | PA      | $-10280.62      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sankyo Co. Ltd.                                                                  | Sankyo Co. Ltd.                                                                                                                  | CUSIP: N/A<br>LEI: 3538009H2R9ZBZAOAK48       | Long             | EC               | CORP              | JP        |         75000 | NS      | $1388159.31     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOP                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | FR        |     101477400 | PA      | $4745724.56     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| EFMT                                                                             | EFMT, Series 2025-NQM2, Class A1                                                                                                 | CUSIP: 281917AC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      15000000 | PA      | $15043321.28    | 0.04%             | 2070-06-25      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| Toucan FinCo. Ltd.                                                               | Toucan FinCo. Ltd.                                                                                                               | CUSIP: 89157UAA5<br>LEI: 213800YZMUOEIR42JY77 | Long             | DBT              | CORP              | US        |      16623000 | PA      | $16992325.33    | 0.04%             | 2030-05-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Mitsui Mining & Smelting Co. Ltd.                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         37600 | NS      | $-2412.46       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Mattamy Group Corp.                                                              | Mattamy Group Corp.                                                                                                              | CUSIP: 57701RAM4<br>LEI: 5493008TNY7A82WCXU31 | Long             | DBT              | CORP              | CA        |       7171000 | PA      | $6892346.34     | 0.02%             | 2030-03-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-4113.07       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust                                   | Morgan Stanley Residential Mortgage Loan Trust, Series 2025-NQM4, Class A1                                                       | CUSIP: 617945AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      15000000 | PA      | $14999817.00    | 0.04%             | 2070-06-25      | Variable      | 5.59%                 | No            |                  2 | On Loan: No      |
| GreenPoint Mortgage Funding Trust                                                | GreenPoint Mortgage Funding Trust, Series 2006-AR2, Class 4A1                                                                    | CUSIP: 39538WGJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1117819 | PA      | $1045538.29     | 0.00%             | 2036-03-25      | Floating      | 6.40%                 | No            |                  2 | On Loan: No      |
| Sun Country, Inc.                                                                | Sun Country, Inc., Series 2019-1B                                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |       1181568 | PA      | $1172705.89     | 0.00%             | 2025-12-15      | Fixed         | 4.70%                 | No            |                  3 | On Loan: No      |
| Grant Thornton Advisors LLC                                                      | Grant Thornton Advisors LLC, 1st Lien Term Loan                                                                                  | CUSIP: 38821UAF7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |        445000 | PA      | $445445.00      | 0.00%             | 2031-06-02      | Variable      | 7.33%                 | No            |                  2 | On Loan: No      |
| Albion Financing 1 SARL                                                          | Albion Financing 1 SARL                                                                                                          | CUSIP: N/A<br>LEI: 259400W9CABUZBRDLP97       | Long             | DBT              | CORP              | LU        |       8770000 | PA      | $10567242.42    | 0.02%             | 2030-05-21      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ELO SACA                                                                         | ELO SACA                                                                                                                         | CUSIP: N/A<br>LEI: 969500ASEC557H5A4F22       | Long             | DBT              | CORP              | FR        |        900000 | PA      | $1045577.87     | 0.00%             | 2026-01-29      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Ukraine                                                                          | Ukraine Government Bond                                                                                                          | CUSIP: N/A<br>LEI: 6354001WLTJXOMEXPY07       | Long             | DBT              | NUSS              | UA        |        548000 | PA      | $209884.00      | 0.00%             | 2034-02-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Anchorage Capital Europe CLO DAC                                                 | Anchorage Capital Europe CLO DAC, Series 4A, Class D                                                                             | CUSIP: N/A<br>LEI: 635400DODOOELVF8BK72       | Long             | ABS-CBDO         | CORP              | IE        |        590000 | PA      | $696195.97      | 0.00%             | 2034-04-25      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| VZ Secured Financing BV                                                          | VZ Secured Financing BV                                                                                                          | CUSIP: N/A<br>LEI: 549300MG611MYCOWY949       | Long             | DBT              | CORP              | NL        |       1500000 | PA      | $1620977.00     | 0.00%             | 2032-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                | Wells Fargo & Co.                                                                                                                | CUSIP: 95000U2M4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      11789000 | PA      | $10734090.81    | 0.03%             | 2051-04-04      | Variable      | 5.01%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | NDIRS                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    6568702384 | PA      | $716.52         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-709695.15     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Host Hotels & Resorts, Inc.                                                                                                      | CUSIP: 44107P104<br>LEI: N/A                  | N/A              | DE               |  | US        |       -135800 | NS      | $55678.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Korea                                                                | Republic of Korea                                                                                                                | CUSIP: N/A<br>LEI: 549300O0QCVSQGPGDT58       | Long             | DBT              | NUSS              | KR        |   27876460000 | PA      | $20883977.60    | 0.05%             | 2034-12-10      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Pitney Bowes, Inc.                                                               | Pitney Bowes, Inc.                                                                                                               | CUSIP: 724479AP5<br>LEI: 549300N2O26NW4ST6W55 | Long             | DBT              | CORP              | US        |      13830000 | PA      | $13955853.00    | 0.03%             | 2027-03-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Encompass Health Corp.                                                           | Encompass Health Corp.                                                                                                           | CUSIP: 29261AAB6<br>LEI: 549300FVRPM9DRQZRG64 | Long             | DBT              | CORP              | US        |        452000 | PA      | $446262.90      | 0.00%             | 2030-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz International Finance BV                                           | Mercedes-Benz International Finance BV                                                                                           | CUSIP: N/A<br>LEI: 529900RUGCXMPEENHQ31       | Long             | DBT              | CORP              | NL        |       2473000 | PA      | $2948757.38     | 0.01%             | 2027-07-10      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO 55B Ltd.                                              | Golub Capital Partners CLO 55B Ltd., Series 2021-55A, Class E                                                                    | CUSIP: 38178QAA6<br>LEI: 254900ZZ9HHZTOQ1XK24 | Long             | ABS-CBDO         | CORP              | KY        |       2690000 | PA      | $2692225.44     | 0.01%             | 2034-07-20      | Floating      | 11.09%                | No            |                  2 | On Loan: No      |
| Progress Residential Trust                                                       | Progress Residential Trust, Series 2022-SFR1, Class G                                                                            | CUSIP: 74333YAQ1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       5383000 | PA      | $5006684.70     | 0.01%             | 2041-02-17      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| Metro Finance Trust                                                              | Metro Finance Trust, Series 2025-1, Class C                                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | AU        |        500000 | PA      | $329568.61      | 0.00%             | 2031-10-15      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $17834.85       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Air Canada Pass-Through Trust                                                    | Air Canada Pass-Through Trust, Series 2020-1, Class C                                                                            | CUSIP: 008911BD0<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      15068000 | PA      | $15859070.00    | 0.04%             | 2026-07-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                              | CUSIP: 91282CMY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      29032700 | PA      | $29028163.64    | 0.07%             | 2027-04-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Service Properties Trust                                                         | Service Properties Trust                                                                                                         | CUSIP: 81761LAC6<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |       5513000 | PA      | $5918602.44     | 0.01%             | 2031-11-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Hong Kong Exchanges & Clearing Ltd.                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          9200 | NS      | $3072.49        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DIRECTV Financing LLC                                                            | DIRECTV Financing LLC, 1st Lien Term Loan                                                                                        | CUSIP: 25460HAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       1116337 | PA      | $1119395.63     | 0.00%             | 2027-08-02      | Variable      | 9.54%                 | No            |                  2 | On Loan: No      |
| AMSR Trust                                                                       | AMSR Trust, Series 2023-SFR2, Class F2                                                                                           | CUSIP: 00178YAK7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       5000000 | PA      | $4465326.50     | 0.01%             | 2040-06-17      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Fedrigoni SpA                                                                    | Fedrigoni SpA                                                                                                                    | CUSIP: N/A<br>LEI: 8156004CE82074779D19       | Long             | DBT              | CORP              | IT        |       4745000 | PA      | $5346078.54     | 0.01%             | 2031-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Whitebox CLO V Ltd.                                                              | Whitebox CLO V Ltd., Series 2025-5A, Class A1                                                                                    | CUSIP: 96467PAA6<br>LEI: 254900XFXCOZ882U2O02 | Long             | ABS-CBDO         | CORP              | KY        |       2750000 | PA      | $2750000.00     | 0.01%             | 2038-07-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Republic of Turkiye (The)                                                        | Republic of Turkiye (The)                                                                                                        | CUSIP: 900123DJ6<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |        590000 | PA      | $652873.35      | 0.00%             | 2030-07-13      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SGS SA (Registered)                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         11100 | NS      | $-15200.65      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Nomura Holdings, Inc.                                                            | Nomura Holdings, Inc.                                                                                                            | CUSIP: 65535HCB3<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |       4000000 | PA      | $4023776.28     | 0.01%             | 2035-06-29      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      43962313 | PA      | $3211291.19     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Diameter Capital CLO 1 Ltd.                                                      | Diameter Capital CLO 1 Ltd., Series 2021-1A, Class DR                                                                            | CUSIP: 25255FAG0<br>LEI: 25490018I1ROE4V49X69 | Long             | ABS-CBDO         | CORP              | KY        |       5000000 | PA      | $5068231.00     | 0.01%             | 2037-10-15      | Floating      | 10.41%                | No            |                  2 | On Loan: No      |
| Bombardier, Inc.                                                                 | Bombardier, Inc.                                                                                                                 | CUSIP: 097751BZ3<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |       1479000 | PA      | $1552888.62     | 0.00%             | 2029-02-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                | Wells Fargo & Co.                                                                                                                | CUSIP: 95000U3H4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Short            | DBT              | CORP              | US        |      -1100000 | PA      | $-1202334.22    | -0.00%            | 2034-10-23      | Variable      | 6.49%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                 | Paramount Global                                                                                                                 | CUSIP: 92556HAE7<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |       3778000 | PA      | $3712019.27     | 0.01%             | 2062-03-30      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Glencore plc                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        272000 | NS      | $-5496.13       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | U.S. Treasury Long Bond                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         -4832 | NC      | $-7746712.07    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| EXO Imaging, Inc.                                                                | EXO Imaging, Inc.                                                                                                                | CUSIP: N/A<br>LEI: 549300PDHXFMVTLI6E60       | Long             | EC               | CORP              | US        |        466497 | NS      | $345207.77      | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Republic of Colombia                                                             | Republic of Colombia                                                                                                             | CUSIP: 195325EM3<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |        633000 | PA      | $628094.25      | 0.00%             | 2053-11-14      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR Currency                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      42342000 | PA      | $12689.29       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                                                     | Barclays Mortgage Loan Trust, Series 2022-NQM1, Class A1                                                                         | CUSIP: 06744DAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      10545121 | PA      | $10490214.06    | 0.02%             | 2052-07-25      | Variable      | 4.55%                 | No            |                  2 | On Loan: No      |
| State of Washington                                                              | State of Washington, Series 2022A                                                                                                | CUSIP: 93974ERU2<br>LEI: 549300X3TODFMUKLQ364 | Long             | DBT              | MUN               | US        |      10000000 | PA      | $10563316.35    | 0.02%             | 2039-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       8433000 | PA      | $41689.94       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Crown City CLO III                                                               | Crown City CLO III, Series 2021-1A, Class A1A                                                                                    | CUSIP: 22824DAC3<br>LEI: 5493000O0QFX9SMPY639 | Long             | ABS-CBDO         | CORP              | KY        |        250000 | PA      | $250386.65      | 0.00%             | 2034-07-20      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| 280 Park Avenue Mortgage Trust                                                   | 280 Park Avenue Mortgage Trust, Series 2017-280P, Class B                                                                        | CUSIP: 90205FAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1978000 | PA      | $1938440.00     | 0.00%             | 2034-09-15      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $16217.85       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                                                                                                                          | CUSIP: 55336VBN9<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |       1200000 | PA      | $1195234.92     | 0.00%             | 2027-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Bausch + Lomb Corp.                                                              | Bausch + Lomb Corp.                                                                                                              | CUSIP: N/A<br>LEI: 549300NY6OZM39SO6475       | Long             | DBT              | CORP              | CA        |       4563000 | PA      | $5408841.33     | 0.01%             | 2031-01-15      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| Casper Bidco SASU                                                                | Casper Bidco SASU, Facility 1st Lien Term Loan B6                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | FR        |       4000000 | PA      | $4698041.55     | 0.01%             | 2031-03-21      | Variable      | 5.68%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Sabre Corp.                                                                                                                      | CUSIP: 00CBNGX72<br>LEI: N/A                  | N/A              | DE               |  | US        |          3110 | NC      | $85525.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Empire State Development Corp.                                                   | Empire State Development Corp., Series 2021B                                                                                     | CUSIP: 64985TDG3<br>LEI: 54930039Y2EMGXN6LM88 | Long             | DBT              | MUN               | US        |       7085000 | PA      | $6408862.83     | 0.02%             | 2030-03-15      | Fixed         | 2.01%                 | No            |                  2 | On Loan: No      |
| CENT Trust                                                                       | CENT Trust, Series 2023-CITY, Class A                                                                                            | CUSIP: 12516WAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      18476203 | PA      | $18499167.07    | 0.04%             | 2038-09-15      | Floating      | 6.93%                 | No            |                  2 | On Loan: No      |
| Aruba Investments Holdings LLC                                                   | Aruba Investments Holdings LLC, 1st Lien Term Loan                                                                               | CUSIP: 04317JAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |        994832 | PA      | $930167.96      | 0.00%             | 2027-11-24      | Variable      | 8.43%                 | No            |                  3 | On Loan: No      |
| Voya CLO Ltd.                                                                    | Voya CLO Ltd., Series 2018-1A, Class A1                                                                                          | CUSIP: 92917AAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |        272464 | PA      | $272533.90      | 0.00%             | 2031-04-19      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| United Wholesale Mortgage LLC                                                    | United Wholesale Mortgage LLC                                                                                                    | CUSIP: 913229AA8<br>LEI: 549300HW662MN1WU8550 | Long             | DBT              | CORP              | US        |       6589000 | PA      | $6395646.45     | 0.02%             | 2029-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BT Group plc                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |       -471500 | NS      | $-16065.71      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Worldline SA                                                                     | Worldline SA                                                                                                                     | CUSIP: N/A<br>LEI: 549300CJMQNCA0U4TS33       | Long             | DBT              | CORP              | FR        |      45400000 | PA      | $46428948.68    | 0.11%             | 2030-06-10      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CFCRE Commercial Mortgage Trust                                                  | CFCRE Commercial Mortgage Trust, Series 2016-C4, Class XB                                                                        | CUSIP: 12531YAS7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      18700000 | PA      | $73585.06       | 0.00%             | 2058-05-10      | Variable      | 0.86%                 | No            |                  2 | On Loan: No      |
| GLP Pte. Ltd.                                                                    | GLP Pte. Ltd.                                                                                                                    | CUSIP: N/A<br>LEI: 254900PC2NNG9BLIJO15       | Long             | DBT              | CORP              | SG        |      10000000 | PA      | $5172400.00     | 0.01%             | 2026-05-17      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                                                 | SMB Private Education Loan Trust, Series 2024-A, Class A1A                                                                       | CUSIP: 831943AA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       5740004 | PA      | $5836623.41     | 0.01%             | 2056-03-15      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| Techem Verwaltungsgsesellschaft 675 mbH                                          | Techem Verwaltungsgsesellschaft 675 mbH, Facility 1st Lien Term Loan B5                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | DE        |       7173416 | PA      | $8459473.76     | 0.02%             | 2029-07-16      | Variable      | 5.64%                 | No            |                  2 | On Loan: No      |
| Olympus Water US Holding Corp.                                                   | Olympus Water US Holding Corp.                                                                                                   | CUSIP: 16308NAA2<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |       3940000 | PA      | $4012004.88     | 0.01%             | 2027-10-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Sixth Street CLO XVII Ltd.                                                       | Sixth Street CLO XVII Ltd., Series 2021-17A, Class A1R                                                                           | CUSIP: 83012FAL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       9750000 | PA      | $9740353.35     | 0.02%             | 2038-04-17      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| RCKT Mortgage Trust                                                              | RCKT Mortgage Trust, Series 2020-1, Class B4                                                                                     | CUSIP: 749389BK7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1558591 | PA      | $1400015.80     | 0.00%             | 2050-02-25      | Variable      | 3.47%                 | No            |                  2 | On Loan: No      |
| Wynn Macau Ltd.                                                                  | Wynn Macau Ltd.                                                                                                                  | CUSIP: N/A<br>LEI: 254900NMDQ8ENTHU1I31       | Long             | DBT              | CORP              | KY        |       1700000 | PA      | $1696068.75     | 0.00%             | 2026-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SoFi Personal Loan Trust                                                         | SoFi Personal Loan Trust, Series 2023-1A, Class A                                                                                | CUSIP: 78474NAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       8448478 | PA      | $8549383.63     | 0.02%             | 2030-11-12      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PCL Funding VIII plc                                                             | PCL Funding VIII plc, Series 2023-1, Class C                                                                                     | CUSIP: N/A<br>LEI: 21380059YXNYYIS74Q45       | Long             | ABS-O            | CORP              | GB        |        712000 | PA      | $986913.40      | 0.00%             | 2028-05-15      | Floating      | 7.72%                 | No            |                  2 | On Loan: No      |
| TenneT Holding BV                                                                | TenneT Holding BV                                                                                                                | CUSIP: N/A<br>LEI: 724500LTUWK3JQG63903       | Long             | DBT              | NUSS              | NL        |       3900000 | PA      | $4461597.37     | 0.01%             | 2028-06-05      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| QXO Building Products, Inc.                                                      | QXO Building Products, Inc.                                                                                                      | CUSIP: 74825NAA5<br>LEI: 549300HDXQWWCBOYXP31 | Long             | DBT              | CORP              | US        |       1492000 | PA      | $1537061.38     | 0.00%             | 2032-04-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                                                | Barclays Bank plc                                                                                                                | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | RA               | CORP              | GB        |      16912215 | PA      | $16912215.00    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Mariner Finance Issuance Trust                                                   | Mariner Finance Issuance Trust, Series 2021-AA, Class E                                                                          | CUSIP: 56848DAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       5040000 | PA      | $4845723.12     | 0.01%             | 2036-03-20      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-694851.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered plc                                                           | Standard Chartered plc                                                                                                           | CUSIP: N/A<br>LEI: U4LOSYZ7YG4W3S5F2G91       | Long             | DBT              | CORP              | GB        |       5000000 | PA      | $5202950.00     | 0.01%             | 2030-03-08      | Variable      | 7.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Power Corp. of Canada                                                                                                            | CUSIP: 739239101<br>LEI: N/A                  | N/A              | DE               |  | US        |        -46000 | NS      | $20401.09       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust                                                         | Ajax Mortgage Loan Trust, Series 2023-C, Class M2                                                                                | CUSIP: 009926AE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       8587700 | PA      | $6836534.86     | 0.02%             | 2063-05-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| CIFC European Funding CLO III DAC                                                | CIFC European Funding CLO III DAC, Series 3A, Class C                                                                            | CUSIP: N/A<br>LEI: 5493000EF0244RPYUG32       | Long             | ABS-CBDO         | CORP              | IE        |        500000 | PA      | $592137.62      | 0.00%             | 2034-01-15      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| CSTL Commercial Mortgage Trust                                                   | CSTL Commercial Mortgage Trust, Series 2024-GATE, Class A                                                                        | CUSIP: 22945JAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      32830000 | PA      | $32803502.91    | 0.08%             | 2041-11-10      | Variable      | 4.92%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $53452.55       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDSCMBX                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |       2400000 | PA      | $-411592.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CSMC Trust                                                                       | CSMC Trust, Series 2020-NQM1, Class A3                                                                                           | CUSIP: 126401AC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        573867 | PA      | $545837.45      | 0.00%             | 2065-05-25      | Variable      | 2.72%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Aspen Pharmacare Holdings Ltd.                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -270200 | NS      | $-15310.61      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     200829000 | PA      | $-1415731.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                                              | Intesa Sanpaolo SpA                                                                                                              | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | DBT              | CORP              | IT        |      11937000 | PA      | $16244425.67    | 0.04%             | 2030-06-10      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO X Ltd.                                                               | Elmwood CLO X Ltd., Series 2021-3A, Class ER                                                                                     | CUSIP: 29002WAG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |        825000 | PA      | $824618.11      | 0.00%             | 2034-04-20      | Floating      | 10.12%                | No            |                  2 | On Loan: No      |
| Daimler Truck International Finance BV                                           | Daimler Truck International Finance BV                                                                                           | CUSIP: N/A<br>LEI: 724500G15MVL6UCWXF95       | Long             | DBT              | CORP              | NL        |       9000000 | PA      | $10606964.43    | 0.03%             | 2029-11-27      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Volkswagen Financial Services AG                                                 | Volkswagen Financial Services AG                                                                                                 | CUSIP: N/A<br>LEI: 529900SSGT49ZZSWYE62       | Long             | DBT              | CORP              | DE        |       7500000 | PA      | $8931745.37     | 0.02%             | 2027-05-19      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      16560000 | PA      | $-69690.42      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA                                            | Banque Federative du Credit Mutuel SA                                                                                            | CUSIP: N/A<br>LEI: VBHFXSYT7OG62HNT8T76       | Long             | DBT              | CORP              | FR        |      15600000 | PA      | $19194431.16    | 0.05%             | 2029-11-21      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Bankers Healthcare Group Securitization Trust                                    | Bankers Healthcare Group Securitization Trust, Series 2020-A, Class C                                                            | CUSIP: 06616PAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        750000 | PA      | $748618.73      | 0.00%             | 2031-09-17      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Corp. Trust                                               | GS Mortgage Securities Corp. Trust, Series 2024-RVR, Class HRR                                                                   | CUSIP: 36272JAN3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      12450000 | PA      | $12480904.64    | 0.03%             | 2041-08-10      | Variable      | 9.21%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDSCMBX                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |       1635000 | PA      | $99362.42       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Avoca CLO XVIII DAC                                                              | Avoca CLO XVIII DAC, Series 18X, Class DR                                                                                        | CUSIP: N/A<br>LEI: 549300K6K5XESJRIKM24       | Long             | ABS-CBDO         | CORP              | IE        |       1100000 | PA      | $1300578.00     | 0.00%             | 2038-01-15      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| Snap, Inc.                                                                       | Snap, Inc.                                                                                                                       | CUSIP: 83304AAL0<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |       3582000 | PA      | $3675583.22     | 0.01%             | 2033-03-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Pierpont BTL plc                                                                 | Pierpont BTL plc, Series 2021-1, Class A                                                                                         | CUSIP: N/A<br>LEI: 635400BETYQC2GECM352       | Long             | ABS-MBS          | CORP              | GB        |       1878625 | PA      | $2578702.69     | 0.01%             | 2053-12-22      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| Findango Finance SL                                                              | Findango Finance SL, 1st Lien Term Loan                                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | ES        |      30000000 | PA      | $35338500.02    | 0.08%             | 2038-01-01      | Variable      | 7.59%                 | No            |                  3 | On Loan: No      |
| Tenet Healthcare Corp.                                                           | Tenet Healthcare Corp.                                                                                                           | CUSIP: 88033GDK3<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |      14575000 | PA      | $14595418.26    | 0.03%             | 2028-10-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Deep Development 2025 Ltd.                                                       | Deep Development 2025 Ltd.                                                                                                       | CUSIP: N/A<br>LEI: 254900FHVD3YNZ5XIC45       | Long             | DBT              | CORP              | VG        |     503000000 | PA      | $65390416.50    | 0.15%             | 2032-05-20      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| CommScope LLC                                                                    | CommScope LLC                                                                                                                    | CUSIP: 20338MAA0<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |       7965000 | PA      | $8341047.40     | 0.02%             | 2031-12-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp.        | Uniform Mortgage-Backed Securities                                                                                               | CUSIP: 01F050676<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |    -704714000 | PA      | $-690549361.35  | -1.63%            | 2055-07-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                            | Wells Fargo Commercial Mortgage Trust, Series 2024-1CHI, Class A                                                                 | CUSIP: 95003PAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       5640000 | PA      | $5673809.54     | 0.01%             | 2035-07-15      | Variable      | 5.48%                 | No            |                  2 | On Loan: No      |
| Citadel Securities Global Holdings LLC                                           | Citadel Securities Global Holdings LLC, Facility 1st Lien Term Loan                                                              | CUSIP: 17288YAN2<br>LEI: 549300NV5RXBUS3X7L47 | Long             | LON              | CORP              | US        |        987538 | PA      | $991122.30      | 0.00%             | 2031-10-31      | Variable      | 6.33%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Textron, Inc.                                                                                                                    | CUSIP: 883203101<br>LEI: N/A                  | N/A              | DE               |  | US        |         50000 | NS      | $152500.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                                                        | Nelnet Student Loan Trust, Series 2025-AA, Class A1B                                                                             | CUSIP: 64033XAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      29957509 | PA      | $29741976.92    | 0.07%             | 2057-03-15      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| Sunrise FinCo. I BV                                                              | Sunrise FinCo. I BV                                                                                                              | CUSIP: 90320BAA7<br>LEI: 213800MNFBDEQRS6HZ22 | Long             | DBT              | CORP              | NL        |       4000000 | PA      | $3783000.00     | 0.01%             | 2031-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Federal National Mortgage Association Variable Rate Notes, Series 2024-30, Class FC                                              | CUSIP: 3136BR2U0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      54870228 | PA      | $54688398.95    | 0.13%             | 2054-06-25      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| Motion Finco SARL                                                                | Motion Finco SARL                                                                                                                | CUSIP: N/A<br>LEI: 2549002L1LBQZKA7UN30       | Long             | DBT              | CORP              | LU        |      12525000 | PA      | $13835398.23    | 0.03%             | 2030-06-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust                                                         | Ajax Mortgage Loan Trust, Series 2022-A, Class M1                                                                                | CUSIP: 009695AD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1577708 | PA      | $1419305.80     | 0.00%             | 2061-10-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $7705.33        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Mortgage Loan Trust                                               | Morgan Stanley Mortgage Loan Trust, Series 2006-12XS, Class A4                                                                   | CUSIP: 61749EAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       3502084 | PA      | $765252.36      | 0.00%             | 2036-10-25      | Variable      | 6.51%                 | No            |                  2 | On Loan: No      |
| Republic of Poland                                                               | Republic of Poland                                                                                                               | CUSIP: 731011AV4<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |        798000 | PA      | $791903.28      | 0.00%             | 2033-10-04      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                                            | United Mexican States                                                                                                            | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |      14853550 | PA      | $72419615.18    | 0.17%             | 2033-05-26      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | WTI Crude Oil                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          -667 | NC      | $-1800900.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                       | Verus Securitization Trust, Series 2020-5, Class B1                                                                              | CUSIP: 92538CAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        800000 | PA      | $729041.44      | 0.00%             | 2065-05-25      | Variable      | 3.71%                 | No            |                  2 | On Loan: No      |
| Phoenix Guarantor, Inc.                                                          | Phoenix Guarantor, Inc., 1st Lien Term Loan B5                                                                                   | CUSIP: 71913BAK8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |        990025 | PA      | $992608.97      | 0.00%             | 2031-02-21      | Variable      | 6.83%                 | No            |                  2 | On Loan: No      |
| Merck KGaA                                                                       | Merck KGaA                                                                                                                       | CUSIP: N/A<br>LEI: 529900OAREIS0MOPTW25       | Long             | DBT              | CORP              | DE        |      30100000 | PA      | $34889029.75    | 0.08%             | 2080-09-09      | Variable      | 1.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    1146495876 | PA      | $-108369.33     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Harben Finance                                                                   | Harben Finance, Series 2017-1RX, Class D                                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | CORP              | GB        |        441000 | PA      | $599743.51      | 0.00%             | 2055-09-28      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| Jumpcloud, Inc., Series E-1                                                      | JumpCloud, Inc., Series E-1                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       4516957 | NS      | $11021375.08    | 0.03%             |  |  |  | Yes           |                  3 | On Loan: No      |
| College Avenue Student Loans LLC                                                 | College Avenue Student Loans LLC, Series 2021-B, Class C                                                                         | CUSIP: 19425AAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        576534 | PA      | $531191.57      | 0.00%             | 2052-06-25      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| Blue Racer Midstream LLC                                                         | Blue Racer Midstream LLC                                                                                                         | CUSIP: 095796AK4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       4214000 | PA      | $4465394.60     | 0.01%             | 2032-07-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Freeport Indonesia PT                                                            | Freeport Indonesia PT                                                                                                            | CUSIP: N/A<br>LEI: 549300T4HTQHRKLNE619       | Long             | DBT              | CORP              | ID        |       2312000 | PA      | $2311306.40     | 0.01%             | 2027-04-14      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| BFLD Commercial Mortgage Trust                                                   | BFLD Commercial Mortgage Trust, Series 2024-UNIV, Class E                                                                        | CUSIP: 08861RAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       4509000 | PA      | $4504263.30     | 0.01%             | 2041-11-15      | Floating      | 7.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Sunny Optical Technology Group Co. Ltd.                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        109400 | NS      | $78311.51       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp.        | Uniform Mortgage-Backed Securities                                                                                               | CUSIP: 01F052672<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |    -351078000 | PA      | $-350997680.38  | -0.83%            | 2055-07-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      12363280 | PA      | $77886.92       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Palmer Square Loan Funding Ltd.                                                  | Palmer Square Loan Funding Ltd., Series 2022-2A, Class D                                                                         | CUSIP: 69702KAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      11750000 | PA      | $11776747.70    | 0.03%             | 2030-10-15      | Floating      | 10.46%                | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                                                     | BX Commercial Mortgage Trust, Series 2021-NWM, Class C                                                                           | CUSIP: 12434AAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      10301704 | PA      | $10280803.80    | 0.02%             | 2033-02-15      | Floating      | 8.68%                 | No            |                  2 | On Loan: No      |
| Atlas Funding plc                                                                | Atlas Funding plc, Series 2024-1, Class D                                                                                        | CUSIP: N/A<br>LEI: 635400BMBKLDPBSN2U43       | Long             | ABS-MBS          | CORP              | GB        |        364631 | PA      | $502150.36      | 0.00%             | 2061-09-20      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| CFK Trust                                                                        | CFK Trust, Series 2019-FAX, Class D                                                                                              | CUSIP: 12528XAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       6896750 | PA      | $6432500.10     | 0.02%             | 2039-01-15      | Variable      | 4.79%                 | No            |                  2 | On Loan: No      |
| Kaspi.KZ JSC                                                                     | Kaspi.KZ JSC                                                                                                                     | CUSIP: 48581R205<br>LEI: 2549003YU6FARG8OAZ13 | Long             | EC               | CORP              | KZ        |         18594 | NS      | $1578444.66     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Service Corp. International                                                      | Service Corp. International                                                                                                      | CUSIP: 817565CH5<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |        892000 | PA      | $901096.62      | 0.00%             | 2032-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PKHL Commercial Mortgage Trust                                                   | PKHL Commercial Mortgage Trust, Series 2021-MF, Class G                                                                          | CUSIP: 69356GAS8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       3533000 | PA      | $1031571.35     | 0.00%             | 2038-07-15      | Floating      | 8.78%                 | No            |                  2 | On Loan: No      |
| iQIYI, Inc.                                                                      | iQIYI, Inc.                                                                                                                      | CUSIP: N/A<br>LEI: 222100XL8T2Q5B8MS302       | Long             | DBT              | CORP              | KY        |       7000000 | PA      | $6921549.68     | 0.02%             | 2028-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Barclays Capital, Inc.                                                           | Barclays Capital, Inc.                                                                                                           | CUSIP: N/A<br>LEI: AC28XWWI3WIBK2824319       | Long             | RA               | CORP              | US        |        293625 | PA      | $293625.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LifePoint Health, Inc.                                                           | LifePoint Health, Inc.                                                                                                           | CUSIP: 53219LAY5<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |       1996000 | PA      | $2126826.00     | 0.01%             | 2032-02-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Orion CLO Ltd.                                                                   | Orion CLO Ltd., Series 2023-1A, Class E                                                                                          | CUSIP: 68626EAA8<br>LEI: 2138006D8Y42BDBTP628 | Long             | ABS-CBDO         | CORP              | JE        |       1000000 | PA      | $1005224.00     | 0.00%             | 2036-10-25      | Floating      | 12.18%                | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-1289586.60    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DP World Salaam                                                                  | DP World Salaam                                                                                                                  | CUSIP: N/A<br>LEI: 549300SUYBT9X88E9435       | Long             | DBT              | CORP              | KY        |       7726000 | PA      | $7718737.56     | 0.02%             | 2025-10-01      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| AMSR Trust                                                                       | AMSR Trust, Series 2021-SFR2, Class F1                                                                                           | CUSIP: 00179VAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       6743800 | PA      | $6536550.21     | 0.02%             | 2038-08-17      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| Manufacturers & Traders Trust Co.                                                | Manufacturers & Traders Trust Co.                                                                                                | CUSIP: 55279HAW0<br>LEI: WWB2V0FCW3A0EE3ZJN75 | Long             | DBT              | CORP              | US        |        800000 | PA      | $807048.39      | 0.00%             | 2028-01-27      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Quarzo SRL                                                                       | Quarzo SRL, Series 2024-1, Class B                                                                                               | CUSIP: N/A<br>LEI: 815600702F68B2ED0B22       | Long             | ABS-O            | CORP              | IT        |       4491817 | PA      | $5307009.53     | 0.01%             | 2041-06-15      | Floating      | 3.58%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust                                                       | J.P. Morgan Mortgage Trust, Series 2021-4, Class B3                                                                              | CUSIP: 46652VBZ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       6310067 | PA      | $5075958.79     | 0.01%             | 2051-08-25      | Variable      | 2.90%                 | No            |                  2 | On Loan: No      |
| Nomura Securities International, Inc.                                            | Nomura Securities International, Inc.                                                                                            | CUSIP: N/A<br>LEI: OXTKY6Q8X53C9ILVV871       | Long             | RA               | CORP              | US        |        514375 | PA      | $514375.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NEW Look Retailers                                                               | NEW Look Retailers                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | GB        |       4100922 | NS      | $56.29          | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     150420000 | PA      | $-1553279.40    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Societe Generale SA                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |        -12600 | NS      | $-22766.39      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Twin Bridges plc                                                                 | Twin Bridges plc, Series 2022-1, Class D                                                                                         | CUSIP: N/A<br>LEI: 213800OFO3J9U3ZZGO47       | Long             | ABS-MBS          | CORP              | GB        |        365000 | PA      | $498038.20      | 0.00%             | 2055-12-12      | Floating      | 5.93%                 | No            |                  2 | On Loan: No      |
| Nickel Resources International Holdings Co. Ltd.                                 | Nickel Resources International Holdings Co. Ltd., Series 1                                                                       | CUSIP: N/A<br>LEI: 894500QAGLHHA7D10Y73       | Long             | DBT              | CORP              | KY        |       8000000 | PA      | $0.10           | 0.00%             | 2018-12-12      | Fixed         | 12.00%                | No            |                  3 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $3421546.59     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | NDIRS                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      66661618 | PA      | $-23968.58      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bayview Commercial Asset Trust                                                   | Bayview Commercial Asset Trust, Series 2006-3A, Class A1                                                                         | CUSIP: 07324NAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        410549 | PA      | $392935.27      | 0.00%             | 2036-10-25      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| Affirm Asset Securitization Trust                                                | Affirm Asset Securitization Trust, Series 2025-X1, Class C                                                                       | CUSIP: 00834MAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       2790000 | PA      | $2792112.03     | 0.01%             | 2030-04-15      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| Ares Loan Funding I Ltd.                                                         | Ares Loan Funding I Ltd., Series 2021-ALFA, Class SUB                                                                            | CUSIP: 04018YAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      14000000 | PA      | $6947640.00     | 0.02%             | 2034-10-15      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | NDIRS                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | FR        |     224458000 | PA      | $-491129.51     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Community Health Systems, Inc.                                                   | Community Health Systems, Inc.                                                                                                   | CUSIP: 12543DBM1<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |       3612000 | PA      | $3202931.97     | 0.01%             | 2030-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $51538.52       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Pony SA                                                                          | Pony SA, Series 2024-1, Class D                                                                                                  | CUSIP: N/A<br>LEI: 2221001FWHVHKUW4NQ77       | Long             | ABS-O            | CORP              | LU        |        400000 | PA      | $472384.81      | 0.00%             | 2033-01-14      | Floating      | 3.54%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                                                     | Barclays Mortgage Loan Trust, Series 2024-NQM3, Class B3                                                                         | CUSIP: 066941AG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       9960617 | PA      | $9490218.89     | 0.02%             | 2064-06-25      | Variable      | 8.04%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | NIKE, Inc.                                                                                                                       | CUSIP: 00PBP43S0<br>LEI: N/A                  | N/A              | DE               |  | US        |         -7728 | NC      | $-19320.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Gategroup Fin Luxembourg SA                                                      | gategroup Finance Luxembourg SA, 1st Lien Term Loan B                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | LU        |       2831858 | PA      | $3336821.23     | 0.01%             | 2032-05-28      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| ELSAN SAS                                                                        | ELSAN SAS, Facility 1st Lien Term Loan B6                                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | FR        |       4000000 | PA      | $4684989.86     | 0.01%             | 2031-06-16      | Variable      | 6.16%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | NDIRS                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   28433258757 | PA      | $-40333.23      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Raven Acquisition Holdings LLC                                                   | Raven Acquisition Holdings LLC, Delayed Draw 1st Lien Term Loan                                                                  | CUSIP: 75419XAD6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |         34568 | PA      | $34524.69       | 0.00%             | 2031-11-19      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $1232431.69     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hashemite Kingdom of Jordan                                                      | Hashemite Kingdom of Jordan                                                                                                      | CUSIP: N/A<br>LEI: 5493000JZ4MYPVMBVN50       | Long             | DBT              | NUSS              | JO        |       1042000 | PA      | $1063329.74     | 0.00%             | 2029-01-13      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO 28 Ltd.                                                              | Elmwood CLO 28 Ltd., Series 2024-4A, Class F                                                                                     | CUSIP: 29003PAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       2000000 | PA      | $1936275.40     | 0.00%             | 2037-04-17      | Floating      | 11.53%                | No            |                  2 | On Loan: No      |
| Marui Group Co. Ltd.                                                             | Marui Group Co. Ltd.                                                                                                             | CUSIP: N/A<br>LEI: 52990081ZYFHQZEEMU57       | Long             | EC               | CORP              | JP        |         61500 | NS      | $1308485.93     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LBM Acquisition LLC                                                              | LBM Acquisition LLC                                                                                                              | CUSIP: 05552BAA4<br>LEI: 549300FAEB3VWZL4NI86 | Long             | DBT              | CORP              | US        |       6473000 | PA      | $5615327.50     | 0.01%             | 2029-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                                                     | Barclays Mortgage Loan Trust, Series 2023-NQM3, Class XS                                                                         | CUSIP: 06744FAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      96262945 | PA      | $898385.17      | 0.00%             | 2063-10-25      | Variable      | 0.82%                 | No            |                  2 | On Loan: No      |
| Home Equity Asset Trust                                                          | Home Equity Asset Trust, Series 2007-1, Class 2A3                                                                                | CUSIP: 43710LAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       4415285 | PA      | $3678065.00     | 0.01%             | 2037-05-25      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-187869.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RBC Capital Markets LLC                                                          | RBC Capital Markets LLC                                                                                                          | CUSIP: N/A<br>LEI: 549300LCO2FLSSVFFR64       | Long             | RA               | CORP              | US        |       1546722 | PA      | $1546722.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Western Digital Corp.                                                                                                            | CUSIP: 958102105<br>LEI: N/A                  | N/A              | DE               |  | US        |         12300 | NS      | $45049.98       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OCP CLO Ltd.                                                                     | OCP CLO Ltd., Series 2022-25A, Class PREF                                                                                        | CUSIP: 67116F106<br>LEI: 254900V271655KJK1382 | Long             | ABS-CBDO         | CORP              | KY        |      12500000 | PA      | $7995625.00     | 0.02%             | 2037-07-20      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Together Asset-Backed Securitisation plc                                         | Together Asset-Backed Securitisation plc, Series 2023-1ST2X, Class C                                                             | CUSIP: N/A<br>LEI: 635400JKBWLFDKJDAA39       | Long             | ABS-MBS          | CORP              | GB        |        438000 | PA      | $623527.79      | 0.00%             | 2065-04-20      | Floating      | 7.37%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $127043.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       1088093 | PA      | $196690.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sunoco LP                                                                        | Sunoco LP                                                                                                                        | CUSIP: 86765LAT4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        437000 | PA      | $424235.54      | 0.00%             | 2029-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AutoFlorence SRL                                                                 | AutoFlorence 2 SRL, Series 2, Class C                                                                                            | CUSIP: N/A<br>LEI: 815600C91B7AF7C88210       | Long             | ABS-O            | CORP              | IT        |         96207 | PA      | $113281.65      | 0.00%             | 2044-12-24      | Floating      | 3.05%                 | No            |                  2 | On Loan: No      |
| Steele Creek CLO Ltd.                                                            | Steele Creek CLO Ltd., Series 2017-1A, Class A                                                                                   | CUSIP: 85816VAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |         52223 | PA      | $52269.60       | 0.00%             | 2030-10-15      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $218020.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-136504.52     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Kleopatra Finco SARL                                                             | Kleopatra Finco SARL                                                                                                             | CUSIP: N/A<br>LEI: 222100M6T1N8VIC8M726       | Long             | DBT              | CORP              | LU        |       1422000 | PA      | $1570575.70     | 0.00%             | 2026-03-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Link CB Ltd.                                                                     | Link CB Ltd.                                                                                                                     | CUSIP: N/A<br>LEI: 2549000YKZX6JKWL1X31       | Long             | DBT              | CORP              | VG        |      40000000 | PA      | $5234851.79     | 0.01%             | 2027-12-12      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Kingdom of Bahrain                                                               | Kingdom of Bahrain                                                                                                               | CUSIP: N/A<br>LEI: 549300RODM1WN85LFQ95       | Long             | DBT              | NUSS              | BH        |        847000 | PA      | $851235.00      | 0.00%             | 2026-01-26      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | Johnson & Johnson                                                                                                                | CUSIP: 478160CC6<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |       3009000 | PA      | $3086136.25     | 0.01%             | 2035-05-20      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Howard Midstream Energy Partners LLC                                             | Howard Midstream Energy Partners LLC                                                                                             | CUSIP: 442722AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       3074000 | PA      | $3232919.65     | 0.01%             | 2032-07-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Race Point IX CLO Ltd.                                                           | Race Point IX CLO Ltd., Series 2015-9A, Class A1A2                                                                               | CUSIP: 74982WAA4<br>LEI: 549300C3570PBQ31OI09 | Long             | ABS-CBDO         | CORP              | KY        |        756759 | PA      | $757135.13      | 0.00%             | 2030-10-15      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| Paraguay Government International Bond                                           | Republic of Paraguay                                                                                                             | CUSIP: N/A<br>LEI: 529900UXKJTJPCU0HK83       | Long             | DBT              | NUSS              | PY        |       1937000 | PA      | $1649859.12     | 0.00%             | 2033-01-29      | Fixed         | 2.74%                 | No            |                  2 | On Loan: No      |
| OHA Loan Funding Ltd.                                                            | OHA Loan Funding Ltd., Series 2013-2A, Class AR                                                                                  | CUSIP: 67104LAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       5390777 | PA      | $5395608.68     | 0.01%             | 2031-05-23      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| Azule Energy Finance plc                                                         | Azule Energy Finance plc                                                                                                         | CUSIP: 05501YAA6<br>LEI: 2138006X6O82RJSQDB63 | Long             | DBT              | CORP              | GB        |       8010000 | PA      | $7889850.00     | 0.02%             | 2030-01-23      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Chromalloy Corp.                                                                 | Chromalloy Corp., 1st Lien Term Loan                                                                                             | CUSIP: 17110EAB6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       1359270 | PA      | $1360221.70     | 0.00%             | 2031-03-27      | Variable      | 8.04%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SLC Agricola SA                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -463200 | NS      | $71746.55       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | China Galaxy Securities Co. Ltd., Class H                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        200000 | NS      | $9913.68        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BMP                                                                              | BMP, Series 2024-MF23, Class E                                                                                                   | CUSIP: 05593JAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       5092000 | PA      | $5075626.16     | 0.01%             | 2041-06-15      | Floating      | 7.70%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                                                 | SMB Private Education Loan Trust, Series 2024-C, Class A1B                                                                       | CUSIP: 83206EAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       7172052 | PA      | $7120692.82     | 0.02%             | 2052-06-17      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| Stonegate Pub Co. Financing 2019 plc                                             | Stonegate Pub Co. Financing plc                                                                                                  | CUSIP: N/A<br>LEI: 254900L5266ML3505282       | Long             | DBT              | CORP              | GB        |       1825000 | PA      | $2597012.90     | 0.01%             | 2029-07-31      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Entegris, Inc.                                                                   | Entegris, Inc.                                                                                                                   | CUSIP: 29365BAB9<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |       2628000 | PA      | $2669769.43     | 0.01%             | 2030-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | NAVER Corp.                                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          5100 | NS      | $238983.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Spirit AeroSystems, Inc.                                                         | Spirit AeroSystems, Inc.                                                                                                         | CUSIP: 85205TAN0<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |      12155000 | PA      | $12896588.71    | 0.03%             | 2029-11-30      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                  | Goldman Sachs Group, Inc. (The)                                                                                                  | CUSIP: 38141GB78<br>LEI: 784F5XWPLTWKTBV3E584 | Short            | DBT              | CORP              | US        |     -18506000 | PA      | $-18282153.27   | -0.04%            | 2035-10-23      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| LBA Trust                                                                        | LBA Trust, Series 2024-7IND, Class A                                                                                             | CUSIP: 52109XAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       6410000 | PA      | $6416009.38     | 0.02%             | 2041-10-15      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| Tower Bridge Funding plc                                                         | Tower Bridge Funding plc, Series 2024-2X, Class A                                                                                | CUSIP: N/A<br>LEI: 635400KGPH6QBBQEL802       | Long             | ABS-MBS          | CORP              | GB        |       6960618 | PA      | $9576304.55     | 0.02%             | 2066-05-20      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| 280 Park Avenue Mortgage Trust                                                   | 280 Park Avenue Mortgage Trust, Series 2017-280P, Class A                                                                        | CUSIP: 90205FAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       2069000 | PA      | $2049603.13     | 0.00%             | 2034-09-15      | Floating      | 5.49%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | U.S. Treasury 10-Year Note                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |           104 | NC      | $16250.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                              | Mitsubishi Chemical Group Corp.                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |       -285300 | NS      | $-39887.06      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | USCPI                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | GB        |      42930000 | PA      | $11343.81       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       1830600 | PA      | $2748.32        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WaMu Mortgage Pass-Through Certificates Trust                                    | Washington Mutual Mortgage Pass-Through Certificates Trust, Series 2006-AR5, Class A1A                                           | CUSIP: 93362YAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        242808 | PA      | $222353.79      | 0.00%             | 2046-06-25      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| Level 3 Financing, Inc.                                                          | Level 3 Financing, Inc.                                                                                                          | CUSIP: 527298CM3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |       3147053 | PA      | $3202198.87     | 0.01%             | 2033-06-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Palmer Square Loan Funding Ltd.                                                  | Palmer Square Loan Funding Ltd., Series 2025-1A, Class D                                                                         | CUSIP: 69703VAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       4000000 | PA      | $3895673.60     | 0.01%             | 2033-02-15      | Floating      | 8.42%                 | No            |                  2 | On Loan: No      |
| Mercia                                                                           | Mercia, 1st Lien Term Loan                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | GB        |       9371294 | PA      | $12863506.69    | 0.03%             | 2026-04-09      | Variable      | 7.10%                 | No            |                  3 | On Loan: No      |
| Kingdom of Thailand                                                              | Kingdom of Thailand                                                                                                              | CUSIP: N/A<br>LEI: 254900PHJ6MSKT6C7026       | Long             | DBT              | NUSS              | TH        |    1549307000 | PA      | $50948949.08    | 0.12%             | 2035-03-17      | Fixed         | 2.41%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd.                                                                     | OCP CLO Ltd., Series 2016-12A, Class BAR3                                                                                        | CUSIP: 67092RBC1<br>LEI: 254900U8BS6KLMI9K654 | Long             | ABS-CBDO         | CORP              | KY        |       6750000 | PA      | $6758595.45     | 0.02%             | 2037-10-18      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| 280 Park Avenue Mortgage Trust                                                   | 280 Park Avenue Mortgage Trust, Series 2017-280P, Class E                                                                        | CUSIP: 90205FAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      17396902 | PA      | $16744518.18    | 0.04%             | 2034-09-15      | Floating      | 6.73%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | WH Group Ltd.                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       1019000 | NS      | $742.24         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   55971539957 | PA      | $975092.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       1250000 | PA      | $32129.08       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                                 | Deutsche Bank AG                                                                                                                 | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | DBT              | CORP              | DE        |      15400000 | PA      | $18171377.58    | 0.04%             | 2031-02-13      | Variable      | 3.38%                 | No            |                  2 | On Loan: No      |
| Breeze Aviation Group, Inc.                                                      | Breeze Aviation Group, Inc.                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |       6507831 | PA      | $6507830.75     | 0.02%             | 2028-01-30      | Fixed         | 0.00%                 | Yes           |                  3 | On Loan: No      |
| Seche Environnement SACA                                                         | Seche Environnement SACA                                                                                                         | CUSIP: N/A<br>LEI: 969500R9ENNIN33POO20       | Long             | DBT              | CORP              | FR        |        932000 | PA      | $1109102.36     | 0.00%             | 2030-03-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ardonagh Finco Ltd.                                                              | Ardonagh Finco Ltd.                                                                                                              | CUSIP: 039853AA4<br>LEI: 254900D2T84O1K03BA28 | Long             | DBT              | CORP              | JE        |       4042000 | PA      | $4225785.70     | 0.01%             | 2031-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Transurban Finance Co. Pty. Ltd.                                                 | Transurban Finance Co. Pty. Ltd.                                                                                                 | CUSIP: N/A<br>LEI: 54930081LPJMUMEA6E57       | Long             | DBT              | CORP              | AU        |       6000000 | PA      | $7299996.36     | 0.02%             | 2035-04-17      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                                           | Arab Republic of Egypt                                                                                                           | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |      37384000 | PA      | $760401.94      | 0.00%             | 2027-12-03      | Fixed         | 24.14%                | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     831684165 | PA      | $-5102081.38    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Whitebox CLO III Ltd.                                                            | Whitebox CLO III Ltd., Series 2021-3A, Class DR                                                                                  | CUSIP: 96467HAU0<br>LEI: 549300JXCQSPB1A61C68 | Long             | ABS-CBDO         | CORP              | KY        |       5250000 | PA      | $5235918.98     | 0.01%             | 2035-10-15      | Floating      | 7.11%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       3310000 | PA      | $87811.48       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | FR        |       4940000 | PA      | $-73087.27      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Elior Group SA                                                                   | Elior Group SA                                                                                                                   | CUSIP: N/A<br>LEI: 969500LYSYS0E800SQ95       | Long             | DBT              | CORP              | FR        |       2308000 | PA      | $2715622.87     | 0.01%             | 2026-07-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                                           | Alternative Loan Trust, Series 2005-29CB, Class A6                                                                               | CUSIP: 12667GUS0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        592279 | PA      | $342877.42      | 0.00%             | 2035-07-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Credit Agricole SA                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |        -86100 | NS      | $-58291.41      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sitio Royalties Operating Partnership LP                                         | Sitio Royalties Operating Partnership LP                                                                                         | CUSIP: 82983MAB6<br>LEI: 549300QY3ULLB2FX0O13 | Long             | DBT              | CORP              | US        |       5259000 | PA      | $5506539.08     | 0.01%             | 2028-11-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                                                | Barclays Bank plc                                                                                                                | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | RA               | CORP              | GB        |        364068 | PA      | $428853.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Lendmark Funding Trust                                                           | Lendmark Funding Trust, Series 2024-1A, Class C                                                                                  | CUSIP: 52603DAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       2283000 | PA      | $2323034.23     | 0.01%             | 2032-06-21      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Alexandria Real Estate Equities, Inc.                                                                                            | CUSIP: 015271109<br>LEI: N/A                  | N/A              | DE               |  | GB        |        -28100 | NS      | $8149.00        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MVM Energetika Zrt.                                                              | MVM Energetika Zrt.                                                                                                              | CUSIP: N/A<br>LEI: 529900ELI5AQ9F74PF85       | Long             | DBT              | NUSS              | HU        |       3896000 | PA      | $4101879.06     | 0.01%             | 2028-06-09      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | NDIRS                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      30189756 | PA      | $56502.71       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| 3650R Commercial Mortgage Trust                                                  | 3650R Commercial Mortgage Trust, Series 2022-PF2, Class A5                                                                       | CUSIP: 88575JAW8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       2100000 | PA      | $2137462.11     | 0.01%             | 2055-11-15      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| Engie SA                                                                         | Engie SA                                                                                                                         | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | DBT              | CORP              | FR        |        700000 | PA      | $814177.21      | 0.00%             | 2043-01-11      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| EDP SA                                                                           | EDP SA                                                                                                                           | CUSIP: N/A<br>LEI: 529900CLC3WDMGI9VH80       | Long             | DBT              | CORP              | PT        |       7000000 | PA      | $8360957.17     | 0.02%             | 2054-09-16      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| Vista Point Securitization Trust                                                 | Vista Point Securitization Trust, Series 2020-2, Class B1                                                                        | CUSIP: 92838TAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1160000 | PA      | $1135182.84     | 0.00%             | 2065-04-25      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| Bryant Park Funding Ltd.                                                         | Bryant Park Funding Ltd., Series 2023-19A, Class D2R                                                                             | CUSIP: 11765ABA6<br>LEI: 5493004CTFWJSWYD8564 | Long             | ABS-CBDO         | CORP              | KY        |       1500000 | PA      | $1498131.45     | 0.00%             | 2038-04-15      | Floating      | 8.24%                 | No            |                  2 | On Loan: No      |
| VEON Holdings BV                                                                 | VEON Holdings BV                                                                                                                 | CUSIP: N/A<br>LEI: 5493000XDKGUH5NQGE22       | Long             | DBT              | CORP              | NL        |       2246000 | PA      | $2066320.00     | 0.00%             | 2027-11-25      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |       1480000 | PA      | $50836.77       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Corp. Trust                                               | GS Mortgage Securities Corp. Trust, Series 2015-GC32, Class C                                                                    | CUSIP: 36250PAL9<br>LEI: 54930066YOFVQE068N73 | Long             | ABS-MBS          | CORP              | US        |       1786000 | PA      | $1733292.82     | 0.00%             | 2048-07-10      | Variable      | 4.55%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos., Inc.                                                      | Marsh & McLennan Cos., Inc.                                                                                                      | CUSIP: 571748BH4<br>LEI: 549300XMP3KDCKJXIU47 | Short            | DBT              | CORP              | US        |       -800000 | PA      | $-760104.49     | -0.00%            | 2039-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Builders FirstSource, Inc.                                                       | Builders FirstSource, Inc.                                                                                                       | CUSIP: 12008RAS6<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |        662000 | PA      | $674626.33      | 0.00%             | 2034-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $91230.45       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Recette CLO Ltd.                                                                 | Recette CLO Ltd., Series 2015-1A, Class DRR                                                                                      | CUSIP: 75620TAZ1<br>LEI: 549300392I5L5XOJ0016 | Long             | ABS-CBDO         | CORP              | KY        |       1000000 | PA      | $1000573.80     | 0.00%             | 2034-04-20      | Floating      | 7.78%                 | No            |                  2 | On Loan: No      |
| THPT Mortgage Trust                                                              | THPT Mortgage Trust, Series 2023-THL, Class A                                                                                    | CUSIP: 87252LAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       4267205 | PA      | $4340302.29     | 0.01%             | 2034-12-10      | Variable      | 7.23%                 | No            |                  2 | On Loan: No      |
| Amentum Holdings, Inc.                                                           | Amentum Holdings, Inc.                                                                                                           | CUSIP: 023939101<br>LEI: 2549009FJIBLW40CU216 | Long             | EC               | CORP              | US        |        628962 | NS      | $14849792.82    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Carrington Mortgage Loan Trust                                                   | Carrington Mortgage Loan Trust, Series 2006-NC1, Class M2                                                                        | CUSIP: 144531EZ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       1620000 | PA      | $1420860.69     | 0.00%             | 2036-01-25      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | NDIRS                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   60580670000 | PA      | $-14323.79      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Spa Holdings 3 Oy                                                                | Spa Holdings 3 Oy, Facility 1st Lien Term Loan B                                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | FI        |       4500000 | PA      | $5275119.25     | 0.01%             | 2028-02-04      | Variable      | 5.86%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association, Series 2020-151, Class MI                                                              | CUSIP: 38382J3Q7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |             2 | PA      | $0.22           | 0.00%             | 2050-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Flutter Financing BV                                                             | Flutter Financing BV, 1st Lien Term Loan B                                                                                       | CUSIP: N3313EAG5<br>LEI: N/A                  | Long             | LON              | CORP              | NL        |        935750 | PA      | $932240.94      | 0.00%             | 2030-12-02      | Variable      | 6.05%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | MSCI, Inc.                                                                                                                       | CUSIP: 55354G100<br>LEI: N/A                  | N/A              | DE               |  | US        |          3100 | NS      | $89829.28       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| 245 Park Avenue Trust                                                            | 245 Park Avenue Trust, Series 2017-245P, Class XA                                                                                | CUSIP: 90187LAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      25000000 | PA      | $78045.00       | 0.00%             | 2037-06-05      | Variable      | 0.27%                 | No            |                  2 | On Loan: No      |
| Credit Suisse First Boston Mortgage Securities Corp.                             | Credit Suisse First Boston Mortgage Securities Corp., Series 2004-CF2, Class 1B                                                  | CUSIP: 22541SD70<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        602523 | PA      | $452620.25      | 0.00%             | 2043-01-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| PKHL Commercial Mortgage Trust                                                   | PKHL Commercial Mortgage Trust, Series 2021-MF, Class F                                                                          | CUSIP: 69356GAQ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1617000 | PA      | $928936.91      | 0.00%             | 2038-07-15      | Floating      | 7.78%                 | No            |                  2 | On Loan: No      |
| SG Mortgage Securities Trust                                                     | SG Mortgage Securities Trust, Series 2006-FRE2, Class A2C                                                                        | CUSIP: 784208AD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       2294536 | PA      | $470316.95      | 0.00%             | 2036-07-25      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-843074.15     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Madison Park Funding XXIX Ltd.                                                   | Madison Park Funding XXIX Ltd., Series 2018-29A, Class A1R2                                                                      | CUSIP: 55820CAW5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      12000000 | PA      | $11988000.00    | 0.03%             | 2038-03-25      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| Sabre GLBL, Inc.                                                                 | Sabre GLBL, Inc., 1st Lien Term Loan B1                                                                                          | CUSIP: 78571YBG4<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | LON              | CORP              | US        |       1775963 | PA      | $1741704.66     | 0.00%             | 2027-12-17      | Variable      | 7.94%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   56730000000 | PA      | $987098.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fortuna Consumer Loan ABS DAC                                                    | Fortuna Consumer Loan ABS DAC, Series 2024-1, Class C                                                                            | CUSIP: N/A<br>LEI: 635400N6ZVLRSMHBQG89       | Long             | ABS-O            | CORP              | IE        |       3784834 | PA      | $4509277.82     | 0.01%             | 2034-02-18      | Floating      | 4.21%                 | No            |                  2 | On Loan: No      |
| AIB Group plc                                                                    | AIB Group plc                                                                                                                    | CUSIP: N/A<br>LEI: 635400AKJBGNS5WNQL34       | Long             | DBT              | CORP              | IE        |       4525000 | PA      | $5296909.85     | 0.01%             | 2031-07-14      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Melco Resorts Finance Ltd.                                                       | Melco Resorts Finance Ltd.                                                                                                       | CUSIP: N/A<br>LEI: 5493000FQDBWKDBZEF60       | Long             | DBT              | CORP              | KY        |       8200000 | PA      | $8179500.00     | 0.02%             | 2027-07-17      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Federation of Malaysia                                                           | Malaysia Government Bond                                                                                                         | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |      17340000 | PA      | $4122352.83     | 0.01%             | 2040-05-22      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| United Kingdom of Great Britain and Northern Ireland                             | U.K. Treasury Bonds                                                                                                              | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |      24400000 | PA      | $29011342.11    | 0.07%             | 2054-07-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Republic of Peru                                                                 | Republic of Peru                                                                                                                 | CUSIP: 715638DP4<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |       2380000 | PA      | $1904000.00     | 0.00%             | 2032-12-01      | Fixed         | 1.86%                 | No            |                  2 | On Loan: No      |
| Nucor Corp.                                                                      | Nucor Corp.                                                                                                                      | CUSIP: 670346105<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | EC               | CORP              | US        |          6591 | NS      | $853798.14      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Structured Adjustable Rate Mortgage Loan Trust                                   | Structured Adjustable Rate Mortgage Loan Trust, Series 2005-11, Class 1A1                                                        | CUSIP: 863579RP5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        601900 | PA      | $497608.78      | 0.00%             | 2035-05-25      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| Red & Black Auto Germany 10 UG                                                   | Red & Black Auto Germany 10 UG, Series 10, Class B                                                                               | CUSIP: N/A<br>LEI: 391200NRHS61DTNNBX69       | Long             | ABS-O            | CORP              | DE        |        872094 | PA      | $1029838.74     | 0.00%             | 2032-09-15      | Floating      | 3.09%                 | No            |                  2 | On Loan: No      |
| Informa plc                                                                      | Informa plc                                                                                                                      | CUSIP: N/A<br>LEI: 5493006VM2LKUPSEDU20       | Long             | DBT              | CORP              | GB        |       1092000 | PA      | $1268158.54     | 0.00%             | 2034-10-23      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| National Grid North America, Inc.                                                | National Grid North America, Inc.                                                                                                | CUSIP: N/A<br>LEI: 5Q3U0WRKWZZGRMPYFT08       | Long             | DBT              | CORP              | US        |        906000 | PA      | $1141946.69     | 0.00%             | 2033-09-12      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                     | UBS Group AG                                                                                                                     | CUSIP: 902613BN7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      12400000 | PA      | $12454423.60    | 0.03%             | 2029-09-10      | Variable      | 6.85%                 | No            |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust                                                         | Ajax Mortgage Loan Trust, Series 2023-C, Class M1                                                                                | CUSIP: 009926AD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1385300 | PA      | $1175701.62     | 0.00%             | 2063-05-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Finance Corp. International Ltd.                                   | Goldman Sachs Finance Corp. International Ltd., Series 1MTN                                                                      | CUSIP: N/A<br>LEI: 549300KQWCT26VXWW684       | Long             | DBT              | CORP              | JE        |       3000000 | PA      | $3633360.00     | 0.01%             | 2027-05-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-279.58        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| New Look Corp. Ltd.                                                              | New Look Corp. Ltd., 1st Lien Term Loan                                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | JE        |        160998 | PA      | $1104.97        | 0.00%             | 2029-11-09      | Variable      | 6.05%                 | No            |                  3 | On Loan: No      |
| FS Rialto Issuer LLC                                                             | FS Rialto Issuer LLC, Series 2024-FL9, Class A                                                                                   | CUSIP: 30338WAL3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       9190000 | PA      | $9224501.10     | 0.02%             | 2039-10-19      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | NDIRS                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    2283243268 | PA      | $-412.31        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Brignole Co.                                                                     | Brignole Co., Series 2024, Class C                                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | IT        |        429345 | PA      | $507984.05      | 0.00%             | 2042-02-24      | Floating      | 3.87%                 | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                                           | Arab Republic of Egypt                                                                                                           | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |       2316000 | PA      | $2746035.57     | 0.01%             | 2026-04-16      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Sound Point CLO XXXII Ltd.                                                       | Sound Point CLO XXXII Ltd., Series 2021-4A, Class A                                                                              | CUSIP: 83616AAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      19750000 | PA      | $19775917.93    | 0.05%             | 2034-10-25      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| US Foods, Inc.                                                                   | US Foods, Inc.                                                                                                                   | CUSIP: 90290MAE1<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |       1194000 | PA      | $1162563.74     | 0.00%             | 2030-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                                                     | BX Commercial Mortgage Trust, Series 2020-VIV3, Class B                                                                          | CUSIP: 05608EAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       8380451 | PA      | $7792797.85     | 0.02%             | 2044-03-09      | Variable      | 3.66%                 | No            |                  2 | On Loan: No      |
| Empresa Nacional de Telecomunicaciones SA                                        | Empresa Nacional de Telecomunicaciones SA                                                                                        | CUSIP: N/A<br>LEI: 529900N4SUIP0URJT330       | Long             | DBT              | CORP              | CL        |        804000 | PA      | $805809.00      | 0.00%             | 2026-08-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Volkswagen Bank GmbH                                                             | Volkswagen Bank GmbH                                                                                                             | CUSIP: N/A<br>LEI: 529900GJD3OQLRZCKW37       | Long             | DBT              | CORP              | DE        |       5700000 | PA      | $6980441.92     | 0.02%             | 2028-05-03      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Forestar Group, Inc.                                                             | Forestar Group, Inc.                                                                                                             | CUSIP: 346232AE1<br>LEI: 549300BC2UB0GHV60V70 | Long             | DBT              | CORP              | US        |       5349000 | PA      | $5265889.91     | 0.01%             | 2028-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                     | UBS Group AG                                                                                                                     | CUSIP: N/A<br>LEI: 549300SZJ9VS8SGXAN81       | Long             | DBT              | CORP              | CH        |      10563000 | PA      | $12266522.31    | 0.03%             | 2027-06-24      | Variable      | 1.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Baidu, Inc.                                                                                                                      | CUSIP: 056752108<br>LEI: N/A                  | N/A              | DE               |  | US        |             1 | NS      | $-1.49          | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Reworld Holding Corp.                                                            | Reworld Holding Corp.                                                                                                            | CUSIP: 22303XAA3<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | DBT              | CORP              | US        |       5200000 | PA      | $4946987.76     | 0.01%             | 2029-12-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Dai-ichi Life Holdings, Inc.                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        163300 | NS      | $14816.88       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-167032.44     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      98149399 | PA      | $1188376.29     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | NDIRS                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      48884151 | PA      | $-58795.68      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Medline Borrower LP                                                              | Medline Borrower LP                                                                                                              | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |       2583000 | PA      | $2477719.76     | 0.01%             | 2029-04-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BBVA Mexico SA Institucion de Banca Multiple Grupo Financiero BBVA Mexico        | BBVA Mexico SA Institucion de Banca Multiple Grupo Financiero BBVA Mexico                                                        | CUSIP: N/A<br>LEI: 549300WIWQK5Q9MCUN92       | Long             | DBT              | CORP              | MX        |       1195000 | PA      | $1224875.00     | 0.00%             | 2035-02-11      | Variable      | 7.62%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Chase Commercial Mortgage Securities Trust                           | J.P. Morgan Chase Commercial Mortgage Securities Trust, Series 2024-IGLG, Class X                                                | CUSIP: 46593KAQ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     218000000 | PA      | $39218.20       | 0.00%             | 2039-11-09      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDI                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     615078000 | PA      | $-3276795.63    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CCO Holdings LLC                                                                 | CCO Holdings LLC                                                                                                                 | CUSIP: 1248EPCK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        613000 | PA      | $572648.34      | 0.00%             | 2031-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      84050000 | PA      | $-241390.66     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                                                     | Barclays Mortgage Loan Trust, Series 2023-NQM3, Class B2                                                                         | CUSIP: 06744FAF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       3243900 | PA      | $3226616.18     | 0.01%             | 2063-10-25      | Variable      | 7.98%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |       1138000 | PA      | $5917.31        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BXP Trust                                                                        | BXP Trust, Series 2017-CC, Class E                                                                                               | CUSIP: 05607CAN9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       3820000 | PA      | $3065377.34     | 0.01%             | 2037-08-13      | Variable      | 3.67%                 | No            |                  2 | On Loan: No      |
| FCT Noria                                                                        | FCT Noria, Series 2021-1, Class D                                                                                                | CUSIP: N/A<br>LEI: 5493003C5ECZD3NDSV63       | Long             | ABS-O            | CORP              | FR        |        442801 | PA      | $521224.90      | 0.00%             | 2049-10-25      | Floating      | 3.39%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | MMG Ltd.                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -3956000 | NS      | $-290154.61     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Volkswagen Leasing GmbH                                                          | Volkswagen Leasing GmbH                                                                                                          | CUSIP: N/A<br>LEI: 5299004GLEUX88BSNB74       | Long             | DBT              | CORP              | DE        |       4162000 | PA      | $4799854.90     | 0.01%             | 2026-07-20      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Mortimer 2024-Mix plc                                                            | Mortimer 2024-Mix plc, Series 2024-MIX, Class D                                                                                  | CUSIP: N/A<br>LEI: 213800F12CZ391USLI51       | Long             | ABS-MBS          | CORP              | GB        |        198000 | PA      | $272317.12      | 0.00%             | 2067-09-22      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| Telefonica Emisiones SA                                                          | Telefonica Emisiones SA                                                                                                          | CUSIP: N/A<br>LEI: 549300Y5MFC4SW5Z3K71       | Long             | DBT              | CORP              | ES        |      26723000 | PA      | $36804807.06    | 0.09%             | 2026-02-02      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch Mortgage Investors Trust                                           | Merrill Lynch Mortgage Investors Trust, Series 2006-RM3, Class A2B                                                               | CUSIP: 590217AD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       2696113 | PA      | $565878.87      | 0.00%             | 2037-06-25      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | HICPXT                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | GB        |      40630000 | PA      | $-74540.06      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Iliad Holding SASU                                                               | Iliad Holding SASU                                                                                                               | CUSIP: 449691AC8<br>LEI: 9695009PXA7OI9NXN582 | Long             | DBT              | CORP              | FR        |       6777000 | PA      | $6900837.34     | 0.02%             | 2028-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SBA Communications Corp.                                                         | SBA Communications Corp.                                                                                                         | CUSIP: 78410GAD6<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | DBT              | CORP              | US        |       8005000 | PA      | $7881732.61     | 0.02%             | 2027-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Dynasty Acquisition Co., Inc.                                                    | Dynasty Acquisition Co., Inc., 1st Lien Term Loan B2                                                                             | CUSIP: 26812CAP1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |        397359 | PA      | $397414.73      | 0.00%             | 2031-10-31      | Variable      | 6.33%                 | No            |                  2 | On Loan: No      |
| AREIT LLC                                                                        | AREIT LLC, Series 2023-CRE8, Class A                                                                                             | CUSIP: 04002BAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | BM        |       5602314 | PA      | $5619495.52     | 0.01%             | 2041-08-17      | Floating      | 6.43%                 | No            |                  2 | On Loan: No      |
| One New York Plaza Trust                                                         | One New York Plaza Trust, Series 2020-1NYP, Class B                                                                              | CUSIP: 68249DAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       3892000 | PA      | $3720177.54     | 0.01%             | 2036-01-15      | Floating      | 5.93%                 | No            |                  2 | On Loan: No      |
| Verisure Midholding AB                                                           | Verisure Midholding AB                                                                                                           | CUSIP: N/A<br>LEI: 549300496LYEZ55X1M49       | Short            | DBT              | CORP              | SE        |      -5230000 | PA      | $-6183781.05    | -0.01%            | 2029-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-3297698.91    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Archrock Partners LP                                                             | Archrock Partners LP                                                                                                             | CUSIP: 03959KAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       1235000 | PA      | $1258264.32     | 0.00%             | 2032-09-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Borrower LLC                                              | Hilton Grand Vacations Borrower LLC                                                                                              | CUSIP: 43284MAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       3561000 | PA      | $3281306.24     | 0.01%             | 2031-07-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Delek Logistics Partners LP                                                      | Delek Logistics Partners LP                                                                                                      | CUSIP: 24665FAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       5841000 | PA      | $6062268.76     | 0.01%             | 2029-03-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Cloud Software Group, Inc.                                                       | Cloud Software Group, Inc.                                                                                                       | CUSIP: 18912UAC6<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |       6973000 | PA      | $7420868.82     | 0.02%             | 2032-06-30      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Federal Republic of Nigeria                                                      | Federal Republic of Nigeria                                                                                                      | CUSIP: N/A<br>LEI: 549300GSBZD84TNEQ285       | Long             | DBT              | NUSS              | NG        |       7283000 | PA      | $7328518.75     | 0.02%             | 2029-03-24      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Trust Fibra Uno                                                                  | Trust Fibra Uno                                                                                                                  | CUSIP: N/A<br>LEI: 54930011BLQ0JPRBAL73       | Long             | DBT              | CORP              | MX        |        488000 | PA      | $462160.40      | 0.00%             | 2030-01-15      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      32071611 | PA      | $-1795.39       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Hrni Holdings LLC                                                                | Hrni Holdings LLC, 1st Lien Term Loan B                                                                                          | CUSIP: 40443NAC4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      29898988 | PA      | $29076765.34    | 0.07%             | 2028-12-11      | Variable      | 8.58%                 | No            |                  3 | On Loan: No      |
| Citadel plc                                                                      | Citadel plc, Series 2024-1, Class D                                                                                              | CUSIP: N/A<br>LEI: 213800XKX6NBEB5W9Z43       | Long             | ABS-MBS          | CORP              | GB        |       1062000 | PA      | $1457423.40     | 0.00%             | 2060-04-28      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| Providus CLO VI DAC                                                              | Providus CLO VI DAC, Series 6X, Class D                                                                                          | CUSIP: N/A<br>LEI: 635400OVFLV2AMKOP534       | Long             | ABS-CBDO         | CORP              | IE        |       1000000 | PA      | $1183890.17     | 0.00%             | 2034-05-20      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     715940000 | PA      | $-1134707.04    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Axfood AB                                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         63000 | NS      | $-3980.99       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Greenpoint Manufactured Housing                                                  | GreenPoint Manufactured Housing, Series 1999-5, Class M2                                                                         | CUSIP: 395383AG7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       1936098 | PA      | $1932646.10     | 0.00%             | 2029-12-15      | Variable      | 9.23%                 | No            |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust                                                         | Ajax Mortgage Loan Trust, Series 2021-G, Class C                                                                                 | CUSIP: 009703AC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      26790643 | PA      | $26590720.55    | 0.06%             | 2061-06-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-8914.71       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $75076.22       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BCE, Inc.                                                                                                                        | CUSIP: 05534B760<br>LEI: N/A                  | N/A              | DE               |  | US        |         69200 | NS      | $-10680.94      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Commerzbank AG                                                                   | Commerzbank AG                                                                                                                   | CUSIP: N/A<br>LEI: 851WYGNLUQLFZBSYGB56       | Long             | DBT              | CORP              | DE        |       5800000 | PA      | $7199335.92     | 0.02%             | 2029-10-09      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Crescent Midstream Operating LLC                                                 | Crescent Midstream Operating LLC                                                                                                 | CUSIP: N/A<br>LEI: 254900GGNPLW4ZPGYO57       | Long             | EC               | CORP              | US        |      11350000 | NS      | $11350000.00    | 0.03%             |  |  |  | No            |                  3 | On Loan: No      |
| Asimi Funding plc                                                                | Asimi Funding plc, Series 2024-1, Class A                                                                                        | CUSIP: N/A<br>LEI: 635400ED9TX8KJO28Q39       | Long             | ABS-O            | CORP              | GB        |        792198 | PA      | $1088147.96     | 0.00%             | 2031-09-16      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| Raizen Fuels Finance SA                                                          | Raizen Fuels Finance SA                                                                                                          | CUSIP: 75102XAC0<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |        825000 | PA      | $764362.50      | 0.00%             | 2054-03-05      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | DE        |       3996000 | PA      | $-551778.63     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Federal Democratic Republic of Ethiopia                                          | Federal Democratic Republic of Ethiopia                                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ET        |        564000 | PA      | $518880.00      | 0.00%             | 2024-12-11      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Bayer AG                                                                         | Bayer AG                                                                                                                         | CUSIP: N/A<br>LEI: 549300J4U55H3WP1XT59       | Long             | DBT              | CORP              | DE        |       1900000 | PA      | $2249899.81     | 0.01%             | 2082-03-25      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                                                | Barclays Bank plc                                                                                                                | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | RA               | CORP              | GB        |         85585 | PA      | $85585.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Lanebrook Mortgage Transaction plc                                               | Lanebrook Mortgage Transaction plc, Series 2021-1, Class A                                                                       | CUSIP: N/A<br>LEI: 213800KIKUC4SBO49X16       | Long             | ABS-MBS          | CORP              | GB        |       1429784 | PA      | $1961001.31     | 0.00%             | 2058-07-20      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| Howard Hughes Corp. (The)                                                        | Howard Hughes Corp. (The)                                                                                                        | CUSIP: 44267DAF4<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |       1057000 | PA      | $975445.05      | 0.00%             | 2031-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Danone SA                                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -37100 | NS      | $91666.24       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank Mandiri Persero Tbk. PT                                                     | Bank Mandiri Persero Tbk. PT                                                                                                     | CUSIP: N/A<br>LEI: 549300RSKQN4Z5ZSGH94       | Long             | EC               | CORP              | ID        |       3227300 | NS      | $969430.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Denka Co. Ltd.                                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -148800 | NS      | $-101806.97     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BEACH ACQUISITION BIDCO LLC                                                      | Beach Acquisition Bidco LLC, 1st Lien Term Loan B                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2428571 | PA      | $2854784.88     | 0.01%             | 2032-06-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-250.85        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Prestige Brands, Inc.                                                            | Prestige Brands, Inc.                                                                                                            | CUSIP: 74112BAM7<br>LEI: 549300JBVP4J6D42I235 | Long             | DBT              | CORP              | US        |       2777000 | PA      | $2558966.07     | 0.01%             | 2031-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-510455.51     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                                                       | AT&T, Inc.                                                                                                                       | CUSIP: N/A<br>LEI: 549300Z40J86GGSTL398       | Long             | DBT              | CORP              | US        |      19000000 | PA      | $26493718.09    | 0.06%             | 2027-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Albertsons Cos., Inc.                                                            | Albertsons Cos., Inc.                                                                                                            | CUSIP: 013092AE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       2220000 | PA      | $2182294.50     | 0.01%             | 2030-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      14756709 | PA      | $6237.04        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bankinter SA                                                                     | Bankinter SA                                                                                                                     | CUSIP: N/A<br>LEI: VWMYAEQSTOPNV0SUGU82       | Long             | DBT              | CORP              | ES        |       4000000 | PA      | $4793488.48     | 0.01%             | 2026-01-17      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| JPMorgan Securities plc                                                          | JPMorgan Securities plc                                                                                                          | CUSIP: N/A<br>LEI: K6Q0W1PS1L1O4IQL9C32       | Long             | RA               | CORP              | GB        |       3380770 | PA      | $3982378.32     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Brex Commercial Charge Card Master Trust                                         | Brex Commercial Charge Card Master Trust, Series 2024-1, Class A1                                                                | CUSIP: 05601DAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       6223000 | PA      | $6270644.53     | 0.01%             | 2027-07-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                                                | HSBC Holdings plc                                                                                                                | CUSIP: N/A<br>LEI: MLU0ZO3ML4LN2LL2TL39       | Long             | DBT              | CORP              | GB        |       3109000 | PA      | $3644601.85     | 0.01%             | 2029-07-04      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| Battalion CLO VIII Ltd.                                                          | Battalion CLO VIII Ltd., Series 2015-8A, Class A2R2                                                                              | CUSIP: 07132ACE1<br>LEI: 549300WH2OE0BGHQQP83 | Long             | ABS-CBDO         | CORP              | KY        |      11000000 | PA      | $11049203.00    | 0.03%             | 2030-07-18      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| Onemain Financial Issuance Trust                                                 | OneMain Financial Issuance Trust, Series 2024-1A, Class A                                                                        | CUSIP: 68269NAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      33293000 | PA      | $34838690.78    | 0.08%             | 2041-05-14      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     251205000 | PA      | $3104760.09     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |        110469 | PA      | $8851.64        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Dayforce, Inc.                                                                   | Dayforce, Inc., 1st Lien Term Loan B                                                                                             | CUSIP: 23958CAD9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |        258397 | PA      | $258396.53      | 0.00%             | 2031-03-01      | Variable      | 6.28%                 | No            |                  3 | On Loan: No      |
| N/A                                                                              | SOP                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    -255210005 | PA      | $-52723.75      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BofA Securities, Inc.                                                            | BofA Securities, Inc.                                                                                                            | CUSIP: N/A<br>LEI: 549300HN4UKV1E2R3U73       | Long             | RA               | CORP              | US        |        831000 | PA      | $831000.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Amynta Agency Borrower, Inc.                                                     | Amynta Agency Borrower, Inc., 1st Lien Term Loan                                                                                 | CUSIP: 57810JAL2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |        545128 | PA      | $544931.34      | 0.00%             | 2031-12-29      | Variable      | 7.33%                 | No            |                  2 | On Loan: No      |
| Gracie Point International Funding                                               | Gracie Point International Funding, Series 2023-1A, Class A                                                                      | CUSIP: 383931AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |       4458531 | PA      | $4465783.65     | 0.01%             | 2026-09-01      | Floating      | 6.30%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Wells Fargo & Co.                                                                                                                | CUSIP: 00PBRB8D0<br>LEI: N/A                  | N/A              | DE               |  | US        |         -2700 | NC      | $-91800.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Star Energy Geothermal Darajat II                                                | Star Energy Geothermal Darajat II                                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | BM        |        974129 | PA      | $931539.64      | 0.00%             | 2029-04-14      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Viatris, Inc.                                                                                                                    | CUSIP: 92556V106<br>LEI: N/A                  | N/A              | DE               |  | US        |        186500 | NS      | $13387.52       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Toray Industries, Inc.                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -48200 | NS      | $-1958.29       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Full House Resorts, Inc.                                                         | Full House Resorts, Inc.                                                                                                         | CUSIP: 359678AC3<br>LEI: 5493009DKIWW0H901Y82 | Long             | DBT              | CORP              | US        |       2412000 | PA      | $2343678.17     | 0.01%             | 2028-02-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Delta 2 (Lux) SARL                                                               | Delta 2 (Lux) SARL, 1st Lien Term Loan B                                                                                         | CUSIP: L2465BAW6<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |        599572 | PA      | $599721.62      | 0.00%             | 2031-09-30      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Aozora Bank Ltd.                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         -8400 | NS      | $-1856.25       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | NVIDIA Corp.                                                                                                                     | CUSIP: 00PBG68L5<br>LEI: N/A                  | N/A              | DE               |  | US        |          -850 | NC      | $-54825.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Marvell Technology, Inc.                                                         | Marvell Technology, Inc.                                                                                                         | CUSIP: 573874104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        262550 | NS      | $20321370.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| DC Trust                                                                         | DC Trust, Series 2024-HLTN, Class F                                                                                              | CUSIP: 24022FAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       4127000 | PA      | $4132462.08     | 0.01%             | 2040-04-13      | Variable      | 10.66%                | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                                                     | BX Commercial Mortgage Trust, Series 2024-BRBK, Class E                                                                          | CUSIP: 05613NAN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1197000 | PA      | $1190228.09     | 0.00%             | 2041-10-15      | Floating      | 11.28%                | No            |                  2 | On Loan: No      |
| Fibercop SpA                                                                     | Fibercop SpA                                                                                                                     | CUSIP: N/A<br>LEI: 8156007022402E114A31       | Long             | DBT              | CORP              | IT        |       7231000 | PA      | $8572270.10     | 0.02%             | 2030-06-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Parker-Hannifin Corp.                                                                                                            | CUSIP: 701094104<br>LEI: N/A                  | N/A              | DE               |  | GB        |         -4800 | NS      | $-164400.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | AMETEK, Inc.                                                                                                                     | CUSIP: 031100100<br>LEI: N/A                  | N/A              | DE               |  | GB        |        -12000 | NS      | $-44160.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                        | Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                                                                        | CUSIP: N/A<br>LEI: 254900OYVDRYS9J51J61       | Long             | DBT              | NUSS              | ID        |      12000000 | PA      | $12275746.78    | 0.03%             | 2031-11-05      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    1489926033 | PA      | $-3203131.50    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Chobani LLC                                                                      | Chobani LLC, 1st Lien Term Loan                                                                                                  | CUSIP: 17026YAK5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |        995435 | PA      | $997714.06      | 0.00%             | 2027-10-25      | Variable      | 6.83%                 | No            |                  2 | On Loan: No      |
| SG Commercial Mortgage Securities Trust                                          | SG Commercial Mortgage Securities Trust, Series 2019-PREZ, Class D                                                               | CUSIP: 78430EAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       4690000 | PA      | $4132126.85     | 0.01%             | 2039-09-15      | Variable      | 3.59%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-506402.05     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Melco Resorts Finance Ltd.                                                       | Melco Resorts Finance Ltd.                                                                                                       | CUSIP: N/A<br>LEI: 5493000FQDBWKDBZEF60       | Long             | DBT              | CORP              | KY        |      21000000 | PA      | $20545980.00    | 0.05%             | 2028-07-21      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Metro Finance Trust                                                              | Metro Finance Trust, Series 2025-1, Class A                                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | AU        |      19800000 | PA      | $13023942.12    | 0.03%             | 2031-10-15      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                                         | Cooperatieve Rabobank UA                                                                                                         | CUSIP: 21688ABC5<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Short            | DBT              | CORP              | NL        |       -400000 | PA      | $-407819.84     | -0.00%            | 2029-01-09      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |       1868604 | PA      | $-12570.25      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Stena International SA                                                           | Stena International SA                                                                                                           | CUSIP: N/A<br>LEI: 213800A4LTGG4W55QP46       | Long             | DBT              | CORP              | LU        |      16648000 | PA      | $16699575.50    | 0.04%             | 2031-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Hestiafloor 2                                                                    | Hestiafloor 2 SASU, Facility 1st Lien Term Loan B3                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | FR        |       4352941 | PA      | $5128213.43     | 0.01%             | 2030-02-27      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| Telefonica Emisiones SA                                                          | Telefonica Emisiones SA                                                                                                          | CUSIP: 87938WAX1<br>LEI: 549300Y5MFC4SW5Z3K71 | Short            | DBT              | CORP              | ES        |       -400000 | PA      | $-365435.97     | -0.00%            | 2049-03-01      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| Maricopa County Industrial Development Authority                                 | Maricopa County Industrial Development Authority, Series 2024                                                                    | CUSIP: 56681NJD0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |       8225000 | PA      | $8519657.21     | 0.02%             | 2029-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Kongsberg Gruppen ASA                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |         23700 | NS      | $6471.16        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Crown Point CLO 9 Ltd.                                                           | Crown Point CLO 9 Ltd., Series 2020-9A, Class DR                                                                                 | CUSIP: 22846DAQ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       1000000 | PA      | $995450.20      | 0.00%             | 2034-07-14      | Floating      | 8.25%                 | No            |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                                               | Banco Bilbao Vizcaya Argentaria SA                                                                                               | CUSIP: N/A<br>LEI: K8MS7FD7N5Z2WQ51AZ71       | Long             | DBT              | CORP              | ES        |      21000000 | PA      | $26457355.41    | 0.06%             | 2033-09-15      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Rolls-Royce Holdings plc                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        124200 | NS      | $136015.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Star Energy Geothermal Darajat II                                                | Star Energy Geothermal Darajat II                                                                                                | CUSIP: N/A<br>LEI: 254900A5FGTHUYFJ7K08       | Long             | DBT              | CORP              | BM        |       2031000 | PA      | $1909140.00     | 0.00%             | 2038-10-14      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Lanebrook Mortgage Transaction plc                                               | Lanebrook Mortgage Transaction plc, Series 2021-1, Class C                                                                       | CUSIP: N/A<br>LEI: 213800KIKUC4SBO49X16       | Long             | ABS-MBS          | CORP              | GB        |        158000 | PA      | $216645.12      | 0.00%             | 2058-07-20      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| ELM Trust                                                                        | ELM Trust, Series 2024-ELM, Class A10                                                                                            | CUSIP: 26860XAU5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       9410000 | PA      | $9509265.15     | 0.02%             | 2039-06-10      | Variable      | 5.99%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOP                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |     499080000 | PA      | $294660.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust                                                         | Ajax Mortgage Loan Trust, Series 2022-A, Class C                                                                                 | CUSIP: 009695AH0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       5309315 | PA      | $5736120.19     | 0.01%             | 2061-10-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                               | CUSIP: 31410KD84<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |           756 | PA      | $794.58         | 0.00%             | 2038-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fanatics Holdings, Inc.                                                          | Fanatics Holdings, Inc.                                                                                                          | CUSIP: N/A<br>LEI: 254900SDMEGPMGGZLF87       | Long             | EC               | CORP              | US        |        403700 | NS      | $24585330.00    | 0.06%             |  |  |  | Yes           |                  3 | On Loan: No      |
| INEOS Finance plc                                                                | INEOS Finance plc, 1st Lien Term Loan                                                                                            | CUSIP: G4768PAR2<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |       9035934 | PA      | $10377781.50    | 0.02%             | 2031-06-23      | Variable      | 5.43%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | H World Group Ltd.                                                                                                               | CUSIP: 44332N106<br>LEI: N/A                  | N/A              | DE               |  | US        |         27800 | NS      | $-27522.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Autonoria Spain FT                                                               | Autonoria Spain FT, Series 2023-SP, Class B                                                                                      | CUSIP: N/A<br>LEI: 959800XCSR4Q127ENL67       | Long             | ABS-O            | CORP              | ES        |        338256 | PA      | $399649.81      | 0.00%             | 2041-09-30      | Floating      | 3.04%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust                                                       | J.P. Morgan Mortgage Trust, Series 2021-INV7, Class B1                                                                           | CUSIP: 46654CAS4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       7192931 | PA      | $6127699.81     | 0.01%             | 2052-02-25      | Variable      | 3.26%                 | No            |                  2 | On Loan: No      |
| RBC Capital Markets LLC                                                          | RBC Capital Markets LLC                                                                                                          | CUSIP: N/A<br>LEI: 549300LCO2FLSSVFFR64       | Long             | RA               | CORP              | US        |         87375 | PA      | $87375.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Frontier Florida LLC                                                             | Frontier Florida LLC, Series E                                                                                                   | CUSIP: 362333AH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      21280000 | PA      | $22140430.63    | 0.05%             | 2028-02-01      | Fixed         | 6.86%                 | No            |                  2 | On Loan: No      |
| AHP Health Partners, Inc.                                                        | AHP Health Partners, Inc., 1st Lien Term Loan B                                                                                  | CUSIP: 00130MAK0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |        873918 | PA      | $876102.78      | 0.00%             | 2028-08-24      | Variable      | 7.08%                 | No            |                  2 | On Loan: No      |
| White Cap Supply Holdings LLC                                                    | White Cap Supply Holdings LLC, Facility 1st Lien Term Loan C                                                                     | CUSIP: 96350TAH3<br>LEI: 254900L2N0T6GULCL366 | Long             | LON              | CORP              | US        |       1990000 | PA      | $1976070.00     | 0.00%             | 2029-10-19      | Variable      | 7.58%                 | No            |                  2 | On Loan: No      |
| Huntington Bank Auto Credit-Linked Notes                                         | Huntington Bank Auto Credit-Linked Notes, Series 2024-1, Class B2                                                                | CUSIP: 44644NAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       8464271 | PA      | $8512051.74     | 0.02%             | 2032-05-20      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Principal Financial Group, Inc.                                                                                                  | CUSIP: 74251V102<br>LEI: N/A                  | N/A              | DE               |  | GB        |         36500 | NS      | $76650.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Eneva SA                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       1072300 | NS      | $21715.59       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Alcon AG                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         11100 | NS      | $-36266.66      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Affirm Master Trust                                                              | Affirm Master Trust, Series 2025-1A, Class A                                                                                     | CUSIP: 00833BAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      30491000 | PA      | $30725170.88    | 0.07%             | 2033-02-15      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| British Telecommunications plc                                                   | British Telecommunications plc                                                                                                   | CUSIP: N/A<br>LEI: 549300OWFMSO9NYV4H90       | Long             | DBT              | CORP              | GB        |      25562000 | PA      | $25064998.03    | 0.06%             | 2081-11-23      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd.                                                                     | OCP CLO Ltd., Series 2024-37A, Class B2                                                                                          | CUSIP: 67120AAG6<br>LEI: 213800VGDQYISNVLCT08 | Long             | ABS-CBDO         | CORP              | JE        |       2970000 | PA      | $2861861.11     | 0.01%             | 2037-10-15      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| Ares LXVIII CLO Ltd.                                                             | Ares LXVIII CLO Ltd., Series 2023-68A, Class E                                                                                   | CUSIP: 039942AA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |       2000000 | PA      | $2006527.80     | 0.00%             | 2035-04-25      | Floating      | 12.83%                | No            |                  2 | On Loan: No      |
| N/A                                                                              | iShares iBoxx $ High Yield Corporate Bond ETF                                                                                    | CUSIP: 00PBGSRJ1<br>LEI: N/A                  | N/A              | DE               |  | US        |          2250 | NC      | $6750.00        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ARES Commercial Mortgage Trust                                                   | ARES Commercial Mortgage Trust, Series 2024-IND, Class A                                                                         | CUSIP: 03990DAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      17640000 | PA      | $17667562.50    | 0.04%             | 2041-07-15      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| Univision Communications, Inc.                                                   | Univision Communications, Inc.                                                                                                   | CUSIP: 914906AZ5<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |       1874000 | PA      | $1876075.77     | 0.00%             | 2031-07-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp.                                                                 | CVS Health Corp.                                                                                                                 | CUSIP: 126650EH9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |       2342000 | PA      | $2415562.78     | 0.01%             | 2055-03-10      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    5655040000 | PA      | $-6111034.71    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| GDS Holdings Ltd.                                                                | GDS Holdings Ltd.                                                                                                                | CUSIP: 36165LAC2<br>LEI: 391200MGV8DDCHTN2R77 | Long             | DBT              | CORP              | KY        |       4195000 | PA      | $4782300.00     | 0.01%             | 2032-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| BHG Securitization Trust                                                         | BHG Securitization Trust, Series 2021-A, Class B                                                                                 | CUSIP: 08861YAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       1995000 | PA      | $1926937.78     | 0.00%             | 2033-11-17      | Fixed         | 2.79%                 | No            |                  2 | On Loan: No      |
| State of Qatar                                                                   | State of Qatar                                                                                                                   | CUSIP: N/A<br>LEI: 52990074F6OJOAXK4P65       | Long             | DBT              | NUSS              | QA        |        619000 | PA      | $612345.75      | 0.00%             | 2026-06-02      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust                                                         | Ajax Mortgage Loan Trust, Series 2021-E, Class B1                                                                                | CUSIP: 009740AD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       5213682 | PA      | $3343075.98     | 0.01%             | 2060-12-25      | Variable      | 3.73%                 | No            |                  2 | On Loan: No      |
| WEST Trust                                                                       | WEST Trust, Series 2025-ROSE, Class A                                                                                            | CUSIP: 955909AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       4758000 | PA      | $4817859.45     | 0.01%             | 2035-04-10      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Hyundai Motor Co.                                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          7709 | NS      | $18435.66       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Contemporary Amperex Technology Co. Ltd.                                         | Contemporary Amperex Technology Co. Ltd., Class H                                                                                | CUSIP: N/A<br>LEI: 300300KINDY1K0E9I032       | Long             | EC               | CORP              | CN        |         32900 | NS      | $1379713.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| PRPM LLC                                                                         | PRPM LLC, Series 2020-4, Class A1                                                                                                | CUSIP: 69359XAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       7582021 | PA      | $7577175.60     | 0.02%             | 2025-10-25      | Variable      | 6.61%                 | No            |                  2 | On Loan: No      |
| Rakuten Group, Inc.                                                              | Rakuten Group, Inc.                                                                                                              | CUSIP: 75102WAA6<br>LEI: 529900IMXUCQKUL1H943 | Long             | DBT              | CORP              | JP        |       2500000 | PA      | $2453240.83     | 0.01%             | 2026-04-22      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| Texas Debt Capital Euro CLO DAC                                                  | Texas Debt Capital Euro CLO DAC, Series 2024-1X, Class D                                                                         | CUSIP: N/A<br>LEI: 6354005CUY8PX5XJT459       | Long             | ABS-CBDO         | CORP              | IE        |       1243000 | PA      | $1467162.55     | 0.00%             | 2038-07-16      | Floating      | 5.85%                 | No            |                  2 | On Loan: No      |
| Oak Hill Credit Partners X-R Ltd.                                                | Oak Hill Credit Partners X-R Ltd., Series 2014-10RA, Class AR2                                                                   | CUSIP: 67707CBC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       9500000 | PA      | $9491486.10     | 0.02%             | 2038-04-20      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| Kingdom of Morocco                                                               | Kingdom of Morocco                                                                                                               | CUSIP: N/A<br>LEI: 529900F3MBW9XY5K1X07       | Long             | DBT              | NUSS              | MA        |       3795000 | PA      | $4471348.43     | 0.01%             | 2035-04-02      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOP                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     780240000 | PA      | $1682465.36     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Unipol Assicurazioni SpA                                                         | Unipol Assicurazioni SpA                                                                                                         | CUSIP: N/A<br>LEI: 8156005CE5E7340CCA86       | Long             | DBT              | CORP              | IT        |       3500000 | PA      | $4326390.52     | 0.01%             | 2034-05-23      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Novelis Corp.                                                                    | Novelis Corp.                                                                                                                    | CUSIP: 670001AL0<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |       3214000 | PA      | $3323054.07     | 0.01%             | 2030-01-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| RR Donnelley & Sons Co.                                                          | RR Donnelley & Sons Co.                                                                                                          | CUSIP: 257867BJ9<br>LEI: SU4X0P4WWRGOQDTSV032 | Long             | DBT              | CORP              | US        |       2781000 | PA      | $2781000.00     | 0.01%             | 2029-08-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Braccan Mortgage Funding plc                                                     | Braccan Mortgage Funding plc, Series 2024-1, Class B                                                                             | CUSIP: N/A<br>LEI: 635400RGKRFPCFMYJF13       | Long             | ABS-MBS          | CORP              | GB        |       2882996 | PA      | $3983545.62     | 0.01%             | 2067-02-15      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       4408000 | PA      | $67241.07       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                                           | Arab Republic of Egypt                                                                                                           | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |        604000 | PA      | $610342.00      | 0.00%             | 2030-02-04      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Teck Resources Ltd., Class B                                                                                                     | CUSIP: 878742204<br>LEI: N/A                  | N/A              | DE               |  | US        |         52000 | NS      | $98184.45       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                                 | Deutsche Bank AG                                                                                                                 | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | DBT              | CORP              | DE        |       2800000 | PA      | $3359657.11     | 0.01%             | 2030-10-30      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| Bletchley Park Funding plc                                                       | Bletchley Park Funding plc, Series 2025-1, Class B                                                                               | CUSIP: N/A<br>LEI: 635400OJVL3HJJTKNB05       | Long             | ABS-MBS          | CORP              | GB        |       2440000 | PA      | $3350485.14     | 0.01%             | 2070-01-27      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Osaic Holdings, Inc.                                                             | Osaic Holdings, Inc., 1st Lien Term Loan B4                                                                                      | CUSIP: 00775KAK4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       1392790 | PA      | $1394934.74     | 0.00%             | 2028-08-17      | Variable      | 7.83%                 | No            |                  2 | On Loan: No      |
| National Health Investors, Inc.                                                  | National Health Investors, Inc.                                                                                                  | CUSIP: 63633DAF1<br>LEI: 549300ZPKZIG6DKDEC02 | Short            | DBT              | CORP              | US        |       -100000 | PA      | $-88705.91      | -0.00%            | 2031-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Republic of Bulgaria                                                             | Bulgaria Government Bond                                                                                                         | CUSIP: N/A<br>LEI: 529900PG0XCL4LICL838       | Long             | DBT              | NUSS              | BG        |       2456000 | PA      | $2400740.00     | 0.01%             | 2037-03-05      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $125003.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |        646923 | PA      | $117850.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Dwight Issuer LLC                                                                | Dwight Issuer LLC, Series 2025-FL1, Class A                                                                                      | CUSIP: 233636AA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       2499000 | PA      | $2493339.77     | 0.01%             | 2042-09-18      | Floating      | 5.96%                 | No            |                  2 | On Loan: No      |
| AGL CLO 26 Ltd.                                                                  | AGL CLO 26 Ltd., Series 2023-26A, Class A                                                                                        | CUSIP: 00852HAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |       5000000 | PA      | $5018395.00     | 0.01%             | 2036-10-21      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| NAK Naftogaz Ukraine                                                             | NAK Naftogaz Ukraine                                                                                                             | CUSIP: N/A<br>LEI: 213800PUC1T9GI6EIO63       | Long             | DBT              | CORP              | GB        |        814957 | PA      | $635666.34      | 0.00%             | 2028-11-08      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                                            | United Mexican States                                                                                                            | CUSIP: 91087BAE0<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |        953000 | PA      | $938705.00      | 0.00%             | 2028-01-11      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Chase Commercial Mortgage Securities Trust                           | J.P. Morgan Chase Commercial Mortgage Securities Trust, Series 2024-IGLG, Class F                                                | CUSIP: 46593KAL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      11578000 | PA      | $11495546.12    | 0.03%             | 2039-11-09      | Variable      | 8.49%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | NDIRS                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     553535803 | PA      | $-2183434.89    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| STARM Mortgage Loan Trust                                                        | STARM Mortgage Loan Trust, Series 2007-2, Class 3A3                                                                              | CUSIP: 78473TAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        274392 | PA      | $132193.23      | 0.00%             | 2037-04-25      | Variable      | 6.24%                 | No            |                  2 | On Loan: No      |
| Currenta Group Holdings SARL                                                     | Currenta Group Holdings SARL                                                                                                     | CUSIP: N/A<br>LEI: 222100SF79KCJKYUPE47       | Long             | DBT              | CORP              | LU        |       5037000 | PA      | $5947335.93     | 0.01%             | 2032-05-15      | Floating      | 6.14%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-135183.99     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DISH Network Corp.                                                               | DISH Network Corp.                                                                                                               | CUSIP: 25470MAB5<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |       3464000 | PA      | $2876852.00     | 0.01%             | 2026-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-87545.96      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| American Airlines, Inc.                                                          | American Airlines, Inc.                                                                                                          | CUSIP: 023771T40<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | DBT              | CORP              | US        |       1193000 | PA      | $1250901.06     | 0.00%             | 2029-05-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Republic of Ecuador                                                              | Republic of Ecuador                                                                                                              | CUSIP: N/A<br>LEI: 5299003Y2U5XK0A35H71       | Long             | DBT              | NUSS              | EC        |       7582958 | PA      | $4763993.36     | 0.01%             | 2040-07-31      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Structured Asset Mortgage Investments II Trust                                   | Structured Asset Mortgage Investments II Trust, Series 2006-AR5, Class 2A1                                                       | CUSIP: 86360JAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        860688 | PA      | $605901.38      | 0.00%             | 2046-05-25      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Koninklijke Ahold Delhaize NV                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |        -53800 | NS      | $38473.73       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HONO Mortgage Trust                                                              | HONO Mortgage Trust, Series 2021-LULU, Class A                                                                                   | CUSIP: 40390MAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       6099000 | PA      | $6053257.50     | 0.01%             | 2036-10-15      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| Virgin Media Secured Finance plc                                                 | Virgin Media Secured Finance plc                                                                                                 | CUSIP: 92769XAP0<br>LEI: 213800X3RLP4NOTPY579 | Long             | DBT              | CORP              | GB        |        299000 | PA      | $294091.18      | 0.00%             | 2029-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Walt Disney Co. (The)                                                                                                            | CUSIP: 00PBGET35<br>LEI: N/A                  | N/A              | DE               |  | US        |          -700 | NC      | $-64750.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Jefferies Finance LLC                                                            | Jefferies Finance LLC                                                                                                            | CUSIP: 47232MAG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        603000 | PA      | $600827.33      | 0.00%             | 2031-10-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| National Australia Bank Ltd.                                                     | National Australia Bank Ltd.                                                                                                     | CUSIP: N/A<br>LEI: F8SB4JFBSYQFRQEH3Z21       | Long             | DBT              | CORP              | AU        |      14000000 | PA      | $12371177.28    | 0.03%             | 2037-01-12      | Variable      | 3.35%                 | No            |                  2 | On Loan: No      |
| NAK Naftogaz Ukraine                                                             | NAK Naftogaz Ukraine                                                                                                             | CUSIP: N/A<br>LEI: 213800PUC1T9GI6EIO63       | Long             | DBT              | CORP              | GB        |      21644913 | PA      | $21672131.74    | 0.05%             | 2026-07-19      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Anchorage Credit Funding 8 Ltd.                                                  | Anchorage Credit Funding 8 Ltd., Series 2019-8A, Class A                                                                         | CUSIP: 03331XAA9<br>LEI: 549300XI0H54XLMCG667 | Long             | ABS-CBDO         | CORP              | KY        |       8367140 | PA      | $8158556.73     | 0.02%             | 2037-07-25      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| DraftKings, Inc.                                                                 | DraftKings, Inc., Class A                                                                                                        | CUSIP: 26142V105<br>LEI: 2549006G33IUL6IVOD83 | Long             | EC               | CORP              | US        |        439890 | NS      | $18866882.10    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Intu Jersey 2 Ltd.                                                               | Intu Jersey 2 Ltd.                                                                                                               | CUSIP: N/A<br>LEI: 2138001VIQT6XAO8XD86       | Long             | DBT              | CORP              | JE        |       3730356 | PA      | $793673.44      | 0.00%             | 2024-11-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Anticimex Global AB                                                              | Anticimex Global AB, 1st Lien Term Loan B6                                                                                       | CUSIP: 03703HAB2<br>LEI: N/A                  | Long             | LON              | CORP              | SE        |        118501 | PA      | $118826.68      | 0.00%             | 2028-11-16      | Variable      | 7.66%                 | No            |                  2 | On Loan: No      |
| Transdigm, Inc.                                                                  | TransDigm, Inc., 1st Lien Term Loan L                                                                                            | CUSIP: 89364MCD4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |        327525 | PA      | $327963.88      | 0.00%             | 2032-01-19      | Variable      | 6.80%                 | No            |                  2 | On Loan: No      |
| Wayfair LLC                                                                      | Wayfair LLC                                                                                                                      | CUSIP: 94419NAA5<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |       1357000 | PA      | $1357607.94     | 0.00%             | 2029-10-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Dolcetto Holdco SpA                                                              | Dolcetto Holdco SpA                                                                                                              | CUSIP: N/A<br>LEI: 81560029E819F2CE4A42       | Long             | DBT              | CORP              | IT        |       2897000 | PA      | $3417503.43     | 0.01%             | 2032-07-14      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                                                      | Asurion LLC, 1st Lien Term Loan B13                                                                                              | CUSIP: 04649VBE9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |        426072 | PA      | $413502.39      | 0.00%             | 2030-09-19      | Variable      | 8.58%                 | No            |                  2 | On Loan: No      |
| LVMH Moet Hennessy Louis Vuitton SE                                              | LVMH Moet Hennessy Louis Vuitton SE                                                                                              | CUSIP: N/A<br>LEI: IOG4E947OATN0KJYSD45       | Long             | EC               | CORP              | FR        |          6060 | NS      | $3171682.67     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bayview Commercial Asset Trust                                                   | Bayview Commercial Asset Trust, Series 2007-5A, Class A4                                                                         | CUSIP: 07325WAE2<br>LEI: 549300I4K1GWFS0CTQ34 | Long             | ABS-MBS          | CORP              | US        |       5798529 | PA      | $3212608.34     | 0.01%             | 2037-10-25      | Floating      | 6.68%                 | No            |                  2 | On Loan: No      |
| Contego CLO V DAC                                                                | Contego CLO V DAC, Series 5X, Class DR                                                                                           | CUSIP: N/A<br>LEI: 549300RF10WJ1D9VYK55       | Long             | ABS-CBDO         | CORP              | IE        |       1470000 | PA      | $1730212.32     | 0.00%             | 2037-10-15      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| Casino Guichard Perrachon SA                                                     | Casino Guichard Perrachon SA                                                                                                     | CUSIP: N/A<br>LEI: 969500VHL8F83GBL6L29       | Long             | EC               | CORP              | FR        |         22622 | NS      | $11088.03       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                     | Oracle Corp.                                                                                                                     | CUSIP: 68389XCP8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Short            | DBT              | CORP              | US        |      -5000000 | PA      | $-5013378.70    | -0.01%            | 2033-02-06      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Vmed O2 UK Financing I plc                                                       | Vmed O2 UK Financing I plc                                                                                                       | CUSIP: 92858RAA8<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |       3666000 | PA      | $3358492.99     | 0.01%             | 2031-01-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO 78M                                                   | Golub Capital Partners CLO 78M, Series 2025-78A, Class A1                                                                        | CUSIP: 381934AC2<br>LEI: 254900PSE4IZIZUH7U62 | Long             | ABS-CBDO         | CORP              | US        |       2500000 | PA      | $2486465.25     | 0.01%             | 2039-04-21      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| INEOS US Finance LLC                                                             | INEOS US Finance LLC, 1st Lien Term Loan                                                                                         | CUSIP: G4768PAN1<br>LEI: 5493008MHJ4R367SNK31 | Long             | LON              | CORP              | US        |        957762 | PA      | $916377.58      | 0.00%             | 2030-02-18      | Variable      | 7.58%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz International Finance BV                                           | Mercedes-Benz International Finance BV                                                                                           | CUSIP: N/A<br>LEI: 529900RUGCXMPEENHQ31       | Long             | DBT              | CORP              | NL        |      19400000 | PA      | $22767871.00    | 0.05%             | 2028-09-05      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                                                 | SMB Private Education Loan Trust, Series 2024-A, Class A1B                                                                       | CUSIP: 831943AB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      55641821 | PA      | $56175982.60    | 0.13%             | 2056-03-15      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| Republic Finance Issuance Trust                                                  | Republic Finance Issuance Trust, Series 2024-B, Class B                                                                          | CUSIP: 76042GAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       7249000 | PA      | $7367450.83     | 0.02%             | 2037-11-20      | Fixed         | 5.86%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding XL Ltd.                                                     | Madison Park Funding XL Ltd., Series 9A, Class AR2                                                                               | CUSIP: 55821CAA2<br>LEI: 549300UTF8S11AHH4P70 | Long             | ABS-CBDO         | CORP              | KY        |       1033721 | PA      | $1034544.08     | 0.00%             | 2030-05-28      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| National Grid North America, Inc.                                                | National Grid North America, Inc.                                                                                                | CUSIP: N/A<br>LEI: 5Q3U0WRKWZZGRMPYFT08       | Long             | DBT              | CORP              | US        |       9440000 | PA      | $11898429.08    | 0.03%             | 2033-09-12      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| BHG Securitization Trust                                                         | BHG Securitization Trust, Series 2022-C, Class B                                                                                 | CUSIP: 08860DAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       2392352 | PA      | $2400264.24     | 0.01%             | 2035-10-17      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                                                | HSBC Holdings plc                                                                                                                | CUSIP: 404280CR8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |       3615000 | PA      | $4813482.51     | 0.01%             | 2027-07-24      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                                                     | Barclays Mortgage Loan Trust, Series 2025-NQM2, Class M1                                                                         | CUSIP: 066930AD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       6712200 | PA      | $6826773.23     | 0.02%             | 2065-05-25      | Variable      | 6.71%                 | No            |                  2 | On Loan: No      |
| Greene King Finance plc                                                          | Greene King Finance plc, Series A6                                                                                               | CUSIP: N/A<br>LEI: 213800QIJMYMW6TSBG41       | Long             | DBT              | CORP              | GB        |       2892500 | PA      | $3750663.58     | 0.01%             | 2035-03-15      | Fixed         | 4.06%                 | No            |                  2 | On Loan: No      |
| NatWest Group plc                                                                | NatWest Group plc                                                                                                                | CUSIP: N/A<br>LEI: 2138005O9XJIJN4JPN90       | Long             | DBT              | CORP              | GB        |      11432000 | PA      | $12944195.55    | 0.03%             | 2032-09-14      | Variable      | 1.04%                 | No            |                  2 | On Loan: No      |
| Bayview Commercial Asset Trust                                                   | Bayview Commercial Asset Trust, Series 2005-3A, Class A1                                                                         | CUSIP: 07324SCB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       2222833 | PA      | $2137990.93     | 0.01%             | 2035-11-25      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| London Cards No. 1 plc                                                           | London Cards No. 1 plc, Series 1, Class B                                                                                        | CUSIP: N/A<br>LEI: 635400THJ5YVVA4HYO05       | Long             | ABS-O            | CORP              | GB        |       1425000 | PA      | $2008694.21     | 0.00%             | 2033-05-15      | Floating      | 7.97%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortgage Loan Trust                                      | MF1 Multifamily Housing Mortgage Loan Trust, Series 2022-FL10, Class A                                                           | CUSIP: 55285BAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       4098288 | PA      | $4108888.81     | 0.01%             | 2037-09-17      | Floating      | 6.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDI                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      58347459 | PA      | $-1006006.09    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RLGH Finance Bermuda Ltd.                                                        | RLGH Finance Bermuda Ltd.                                                                                                        | CUSIP: N/A<br>LEI: 549300JARQYXR76TRX40       | Long             | DBT              | CORP              | BM        |       9460000 | PA      | $9540637.04     | 0.02%             | 2035-07-02      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Wireless PropCo Funding LLC                                                      | Wireless PropCo Funding LLC, Series 2025-1A, Class C                                                                             | CUSIP: 97655EAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      13145000 | PA      | $13328633.02    | 0.03%             | 2055-06-25      | Fixed         | 8.51%                 | No            |                  3 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | FR        |      10821400 | PA      | $-227526.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-470618.14     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                                             | Clear Channel Outdoor Holdings, Inc.                                                                                             | CUSIP: 18453HAF3<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |       3841000 | PA      | $3964849.20     | 0.01%             | 2030-04-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Brookfield Asset Management Ltd., Class A                                                                                        | CUSIP: 113004105<br>LEI: N/A                  | N/A              | DE               |  | US        |        -62800 | NS      | $-54131.79      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-237836.14     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                         | Electricite de France SA                                                                                                         | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | NUSS              | FR        |       7000000 | PA      | $7814509.29     | 0.02%             | 2030-06-15      | Variable      | 3.38%                 | No            |                  2 | On Loan: No      |
| Anchorage Capital CLO 7 Ltd.                                                     | Anchorage Capital CLO 7 Ltd., Series 2015-7A, Class DR3                                                                          | CUSIP: 03328TBY0<br>LEI: 54930014PVHLSZJQK139 | Long             | ABS-CBDO         | CORP              | KY        |       8860000 | PA      | $8938968.29     | 0.02%             | 2037-04-28      | Floating      | 8.08%                 | No            |                  2 | On Loan: No      |
| Avoca CLO XVIII DAC                                                              | Avoca CLO XVIII DAC, Series 18A, Class CR                                                                                        | CUSIP: N/A<br>LEI: 549300K6K5XESJRIKM24       | Long             | ABS-CBDO         | CORP              | IE        |        250000 | PA      | $295000.91      | 0.00%             | 2038-01-15      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| MFA Trust                                                                        | MFA Trust, Series 2024-RTL1, Class A1                                                                                            | CUSIP: 59319NAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      10556000 | PA      | $10591214.82    | 0.02%             | 2029-02-25      | Variable      | 7.09%                 | No            |                  2 | On Loan: No      |
| Medtronic Global Holdings SCA                                                    | Medtronic Global Holdings SCA                                                                                                    | CUSIP: 58507LAQ2<br>LEI: 549300JXMTTP8GKYIX14 | Long             | DBT              | CORP              | LU        |      12960000 | PA      | $9723765.41     | 0.02%             | 2049-07-02      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                                                     | BX Commercial Mortgage Trust, Series 2024-MF, Class E                                                                            | CUSIP: 05612EAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       6364647 | PA      | $6377125.80     | 0.02%             | 2039-02-15      | Floating      | 8.05%                 | No            |                  2 | On Loan: No      |
| Harvest CLO XXIII DAC                                                            | Harvest CLO XXIII DAC, Series 23X, Class D                                                                                       | CUSIP: N/A<br>LEI: 635400H4BIBT9YC1IC52       | Long             | ABS-CBDO         | CORP              | IE        |       1360000 | PA      | $1598235.26     | 0.00%             | 2032-10-20      | Floating      | 5.24%                 | No            |                  2 | On Loan: No      |
| Enel SpA                                                                         | Enel SpA, Series 6.5Y                                                                                                            | CUSIP: N/A<br>LEI: WOCMU6HCI0OJWNPRZS33       | Long             | DBT              | CORP              | IT        |      34602000 | PA      | $39246676.51    | 0.09%             | 2027-06-08      | Variable      | 1.38%                 | No            |                  2 | On Loan: No      |
| Hermitage 2025 plc                                                               | Hermitage plc, Series 2025-1, Class D                                                                                            | CUSIP: N/A<br>LEI: 635400MSBHAPT1EQBW93       | Long             | ABS-O            | CORP              | GB        |       1709000 | PA      | $2346475.82     | 0.01%             | 2033-04-21      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| City of New York                                                                 | City of New York, Series 2025H                                                                                                   | CUSIP: 64966SNH5<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |       3730000 | PA      | $3914848.32     | 0.01%             | 2045-02-01      | Fixed         | 6.29%                 | No            |                  2 | On Loan: No      |
| Orsted A/S                                                                       | Orsted A/S                                                                                                                       | CUSIP: N/A<br>LEI: W9NG6WMZIYEU8VEDOG48       | Long             | DBT              | NUSS              | DK        |       5000000 | PA      | $5082751.37     | 0.01%             | 3021-02-18      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Panorama Auto Trust                                                              | Panorama Auto Trust, Series 2025-1, Class B                                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | AU        |       8483000 | PA      | $5542329.92     | 0.01%             | 2033-03-15      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| LoanCore 2025 Issuer LLC                                                         | LoanCore 2025 Issuer LLC, Series 2025-CRE8, Class A                                                                              | CUSIP: 53947FAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       3560000 | PA      | $3548763.54     | 0.01%             | 2042-08-17      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| Space Exploration Technologies Corp., Class C                                    | Space Exploration Technologies Corp., Class C                                                                                    | CUSIP: N/A<br>LEI: 549300B9WLO96RQCXP87       | Long             | EC               | CORP              | US        |        105808 | NS      | $19574480.00    | 0.05%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Century Communities, Inc.                                                        | Century Communities, Inc.                                                                                                        | CUSIP: 156504AM4<br>LEI: 5299002QMB2O7ZL1CA26 | Long             | DBT              | CORP              | US        |       1555000 | PA      | $1440836.57     | 0.00%             | 2029-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Baldwin Insurance Group Holdings LLC                                             | Baldwin Insurance Group Holdings LLC (The), 1st Lien Term Loan B1                                                                | CUSIP: 05825HAG9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |        475306 | PA      | $474911.81      | 0.00%             | 2031-05-27      | Variable      | 7.29%                 | No            |                  2 | On Loan: No      |
| AutoFlorence SRL                                                                 | AutoFlorence 3 SRL, Series 3, Class A                                                                                            | CUSIP: N/A<br>LEI: 815600F88BB8BFD30863       | Long             | ABS-O            | CORP              | IT        |       5147438 | PA      | $6085846.54     | 0.01%             | 2046-12-25      | Floating      | 2.82%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Asset-Backed Securities I Trust                                     | Bear Stearns Asset-Backed Securities I Trust, Series 2006-AC1, Class 1A2                                                         | CUSIP: 07387UCF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       2476762 | PA      | $2551436.49     | 0.01%             | 2036-02-25      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     440087000 | PA      | $35861.51       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    6299460000 | PA      | $-716743.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Elmwood CLO II Ltd.                                                              | Elmwood CLO II Ltd., Series 2019-2A, Class SUB                                                                                   | CUSIP: 29001RAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       9750000 | PA      | $5041920.00     | 0.01%             | 2034-04-20      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Canadian National Railway Co.                                                                                                    | CUSIP: 136375102<br>LEI: N/A                  | N/A              | DE               |  | US        |         23900 | NS      | $24006.27       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | FCPIX                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | GB        |      39720000 | PA      | $144562.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Elstree Funding No. 4 plc                                                        | Elstree Funding No. 4 plc, Series 4, Class A                                                                                     | CUSIP: N/A<br>LEI: 635400JAGLODYUGMIF69       | Long             | ABS-MBS          | CORP              | GB        |       1297021 | PA      | $1789002.53     | 0.00%             | 2055-10-21      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| RBC Capital Markets LLC                                                          | RBC Capital Markets LLC                                                                                                          | CUSIP: N/A<br>LEI: 549300LCO2FLSSVFFR64       | Long             | RA               | CORP              | US        |        485000 | PA      | $485000.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kingdom of Morocco                                                               | Kingdom of Morocco                                                                                                               | CUSIP: 617726AP9<br>LEI: 529900F3MBW9XY5K1X07 | Long             | DBT              | NUSS              | MA        |       1220000 | PA      | $1283671.80     | 0.00%             | 2033-09-08      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       3916000 | PA      | $-205101.88     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fantasia Holdings Group Co. Ltd.                                                 | Fantasia Holdings Group Co. Ltd.                                                                                                 | CUSIP: N/A<br>LEI: 5493005JQNLB3I01JW62       | Long             | DBT              | CORP              | KY        |       3695000 | PA      | $101612.50      | 0.00%             | 2024-10-19      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| Rad CLO 6 Ltd.                                                                   | Rad CLO 6 Ltd., Series 2019-6A, Class A1R                                                                                        | CUSIP: 75010KAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       9000000 | PA      | $9037026.90     | 0.02%             | 2037-10-20      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| Hermitage 2024 plc                                                               | Hermitage 2024 plc, Series 2024-1, Class B                                                                                       | CUSIP: N/A<br>LEI: 635400OUUMGTAI2EJA52       | Long             | ABS-O            | CORP              | GB        |       1503962 | PA      | $2069120.05     | 0.00%             | 2033-04-21      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| Dutch Property Finance BV                                                        | Dutch Property Finance BV, Series 2021-2, Class C                                                                                | CUSIP: N/A<br>LEI: 724500HXDVQPC2FOAA29       | Long             | ABS-MBS          | CORP              | NL        |        504000 | PA      | $591499.06      | 0.00%             | 2059-04-28      | Floating      | 3.21%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $484576.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR Currency                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |      91867477 | PA      | $8.54           | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CommScope Holding Co., Inc.                                                      | CommScope Holding Co., Inc.                                                                                                      | CUSIP: 20337X109<br>LEI: 254900AW4CEPCQWSRI58 | Long             | EC               | CORP              | US        |        725437 | NS      | $6006618.36     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Scentre Group Trust 1                                                            | Scentre Group Trust 1                                                                                                            | CUSIP: N/A<br>LEI: 549300SQ859FBKRKSI77       | Long             | DBT              | CORP              | AU        |       3620000 | PA      | $2429581.26     | 0.01%             | 2054-09-10      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-173904.21     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MDGH GMTN RSC Ltd.                                                               | MDGH GMTN RSC Ltd.                                                                                                               | CUSIP: 55285GAD6<br>LEI: 213800WRY6FRL9IXLT77 | Long             | DBT              | CORP              | AE        |       1797000 | PA      | $1720537.65     | 0.00%             | 2033-11-22      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Altice France SA                                                                 | Altice France SA                                                                                                                 | CUSIP: N/A<br>LEI: 5493001ZMCICV4N02J21       | Long             | DBT              | CORP              | FR        |       1139000 | PA      | $1123661.23     | 0.00%             | 2029-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Asset-Backed Securities I Trust                                     | Bear Stearns Asset-Backed Securities I Trust, Series 2007-HE3, Class 1A3                                                         | CUSIP: 073852AC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |         26754 | PA      | $26818.61       | 0.00%             | 2037-04-25      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| Rakuten Group, Inc.                                                              | Rakuten Group, Inc.                                                                                                              | CUSIP: N/A<br>LEI: 529900IMXUCQKUL1H943       | Long             | EC               | CORP              | JP        |       1200300 | NS      | $6613871.61     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $179607.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mehilainen Yhtiot Oy                                                             | Mehilainen Yhtiot Oy                                                                                                             | CUSIP: N/A<br>LEI: 2138006X78HGYRHS5865       | Long             | DBT              | CORP              | FI        |       1860000 | PA      | $2197064.88     | 0.01%             | 2032-06-30      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| Jackson National Life Global Funding                                             | Jackson National Life Global Funding                                                                                             | CUSIP: 46849LVB4<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |       1000000 | PA      | $997479.23      | 0.00%             | 2029-10-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                   | BNP Paribas SA                                                                                                                   | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | RA               | CORP              | FR        |       1750000 | PA      | $1750000.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Herens Holdco SARL                                                               | Herens Holdco SARL                                                                                                               | CUSIP: 427169AA5<br>LEI: 2221002FZ55AMAUX4G64 | Long             | DBT              | CORP              | LU        |       2731000 | PA      | $2451004.23     | 0.01%             | 2028-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Bank Negara Indonesia Persero Tbk. PT                                            | Bank Negara Indonesia Persero Tbk. PT                                                                                            | CUSIP: N/A<br>LEI: 549300HZ8J3MLVXQ8F85       | Long             | DBT              | NUSS              | ID        |      18000000 | PA      | $17235000.00    | 0.04%             | 2027-03-24      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| Newday Funding Master Issuer plc                                                 | Newday Funding Master Issuer plc, Series 2022-2X, Class C                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | GB        |       3271000 | PA      | $4496673.06     | 0.01%             | 2030-07-15      | Floating      | 9.22%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      19413000 | PA      | $177478.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BWAY Mortgage Trust                                                              | BWAY Mortgage Trust, Series 2013-1515, Class A2                                                                                  | CUSIP: 05604FAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       2968676 | PA      | $2822789.81     | 0.01%             | 2033-03-10      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Garfunkelux Holdco 3 SA                                                          | Garfunkelux Holdco 3 SA                                                                                                          | CUSIP: N/A<br>LEI: 2221007QVSNJV7EWBX69       | Long             | DBT              | CORP              | LU        |       7650000 | PA      | $7585941.20     | 0.02%             | 2025-11-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Lehman XS Trust                                                                  | Lehman XS Trust, Series 2007-16N, Class AF2                                                                                      | CUSIP: 52525BBH4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       2509323 | PA      | $3385722.99     | 0.01%             | 2047-09-25      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| NACC Reperforming Loan REMIC Trust                                               | NACC Reperforming Loan REMIC Trust, Series 2004-R1, Class A2                                                                     | CUSIP: 62951MAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        589796 | PA      | $552324.77      | 0.00%             | 2034-03-25      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Lanebrook Mortgage Transaction plc                                               | Lanebrook Mortgage Transaction plc, Series 2021-1, Class B                                                                       | CUSIP: N/A<br>LEI: 213800KIKUC4SBO49X16       | Long             | ABS-MBS          | CORP              | GB        |        266000 | PA      | $364823.30      | 0.00%             | 2058-07-20      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| BLP Commercial Mortgage Trust                                                    | BLP Commercial Mortgage Trust, Series 2023-IND, Class A                                                                          | CUSIP: 055531AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       4097000 | PA      | $4100840.94     | 0.01%             | 2040-03-15      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Lendlease Corp. Ltd.                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        662800 | NS      | $-133962.88     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Strata CLO I Ltd.                                                                | Strata CLO I Ltd., Series 2018-1A, Class USUB                                                                                    | CUSIP: 86267XAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       7680000 | PA      | $328320.00      | 0.00%             | 2118-01-15      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | NDIRS                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     269131980 | PA      | $-5168542.18    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $36499.86       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SC Germany SA Compartment Consumer                                               | SC Germany SA Compartment Consumer, Series 2025-1, Class B                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | LU        |       2800000 | PA      | $3302874.27     | 0.01%             | 2038-12-14      | Floating      | 2.86%                 | No            |                  2 | On Loan: No      |
| Warner Bros Discovery, Inc.                                                      | Warner Bros Discovery, Inc.                                                                                                      | CUSIP: 934423104<br>LEI: 5493006ZCRFWKF6B1K26 | Long             | EC               | CORP              | US        |       1534226 | NS      | $17582229.96    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Trimaran CAVU Ltd.                                                               | Trimaran CAVU Ltd., Series 2024-1A, Class A                                                                                      | CUSIP: 895971AA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      34750000 | PA      | $34902934.75    | 0.08%             | 2038-01-25      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| Raiffeisen Bank International AG                                                 | Raiffeisen Bank International AG                                                                                                 | CUSIP: N/A<br>LEI: 9ZHRYM6F437SQJ6OUG95       | Long             | EC               | CORP              | AT        |         15737 | NS      | $481373.23      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ecopetrol SA                                                                     | Ecopetrol SA                                                                                                                     | CUSIP: 279158AS8<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | NUSS              | CO        |       3694000 | PA      | $3804820.00     | 0.01%             | 2033-01-13      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Tower Bridge Funding plc                                                         | Tower Bridge Funding plc, Series 2023-1X, Class D                                                                                | CUSIP: N/A<br>LEI: 635400CDNN2YH4YB6Q06       | Long             | ABS-MBS          | CORP              | GB        |       1116000 | PA      | $1534057.27     | 0.00%             | 2064-10-20      | Floating      | 8.55%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | USD Currency                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      31213606 | PA      | $375349.63      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bubbles Bidco SpA                                                                | Bubbles Bidco SpA                                                                                                                | CUSIP: N/A<br>LEI: 815600073942740CEB24       | Long             | DBT              | CORP              | IT        |       7748000 | PA      | $9155204.79     | 0.02%             | 2031-09-30      | Floating      | 6.23%                 | No            |                  2 | On Loan: No      |
| Visio Trust                                                                      | Visio Trust, Series 2022-1, Class B1                                                                                             | CUSIP: 92838CAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       4722000 | PA      | $4363171.26     | 0.01%             | 2057-08-25      | Variable      | 5.94%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Petroleo Brasileiro SA - Petrobras (Preference)                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -121400 | NS      | $-66930.68      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Altafiber                                                                        | Altafiber Virginia LLC, 1st Lien Term Loan B4                                                                                    | CUSIP: 17187MAT7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |        992449 | PA      | $992627.36      | 0.00%             | 2028-11-22      | Variable      | 7.08%                 | No            |                  2 | On Loan: No      |
| Fashion Show Mall LLC                                                            | Fashion Show Mall LLC, Series 2024-SHOW, Class A                                                                                 | CUSIP: 50245XAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1004086 | PA      | $1013989.40     | 0.00%             | 2041-10-10      | Variable      | 5.27%                 | No            |                  2 | On Loan: No      |
| Vmed O2 UK Financing I plc                                                       | Vmed O2 UK Financing I plc                                                                                                       | CUSIP: N/A<br>LEI: 213800MRR46ECNGZ7L69       | Long             | DBT              | CORP              | GB        |        770000 | PA      | $929470.28      | 0.00%             | 2032-04-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust                                                         | Ajax Mortgage Loan Trust, Series 2021-F, Class C                                                                                 | CUSIP: 00971FAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      36292947 | PA      | $34542479.97    | 0.08%             | 2061-06-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Canada Square Funding plc                                                        | Canada Square Funding plc, Series 2021-2, Class A                                                                                | CUSIP: N/A<br>LEI: 6354007J4JIXGCWTSJ05       | Long             | ABS-MBS          | CORP              | GB        |       1211213 | PA      | $1663101.53     | 0.00%             | 2058-06-17      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| Republic of Guatemala                                                            | Republic of Guatemala                                                                                                            | CUSIP: 401494AX7<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |       2884000 | PA      | $3064250.00     | 0.01%             | 2032-10-04      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | USCPI                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | GB        |      88180000 | PA      | $381300.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Zilch Finance 2 Ltd.                                                             | Zilch Finance 2 Ltd.                                                                                                             | CUSIP: N/A<br>LEI: 213800V4Q6ZVWVFJNT26       | Long             | ABS-O            | CORP              | GB        |      24500000 | PA      | $33629925.02    | 0.08%             | 2027-10-26      | Floating      | 8.22%                 | No            |                  3 | On Loan: No      |
| Frontier Communications Holdings LLC                                             | Frontier Communications Holdings LLC                                                                                             | CUSIP: 35908MAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       1385000 | PA      | $1398822.30     | 0.00%             | 2029-11-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Peer Holding III BV                                                              | Peer Holding III BV, Facility 1st Lien Term Loan B7                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | NL        |       3000000 | PA      | $3534662.79     | 0.01%             | 2031-11-26      | Variable      | 5.23%                 | No            |                  2 | On Loan: No      |
| Regatta XXIV Funding Ltd.                                                        | Regatta XXIV Funding Ltd., Series 2021-5A, Class AR                                                                              | CUSIP: 75889HAN0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      17000000 | PA      | $17057274.70    | 0.04%             | 2038-01-20      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Eli Lilly & Co.                                                                                                                  | CUSIP: 00PBGFU30<br>LEI: N/A                  | N/A              | DE               |  | US        |          -100 | NC      | $-161500.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CWABS Asset-Backed Notes Trust                                                   | CWABS Asset-Backed Notes Trust, Series 2007-SEA2, Class 2A1                                                                      | CUSIP: 12671CAK2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       2661695 | PA      | $2123924.24     | 0.01%             | 2047-06-25      | Floating      | 5.93%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust                                           | Velocity Commercial Capital Loan Trust, Series 2024-5, Class M3                                                                  | CUSIP: 92261AAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       5069517 | PA      | $5032368.69     | 0.01%             | 2054-10-25      | Variable      | 6.76%                 | No            |                  2 | On Loan: No      |
| Bayer AG                                                                         | Bayer AG (Registered)                                                                                                            | CUSIP: N/A<br>LEI: 549300J4U55H3WP1XT59       | Long             | EC               | CORP              | DE        |         65943 | NS      | $1986683.89     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sound Point Euro CLO III Funding DAC                                             | Sound Point Euro CLO III Funding DAC, Series 3X, Class C                                                                         | CUSIP: N/A<br>LEI: 635400G1JEJQHA5DT963       | Long             | ABS-CBDO         | CORP              | IE        |        750000 | PA      | $885380.42      | 0.00%             | 2033-04-15      | Floating      | 4.58%                 | No            |                  2 | On Loan: No      |
| PRM5 Trust                                                                       | PRM5 Trust, Series 2025-PRM5, Class D                                                                                            | CUSIP: 693980AG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       3600000 | PA      | $3583124.64     | 0.01%             | 2033-03-10      | Variable      | 5.81%                 | No            |                  2 | On Loan: No      |
| Govt of the Hong Kong Special Admin Region of the People Republic of China (The) | Hong Kong Government Bond                                                                                                        | CUSIP: N/A<br>LEI: 549300DSMAD69T7GGN13       | Long             | DBT              | NUSS              | HK        |      41850000 | PA      | $4987378.90     | 0.01%             | 2034-03-07      | Fixed         | 2.02%                 | No            |                  2 | On Loan: No      |
| A&D Mortgage Trust                                                               | A&D Mortgage Trust, Series 2024-NQM5, Class A1                                                                                   | CUSIP: 00039KAC4<br>LEI: 9845006Z1DC68561N347 | Long             | ABS-MBS          | CORP              | US        |       4544030 | PA      | $4561949.38     | 0.01%             | 2069-11-25      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Amgen, Inc.                                                                      | Amgen, Inc.                                                                                                                      | CUSIP: 031162DT4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |      24037000 | PA      | $23469628.97    | 0.06%             | 2053-03-02      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Gemgarto plc                                                                     | Gemgarto plc, Series 2021-1X, Class C                                                                                            | CUSIP: N/A<br>LEI: 635400KLHB2FIID9TE45       | Long             | ABS-MBS          | CORP              | GB        |        218000 | PA      | $299732.94      | 0.00%             | 2067-12-16      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| BRANICKS Group AG                                                                | BRANICKS Group AG                                                                                                                | CUSIP: N/A<br>LEI: 52990044JL2ZPWONU738       | Long             | DBT              | CORP              | DE        |       4200000 | PA      | $2771156.83     | 0.01%             | 2026-09-22      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Worldline SA                                                                     | Worldline SA                                                                                                                     | CUSIP: N/A<br>LEI: 549300CJMQNCA0U4TS33       | Long             | DBT              | CORP              | FR        |       1547200 | PA      | $2126612.50     | 0.01%             | 2025-07-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Rad CLO 25 Ltd.                                                                  | Rad CLO 25 Ltd., Series 2024-25A, Class A1                                                                                       | CUSIP: 75009GAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | BM        |       3000000 | PA      | $3013179.00     | 0.01%             | 2037-07-20      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| Home Depot, Inc. (The)                                                           | Home Depot, Inc. (The)                                                                                                           | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |          8984 | NS      | $3293893.76     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Turkcell Iletisim Hizmetleri A/S                                                 | Turkcell Iletisim Hizmetleri A/S                                                                                                 | CUSIP: 900111AD7<br>LEI: 7890003EX1LTLS2FFL84 | Long             | DBT              | CORP              | TR        |       1971000 | PA      | $2006724.38     | 0.00%             | 2032-01-24      | Fixed         | 7.65%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                     | UBS Group AG                                                                                                                     | CUSIP: 902613AJ7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |       1833000 | PA      | $1782858.65     | 0.00%             | 2027-02-12      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| Republic of Trinidad & Tobago                                                    | Republic of Trinidad & Tobago                                                                                                    | CUSIP: N/A<br>LEI: HYBZ5SXKW67ICKUUWH81       | Long             | DBT              | NUSS              | TT        |        447000 | PA      | $441189.00      | 0.00%             | 2026-08-04      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Akbank TAS                                                                       | Akbank TAS                                                                                                                       | CUSIP: N/A<br>LEI: 789000TUMN63Z28TJ497       | Long             | EC               | CORP              | TR        |        898060 | NS      | $1539033.66     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| QUALCOMM, Inc.                                                                   | QUALCOMM, Inc.                                                                                                                   | CUSIP: 747525AK9<br>LEI: H1J8DDZKZP6H7RWC0H53 | Short            | DBT              | CORP              | US        |       -100000 | PA      | $-91133.70      | -0.00%            | 2045-05-20      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | ETRS                                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       1268500 | PA      | $1003778.90     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Walt Disney Co. (The)                                                                                                            | CUSIP: 00CBFQ257<br>LEI: N/A                  | N/A              | DE               |  | US        |           400 | NC      | $246000.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Xerox Issuer Corp.                                                               | Xerox Issuer Corp.                                                                                                               | CUSIP: 98423RAA1<br>LEI: 4KF48RN45X1OO8UBLY20 | Long             | DBT              | CORP              | US        |       6305000 | PA      | $6471824.00     | 0.02%             | 2031-04-15      | Fixed         | 13.50%                | No            |                  2 | On Loan: No      |
| ReNew Wind Energy AP2                                                            | ReNew Wind Energy AP2                                                                                                            | CUSIP: N/A<br>LEI: 335800BITJZHVZ1CN475       | Long             | DBT              | CORP              | IN        |       4000000 | PA      | $3795000.00     | 0.01%             | 2028-07-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $129434.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Olympus Water US Holding Corp.                                                   | Olympus Water US Holding Corp., 1st Lien Term Loan B5                                                                            | CUSIP: 68163YAH8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       5361600 | PA      | $6263086.97     | 0.01%             | 2031-06-23      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| JPMorgan Securities plc                                                          | JPMorgan Securities plc                                                                                                          | CUSIP: N/A<br>LEI: K6Q0W1PS1L1O4IQL9C32       | Long             | RA               | CORP              | GB        |       1019943 | PA      | $1201441.86     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHL Mortgage Pass-Through Trust                                                  | CHL Mortgage Pass-Through Trust, Series 2005-22, Class 2A1                                                                       | CUSIP: 126694LU0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        845622 | PA      | $699471.85      | 0.00%             | 2035-11-25      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| Satus plc                                                                        | Satus plc, Series 2024-1, Class C                                                                                                | CUSIP: N/A<br>LEI: 213800P7IESQH1HBW693       | Long             | ABS-O            | CORP              | GB        |       3161000 | PA      | $4343294.27     | 0.01%             | 2031-01-17      | Floating      | 6.27%                 | No            |                  2 | On Loan: No      |
| HT Troplast GmbH                                                                 | HT Troplast GmbH                                                                                                                 | CUSIP: N/A<br>LEI: 529900Y2N2GAY3FXGP86       | Long             | DBT              | CORP              | DE        |       6774000 | PA      | $8397901.44     | 0.02%             | 2028-07-15      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                   | BNP Paribas SA                                                                                                                   | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |        442000 | PA      | $523386.30      | 0.00%             | 2026-10-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOP                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    -797066000 | PA      | $-189143.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Windsor Holdings III LLC                                                         | Windsor Holdings III LLC, 1st Lien Term Loan B                                                                                   | CUSIP: 97360BAJ4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       3000000 | PA      | $3489676.88     | 0.01%             | 2030-08-01      | Variable      | 4.73%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Progressive Corp. (The)                                                                                                          | CUSIP: 743315103<br>LEI: N/A                  | N/A              | DE               |  | GB        |          9100 | NS      | $4368.00        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fibercop SpA                                                                     | Fibercop SpA                                                                                                                     | CUSIP: N/A<br>LEI: 8156007022402E114A31       | Long             | DBT              | CORP              | IT        |       3318000 | PA      | $4168525.12     | 0.01%             | 2028-02-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| 1211 Avenue of the Americas Trust                                                | 1211 Avenue of the Americas Trust, Series 2015-1211, Class C                                                                     | CUSIP: 90117PAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1100000 | PA      | $1027136.00     | 0.00%             | 2035-08-10      | Variable      | 4.28%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Evolution Mining Ltd.                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -238100 | NS      | $62099.44       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Mitsubishi HC Capital, Inc.                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -202900 | NS      | $-19342.09      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Guardian US Holdco LLC                                                           | Guardian US Holdco LLC, 1st Lien Term Loan                                                                                       | CUSIP: 40147EAB5<br>LEI: 254900OSYC6XQ21DY128 | Long             | LON              | CORP              | US        |        994950 | PA      | $989974.76      | 0.00%             | 2030-01-31      | Variable      | 7.80%                 | No            |                  2 | On Loan: No      |
| Raven Acquisition Holdings LLC                                                   | Raven Acquisition Holdings LLC, 1st Lien Term Loan                                                                               | CUSIP: 75419XAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |        438704 | PA      | $438155.77      | 0.00%             | 2031-11-19      | Variable      | 7.58%                 | No            |                  2 | On Loan: No      |
| LGI Homes, Inc.                                                                  | LGI Homes, Inc.                                                                                                                  | CUSIP: 50187TAH9<br>LEI: 549300W02B4WNV8CV109 | Long             | DBT              | CORP              | US        |       6850000 | PA      | $7120842.15     | 0.02%             | 2028-12-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners 48 LP                                                     | Golub Capital Partners 48 LP, Series 2020-48A, Class A1R                                                                         | CUSIP: 38177DAQ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       6530000 | PA      | $6540735.32     | 0.02%             | 2038-04-17      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Coloplast A/S, Class B                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         26200 | NS      | $-130329.70     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AutoNoria Spain FT                                                               | AutoNoria Spain FT, Series 2025-SP, Class D                                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | ES        |       1400000 | PA      | $1649611.55     | 0.00%             | 2043-04-30      | Floating      | 3.39%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       7336000 | PA      | $-41513.46      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-233593.84     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| IndyMac INDX Mortgage Loan Trust                                                 | IndyMac INDX Mortgage Loan Trust, Series 2006-AR15, Class A1                                                                     | CUSIP: 456610AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        528500 | PA      | $516013.08      | 0.00%             | 2036-07-25      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| Moneta Money Bank A/S                                                            | Moneta Money Bank A/S                                                                                                            | CUSIP: N/A<br>LEI: I6USJ58BDV2BO5KP3C31       | Long             | EC               | CORP              | CZ        |         95931 | NS      | $661653.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UniCredit SpA                                                                    | UniCredit SpA                                                                                                                    | CUSIP: N/A<br>LEI: 549300TRUWO2CD2G5692       | Long             | DBT              | CORP              | IT        |      16080000 | PA      | $18902399.42    | 0.04%             | 2027-07-22      | Variable      | 2.20%                 | No            |                  2 | On Loan: No      |
| Seagate HDD Cayman                                                               | Seagate HDD Cayman                                                                                                               | CUSIP: 81180WBC4<br>LEI: 529900BD50TRWEG1SF63 | Long             | DBT              | CORP              | KY        |        608000 | PA      | $581436.54      | 0.00%             | 2029-06-01      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Daiichi Sankyo Co. Ltd.                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         38200 | NS      | $9592.53        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| San Francisco City & County Airport Comm-San Francisco International Airport     | San Francisco City & County Airport Comm-San Francisco International Airport, Series 2022-2B                                     | CUSIP: 79766DUN7<br>LEI: 54930055TIDYHNDP4F84 | Long             | DBT              | MUN               | US        |      12910000 | PA      | $13134083.13    | 0.03%             | 2052-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Polaris plc                                                                      | Polaris plc, Series 2022-1, Class D                                                                                              | CUSIP: N/A<br>LEI: 6354005CHPSGN94O7F86       | Long             | ABS-MBS          | CORP              | GB        |        307000 | PA      | $421410.72      | 0.00%             | 2059-10-23      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                                                | Barclays Bank plc                                                                                                                | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | RA               | CORP              | GB        |         97250 | PA      | $97250.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Beech                                                                            | Beech, 1st Lien Term Loan                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | IE        |      12430156 | PA      | $14642102.24    | 0.03%             | 2028-01-01      | Variable      | 7.36%                 | No            |                  3 | On Loan: No      |
| United Airlines Pass-Through Trust                                               | United Airlines Pass-Through Trust, Series 2019-2, Class A                                                                       | CUSIP: 90932MAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       1741299 | PA      | $1615011.91     | 0.00%             | 2028-05-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |       7260000 | PA      | $522632.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| APS Resecuritization Trust                                                       | APS Resecuritization Trust, Series 2016-1, Class 1MZ                                                                             | CUSIP: 00192JAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      20714352 | PA      | $7666692.37     | 0.02%             | 2057-07-31      | Variable      | 3.01%                 | No            |                  2 | On Loan: No      |
| Whatabrands LLC                                                                  | Whatabrands LLC, 1st Lien Term Loan B                                                                                            | CUSIP: 96244UAJ6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |        372192 | PA      | $372210.80      | 0.00%             | 2028-08-03      | Variable      | 6.83%                 | No            |                  2 | On Loan: No      |
| Matterhorn Telecom SA                                                            | Matterhorn Telecom SA, Facility 1st Lien Term Loan B3                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | LU        |       5923404 | PA      | $6949145.20     | 0.02%             | 2032-01-26      | Variable      | 4.53%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $303098.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | FR        |       4131000 | PA      | $-209940.72     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fanatics Commerce Intermediate Holdco LLC                                        | Fanatics Commerce Intermediate Holdco LLC, 1st Lien Term Loan                                                                    | CUSIP: 30709UAB0<br>LEI: 254900YDIRBC66RGAG10 | Long             | LON              | CORP              | US        |       1125000 | PA      | $1122187.50     | 0.00%             | 2028-11-23      | Variable      | 7.69%                 | No            |                  3 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    5655040000 | PA      | $-6119099.75    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Comerica, Inc.                                                                   | Comerica, Inc.                                                                                                                   | CUSIP: 200340107<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | EC               | CORP              | US        |         25531 | NS      | $1522924.15     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CSAIL Commercial Mortgage Trust                                                  | CSAIL Commercial Mortgage Trust, Series 2019-C16, Class XA                                                                       | CUSIP: 12596WAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      66928960 | PA      | $3269787.57     | 0.01%             | 2052-06-15      | Variable      | 1.69%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       2095000 | PA      | $45917.11       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $15753.25       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Icon Parent, Inc.                                                                | Icon Parent, Inc., 1st Lien Term Loan                                                                                            | CUSIP: 45115DAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      14000000 | PA      | $14011480.00    | 0.03%             | 2031-11-13      | Variable      | 7.21%                 | No            |                  2 | On Loan: No      |
| Kingdom of Saudi Arabia                                                          | Kingdom of Saudi Arabia                                                                                                          | CUSIP: N/A<br>LEI: 635400FMICXSM3SI3H65       | Long             | DBT              | NUSS              | SA        |      10042000 | PA      | $6194708.96     | 0.01%             | 2061-02-02      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Hilcorp Energy I LP                                                              | Hilcorp Energy I LP, 1st Lien Term Loan                                                                                          | CUSIP: 431319AH5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |        284288 | PA      | $284287.50      | 0.00%             | 2030-02-06      | Variable      | 6.31%                 | No            |                  2 | On Loan: No      |
| Raizen Fuels Finance SA                                                          | Raizen Fuels Finance SA                                                                                                          | CUSIP: N/A<br>LEI: 52990010NH26VC32Q522       | Long             | DBT              | CORP              | LU        |        390000 | PA      | $381956.25      | 0.00%             | 2037-02-25      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Deutsche Pfandbriefbank AG                                                       | Deutsche Pfandbriefbank AG                                                                                                       | CUSIP: N/A<br>LEI: DZZ47B9A52ZJ6LT6VV95       | Long             | DBT              | CORP              | DE        |       1300000 | PA      | $1544357.05     | 0.00%             | 2035-10-04      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SCREEN Holdings Co. Ltd.                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          2400 | NS      | $21854.25       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Elmwood CLO II Ltd.                                                              | Elmwood CLO II Ltd., Series 2019-2A, Class FRR                                                                                   | CUSIP: 29001RAL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       8500000 | PA      | $8219079.25     | 0.02%             | 2037-10-20      | Floating      | 12.09%                | No            |                  2 | On Loan: No      |
| Vmed O2 UK Financing I plc                                                       | Vmed O2 UK Financing I plc                                                                                                       | CUSIP: N/A<br>LEI: 213800MRR46ECNGZ7L69       | Long             | DBT              | CORP              | GB        |      10059000 | PA      | $12357700.29    | 0.03%             | 2031-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Kinden Corp.                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |         51400 | NS      | $26985.30       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Reworld Holding Corp.                                                            | Reworld Holding Corp. Term Loan First Lien                                                                                       | CUSIP: 22282GAP2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       1867445 | PA      | $1867444.80     | 0.00%             | 2028-11-30      | Variable      | 6.57%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     501756500 | PA      | $10708145.24    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Regatta XXV Funding Ltd.                                                         | Regatta XXV Funding Ltd., Series 2023-1A, Class E                                                                                | CUSIP: 758979AA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       1000000 | PA      | $1000000.00     | 0.00%             | 2036-07-15      | Floating      | 12.67%                | No            |                  2 | On Loan: No      |
| GSAMP Trust                                                                      | GSAMP Trust, Series 2007-H1, Class A1B                                                                                           | CUSIP: 36245YAW4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       2687475 | PA      | $1329149.75     | 0.00%             | 2047-01-25      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO I Ltd.                                                               | Elmwood CLO I Ltd., Series 2019-1A, Class SUB                                                                                    | CUSIP: 29001QAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       7500000 | PA      | $3870375.00     | 0.01%             | 2037-04-20      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp. Variable Rate Notes, Series 2018-W5FX, Class CFX                                                | CUSIP: 30307MAN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      10630000 | PA      | $9811170.04     | 0.02%             | 2028-04-25      | Variable      | 3.79%                 | No            |                  2 | On Loan: No      |
| Bayview Commercial Asset Trust                                                   | Bayview Commercial Asset Trust, Series 2006-2A, Class A2                                                                         | CUSIP: 07324YAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        633032 | PA      | $606862.93      | 0.00%             | 2036-07-25      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    2170087036 | PA      | $15354.02       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $160178.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EPAM Systems, Inc.                                                               | EPAM Systems, Inc.                                                                                                               | CUSIP: 29414B104<br>LEI: 549300XCR4R530HJP604 | Long             | EC               | CORP              | US        |          6210 | NS      | $1098052.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| IMCD NV                                                                          | IMCD NV                                                                                                                          | CUSIP: N/A<br>LEI: 724500NSJPNFJPDAUP02       | Long             | DBT              | CORP              | NL        |      29785000 | PA      | $36981532.07    | 0.09%             | 2028-09-18      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Powszechny Zaklad Ubezpieczen SA                                                 | Powszechny Zaklad Ubezpieczen SA                                                                                                 | CUSIP: N/A<br>LEI: QLPCKOOKVX32FUELX240       | Long             | EC               | CORP              | PL        |         94367 | NS      | $1650205.66     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | ETRS                                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        935900 | PA      | $-1285575.40    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Commercial Mortgage Trust                                                        | Commercial Mortgage Trust, Series 2024-CBM, Class A2                                                                             | CUSIP: 12674GAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1640000 | PA      | $1667835.39     | 0.00%             | 2041-12-10      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| SoftBank Group Corp.                                                             | SoftBank Group Corp.                                                                                                             | CUSIP: N/A<br>LEI: 5493003BZYYYCDIO0R13       | Long             | DBT              | CORP              | JP        |        645000 | PA      | $738622.71      | 0.00%             | 2029-09-19      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Engie Brasil Energia SA                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -141700 | NS      | $-140443.66     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| County of Miami-Dade                                                             | County of Miami-Dade, Series 2019E                                                                                               | CUSIP: 59333P5G9<br>LEI: 549300QG0NBD9HULR263 | Long             | DBT              | MUN               | US        |       7590000 | PA      | $6957738.38     | 0.02%             | 2030-10-01      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-219965.21     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                                                     | Barclays Mortgage Loan Trust, Series 2025-NQM1, Class B3                                                                         | CUSIP: 06744WAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       7705555 | PA      | $7348310.83     | 0.02%             | 2065-01-25      | Variable      | 7.83%                 | No            |                  2 | On Loan: No      |
| SC Germany SA Compartment Consumer                                               | SC Germany SA Compartment Consumer, Series 2020-1, Class C                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | LU        |        567053 | PA      | $670845.43      | 0.00%             | 2034-11-14      | Floating      | 3.64%                 | No            |                  2 | On Loan: No      |
| MSWF Commercial Mortgage Trust                                                   | MSWF Commercial Mortgage Trust, Series 2023-2, Class XA                                                                          | CUSIP: 55361AAV6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     107317027 | PA      | $6331017.77     | 0.01%             | 2056-12-15      | Variable      | 1.14%                 | No            |                  2 | On Loan: No      |
| Daiwa House Industry Co. Ltd.                                                    | Daiwa House Industry Co. Ltd.                                                                                                    | CUSIP: N/A<br>LEI: 353800K9WXR9XRZJZI46       | Long             | DBT              | CORP              | JP        |      10000000 | PA      | $72879.41       | 0.00%             | 2029-03-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Informa plc                                                                      | Informa plc                                                                                                                      | CUSIP: N/A<br>LEI: 5493006VM2LKUPSEDU20       | Long             | DBT              | CORP              | GB        |      24147000 | PA      | $32638918.17    | 0.08%             | 2026-07-05      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Japan Exchange Group, Inc.                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        140100 | NS      | $-111146.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Greene King Finance plc                                                          | Greene King Finance plc, Series B2                                                                                               | CUSIP: N/A<br>LEI: 213800QIJMYMW6TSBG41       | Long             | SN               | CORP              | GB        |        100000 | PA      | $123538.50      | 0.00%             | 2036-03-15      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |      21616000 | PA      | $194345.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SPDR S&P 500 ETF Trust                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          5999 | NC      | $20996.50       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Octagon 63 Ltd.                                                                  | Octagon 63 Ltd., Series 2024-2A, Class F                                                                                         | CUSIP: 67578WAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       5670000 | PA      | $5174778.23     | 0.01%             | 2037-07-20      | Floating      | 10.77%                | No            |                  2 | On Loan: No      |
| N/A                                                                              | USD Currency                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |     -14951740 | PA      | $-550355.59     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Crocs, Inc.                                                                      | Crocs, Inc., 1st Lien Term Loan                                                                                                  | CUSIP: 22704NAF9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |        423729 | PA      | $425559.58      | 0.00%             | 2029-02-19      | Variable      | 6.58%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                               | CUSIP: 3138WBTH8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         33124 | PA      | $32599.47       | 0.00%             | 2044-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SierraCol Energy Andina LLC                                                      | SierraCol Energy Andina LLC                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |        431000 | PA      | $398534.93      | 0.00%             | 2028-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Edenbrook Mortgage Funding plc                                                   | Edenbrook Mortgage Funding plc, Series 2024-1, Class A                                                                           | CUSIP: N/A<br>LEI: 635400URO7UOS6PWLH17       | Long             | ABS-MBS          | CORP              | GB        |       4572077 | PA      | $6293528.27     | 0.01%             | 2057-03-22      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| Acadia Healthcare Co., Inc.                                                      | Acadia Healthcare Co., Inc.                                                                                                      | CUSIP: 00404AAN9<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |        625000 | PA      | $620981.87      | 0.00%             | 2028-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Pachelbel Bidco SpA                                                              | Pachelbel Bidco SpA                                                                                                              | CUSIP: N/A<br>LEI: 8156005DA07CDD50CC46       | Long             | DBT              | CORP              | IT        |       6409000 | PA      | $7588738.86     | 0.02%             | 2031-05-17      | Floating      | 6.44%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-894436.81     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands III BV                                   | Teva Pharmaceutical Finance Netherlands III BV                                                                                   | CUSIP: 88167AAP6<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |       2802000 | PA      | $2786729.10     | 0.01%             | 2027-05-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Arthur J Gallagher & Co.                                                                                                         | CUSIP: 363576109<br>LEI: N/A                  | N/A              | DE               |  | US        |         -3400 | NS      | $13600.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | U.S. Treasury 30-Year Bond                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |          -269 | NC      | $-79859.38      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Palmer Square Loan Funding Ltd.                                                  | Palmer Square Loan Funding Ltd., Series 2022-2A, Class A1                                                                        | CUSIP: 69701NAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       2644399 | PA      | $2645233.65     | 0.01%             | 2030-10-15      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| EDP SA                                                                           | EDP SA                                                                                                                           | CUSIP: N/A<br>LEI: 529900CLC3WDMGI9VH80       | Long             | DBT              | CORP              | PT        |       4800000 | PA      | $5791533.47     | 0.01%             | 2054-05-29      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust                                           | Velocity Commercial Capital Loan Trust, Series 2022-4, Class M4                                                                  | CUSIP: 92259KAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       2072401 | PA      | $1945308.98     | 0.00%             | 2052-08-25      | Variable      | 7.53%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | FR        |      11666667 | PA      | $-79830.43      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Promigas SA ESP                                                                  | Promigas SA ESP                                                                                                                  | CUSIP: 74348DAA5<br>LEI: 254900IXHTV7LDSFQD65 | Long             | DBT              | CORP              | US        |       1831000 | PA      | $1696366.57     | 0.00%             | 2029-10-16      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CFMT LLC                                                                         | CFMT LLC, Series 2024-HB14, Class M2                                                                                             | CUSIP: 12530XAC5<br>LEI: 9845005986F840FBE847 | Long             | ABS-MBS          | CORP              | US        |        546665 | PA      | $517654.31      | 0.00%             | 2034-06-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| OVH Groupe SA                                                                    | OVH Groupe SA                                                                                                                    | CUSIP: N/A<br>LEI: 9695001J8OSOVX4TP939       | Long             | DBT              | CORP              | FR        |       2494000 | PA      | $2967185.37     | 0.01%             | 2031-02-05      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Toyota Tsusho Corp.                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         54800 | NS      | $51169.83       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      17900000 | PA      | $-1216841.36    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Antero Midstream Partners LP                                                     | Antero Midstream Partners LP                                                                                                     | CUSIP: 03690AAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        759000 | PA      | $758071.97      | 0.00%             | 2027-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | USD Currency                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |     100000000 | PA      | $116549.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Danaher Corp.                                                                                                                    | CUSIP: 235851102<br>LEI: N/A                  | N/A              | DE               |  | US        |          5600 | NS      | $6720.00        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Novonesis Novozymes B                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -39600 | NS      | $186455.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Dave & Buster's, Inc.                                                            | Dave & Buster's, Inc., 1st Lien Term Loan B                                                                                      | CUSIP: 23833EAX2<br>LEI: 549300JAVWTAY1FT5Z45 | Long             | LON              | CORP              | US        |        773589 | PA      | $747990.72      | 0.00%             | 2029-06-29      | Variable      | 7.56%                 | No            |                  2 | On Loan: No      |
| RBC Capital Markets LLC                                                          | RBC Capital Markets LLC                                                                                                          | CUSIP: N/A<br>LEI: 549300LCO2FLSSVFFR64       | Long             | RA               | CORP              | US        |        304500 | PA      | $304500.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $78682.87       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Owl Rock CLO VII LLC                                                             | Owl Rock CLO VII LLC, Series 2022-7A, Class AR                                                                                   | CUSIP: 69121BAQ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       8000000 | PA      | $8008000.00     | 0.02%             | 2038-04-20      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| Origen Manufactured Housing Contract Trust                                       | Origen Manufactured Housing Contract Trust, Series 2001-A, Class M1                                                              | CUSIP: 68619AAG2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       2010933 | PA      | $2016224.31     | 0.00%             | 2032-03-15      | Variable      | 7.82%                 | No            |                  2 | On Loan: No      |
| Park Blue CLO 2025-VII Ltd.                                                      | Park Blue CLO 2025-VII Ltd., Series 2025-7A, Class A1                                                                            | CUSIP: 70019HAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       8750000 | PA      | $8747375.00     | 0.02%             | 2038-04-25      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-43421837.21   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Wacker Chemie AG                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -10800 | NS      | $19976.89       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Golden Bar Securitisation SRL                                                    | Golden Bar Securitisation SRL, Series 2023-2, Class B                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | IT        |       2135965 | PA      | $2568250.97     | 0.01%             | 2043-09-22      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| Clarify Health Solutions, Inc.                                                   | Clarify Health Solutions, Inc.                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       1542267 | NS      | $9515787.39     | 0.02%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $564893.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Universal Music Group NV                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         41100 | NS      | $9898.81        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | NDIRS                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     190641800 | PA      | $-1008188.16    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                                                | Barclays Bank plc                                                                                                                | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | RA               | CORP              | GB        |        391000 | PA      | $391000.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sinclair Television Group, Inc.                                                  | Sinclair Television Group, Inc.                                                                                                  | CUSIP: 829259BH2<br>LEI: 549300CQGEN0CH65UD62 | Long             | DBT              | CORP              | US        |        100000 | PA      | $101021.64      | 0.00%             | 2033-02-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       9871796 | PA      | $-68672.25      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Trinity Square plc                                                               | Trinity Square plc, Series 2021-1X, Class AR                                                                                     | CUSIP: N/A<br>LEI: 6354001L6FRKQUMWRQ12       | Long             | ABS-MBS          | CORP              | GB        |      13599883 | PA      | $18694910.13    | 0.04%             | 2059-07-15      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | HICPXT                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | GB        |      27466000 | PA      | $-37093.21      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Tereos Finance Groupe I SA                                                       | Tereos Finance Groupe I SA                                                                                                       | CUSIP: N/A<br>LEI: 969500183Z46A3QF8W69       | Long             | DBT              | CORP              | FR        |       1518000 | PA      | $1798817.53     | 0.00%             | 2030-04-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trust                                                  | CSAIL Commercial Mortgage Trust, Series 2017-CX10, Class XB                                                                      | CUSIP: 12595JAQ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      32800000 | PA      | $196819.68      | 0.00%             | 2050-11-15      | Variable      | 0.32%                 | No            |                  2 | On Loan: No      |
| CSMC Trust                                                                       | CSMC Trust, Series 2022-LION, Class A                                                                                            | CUSIP: 12660TAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      23200000 | PA      | $22974252.40    | 0.05%             | 2027-02-15      | Floating      | 7.75%                 | No            |                  3 | On Loan: No      |
| Freedom Mortgage Corp.                                                           | Freedom Mortgage Corp.                                                                                                           | CUSIP: 35640YAH0<br>LEI: 549300LYRWPSYPK6S325 | Long             | DBT              | CORP              | US        |        722000 | PA      | $722241.87      | 0.00%             | 2026-05-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| RESIMAC Premier                                                                  | RESIMAC Premier, Series 2025-1, Class A                                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | CORP              | AU        |      11500000 | PA      | $7576823.53     | 0.02%             | 2056-09-12      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                     | UBS Group AG                                                                                                                     | CUSIP: 902613BE7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      19423000 | PA      | $22460970.85    | 0.05%             | 2033-11-13      | Variable      | 9.25%                 | No            |                  2 | On Loan: No      |
| Trane Technologies plc                                                           | Trane Technologies plc                                                                                                           | CUSIP: N/A<br>LEI: 549300BURLR9SLYY2705       | Long             | EC               | CORP              | IE        |         12654 | NS      | $5534986.14     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CIFC Funding Ltd.                                                                | CIFC Funding Ltd., Series 2015-1A, Class ARR                                                                                     | CUSIP: 12548MBF1<br>LEI: 5493001TP5YQV9X08Z14 | Long             | ABS-CBDO         | CORP              | KY        |      15107654 | PA      | $15117942.59    | 0.04%             | 2031-01-22      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Sonder Enterprises, Inc.                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        103459 | NS      | $233817.34      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                                              | Mirvac Group                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        978500 | NS      | $-71346.94      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                               | Credit Agricole SA                                                                                                               | CUSIP: 225313AR6<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |       8588000 | PA      | $8402689.85     | 0.02%             | 2034-09-23      | Variable      | 6.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Euro-BTP                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |           119 | NC      | $-60527.57      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Cara Obligations SAS                                                             | Cara Obligations SAS                                                                                                             | CUSIP: N/A<br>LEI: 969500343T6YLA87JH20       | Long             | DBT              | CORP              | FR        |      30700000 | PA      | $36163065.02    | 0.09%             | 2030-12-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       1536000 | PA      | $-87290.17      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AutoNoria Spain FT                                                               | AutoNoria Spain FT, Series 2025-SP, Class C                                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | ES        |       2800000 | PA      | $3299229.69     | 0.01%             | 2043-04-30      | Floating      | 3.09%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Euro-Bobl                                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |          8843 | NC      | $-2042367.04    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Lamb Weston Holdings, Inc.                                                       | Lamb Weston Holdings, Inc.                                                                                                       | CUSIP: 513272AD6<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |        694000 | PA      | $661795.83      | 0.00%             | 2030-01-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                         | BX Trust, Series 2025-TAIL, Class E                                                                                              | CUSIP: 123912AJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1553000 | PA      | $1553320.69     | 0.00%             | 2035-06-15      | Floating      | 7.61%                 | No            |                  2 | On Loan: No      |
| NOVA Chemicals Corp.                                                             | NOVA Chemicals Corp.                                                                                                             | CUSIP: 66977WAU3<br>LEI: 549300ZOD6N7RI2FJP09 | Long             | DBT              | CORP              | CA        |       3777000 | PA      | $4078998.76     | 0.01%             | 2030-02-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       1194000 | PA      | $36542.19       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp.        | Uniform Mortgage-Backed Securities                                                                                               | CUSIP: 01F032674<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3455169720 | PA      | $3110362370.76  | 7.34%             | 2055-07-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Usavflow II Ltd.                                                                 | Usavflow II Ltd., 1st Lien Term Loan B                                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      16109000 | PA      | $16149272.50    | 0.04%             | 2031-06-30      | Variable      | 10.82%                | No            |                  3 | On Loan: No      |
| N/A                                                                              | Canadian Pacific Kansas City Ltd.                                                                                                | CUSIP: 13646K108<br>LEI: N/A                  | N/A              | DE               |  | US        |        -20300 | NS      | $21884.03       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ROCK Trust                                                                       | ROCK Trust, Series 2024-CNTR, Class E                                                                                            | CUSIP: 74970WAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       6367000 | PA      | $6698576.81     | 0.02%             | 2041-11-13      | Fixed         | 8.82%                 | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                                                 | CSC Holdings LLC                                                                                                                 | CUSIP: 126307AQ0<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |      15472000 | PA      | $14771838.93    | 0.03%             | 2027-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Avis Budget Car Rental LLC                                                       | Avis Budget Car Rental LLC                                                                                                       | CUSIP: 053773BK2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        567000 | PA      | $593206.17      | 0.00%             | 2032-06-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp.                                                              | Union Pacific Corp.                                                                                                              | CUSIP: 907818FE3<br>LEI: 549300LMMRSZZCZ8CL11 | Short            | DBT              | CORP              | US        |       -700000 | PA      | $-516675.40     | -0.00%            | 2059-08-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $494.36         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WaMu Mortgage Pass-Through Certificates Trust                                    | Washington Mutual Mortgage Pass-Through Certificates Trust, Series 2007-OA5, Class 1A                                            | CUSIP: 93364BAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       6166310 | PA      | $5117823.87     | 0.01%             | 2047-06-25      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| Savor Acquisition, Inc.                                                          | Savor Acquisition, Inc., Delayed Draw 1st Lien Term Loan                                                                         | CUSIP: 80536AAC6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |         82102 | PA      | $82537.76       | 0.00%             | 2032-02-19      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     130041912 | PA      | $-6445.57       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     225509344 | PA      | $-219178.68     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOP                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    -199070000 | PA      | $-1198326.88    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Iliad SA                                                                         | Iliad SA                                                                                                                         | CUSIP: N/A<br>LEI: 969500FZ9BTRZS3JNB97       | Long             | DBT              | CORP              | FR        |       2200000 | PA      | $2691388.81     | 0.01%             | 2027-06-14      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                              | CUSIP: 91282CMM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     174060600 | PA      | $179581584.66   | 0.42%             | 2035-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Challenger Ltd.                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -220000 | NS      | $-27878.32      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Democratic Socialist Republic of Sri Lanka                                       | Sri Lanka Government Bond                                                                                                        | CUSIP: N/A<br>LEI: 254900IG6Y30I2QE2R92       | Long             | DBT              | NUSS              | LK        |      14756220 | PA      | $13826578.14    | 0.03%             | 2028-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Kawasaki Kisen Kaisha Ltd.                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         65400 | NS      | $-8887.12       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Altice France SA                                                                 | Altice France SA                                                                                                                 | CUSIP: 02156LAF8<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |       1250000 | PA      | $1033156.25     | 0.00%             | 2029-07-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Romark CLO IV Ltd.                                                               | Romark CLO IV Ltd., Series 2021-4A, Class C1                                                                                     | CUSIP: 77588LAG6<br>LEI: 549300HD9K8XL8QM2Z46 | Long             | ABS-CBDO         | CORP              | KY        |       3500000 | PA      | $3536024.10     | 0.01%             | 2034-07-10      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| Sixth Street CLO XX Ltd.                                                         | Sixth Street CLO XX Ltd., Series 2021-20A, Class A2R                                                                             | CUSIP: 83012QAQ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       5000000 | PA      | $5000000.00     | 0.01%             | 2038-07-17      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Commonwealth Bank of Australia                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -12500 | NS      | $-23304.50      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Washington Mutual Bank                                                           | Washington Mutual Bank                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |      25126000 | PA      | $2.51           | 0.00%             | 2017-09-21      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| N/A                                                                              | Volato Group, Inc.                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        299148 | NS      | $7628.27        | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| GSMPS Mortgage Loan Trust                                                        | GSMPS Mortgage Loan Trust, Series 2005-RP2, Class 1AF                                                                            | CUSIP: 36242DT52<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       3327885 | PA      | $3118634.69     | 0.01%             | 2035-03-25      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       2965000 | PA      | $-135983.29     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $417050.79      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Iliad SA                                                                         | Iliad SA                                                                                                                         | CUSIP: N/A<br>LEI: 969500FZ9BTRZS3JNB97       | Long             | DBT              | CORP              | FR        |       6000000 | PA      | $7551378.05     | 0.02%             | 2030-02-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Sounds Point CLO IV-R Ltd.                                                       | Sounds Point CLO IV-R Ltd., Series 2013-3RA, Class A                                                                             | CUSIP: 83609YAC0<br>LEI: 549300HOEGQTNS4MTZ12 | Long             | ABS-CBDO         | CORP              | KY        |       1758388 | PA      | $1761134.30     | 0.00%             | 2031-04-18      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| Prysmian SpA                                                                     | Prysmian SpA                                                                                                                     | CUSIP: N/A<br>LEI: 529900X0H1IO3RS1A464       | Long             | DBT              | CORP              | IT        |      10750000 | PA      | $12995745.16    | 0.03%             | 2030-05-21      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| Republic of Turkiye (The)                                                        | Republic of Turkiye (The)                                                                                                        | CUSIP: N/A<br>LEI: 5493000PCHOG3B6S3Q85       | Long             | DBT              | NUSS              | TR        |     292920000 | PA      | $6875585.76     | 0.02%             | 2029-09-12      | Fixed         | 30.00%                | No            |                  2 | On Loan: No      |
| Venture Global Plaquemines LNG LLC                                               | Venture Global Plaquemines LNG LLC                                                                                               | CUSIP: 922966AA4<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |       2663000 | PA      | $2851601.65     | 0.01%             | 2033-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Novelis Corp.                                                                    | Novelis Corp.                                                                                                                    | CUSIP: 670001AE6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |       3856000 | PA      | $3690192.00     | 0.01%             | 2030-01-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Bayview Financial Revolving Asset Trust                                          | Bayview Financial Revolving Asset Trust, Series 2004-B, Class A2                                                                 | CUSIP: 073250BF8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        401490 | PA      | $186022.30      | 0.00%             | 2039-05-28      | Floating      | 5.74%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |       4294896 | PA      | $-29242.05      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GreenSky Home Improvement Issuer Trust                                           | GreenSky Home Improvement Issuer Trust, Series 2024-2, Class A4                                                                  | CUSIP: 39571XAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       5034472 | PA      | $5076706.79     | 0.01%             | 2059-10-27      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Hungary                                                                          | Hungary Government Bond                                                                                                          | CUSIP: 445545AU0<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |       1225000 | PA      | $1178168.25     | 0.00%             | 2036-03-26      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Rheinmetall AG                                                                   | Rheinmetall AG                                                                                                                   | CUSIP: N/A<br>LEI: 5299001OU9CSE29O6S05       | Long             | EC               | CORP              | DE        |           103 | NS      | $218122.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDIT                                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     244078000 | PA      | $-294695.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Reperforming Loan REMIC Trust                                                    | Reperforming Loan REMIC Trust, Series 2005-R1, Class 1AF2                                                                        | CUSIP: 12669GXD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        308325 | PA      | $297686.21      | 0.00%             | 2035-03-25      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| Citycon Treasury BV                                                              | Citycon Treasury BV                                                                                                              | CUSIP: N/A<br>LEI: 549300WAE0CGQ0IE1H63       | Long             | DBT              | CORP              | NL        |        875000 | PA      | $1055461.75     | 0.00%             | 2030-03-11      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Cobham Ultra SeniorCo SARL                                                       | Cobham Ultra SeniorCo SARL, Facility 1st Lien Term Loan B                                                                        | CUSIP: L1802PAD1<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |       4000000 | PA      | $4677639.45     | 0.01%             | 2029-08-06      | Variable      | 6.09%                 | No            |                  2 | On Loan: No      |
| Affinity Interactive                                                             | Affinity Interactive                                                                                                             | CUSIP: 00842XAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       1932000 | PA      | $1185765.00     | 0.00%             | 2027-12-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ACE Securities Corp. Home Equity Loan Trust                                      | ACE Securities Corp. Home Equity Loan Trust, Series 2007-HE4, Class A2A                                                          | CUSIP: 00442LAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       6900123 | PA      | $1084157.72     | 0.00%             | 2037-05-25      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | USD Currency                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CH        |    -210100000 | PA      | $-1784310.66    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       3487000 | PA      | $-193600.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Triaxx Prime CDO Ltd.                                                            | Triaxx Prime CDO Ltd., Series 2006-1A, Class B                                                                                   | CUSIP: 896005AC9<br>LEI: 549300ONT38CX63OJ636 | Long             | ABS-CBDO         | CORP              | KY        |      12800000 | PA      | $1216.00        | 0.00%             | 2039-03-03      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $129806.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Biocon Biologics Global plc                                                      | Biocon Biologics Global plc                                                                                                      | CUSIP: N/A<br>LEI: 254900PMQN51VACG2D55       | Long             | DBT              | CORP              | GB        |       9925000 | PA      | $9418825.00     | 0.02%             | 2029-10-09      | Fixed         | 6.67%                 | No            |                  2 | On Loan: No      |
| KSL Trust 2025-MAK                                                               | KSL Trust                                                                                                                        | CUSIP: 50116JAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       6298000 | PA      | $6348006.81     | 0.01%             | 2030-06-15      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| AT&T Reign II Multi-Property Lease-Backed Pass Through Trust                     | AT&T Reign II Multi-Property Lease-Backed Pass-Through Trust                                                                     | CUSIP: 046912AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      27075000 | PA      | $27089742.34    | 0.06%             | 2044-12-15      | Fixed         | 6.09%                 | No            |                  2 | On Loan: No      |
| Enel SpA                                                                         | Enel SpA                                                                                                                         | CUSIP: N/A<br>LEI: WOCMU6HCI0OJWNPRZS33       | Long             | DBT              | CORP              | IT        |      15300000 | PA      | $17743920.37    | 0.04%             | 2026-12-10      | Variable      | 2.25%                 | No            |                  2 | On Loan: No      |
| Golar LNG Ltd.                                                                   | Golar LNG Ltd.                                                                                                                   | CUSIP: 38046YAC5<br>LEI: 213800C2VSFZG3EZLO34 | Long             | DBT              | CORP              | BM        |       3674000 | PA      | $3765850.00     | 0.01%             | 2030-12-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | General Dynamics Corp.                                                                                                           | CUSIP: 369550108<br>LEI: N/A                  | N/A              | DE               |  | US        |          4200 | NS      | $39228.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Schaeffler AG                                                                    | Schaeffler AG                                                                                                                    | CUSIP: N/A<br>LEI: 549300Q7E782X7GC1P43       | Long             | DBT              | CORP              | DE        |       6300000 | PA      | $7516074.89     | 0.02%             | 2026-08-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MGM Resorts International                                                        | MGM Resorts International                                                                                                        | CUSIP: 552953CJ8<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |       1713000 | PA      | $1740947.22     | 0.00%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-31803.82      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SHELL                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      49882500 | PA      | $-27789.74      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR Currency                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CH        |      61244984 | PA      | $39.56          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HarborView Mortgage Loan Trust                                                   | HarborView Mortgage Loan Trust, Series 2007-3, Class 1A1A                                                                        | CUSIP: 41164UAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       2847609 | PA      | $2257238.08     | 0.01%             | 2037-05-19      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                                         | Benchmark Mortgage Trust, Series 2020-B17, Class XB                                                                              | CUSIP: 08162MBA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      13340000 | PA      | $256206.57      | 0.00%             | 2053-03-15      | Variable      | 0.62%                 | No            |                  2 | On Loan: No      |
| CONE Trust                                                                       | CONE Trust, Series 2024-DFW1, Class E                                                                                            | CUSIP: 20682AAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       6477000 | PA      | $6427760.55     | 0.02%             | 2041-08-15      | Floating      | 8.20%                 | No            |                  2 | On Loan: No      |
| BlueMountain CLO Ltd.                                                            | BlueMountain CLO Ltd., Series 2018-2A, Class B                                                                                   | CUSIP: 09629VAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       2750000 | PA      | $2763244.00     | 0.01%             | 2031-08-15      | Floating      | 6.29%                 | No            |                  2 | On Loan: No      |
| Mariner Finance Issuance Trust                                                   | Mariner Finance Issuance Trust, Series 2021-BA, Class E                                                                          | CUSIP: 56847JAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       2520000 | PA      | $2316972.42     | 0.01%             | 2036-11-20      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| Kingdom of Saudi Arabia                                                          | Kingdom of Saudi Arabia                                                                                                          | CUSIP: N/A<br>LEI: 635400FMICXSM3SI3H65       | Long             | DBT              | NUSS              | SA        |       2741000 | PA      | $2737573.75     | 0.01%             | 2030-04-17      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Signal Peak CLO 8 Ltd.                                                           | Signal Peak CLO 8 Ltd., Series 2020-8A, Class A1R                                                                                | CUSIP: 826937AA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       2000000 | PA      | $2009142.80     | 0.00%             | 2037-10-20      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     124190000 | PA      | $6029118.96     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust                                                         | Ajax Mortgage Loan Trust, Series 2023-B, Class C                                                                                 | CUSIP: 009691AC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       7454500 | PA      | $4419007.59     | 0.01%             | 2062-10-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| C-BASS Trust                                                                     | C-BASS Trust, Series 2006-CB7, Class A4                                                                                          | CUSIP: 12479DAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       1006468 | PA      | $688375.14      | 0.00%             | 2036-10-25      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Synthomer plc                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        588203 | NS      | $-83341.48      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Red & Black Auto Italy SRL                                                       | Red & Black Auto Italy SRL, Series 2, Class D                                                                                    | CUSIP: N/A<br>LEI: 8156003B1C9DCDE30892       | Long             | ABS-O            | CORP              | IT        |        279669 | PA      | $336297.03      | 0.00%             | 2034-07-28      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      42630000 | PA      | $-2771555.25    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Golden Bar Securitisation Srl                                                    | Golden Bar Securitisation SRL, Series 2025-1, Class D                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | IT        |       1706000 | PA      | $2010199.64     | 0.00%             | 2044-12-22      | Floating      | 3.90%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | NVIDIA Corp.                                                                                                                     | CUSIP: 00CBPCC31<br>LEI: N/A                  | N/A              | DE               |  | US        |          -752 | NC      | $-765160.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Fortuna Consumer Loan Abs DAC                                                    | Fortuna Consumer Loan Abs DAC, Series 2025-1, Class A                                                                            | CUSIP: N/A<br>LEI: 635400DRZLOPFVGZUR29       | Long             | ABS-O            | CORP              | IE        |      11900000 | PA      | $14031622.61    | 0.03%             | 2035-04-18      | Floating      | 2.61%                 | No            |                  2 | On Loan: No      |
| Greene King Finance plc                                                          | Greene King Finance plc, Series B1                                                                                               | CUSIP: N/A<br>LEI: 213800QIJMYMW6TSBG41       | Long             | DBT              | CORP              | GB        |       2472000 | PA      | $3140398.09     | 0.01%             | 2034-12-15      | Floating      | 6.14%                 | No            |                  2 | On Loan: No      |
| CSMC Trust                                                                       | CSMC Trust, Series 2015-4R, Class 1A4                                                                                            | CUSIP: 12650BAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       4337691 | PA      | $2932760.27     | 0.01%             | 2036-10-27      | Floating      | 4.06%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia (The)                                                        | Bank of Nova Scotia (The)                                                                                                        | CUSIP: 0641594A1<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Short            | DBT              | CORP              | CA        |       -400000 | PA      | $-388595.16     | -0.00%            | 2026-06-24      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| Myers Park CLO Ltd.                                                              | Myers Park CLO Ltd., Series 2018-1A, Class C                                                                                     | CUSIP: 62848FAJ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       1000000 | PA      | $1002219.00     | 0.00%             | 2030-10-20      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      37194400 | PA      | $7622763.69     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | 3 Month SOFR Interest Futures                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |          1657 | NC      | $389610.41      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |       4129000 | PA      | $-37564.54      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| USA Compression Partners LP                                                      | USA Compression Partners LP                                                                                                      | CUSIP: 91740PAG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       7413000 | PA      | $7597820.92     | 0.02%             | 2029-03-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | GQG Partners, Inc.                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        533700 | NS      | $70042.34       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-234377.65     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $2305708.20     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GoldenTree Loan Management US CLO 19 Ltd.                                        | GoldenTree Loan Management US CLO 19 Ltd., Series 2024-19A, Class F                                                              | CUSIP: 38138XAC6<br>LEI: 9845000ND1D1M408P483 | Long             | ABS-CBDO         | CORP              | JE        |       2360000 | PA      | $2277406.14     | 0.01%             | 2037-04-20      | Floating      | 12.02%                | No            |                  2 | On Loan: No      |
| N/A                                                                              | FLYR, Inc.                                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         64041 | NS      | $196605.87      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Mosaic Solar Loan Trust                                                          | Mosaic Solar Loan Trust, Series 2018-2GS, Class A                                                                                | CUSIP: 61946LAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       6280878 | PA      | $5849970.47     | 0.01%             | 2044-02-22      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                                                     | Barclays Mortgage Loan Trust, Series 2025-NQM1, Class A1                                                                         | CUSIP: 06744WAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      55044263 | PA      | $55397201.70    | 0.13%             | 2065-01-25      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO 76 B Ltd.                                             | Golub Capital Partners CLO 76 B Ltd., Series 2024-76A, Class D1                                                                  | CUSIP: 38180BAJ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |        310000 | PA      | $311089.00      | 0.00%             | 2037-10-25      | Floating      | 7.18%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |       4030000 | PA      | $-218103.47     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Channel Link Enterprises Finance plc                                             | Channel Link Enterprises Finance plc, Series A5                                                                                  | CUSIP: N/A<br>LEI: 213800BYHTDDUJYTT475       | Long             | DBT              | CORP              | GB        |       3075000 | PA      | $3875416.50     | 0.01%             | 2050-06-30      | Variable      | 3.04%                 | No            |                  2 | On Loan: No      |
| Gap, Inc. (The)                                                                  | Gap, Inc. (The)                                                                                                                  | CUSIP: 364760AQ1<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | DBT              | CORP              | US        |       2581000 | PA      | $2306971.49     | 0.01%             | 2031-10-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ELM Trust                                                                        | ELM Trust, Series 2024-ELM, Class A15                                                                                            | CUSIP: 26860XAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       9410000 | PA      | $9481151.83     | 0.02%             | 2039-06-10      | Variable      | 5.99%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-18279.68      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      58723553 | PA      | $-146014.41     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Nippon Yusen KK                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         38400 | NS      | $11043.71       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Palmer Square European CLO DAC                                                   | Palmer Square European CLO DAC, Series 2022-2X, Class DR                                                                         | CUSIP: N/A<br>LEI: 549300NBMUBW6AHGY771       | Long             | ABS-CBDO         | CORP              | IE        |       1119000 | PA      | $1318124.34     | 0.00%             | 2038-01-15      | Floating      | 6.28%                 | No            |                  2 | On Loan: No      |
| Foundation Building Materials                                                    | Foundation Building Materials, Inc., 1st Lien Term Loan                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1473373 | PA      | $1439691.78     | 0.00%             | 2031-01-29      | Variable      | 8.45%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Euro-Schatz                                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |         -5068 | NC      | $360268.39      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BDS LLC                                                                          | BDS LLC, Series 2022-FL12, Class A                                                                                               | CUSIP: 07336CAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       3256968 | PA      | $3258898.17     | 0.01%             | 2038-08-19      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| RCKT Mortgage Trust                                                              | RCKT Mortgage Trust, Series 2024-CES8, Class A1A                                                                                 | CUSIP: 749421AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       3744816 | PA      | $3752160.40     | 0.01%             | 2044-11-25      | Variable      | 5.49%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                                                        | Nelnet Student Loan Trust, Series 2021-A, Class C                                                                                | CUSIP: 64035DAF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       3133000 | PA      | $2705700.78     | 0.01%             | 2062-04-20      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| RealPage, Inc.                                                                   | RealPage, Inc., 1st Lien Term Loan                                                                                               | CUSIP: 75605VAD4<br>LEI: 5493001RSFZX4122A604 | Long             | LON              | CORP              | US        |        992288 | PA      | $984647.30      | 0.00%             | 2028-04-24      | Variable      | 7.56%                 | No            |                  2 | On Loan: No      |
| Origen Manufactured Housing Contract Trust                                       | Origen Manufactured Housing Contract Trust, Series 2007-B, Class A1                                                              | CUSIP: 68620KAA0<br>LEI: 5493005G5GFEQWMCSY59 | Long             | ABS-O            | CORP              | US        |        414354 | PA      | $411781.40      | 0.00%             | 2037-10-15      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Universal Health Services, Inc., Class B                                                                                         | CUSIP: 913903100<br>LEI: N/A                  | N/A              | DE               |  | GB        |          6700 | NS      | $51121.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Amgen, Inc.                                                                      | Amgen, Inc.                                                                                                                      | CUSIP: N/A<br>LEI: 62QBXGPJ34PQ72Z12S66       | Long             | DBT              | CORP              | US        |       3278000 | PA      | $4558283.78     | 0.01%             | 2026-12-07      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ACE Securities Corp. Home Equity Loan Trust                                      | ACE Securities Corp. Home Equity Loan Trust, Series 2007-HE4, Class A2C                                                          | CUSIP: 00442LAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        340510 | PA      | $54168.64       | 0.00%             | 2037-05-25      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| Commerzbank AG                                                                   | Commerzbank AG                                                                                                                   | CUSIP: N/A<br>LEI: 851WYGNLUQLFZBSYGB56       | Long             | DBT              | CORP              | DE        |       3800000 | PA      | $4716806.29     | 0.01%             | 2029-10-09      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| SCIL IV LLC                                                                      | SCIL IV LLC                                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |       2376000 | PA      | $2801219.96     | 0.01%             | 2026-11-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       9993000 | PA      | $-201336.33     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PGA Trust                                                                        | PGA Trust, Series 2024-RSR2, Class A                                                                                             | CUSIP: 69381CAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       4965000 | PA      | $4972943.01     | 0.01%             | 2039-06-15      | Floating      | 6.20%                 | No            |                  2 | On Loan: No      |
| Stream Innovations Issuer Trust                                                  | Stream Innovations Issuer Trust, Series 2025-1A, Class A                                                                         | CUSIP: 86324XAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      10085000 | PA      | $10157485.94    | 0.02%             | 2045-09-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDSCMBX                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |       5811245 | PA      | $-84952.91      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EURO STOXX 50 Index                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DE        |           676 | NC      | $1482699.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Farmers Business Common                                                          | Farmers Business Network, Inc.                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |        217669 | NS      | $280793.01      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Palmer Square European Loan Funding DAC                                          | Palmer Square European Loan Funding DAC, Series 2024-3X, Class D                                                                 | CUSIP: N/A<br>LEI: 254900IYUKLJNYNCCC63       | Long             | ABS-CBDO         | CORP              | IE        |       1320000 | PA      | $1552552.33     | 0.00%             | 2034-05-15      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-653853.76     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Motorola Solutions, Inc.                                                         | Motorola Solutions, Inc.                                                                                                         | CUSIP: 620076BL2<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |       1800000 | PA      | $1813145.80     | 0.00%             | 2028-02-23      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Fertitta Entertainment LLC                                                       | Fertitta Entertainment LLC                                                                                                       | CUSIP: 31556TAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       1781000 | PA      | $1705871.38     | 0.00%             | 2029-01-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| LSTAR Commercial Mortgage Trust                                                  | LSTAR Commercial Mortgage Trust, Series 2017-5, Class X                                                                          | CUSIP: 54910TBA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       6463160 | PA      | $62060.55       | 0.00%             | 2050-03-10      | Variable      | 1.00%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd.                                                                     | OCP CLO Ltd., Series 2021-21A, Class AR                                                                                          | CUSIP: 671000AL1<br>LEI: 2549000M7NBNQ7XU2038 | Long             | ABS-CBDO         | CORP              | KY        |       3000000 | PA      | $2999304.00     | 0.01%             | 2038-01-20      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| LCM 26 Ltd.                                                                      | LCM 26 Ltd., Series 26A, Class D                                                                                                 | CUSIP: 50200FAJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |        400000 | PA      | $397800.00      | 0.00%             | 2031-01-20      | Floating      | 7.03%                 | No            |                  2 | On Loan: No      |
| Service Properties Trust                                                         | Service Properties Trust                                                                                                         | CUSIP: 44106MAY8<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |       2832000 | PA      | $2381432.20     | 0.01%             | 2030-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Lebanese Republic                                                                | Lebanese Republic                                                                                                                | CUSIP: N/A<br>LEI: 529900QPC4K9S1KHL354       | Long             | DBT              | NUSS              | LB        |       3409000 | PA      | $644301.00      | 0.00%             | 2026-11-27      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Worldline SA                                                                     | Worldline SA                                                                                                                     | CUSIP: N/A<br>LEI: 549300CJMQNCA0U4TS33       | Long             | DBT              | CORP              | FR        |      36800000 | PA      | $38086369.51    | 0.09%             | 2028-09-12      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Tower Bridge Funding plc                                                         | Tower Bridge Funding plc, Series 2023-1X, Class C                                                                                | CUSIP: N/A<br>LEI: 635400CDNN2YH4YB6Q06       | Long             | ABS-MBS          | CORP              | GB        |        993000 | PA      | $1364418.12     | 0.00%             | 2064-10-20      | Floating      | 7.40%                 | No            |                  2 | On Loan: No      |
| Mortimer BTL plc                                                                 | Mortimer BTL plc, Series 2021-1, Class C                                                                                         | CUSIP: N/A<br>LEI: 213800XP3NPPV83PMY32       | Long             | ABS-MBS          | CORP              | GB        |        110000 | PA      | $151070.47      | 0.00%             | 2053-06-23      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Engineering - Ingegneria Informatica - SpA                                       | Engineering - Ingegneria Informatica - SpA                                                                                       | CUSIP: N/A<br>LEI: 81560042F5E23EE61346       | Long             | DBT              | CORP              | IT        |      11275000 | PA      | $14030456.44    | 0.03%             | 2028-05-15      | Fixed         | 11.12%                | No            |                  2 | On Loan: No      |
| AIA Group Ltd.                                                                   | AIA Group Ltd.                                                                                                                   | CUSIP: 00131MAS2<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Long             | DBT              | CORP              | HK        |      16105000 | PA      | $15027897.60    | 0.04%             | 2054-09-30      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                                 | Deutsche Bank AG                                                                                                                 | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | DBT              | CORP              | DE        |       4200000 | PA      | $5282066.09     | 0.01%             | 2029-10-30      | Variable      | 8.12%                 | No            |                  2 | On Loan: No      |
| CarMax, Inc.                                                                     | CarMax, Inc.                                                                                                                     | CUSIP: 143130102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         12311 | NS      | $827422.31      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| London Wall Mortgage Capital plc                                                 | London Wall Mortgage Capital plc, Series 2021-FL2, Class A                                                                       | CUSIP: N/A<br>LEI: 213800QSO8J75OTK5919       | Long             | ABS-MBS          | CORP              | GB        |        677677 | PA      | $931095.19      | 0.00%             | 2052-05-15      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                                              | New Residential Mortgage Loan Trust, Series 2024-NQM3, Class B1                                                                  | CUSIP: 647910AG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1596000 | PA      | $1568285.78     | 0.00%             | 2064-11-25      | Variable      | 7.17%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-24799.01      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Pacific National Finance Pty. Ltd.                                               | Pacific National Finance Pty. Ltd.                                                                                               | CUSIP: N/A<br>LEI: 213800SSTRDXLWWVF948       | Long             | DBT              | CORP              | AU        |       3000000 | PA      | $1822022.46     | 0.00%             | 2029-09-24      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd.                                                                     | OCP CLO Ltd., Series 2024-34A, Class D2                                                                                          | CUSIP: 67570MAL4<br>LEI: 213800MLX1S56O7NHK45 | Long             | ABS-CBDO         | CORP              | JE        |       3410000 | PA      | $3442112.31     | 0.01%             | 2037-10-15      | Floating      | 8.61%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | USD Currency                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CA        |      28756000 | PA      | $150197.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      26810000 | PA      | $-27557.81      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Auto1 Car Funding SARL                                                           | Auto1 Car Funding SARL, Series 2024-1, Class C                                                                                   | CUSIP: N/A<br>LEI: 984500380CAE46K6F380       | Long             | ABS-O            | CORP              | LU        |        300000 | PA      | $353846.17      | 0.00%             | 2033-12-15      | Floating      | 3.39%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-169301.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                   | BNP Paribas SA                                                                                                                   | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |      14700000 | PA      | $16874356.34    | 0.04%             | 2032-01-15      | Variable      | 1.12%                 | No            |                  2 | On Loan: No      |
| Finsbury Square Green plc                                                        | Finsbury Square Green plc, Series 2021-1GRX, Class B                                                                             | CUSIP: N/A<br>LEI: 213800Q5AVM95R2E6915       | Long             | ABS-MBS          | CORP              | GB        |       1470000 | PA      | $2019704.34     | 0.00%             | 2067-12-16      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDSCMBX                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |       4991253 | PA      | $-86674.24      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UniCredit SpA                                                                    | UniCredit SpA                                                                                                                    | CUSIP: N/A<br>LEI: 549300TRUWO2CD2G5692       | Long             | DBT              | CORP              | IT        |      12000000 | PA      | $14251725.59    | 0.03%             | 2033-01-16      | Variable      | 3.80%                 | No            |                  2 | On Loan: No      |
| Spirit Airlines Pass Through Trust                                               | Spirit Airlines Pass-Through Trust, Series 2017-1A                                                                               | CUSIP: 84858XAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      10665322 | PA      | $9236053.89     | 0.02%             | 2031-08-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Informa plc                                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |       -150700 | NS      | $-34064.78      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-66332.57      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Tecta America Corp.                                                              | Tecta America Corp., 1st Lien Term Loan                                                                                          | CUSIP: 87876GAM4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |        480000 | PA      | $480451.20      | 0.00%             | 2032-02-18      | Variable      | 7.33%                 | No            |                  2 | On Loan: No      |
| BlueMountain CLO XXVI Ltd.                                                       | BlueMountain CLO XXVI Ltd., Series 2019-26A, Class D1R                                                                           | CUSIP: 09630GAU7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       1330000 | PA      | $1323142.25     | 0.00%             | 2034-10-20      | Floating      | 8.03%                 | No            |                  2 | On Loan: No      |
| Australia Pacific Airports Melbourne Pty. Ltd.                                   | Australia Pacific Airports Melbourne Pty. Ltd.                                                                                   | CUSIP: N/A<br>LEI: 549300AO4NFQPL3JBB37       | Long             | DBT              | CORP              | AU        |       9600000 | PA      | $6323105.04     | 0.01%             | 2055-06-16      | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | NDIRS                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    3911496469 | PA      | $665839.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $236084.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fairstone Financial Issuance Trust I                                             | Fairstone Financial Issuance Trust I, Series 2020-1A, Class D                                                                    | CUSIP: 30575PAU0<br>LEI: 549300LY2ZF7LX6T3F37 | Long             | ABS-O            | CORP              | CA        |        150000 | PA      | $108161.92      | 0.00%             | 2039-10-20      | Fixed         | 6.87%                 | No            |                  2 | On Loan: No      |
| Sunrise HoldCo IV BV                                                             | Sunrise HoldCo IV BV                                                                                                             | CUSIP: 90320LAG2<br>LEI: 213800G1DU7LKI6ZCD69 | Long             | DBT              | CORP              | NL        |       8675000 | PA      | $8619322.98     | 0.02%             | 2028-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UWM Holdings LLC                                                                 | UWM Holdings LLC                                                                                                                 | CUSIP: 903522AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       5849000 | PA      | $5855044.77     | 0.01%             | 2030-02-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| VF Ukraine PAT                                                                   | VF Ukraine PAT                                                                                                                   | CUSIP: 918212AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | UA        |      12786836 | PA      | $12211428.44    | 0.03%             | 2027-02-11      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| Avient Corp.                                                                     | Avient Corp.                                                                                                                     | CUSIP: 05368VAB2<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | DBT              | CORP              | US        |       1901000 | PA      | $1918770.55     | 0.00%             | 2031-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                                                        | Nelnet Student Loan Trust, Series 2021-BA, Class C                                                                               | CUSIP: 64034QAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       1556000 | PA      | $1335929.01     | 0.00%             | 2062-04-20      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| Travelers Cos., Inc. (The)                                                       | Travelers Cos., Inc. (The)                                                                                                       | CUSIP: 89417E109<br>LEI: 549300Y650407RU8B149 | Long             | EC               | CORP              | US        |          2843 | NS      | $760616.22      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Palmer Square CLO Ltd.                                                           | Palmer Square CLO Ltd., Series 2021-3A, Class A1                                                                                 | CUSIP: 69688FAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |        250000 | PA      | $250638.15      | 0.00%             | 2035-01-15      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     495162195 | PA      | $-11835607.37   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| EDP SA                                                                           | EDP SA                                                                                                                           | CUSIP: N/A<br>LEI: 529900CLC3WDMGI9VH80       | Long             | DBT              | CORP              | PT        |      33700000 | PA      | $39683219.58    | 0.09%             | 2080-07-20      | Variable      | 1.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOP                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |      48214200 | PA      | $1604242.13     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     211561000 | PA      | $-201628.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Voya Euro CLO II DAC                                                             | Voya Euro CLO II DAC, Series 2A, Class CR                                                                                        | CUSIP: N/A<br>LEI: 635400URG3IUW6R6W254       | Long             | ABS-CBDO         | CORP              | IE        |        250000 | PA      | $295195.80      | 0.00%             | 2035-07-15      | Floating      | 4.43%                 | No            |                  2 | On Loan: No      |
| CSMC Trust                                                                       | CSMC Trust, Series 2017-TIME, Class A                                                                                            | CUSIP: 12652XAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       2190000 | PA      | $2062962.48     | 0.00%             | 2039-11-13      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Ball Corp.                                                                                                                       | CUSIP: 058498106<br>LEI: N/A                  | N/A              | DE               |  | GB        |         26500 | NS      | $-15635.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Las Vegas Sands Corp.                                                                                                            | CUSIP: 517834107<br>LEI: N/A                  | N/A              | DE               |  | GB        |         43600 | NS      | $68016.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust                                                         | Ajax Mortgage Loan Trust, Series 2022-B, Class C                                                                                 | CUSIP: 00971BAH3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       9809243 | PA      | $7562287.62     | 0.02%             | 2062-03-27      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| First Solar, Inc.                                                                | First Solar, Inc.                                                                                                                | CUSIP: 336433107<br>LEI: 549300NPYMLM4NHTOF27 | Long             | EC               | CORP              | US        |         59098 | NS      | $9783082.92     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     306163545 | PA      | $894.21         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-11297.66      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $11879.36       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $180660.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Hannover Rueck SE                                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         -6400 | NS      | $-3312.30       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Canada Square Funding plc                                                        | Canada Square Funding plc, Series 6, Class C                                                                                     | CUSIP: N/A<br>LEI: 6354009BNGSKPMISBP18       | Long             | ABS-MBS          | CORP              | GB        |       2813000 | PA      | $3869631.81     | 0.01%             | 2059-01-17      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| Verdelite Static CLO Ltd.                                                        | Verdelite Static CLO Ltd., Series 2024-1A, Class B                                                                               | CUSIP: 92338VAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |       2000000 | PA      | $1994020.00     | 0.00%             | 2032-07-20      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Finsbury Square plc                                                              | Finsbury Square plc, Series 2021-2X, Class B                                                                                     | CUSIP: N/A<br>LEI: 635400K1KOJXSMZCI443       | Long             | ABS-MBS          | CORP              | GB        |       1339000 | PA      | $1843595.21     | 0.00%             | 2071-12-16      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| Democratic Socialist Republic of Sri Lanka                                       | Sri Lanka Government Bond                                                                                                        | CUSIP: N/A<br>LEI: 254900IG6Y30I2QE2R92       | Long             | DBT              | NUSS              | LK        |         32000 | PA      | $28496.16       | 0.00%             | 2030-01-15      | Variable      | 3.10%                 | No            |                  2 | On Loan: No      |
| Together Asset-Backed Securitisation plc                                         | Together Asset-Backed Securitisation plc, Series 2024-2ND1X, Class C                                                             | CUSIP: N/A<br>LEI: 635400IODF9CE3RX8L03       | Long             | ABS-MBS          | CORP              | GB        |        817000 | PA      | $1129864.84     | 0.00%             | 2055-08-20      | Floating      | 6.72%                 | No            |                  2 | On Loan: No      |
| SoFi Consumer Loan Program Trust                                                 | SoFi Consumer Loan Program Trust, Series 2025-1, Class B                                                                         | CUSIP: 83406YAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       3660000 | PA      | $3695960.23     | 0.01%             | 2034-02-27      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                              | Petroleos Mexicanos                                                                                                              | CUSIP: 71654QDF6<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |        396000 | PA      | $284684.40      | 0.00%             | 2060-01-28      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Allied Universal Holdco LLC                                                      | Allied Universal Holdco LLC                                                                                                      | CUSIP: 019576AD9<br>LEI: 98450038B4549046D794 | Long             | DBT              | CORP              | US        |       8724000 | PA      | $9113893.01     | 0.02%             | 2031-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| LendingClub Rated Notes Issuer Trust                                             | LendingClub Rated Notes Issuer Trust, Series 2025-P1, Class E                                                                    | CUSIP: 525943AE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       3101000 | PA      | $3115557.02     | 0.01%             | 2031-06-16      | Fixed         | 9.28%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Chase Commercial Mortgage Securities Trust                           | J.P. Morgan Chase Commercial Mortgage Securities Trust, Series 2020-609M, Class D                                                | CUSIP: 46652RAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       3024000 | PA      | $2911409.22     | 0.01%             | 2033-10-15      | Floating      | 7.45%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       3397000 | PA      | $-3710.56       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Index HoldCo SARL                                                                | Index HoldCo SARL, Facility 1st Lien Term Loan A                                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3924540 | PA      | $1756706.54     | 0.00%             | 2028-12-29      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| Verizon Communications, Inc.                                                     | Verizon Communications, Inc.                                                                                                     | CUSIP: N/A<br>LEI: 2S72QS2UO2OESLG6Y829       | Long             | DBT              | CORP              | US        |       3266000 | PA      | $4049018.31     | 0.01%             | 2028-11-03      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| O'Reilly Automotive, Inc.                                                        | O'Reilly Automotive, Inc.                                                                                                        | CUSIP: 67103HAK3<br>LEI: 549300K2RLMQL149Q332 | Short            | DBT              | CORP              | US        |       -162000 | PA      | $-139408.84     | -0.00%            | 2031-03-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| PetSmart, Inc.                                                                   | PetSmart, Inc.                                                                                                                   | CUSIP: 71677KAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       1794000 | PA      | $1743305.33     | 0.00%             | 2029-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       8947368 | PA      | $-255386.03     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-3076476.26    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Euro-Bobl                                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |          -104 | NC      | $48189.22       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Asset-Backed European Securitisation Transaction Twenty-Five SRL                 | Asset-Backed European Securitisation Transaction Twenty-Five SRL, Series 25, Class B                                             | CUSIP: N/A<br>LEI: 8156006F7517955B5E95       | Long             | ABS-O            | CORP              | IT        |       2588000 | PA      | $3062551.76     | 0.01%             | 2039-11-15      | Floating      | 3.14%                 | No            |                  2 | On Loan: No      |
| United Kingdom of Great Britain and Northern Ireland                             | U.K. Treasury Bonds                                                                                                              | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |      37892516 | PA      | $40372616.44    | 0.10%             | 2053-10-22      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Republic Finance Issuance Trust                                                  | Republic Finance Issuance Trust, Series 2024-A, Class C                                                                          | CUSIP: 76041RAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        685000 | PA      | $703332.59      | 0.00%             | 2032-08-20      | Fixed         | 7.28%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | NDIRS                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      93800432 | PA      | $-12572.69      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Volkswagen International Finance NV                                              | Volkswagen International Finance NV                                                                                              | CUSIP: N/A<br>LEI: 5299004PWNHKYTR23649       | Long             | DBT              | CORP              | NL        |       1400000 | PA      | $1662112.62     | 0.00%             | 2030-11-15      | Variable      | 5.49%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | iShares iBoxx $ Investment Grade Corporate Bond ETF                                                                              | CUSIP: 464287242<br>LEI: N/A                  | N/A              | DE               |  | US        |       -432931 | NS      | $-1026046.47    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BHG Securitization Trust                                                         | BHG Securitization Trust, Series 2021-B, Class C                                                                                 | CUSIP: 08862BAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       1600000 | PA      | $1519694.40     | 0.00%             | 2034-10-17      | Fixed         | 2.24%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                                            | Sumitomo Mitsui Financial Group, Inc.                                                                                            | CUSIP: 86562MDW7<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |      17559000 | PA      | $17204418.82    | 0.04%             | 2035-06-05      | Variable      | 6.45%                 | No            |                  2 | On Loan: No      |
| Medical Solutions Holdings, Inc.                                                 | Medical Solutions Holdings, Inc., 2nd Lien Term Loan                                                                             | CUSIP: 58462QAM3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       3210000 | PA      | $1353560.70     | 0.00%             | 2029-11-01      | Variable      | 11.38%                | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                                  | TransDigm, Inc., 1st Lien Term Loan J                                                                                            | CUSIP: 89364MCA0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |        987525 | PA      | $989203.79      | 0.00%             | 2031-02-28      | Variable      | 6.80%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      65565466 | PA      | $-527691.64     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Nationstar Mortgage Holdings, Inc.                                               | Nationstar Mortgage Holdings, Inc.                                                                                               | CUSIP: 63861CAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       2528000 | PA      | $2558535.71     | 0.01%             | 2030-12-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Quimper AB                                                                       | Quimper AB, Facility 1st Lien Term Loan B                                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | SE        |       4000000 | PA      | $4693282.63     | 0.01%             | 2030-03-29      | Variable      | 6.43%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-522219.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citycon Treasury BV                                                              | Citycon Treasury BV, Series EURO                                                                                                 | CUSIP: N/A<br>LEI: 549300WAE0CGQ0IE1H63       | Long             | DBT              | CORP              | NL        |        202000 | PA      | $235085.79      | 0.00%             | 2027-01-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| BPR Trust                                                                        | BPR Trust, Series 2021-TY, Class E                                                                                               | CUSIP: 05592AAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       5768000 | PA      | $5710686.27     | 0.01%             | 2038-09-15      | Floating      | 8.03%                 | No            |                  2 | On Loan: No      |
| Fiber Midco SpA                                                                  | Fiber Midco SpA                                                                                                                  | CUSIP: N/A<br>LEI: 8156000AFE5C06C4D309       | Long             | DBT              | CORP              | IT        |       2476000 | PA      | $2658460.99     | 0.01%             | 2029-06-15      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Chesapeake Energy Corp.                                                          | Chesapeake Energy Corp.                                                                                                          | CUSIP: 165ESCAP9<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |      27853000 | PA      | $2.79           | 0.00%             | 2021-02-15      | Fixed         | 6.12%                 | No            |                  3 | On Loan: No      |
| GFL Environmental, Inc.                                                          | GFL Environmental, Inc.                                                                                                          | CUSIP: 36168QAP9<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |       1563000 | PA      | $1517731.77     | 0.00%             | 2029-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| OneMain Financial Issuance Trust                                                 | OneMain Financial Issuance Trust, Series 2023-2A, Class D                                                                        | CUSIP: 68269HAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      25921000 | PA      | $26681877.26    | 0.06%             | 2036-09-15      | Fixed         | 7.52%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     268932485 | PA      | $-3143.19       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Poland                                                               | Republic of Poland                                                                                                               | CUSIP: 857524AF9<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |        995000 | PA      | $1011725.95     | 0.00%             | 2030-02-12      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Electric Power Authority                                             | Puerto Rico Electric Power Authority, Series 2010ZZ                                                                              | CUSIP: 74526YDU6<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | PR        |       1150000 | PA      | $554875.00      | 0.00%             | 2026-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Bilibili, Inc., Class Z                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -440339 | NS      | $-223756.21     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sesac Finance LLC                                                                | Sesac Finance LLC, Series 2019-1, Class A2                                                                                       | CUSIP: 78396YAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      33589758 | PA      | $33438334.87    | 0.08%             | 2049-07-25      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| AP Grange Holdings LLC                                                           | AP Grange Holdings LLC                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | GB        |      15244565 | PA      | $15111937.28    | 0.04%             | 2045-03-20      | Fixed         | 6.50%                 | Yes           |                  3 | On Loan: No      |
| GLP China Holdings Ltd.                                                          | GLP China Holdings Ltd.                                                                                                          | CUSIP: N/A<br>LEI: 254900C6X2D3TGF2CO98       | Long             | DBT              | CORP              | HK        |       2346000 | PA      | $2208055.20     | 0.01%             | 2026-03-29      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Moncler SpA                                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |        -18300 | NS      | $-7801.75       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Jane Street Group                                                                | Jane Street Group                                                                                                                | CUSIP: 47077WAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        301000 | PA      | $316699.26      | 0.00%             | 2031-04-30      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-1055590.82    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Polaris plc                                                                      | Polaris plc, Series 2025-1, Class D                                                                                              | CUSIP: N/A<br>LEI: 635400MKPQQD5URNMC45       | Long             | ABS-MBS          | CORP              | GB        |        529000 | PA      | $725348.36      | 0.00%             | 2068-02-26      | Floating      | 6.02%                 | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                                                 | CSC Holdings LLC                                                                                                                 | CUSIP: 126307BM8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |       3579000 | PA      | $3565530.43     | 0.01%             | 2028-05-15      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| Blackstone Private Credit Fund                                                   | Blackstone Private Credit Fund                                                                                                   | CUSIP: 09261HBP1<br>LEI: 549300ORP3TTCNXSYO43 | Short            | DBT              | CORP              | US        |      -2300000 | PA      | $-2288605.85    | -0.01%            | 2027-09-26      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Mauser Packaging Solutions Holding Co.                                           | Mauser Packaging Solutions Holding Co.                                                                                           | CUSIP: 57763RAC1<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |       4582000 | PA      | $4549873.31     | 0.01%             | 2027-04-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Intelsat Jackson Holdings SA                                                     | Intelsat Jackson Holdings SA                                                                                                     | CUSIP: 45824TBC8<br>LEI: 8XJ8KF85PBKK1TLMFN29 | Long             | DBT              | CORP              | LU        |       7441000 | PA      | $7587558.90     | 0.02%             | 2030-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Polaris plc                                                                      | Polaris plc, Series 2023-2, Class D                                                                                              | CUSIP: N/A<br>LEI: 6354009LRHDVGD1A8T64       | Long             | ABS-MBS          | CORP              | GB        |       1337000 | PA      | $1871192.61     | 0.00%             | 2059-09-27      | Floating      | 8.47%                 | No            |                  2 | On Loan: No      |
| AB Carval Euro CLO II-C DAC                                                      | AB Carval Euro CLO II-C DAC, Series 2X, Class D                                                                                  | CUSIP: N/A<br>LEI: 6354004BYSUDKD9P4215       | Long             | ABS-CBDO         | CORP              | IE        |       3200000 | PA      | $3834393.11     | 0.01%             | 2037-02-15      | Floating      | 5.89%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                              | CUSIP: 9128286T2<br>LEI: 254900HROIFWPRGM1V77 | Short            | DBT              | UST               | US        |    -143350000 | PA      | $-136361687.50  | -0.32%            | 2029-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Golden Ray SA-Compartment 1                                                      | Golden Ray SA-Compartment 1, Series 1, Class B                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | LU        |        500000 | PA      | $587746.40      | 0.00%             | 2057-12-27      | Floating      | 3.48%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                                                     | Barclays Mortgage Loan Trust, Series 2024-NQM1, Class SA                                                                         | CUSIP: 06745AAH7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |         12670 | PA      | $11362.55       | 0.00%             | 2064-01-25      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       6146000 | PA      | $48978.34       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ares European CLO XII DAC                                                        | Ares European CLO XII DAC, Series 12A, Class B1R                                                                                 | CUSIP: N/A<br>LEI: 635400XCOLUI5RNVIZ11       | Long             | ABS-CBDO         | CORP              | IE        |        862000 | PA      | $1017043.73     | 0.00%             | 2032-04-20      | Floating      | 3.94%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $27549.30       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR Currency                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |      10958000 | PA      | $113210.11      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citycon Treasury BV                                                              | Citycon Treasury BV                                                                                                              | CUSIP: N/A<br>LEI: 549300WAE0CGQ0IE1H63       | Long             | DBT              | CORP              | NL        |       5000000 | PA      | $5541053.24     | 0.01%             | 2028-03-12      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Golden Bar Securitisation Srl                                                    | Golden Bar Securitisation SRL, Series 2025-1, Class C                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | IT        |       3723000 | PA      | $4386880.52     | 0.01%             | 2044-12-22      | Floating      | 3.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Postal Savings Bank of China Co. Ltd., Class H                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -2741000 | NS      | $-92915.19      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Nuveen LLC                                                                       | Nuveen LLC                                                                                                                       | CUSIP: 67080LAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       1400000 | PA      | $1388989.42     | 0.00%             | 2028-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     121329663 | PA      | $-155716.01     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                               | Credit Agricole SA                                                                                                               | CUSIP: 225313AQ8<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |        250000 | PA      | $259951.50      | 0.00%             | 2035-01-10      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| MCM Trust                                                                        | MCM Trust, Series 2018-NPL2                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | CORP              | US        |      27405775 | PA      | $26322312.46    | 0.06%             | 2028-08-25      | Fixed         | 3.00%                 | No            |                  3 | On Loan: No      |
| IVY Hill Middle Market Credit Fund XII Ltd.                                      | IVY Hill Middle Market Credit Fund XII Ltd., Series 12A, Class A1R2                                                              | CUSIP: 46600CAY6<br>LEI: 5493003XZKSFJKWICW70 | Long             | ABS-CBDO         | CORP              | KY        |      15500000 | PA      | $15469837.00    | 0.04%             | 2037-04-20      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO 57M Ltd.                                              | Golub Capital Partners CLO 57M Ltd., Series 2021-57A, Class A1                                                                   | CUSIP: 38179AAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |        300000 | PA      | $301712.28      | 0.00%             | 2034-10-25      | Floating      | 6.03%                 | No            |                  2 | On Loan: No      |
| Lebanese Republic                                                                | Lebanese Republic                                                                                                                | CUSIP: N/A<br>LEI: 529900QPC4K9S1KHL354       | Long             | DBT              | NUSS              | LB        |        660000 | PA      | $124740.00      | 0.00%             | 2025-04-22      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| Carbone CLO Ltd.                                                                 | Carbone CLO Ltd., Series 2017-1A, Class A1                                                                                       | CUSIP: 141312AA6<br>LEI: 5493005I53NEC017LN87 | Long             | ABS-CBDO         | CORP              | KY        |       1525922 | PA      | $1526900.24     | 0.00%             | 2031-01-20      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Delta Air Lines, Inc.                                                            | Delta Air Lines, Inc.                                                                                                            | CUSIP: 247361A32<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |      29687000 | PA      | $29877560.85    | 0.07%             | 2030-07-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Ladder Capital Commercial Mortgage Mortgage Trust                                | Ladder Capital Commercial Mortgage Mortgage Trust, Series 2013-GCP, Class XA                                                     | CUSIP: 50184BAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       5638945 | PA      | $145783.65      | 0.00%             | 2036-02-15      | Variable      | 1.30%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Honda Motor Co. Ltd.                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -99200 | NS      | $28924.74       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC                                             | Charter Communications Operating LLC                                                                                             | CUSIP: 161175BT0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       5825000 | PA      | $4660397.67     | 0.01%             | 2050-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Interface Security LLC                                                           | Interface Security LLC, 1st Lien Term Loan                                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      19048409 | PA      | $10000414.97    | 0.02%             | 2025-06-30      | Variable      | 12.42%                | No            |                  3 | On Loan: No      |
| N/A                                                                              | NDIRS                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   73694801906 | PA      | $17508.54       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Far East Horizon Ltd.                                                            | Far East Horizon Ltd.                                                                                                            | CUSIP: N/A<br>LEI: 549300S9XRGO1ZPUHE62       | Long             | DBT              | CORP              | HK        |       7185000 | PA      | $7267627.50     | 0.02%             | 2027-04-16      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $39088.03       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Terex Corp.                                                                      | Terex Corp.                                                                                                                      | CUSIP: 880779BA0<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | DBT              | CORP              | US        |        853000 | PA      | $832625.21      | 0.00%             | 2029-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR Currency                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CH        |       4460900 | PA      | $2.89           | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Haidilao International Holding Ltd.                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        170000 | NS      | $-1159.69       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OneMain Financial Issuance Trust                                                 | OneMain Financial Issuance Trust, Series 2021-1A, Class C                                                                        | CUSIP: 68269MAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        800000 | PA      | $741521.68      | 0.00%             | 2036-06-16      | Fixed         | 2.22%                 | No            |                  2 | On Loan: No      |
| Deephaven Residential Mortgage Trust                                             | Deephaven Residential Mortgage Trust, Series 2022-3, Class M1                                                                    | CUSIP: 24381YAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       5876000 | PA      | $5447157.94     | 0.01%             | 2067-07-25      | Variable      | 5.27%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-31014.36      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | FR        |      13760000 | PA      | $-25044.75      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust                                   | Morgan Stanley Residential Mortgage Loan Trust, Series 2014-1A, Class B3                                                         | CUSIP: 61763YAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        777115 | PA      | $782952.69      | 0.00%             | 2044-06-25      | Variable      | 5.96%                 | No            |                  2 | On Loan: No      |
| DBSG Mortgage Trust                                                              | DBSG Mortgage Trust, Series 2024-ALTA, Class A                                                                                   | CUSIP: 239918AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       4997540 | PA      | $5085476.21     | 0.01%             | 2037-06-10      | Variable      | 6.14%                 | No            |                  2 | On Loan: No      |
| Penta CLO DAC                                                                    | Penta CLO DAC, Series 2024-17X, Class D                                                                                          | CUSIP: N/A<br>LEI: 254900P6EQ7DE06DX267       | Long             | ABS-CBDO         | CORP              | IE        |       1640000 | PA      | $1935334.24     | 0.00%             | 2038-08-15      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                       | US Bancorp                                                                                                                       | CUSIP: 902973BD7<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |      14896000 | PA      | $17552509.95    | 0.04%             | 2028-05-21      | Floating      | 2.87%                 | No            |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust                                                         | Ajax Mortgage Loan Trust, Series 2021-F, Class B                                                                                 | CUSIP: 00971FAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      24297836 | PA      | $24085084.20    | 0.06%             | 2061-06-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| SHR Trust                                                                        | SHR Trust, Series 2024-LXRY, Class E                                                                                             | CUSIP: 784234AJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1736000 | PA      | $1729608.40     | 0.00%             | 2041-10-15      | Floating      | 8.76%                 | No            |                  2 | On Loan: No      |
| IndyMac IMSC Mortgage Loan Trust                                                 | IndyMac IMSC Mortgage Loan Trust, Series 2007-HOA1, Class AXPP                                                                   | CUSIP: 45670LAT4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      10919061 | PA      | $9731.05        | 0.00%             | 2047-07-25      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $75076.22       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Dufry One BV                                                                     | Dufry One BV                                                                                                                     | CUSIP: N/A<br>LEI: 7245003K5MN9U7XW0808       | Long             | DBT              | CORP              | NL        |        933000 | PA      | $1103025.24     | 0.00%             | 2032-05-23      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Tower Bridge Funding plc                                                         | Tower Bridge Funding plc, Series 2024-1X, Class D                                                                                | CUSIP: N/A<br>LEI: 635400DWOSLQW6GG6T02       | Long             | ABS-MBS          | CORP              | GB        |        864000 | PA      | $1198261.00     | 0.00%             | 2066-01-20      | Floating      | 8.25%                 | No            |                  2 | On Loan: No      |
| Hillsborough County Aviation Authority                                           | Hillsborough County Aviation Authority, Series 2024B                                                                             | CUSIP: 432308W91<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |       3755000 | PA      | $3902337.45     | 0.01%             | 2049-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       6101000 | PA      | $-17409.83      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | DE        |       1189162 | PA      | $15544.29       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Silver Point CLO 7 Ltd.                                                          | Silver Point CLO 7 Ltd., Series 2024-7A, Class A1                                                                                | CUSIP: 82808UAA3<br>LEI: 254900UZNMKMPK9GWJ82 | Long             | ABS-CBDO         | CORP              | KY        |      10500000 | PA      | $10530832.20    | 0.02%             | 2038-01-15      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| Cleveland-Cliffs, Inc.                                                           | Cleveland-Cliffs, Inc.                                                                                                           | CUSIP: 185899AR2<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |       5485000 | PA      | $5150177.94     | 0.01%             | 2033-05-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      10330000 | PA      | $-905111.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OCP CLO Ltd.                                                                     | OCP CLO Ltd., Series 2014-5A, Class CR                                                                                           | CUSIP: 67102SAS3<br>LEI: 254900NXH68CRC058O44 | Long             | ABS-CBDO         | CORP              | KY        |       1430000 | PA      | $1427366.80     | 0.00%             | 2031-04-26      | Floating      | 7.44%                 | No            |                  2 | On Loan: No      |
| Mill City Solar Loan Ltd.                                                        | Mill City Solar Loan Ltd., Series 2019-2GS, Class A                                                                              | CUSIP: 59982VAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |      13759729 | PA      | $12098032.52    | 0.03%             | 2043-07-20      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| Brookfield Finance, Inc.                                                         | Brookfield Finance, Inc.                                                                                                         | CUSIP: 11271LAN2<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |      23346000 | PA      | $22340943.03    | 0.05%             | 2055-01-15      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| Samarco Mineracao SA                                                             | Samarco Mineracao SA                                                                                                             | CUSIP: N/A<br>LEI: 529900U8HKV15GJC4O60       | Long             | DBT              | CORP              | BR        |      20109580 | PA      | $19719956.89    | 0.05%             | 2031-06-30      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                         | BX Trust, Series 2021-MFM1, Class F                                                                                              | CUSIP: 05608VAN6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1778700 | PA      | $1776502.94     | 0.00%             | 2034-01-15      | Floating      | 7.43%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Capital Certificates                                      | Credit Suisse Mortgage Capital Certificates, Series 2009-12R, Class 3A1                                                          | CUSIP: 12642MAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      21074431 | PA      | $7916013.47     | 0.02%             | 2037-10-27      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GSAA Home Equity Trust                                                           | GSAA Home Equity Trust, Series 2006-4, Class 1A1                                                                                 | CUSIP: 362334FD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       3485968 | PA      | $2349752.51     | 0.01%             | 2036-03-25      | Variable      | 4.24%                 | No            |                  2 | On Loan: No      |
| Bank of Queensland Ltd.                                                          | Bank of Queensland Ltd.                                                                                                          | CUSIP: N/A<br>LEI: 549300WFIN7T02UKDG08       | Long             | DBT              | CORP              | AU        |       5590000 | PA      | $3660516.04     | 0.01%             | 2035-01-29      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| Ivy Hill Middle Market Credit Fund XXI Ltd.                                      | Ivy Hill Middle Market Credit Fund XXI Ltd., Series 21A, Class A                                                                 | CUSIP: 46604RAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      19750000 | PA      | $19826189.58    | 0.05%             | 2035-07-18      | Floating      | 6.72%                 | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                                                | Barclays Bank plc                                                                                                                | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | RA               | CORP              | GB        |         91375 | PA      | $91375.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-891630.22     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PennyMac Financial Services, Inc.                                                | PennyMac Financial Services, Inc.                                                                                                | CUSIP: 70932MAF4<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |       1427000 | PA      | $1462675.00     | 0.00%             | 2033-02-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Ukraine                                                                          | Ukraine Government Bond                                                                                                          | CUSIP: 903724CB6<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |       6444711 | PA      | $3273913.19     | 0.01%             | 2035-02-01      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                     | Oracle Corp.                                                                                                                     | CUSIP: 68389XCU7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      23650000 | PA      | $21619326.57    | 0.05%             | 2054-09-27      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| First Horizon Alternative Mortgage Securities Trust                              | First Horizon Alternative Mortgage Securities Trust, Series 2005-AA12, Class 2A1                                                 | CUSIP: 32051GQ81<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |         37439 | PA      | $22930.45       | 0.00%             | 2036-02-25      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| RBC Capital Markets LLC                                                          | RBC Capital Markets LLC                                                                                                          | CUSIP: N/A<br>LEI: 549300LCO2FLSSVFFR64       | Long             | RA               | CORP              | US        |        485615 | PA      | $485615.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Summer BC Bidco B LLC                                                            | Summer BC Bidco B LLC, 1st Lien Term Loan                                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        588262 | PA      | $687489.75      | 0.00%             | 2029-01-31      | Variable      | 6.48%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                     | UBS Group AG                                                                                                                     | CUSIP: N/A<br>LEI: 549300SZJ9VS8SGXAN81       | Long             | DBT              | CORP              | CH        |       1596000 | PA      | $1534453.29     | 0.00%             | 2033-01-18      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Sandstone Peak Ltd.                                                              | Sandstone Peak Ltd., Series 2021-1A, Class B1R                                                                                   | CUSIP: 800130AS5<br>LEI: 5493000VXRKO2Z5KET86 | Long             | ABS-CBDO         | CORP              | KY        |       4750000 | PA      | $4762452.13     | 0.01%             | 2034-10-15      | Floating      | 6.09%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Novartis AG (Registered)                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         11400 | NS      | $10325.19       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $1268517.07     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Gaea Mortgage Loan Trust                                                         | Gaea Mortgage Loan Trust, Series 2025-A, Class A                                                                                 | CUSIP: 362928AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       4436138 | PA      | $4352769.82     | 0.01%             | 2030-02-25      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| Atlas Funding plc                                                                | Atlas Funding plc, Series 2023-1, Class B                                                                                        | CUSIP: N/A<br>LEI: 635400GE1FMJVQH5B467       | Long             | ABS-MBS          | CORP              | GB        |       1494000 | PA      | $2071917.09     | 0.00%             | 2061-01-20      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| Barclays plc                                                                     | Barclays plc                                                                                                                     | CUSIP: 06738EDC6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |       1298000 | PA      | $1303572.31     | 0.00%             | 2035-03-15      | Variable      | 7.62%                 | No            |                  2 | On Loan: No      |
| American Tower Corp.                                                             | American Tower Corp.                                                                                                             | CUSIP: 03027XCJ7<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |       5216000 | PA      | $6356387.52     | 0.01%             | 2030-05-16      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |       1235000 | PA      | $-48750.87      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Vita Global Finco Ltd.                                                           | Vita Global Finco Ltd., 1st Lien Term Loan B                                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | JE        |       7649820 | PA      | $8965348.33     | 0.02%             | 2027-07-06      | Variable      | 8.19%                 | No            |                  3 | On Loan: No      |
| Extended Stay America Trust                                                      | Extended Stay America Trust, Series 2021-ESH, Class F                                                                            | CUSIP: 30227FAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      27787805 | PA      | $27787805.09    | 0.07%             | 2038-07-15      | Floating      | 8.13%                 | No            |                  2 | On Loan: No      |
| BAMLL Trust                                                                      | BAMLL Trust, Series 2025-ASHF, Class E                                                                                           | CUSIP: 05494CAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       9115000 | PA      | $9056523.63     | 0.02%             | 2042-02-15      | Floating      | 9.56%                 | No            |                  2 | On Loan: No      |
| Artemis BidCoLtd.                                                                | Artemis BidCo Ltd., 1st Lien Term Loan B                                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | FR        |       1653543 | PA      | $1945960.05     | 0.00%             | 2032-05-28      | Variable      | 5.80%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Dual Binary Option: Payout at expiration if the EURUSD on WM10AMNY is below or at 1.02 and USDJPY on WM10AMNY is below or at 148 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CH        |       4211592 | PA      | $0.00           | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | PayPal Holdings, Inc.                                                                                                            | CUSIP: 70450Y103<br>LEI: N/A                  | N/A              | DE               |  | US        |         16800 | NS      | $15724.59       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federation of Malaysia                                                           | Malaysia Government Bond                                                                                                         | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |     168345000 | PA      | $40951355.61    | 0.10%             | 2034-07-05      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association, Series 2021-83, Class PI                                                               | CUSIP: 38382QQP8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      12184785 | PA      | $2076104.53     | 0.00%             | 2051-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Vertiv Holdings Co.                                                              | Vertiv Holdings Co., Class A                                                                                                     | CUSIP: 92537N108<br>LEI: 549300KTTIRAOGXCRV69 | Long             | EC               | CORP              | US        |        109430 | NS      | $14051906.30    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Wintershall Dea Finance BV                                                       | Wintershall Dea Finance BV                                                                                                       | CUSIP: N/A<br>LEI: 529900SUC9JUI6M74U66       | Long             | DBT              | CORP              | NL        |      21680000 | PA      | $25565741.31    | 0.06%             | 2032-10-03      | Fixed         | 4.36%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Northrop Grumman Corp.                                                                                                           | CUSIP: 666807102<br>LEI: N/A                  | N/A              | DE               |  | US        |          2700 | NS      | $23274.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| X Corp.                                                                          | X Corp., 1st Lien Term Loan B1                                                                                                   | CUSIP: 90184NAG3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       4932385 | PA      | $4813712.01     | 0.01%             | 2029-10-26      | Variable      | 10.95%                | No            |                  2 | On Loan: No      |
| Shift4 Payments LLC                                                              | Shift4 Payments LLC                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |       1870000 | PA      | $2278563.70     | 0.01%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     227406660 | PA      | $-15447.89      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GoTo Group, Inc.                                                                 | GoTo Group, Inc.                                                                                                                 | CUSIP: 38349YAB1<br>LEI: 549300D12V5KRBV00592 | Long             | DBT              | CORP              | US        |       5617800 | PA      | $1825785.00     | 0.00%             | 2028-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CVC Cordatus Loan Fund XIX DAC                                                   | CVC Cordatus Loan Fund XIX DAC, Series 19A, Class D                                                                              | CUSIP: N/A<br>LEI: 635400BFCX9PFNPQKM71       | Long             | ABS-CBDO         | CORP              | IE        |        400000 | PA      | $475980.38      | 0.00%             | 2033-12-23      | Floating      | 5.81%                 | No            |                  2 | On Loan: No      |
| Hungary                                                                          | Hungary Government Bond                                                                                                          | CUSIP: N/A<br>LEI: 5299003F3UFKGCCMAP43       | Long             | DBT              | NUSS              | HU        |        362000 | PA      | $354669.50      | 0.00%             | 2034-06-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Garda World Security Corp.                                                       | Garda World Security Corp.                                                                                                       | CUSIP: 36485MAM1<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |       2844000 | PA      | $2942296.60     | 0.01%             | 2028-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Hops Hill No. 3 plc                                                              | Hops Hill No. 3 plc, Series 3, Class B                                                                                           | CUSIP: N/A<br>LEI: 2138005EW2MRRQCIRX60       | Long             | ABS-MBS          | CORP              | GB        |       5513733 | PA      | $7666595.44     | 0.02%             | 2055-12-21      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       3697000 | PA      | $15735.36       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | NDIRS                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     103910000 | PA      | $223145.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-18318.28      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Encompass Health Corp.                                                           | Encompass Health Corp.                                                                                                           | CUSIP: 29261AAE0<br>LEI: 549300FVRPM9DRQZRG64 | Long             | DBT              | CORP              | US        |       2711000 | PA      | $2623512.51     | 0.01%             | 2031-04-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-272659.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      24450000 | PA      | $-968819.48     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Legacy Mortgage Asset Trust                                                      | Legacy Mortgage Asset Trust, Series 2019-SL2, Class M                                                                            | CUSIP: 52473FAF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       5330991 | PA      | $4987431.66     | 0.01%             | 2059-02-25      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| Seine Holdco SAS                                                                 | Seine Holdco SAS, Facility 1st Lien Term Loan B                                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | FR        |       4000000 | PA      | $4711234.59     | 0.01%             | 2031-01-11      | Variable      | 5.51%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-8860.70       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Verisure Holding AB                                                              | Verisure Holding AB, Facility 1st Lien Term Loan B                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | SE        |       3000000 | PA      | $3525015.38     | 0.01%             | 2028-03-27      | Variable      | 4.98%                 | No            |                  2 | On Loan: No      |
| Legence Holdings LLC                                                             | Legence Holdings LLC, 1st Lien Term Loan                                                                                         | CUSIP: 75865HAK4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |        871450 | PA      | $870909.22      | 0.00%             | 2028-12-15      | Variable      | 7.58%                 | No            |                  2 | On Loan: No      |
| CP ALL PCL                                                                       | CP ALL PCL                                                                                                                       | CUSIP: N/A<br>LEI: 894500LSBZLM09TY1A91       | Long             | EC               | CORP              | TH        |       1075400 | NS      | $1456587.07     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     476455854 | PA      | $-1297486.40    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bell Telephone Co. of Canada or Bell Canada                                      | Bell Telephone Co. of Canada or Bell Canada                                                                                      | CUSIP: 0778FPAP4<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |       3561000 | PA      | $3650073.32     | 0.01%             | 2055-09-15      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| Nomura Asset Acceptance Corp. Alternative Loan Trust                             | Nomura Asset Acceptance Corp. Alternative Loan Trust, Series 2005-AP1, Class 2A4                                                 | CUSIP: 65535VHG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        510806 | PA      | $492122.17      | 0.00%             | 2035-02-25      | Variable      | 6.05%                 | No            |                  2 | On Loan: No      |
| RapidSOS, Inc.                                                                   | RapidSOS, Inc., Series C-1                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | US        |      10953097 | NS      | $11500751.85    | 0.03%             |  |  |  | No            |                  3 | On Loan: No      |
| Queensland Treasury Corp.                                                        | Queensland Treasury Corp.                                                                                                        | CUSIP: N/A<br>LEI: 98INKCEEHOU5YJS0HQ88       | Long             | DBT              | NUSS              | AU        |      14700000 | PA      | $17314761.65    | 0.04%             | 2035-05-21      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Inflation Linked Bonds                                                                                             | CUSIP: 912810TY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      34748414 | PA      | $31777544.84    | 0.07%             | 2054-02-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EURO STOXX 50 Index                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DE        |           181 | NC      | $71638.21       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       1335000 | PA      | $80674.42       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Ibiden Co. Ltd.                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -19200 | NS      | $-47865.27      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       2104000 | PA      | $102561.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EnBW International Finance BV                                                    | EnBW International Finance BV                                                                                                    | CUSIP: N/A<br>LEI: 724500CNCIO1ZTJ0X675       | Long             | DBT              | CORP              | NL        |      17901000 | PA      | $21132289.97    | 0.05%             | 2035-11-20      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| MPH Acquisition Holdings LLC                                                     | MPH Acquisition Holdings LLC, 1st Lien Term Loan                                                                                 | CUSIP: 55328HAQ4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |        441610 | PA      | $394909.74      | 0.00%             | 2030-12-31      | Variable      | 9.14%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd.                                                                | CIFC Funding Ltd., Series 2014-2RA, Class AR                                                                                     | CUSIP: 12548RAH7<br>LEI: 549300O8WGQU5B6HEB94 | Long             | ABS-CBDO         | CORP              | KY        |       3500000 | PA      | $3513995.45     | 0.01%             | 2037-10-24      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                                                                             | CUSIP: 46647PER3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      13460000 | PA      | $13319006.37    | 0.03%             | 2035-10-22      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| Charles River Laboratories International, Inc.                                   | Charles River Laboratories International, Inc.                                                                                   | CUSIP: 159864AJ6<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | DBT              | CORP              | US        |        806000 | PA      | $738532.42      | 0.00%             | 2031-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | NDIRS                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      18924210 | PA      | $38054.84       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Northwoods Capital 19 Euro DAC                                                   | Northwoods Capital 19 Euro DAC, Series 2019-19A, Class C                                                                         | CUSIP: N/A<br>LEI: 549300OXT9DWKDJI8F97       | Long             | ABS-CBDO         | CORP              | IE        |        500000 | PA      | $587799.11      | 0.00%             | 2033-11-25      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| Democratic Socialist Republic of Sri Lanka                                       | Sri Lanka Government Bond                                                                                                        | CUSIP: N/A<br>LEI: 254900IG6Y30I2QE2R92       | Long             | DBT              | NUSS              | LK        |        457339 | PA      | $371587.94      | 0.00%             | 2036-05-15      | Variable      | 3.60%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                              | Societe Generale SA                                                                                                              | CUSIP: 83370RAE8<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |       8814000 | PA      | $8993699.83     | 0.02%             | 2029-11-21      | Variable      | 8.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     533651000 | PA      | $4117145.86     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TAGUS-Sociedade de Titularizacao de Creditos SA                                  | TAGUS-Sociedade de Titularizacao de Creditos SA, Series 2, Class B                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | PT        |       1600000 | PA      | $1886365.36     | 0.00%             | 2042-10-27      | Floating      | 3.78%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     152340000 | PA      | $-97911.59      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Zensho Holdings Co. Ltd.                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -15600 | NS      | $-49281.36      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BX Trust                                                                         | BX Trust, Series 2025-LUNR, Class A                                                                                              | CUSIP: 05594CAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       2589000 | PA      | $2592231.59     | 0.01%             | 2040-06-15      | Floating      | 5.81%                 | No            |                  2 | On Loan: No      |
| Action Environmental Group, Inc. (The)                                           | Action Environmental Group, Inc. (The), 1st Lien Term Loan                                                                       | CUSIP: 00507JAF3<br>LEI: 549300BB30QUQC86W666 | Long             | LON              | CORP              | US        |        567360 | PA      | $567360.34      | 0.00%             | 2030-10-24      | Variable      | 8.20%                 | No            |                  3 | On Loan: No      |
| Arsenal AIC Parent LLC                                                           | Arsenal AIC Parent LLC                                                                                                           | CUSIP: 04288BAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       1964000 | PA      | $2201512.41     | 0.01%             | 2031-10-01      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| Volkswagen International Finance NV                                              | Volkswagen International Finance NV                                                                                              | CUSIP: N/A<br>LEI: 5299004PWNHKYTR23649       | Long             | DBT              | CORP              | NL        |      11100000 | PA      | $13004414.18    | 0.03%             | 2027-06-14      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| Balder Finland OYJ                                                               | Balder Finland OYJ                                                                                                               | CUSIP: N/A<br>LEI: 5493007P4MCJM21IB748       | Long             | DBT              | CORP              | FI        |       3557000 | PA      | $3871149.28     | 0.01%             | 2029-01-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $25.88          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Imola Merger Corp.                                                               | Imola Merger Corp.                                                                                                               | CUSIP: 45258LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       1220000 | PA      | $1177900.73     | 0.00%             | 2029-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BFLD Trust                                                                       | BFLD Trust, Series 2025-EWEST, Class A                                                                                           | CUSIP: 05494JAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      22580000 | PA      | $22594112.50    | 0.05%             | 2042-06-15      | Floating      | 5.85%                 | No            |                  2 | On Loan: No      |
| Eurobank SA                                                                      | Eurobank SA                                                                                                                      | CUSIP: N/A<br>LEI: 213800KGF4EFNUQKAT69       | Long             | DBT              | CORP              | GR        |      12839000 | PA      | $16450773.43    | 0.04%             | 2029-11-28      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| Commerzbank AG                                                                   | Commerzbank AG                                                                                                                   | CUSIP: N/A<br>LEI: 851WYGNLUQLFZBSYGB56       | Long             | DBT              | CORP              | DE        |       7600000 | PA      | $11218660.77    | 0.03%             | 2033-02-28      | Variable      | 8.62%                 | No            |                  2 | On Loan: No      |
| Wand NewCo 3, Inc.                                                               | Wand NewCo 3, Inc., 1st Lien Term Loan                                                                                           | CUSIP: 93369PAM6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       6181480 | PA      | $6149831.20     | 0.01%             | 2031-01-30      | Variable      | 6.83%                 | No            |                  2 | On Loan: No      |
| Sound Point Euro CLO IV Funding DAC                                              | Sound Point Euro CLO IV Funding DAC, Series 4A, Class CR                                                                         | CUSIP: N/A<br>LEI: 549300XQKVE1YQW8R193       | Long             | ABS-CBDO         | CORP              | IE        |       2600000 | PA      | $3055374.62     | 0.01%             | 2039-04-15      | Floating      | 4.48%                 | No            |                  2 | On Loan: No      |
| Palmer Square Loan Funding Ltd.                                                  | Palmer Square Loan Funding Ltd., Series 2024-2A, Class A2                                                                        | CUSIP: 69703RAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       9750000 | PA      | $9743619.60     | 0.02%             | 2033-01-15      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| Gracie Point International Funding                                               | Gracie Point International Funding, Series 2023-1A, Class D                                                                      | CUSIP: 383931AD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |       1512000 | PA      | $1511838.82     | 0.00%             | 2026-09-01      | Floating      | 8.85%                 | No            |                  2 | On Loan: No      |
| Cloud Software Group, Inc.                                                       | Cloud Software Group, Inc., Facility 1st Lien Term Loan B                                                                        | CUSIP: 88632NBG4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       3240342 | PA      | $3823869.00     | 0.01%             | 2029-03-30      | Variable      | 6.11%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-20533.67      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Viasat, Inc.                                                                     | Viasat, Inc.                                                                                                                     | CUSIP: 92552VAL4<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | DBT              | CORP              | US        |       3312000 | PA      | $3299011.00     | 0.01%             | 2027-04-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Riot Platforms, Inc.                                                                                                             | CUSIP: 767292105<br>LEI: N/A                  | N/A              | DE               |  | US        |       -321121 | NS      | $-362866.73     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BDS LLC                                                                          | BDS LLC, Series 2024-FL13, Class A                                                                                               | CUSIP: 05555MAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       5300000 | PA      | $5300890.40     | 0.01%             | 2039-09-19      | Floating      | 5.89%                 | No            |                  2 | On Loan: No      |
| HTL Commercial Mortgage Trust                                                    | HTL Commercial Mortgage Trust, Series 2024-T53, Class A                                                                          | CUSIP: 404300AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       3390000 | PA      | $3424701.74     | 0.01%             | 2039-05-10      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| Cigna Group (The)                                                                | Cigna Group (The)                                                                                                                | CUSIP: 125523CB4<br>LEI: 549300VIWYMSIGT1U456 | Short            | DBT              | CORP              | US        |       -900000 | PA      | $-887241.11     | -0.00%            | 2027-03-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Powszechny Zaklad Ubezpieczen SA                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         91300 | NS      | $137807.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Verge Genomics, Series B                                                         | Verge Genomics, Series B                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       1416243 | NS      | $2719186.56     | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                                              | Constellation Energy Corp.                                                                                                       | CUSIP: 21037T109<br>LEI: N/A                  | N/A              | DE               |  | GB        |         -3000 | NS      | $-22650.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Latitude Australia Credit Card Master Trust                                      | Latitude Australia Credit Card Master Trust, Series 2025-1, Class B                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | AU        |       6791000 | PA      | $4449875.56     | 0.01%             | 2037-11-23      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | 3 Month SOFR Interest Futures                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         -2486 | NC      | $-1102502.80    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Electricite de France SA                                                         | Electricite de France SA                                                                                                         | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | NUSS              | FR        |       6300000 | PA      | $8732836.41     | 0.02%             | 2035-06-17      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| Sultanate of Oman                                                                | Oman Government Bond                                                                                                             | CUSIP: N/A<br>LEI: 549300SZ20F0QTKNQC75       | Long             | DBT              | NUSS              | OM        |       3561000 | PA      | $3669610.50     | 0.01%             | 2048-01-17      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Baidu, Inc., Class A                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        149000 | NS      | $-24156.20      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Venture Global LNG, Inc.                                                         | Venture Global LNG, Inc.                                                                                                         | CUSIP: 92332YAF8<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |       6997000 | PA      | $6802475.00     | 0.02%             | 2029-09-30      | Variable      | 9.00%                 | No            |                  2 | On Loan: No      |
| Federal Republic of Nigeria                                                      | Federal Republic of Nigeria                                                                                                      | CUSIP: N/A<br>LEI: 549300GSBZD84TNEQ285       | Long             | DBT              | NUSS              | NG        |       1624000 | PA      | $1297170.00     | 0.00%             | 2047-11-28      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Auto ABS Italian Stella Loans SRL                                                | Auto ABS Italian Stella Loans SRL, Series 2024-1, Class D                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | IT        |       1147309 | PA      | $1364299.06     | 0.00%             | 2036-12-29      | Floating      | 4.23%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Mortgage Loan Trust                                               | Morgan Stanley Mortgage Loan Trust, Series 2006-12XS, Class A6A                                                                  | CUSIP: 61749EAH0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       1345339 | PA      | $363376.90      | 0.00%             | 2036-10-25      | Variable      | 6.23%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | NDIRS                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   21859603938 | PA      | $10490.42       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deephaven Residential Mortgage Trust                                             | Deephaven Residential Mortgage Trust, Series 2022-2, Class M1                                                                    | CUSIP: 24380XAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       2349000 | PA      | $2078121.07     | 0.00%             | 2067-03-25      | Variable      | 4.31%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |       6670000 | PA      | $1864837.89     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     143044996 | PA      | $403.60         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      34170292 | PA      | $9387.14        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EMRLD Borrower LP                                                                | EMRLD Borrower LP                                                                                                                | CUSIP: N/A<br>LEI: 5493000GJYE7GAQCUC61       | Long             | DBT              | CORP              | US        |       9045000 | PA      | $11191385.95    | 0.03%             | 2030-12-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| GEO Group, Inc. (The)                                                            | GEO Group, Inc. (The)                                                                                                            | CUSIP: 36162JAG1<br>LEI: 54930024XOXET7NQVZ63 | Long             | DBT              | CORP              | US        |        767000 | PA      | $812045.88      | 0.00%             | 2029-04-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Kingdom of Morocco                                                               | Kingdom of Morocco                                                                                                               | CUSIP: 617726AN4<br>LEI: 529900F3MBW9XY5K1X07 | Long             | DBT              | NUSS              | MA        |       1557000 | PA      | $1595146.50     | 0.00%             | 2028-03-08      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $77922.20       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-76413.40      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Petroleos del Peru SA                                                            | Petroleos del Peru SA                                                                                                            | CUSIP: 716564AA7<br>LEI: 549300ZMGDLC9JT2OR80 | Long             | DBT              | NUSS              | PE        |       2802000 | PA      | $2165413.62     | 0.01%             | 2032-06-19      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Romania                                                                          | Romania Government Bond                                                                                                          | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |       3913000 | PA      | $4443382.89     | 0.01%             | 2028-03-07      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Valaris Ltd.                                                                     | Valaris Ltd.                                                                                                                     | CUSIP: 91889FAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |        137000 | PA      | $140558.44      | 0.00%             | 2030-04-30      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Reworld Holding Corp.                                                            | Reworld Holding Corp. Term Loan First Lien                                                                                       | CUSIP: 22282GAQ0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |        102816 | PA      | $102816.00      | 0.00%             | 2028-11-30      | Variable      | 6.57%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp.                                                                | Duke Energy Corp.                                                                                                                | CUSIP: 26441CBS3<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |       1400000 | PA      | $1401728.16     | 0.00%             | 2028-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust                                                         | Ajax Mortgage Loan Trust, Series 2021-E, Class M1                                                                                | CUSIP: 009740AC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       8544052 | PA      | $6148344.25     | 0.01%             | 2060-12-25      | Variable      | 2.94%                 | No            |                  2 | On Loan: No      |
| Organon & Co.                                                                    | Organon & Co., 1st Lien Term Loan                                                                                                | CUSIP: 68621XAG8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |        617000 | PA      | $605172.11      | 0.00%             | 2031-05-19      | Variable      | 6.57%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | NDIRS                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      38457871 | PA      | $280007.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust                                                         | Ajax Mortgage Loan Trust, Series 2021-D, Class C                                                                                 | CUSIP: 009723AC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      15869421 | PA      | $18811223.13    | 0.04%             | 2060-03-25      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Minejesa Capital BV                                                              | Minejesa Capital BV                                                                                                              | CUSIP: N/A<br>LEI: 549300KS7ERCP10BKC35       | Long             | DBT              | CORP              | NL        |      18000000 | PA      | $17223750.00    | 0.04%             | 2037-08-10      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | NDIRS                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | FR        |     381300447 | PA      | $-6633738.15    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Borrower LLC                                              | Hilton Grand Vacations Borrower LLC                                                                                              | CUSIP: 43283QAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        391000 | PA      | $397071.45      | 0.00%             | 2032-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| GoldenTree Loan Management US CLO 16 Ltd.                                        | GoldenTree Loan Management US CLO 16 Ltd., Series 2022-16A, Class ARR                                                            | CUSIP: 38090AAQ1<br>LEI: 549300KYU0TCMXRAI217 | Long             | ABS-CBDO         | CORP              | JE        |       3500000 | PA      | $3496480.05     | 0.01%             | 2038-01-20      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-73510.93      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-91713.13      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Verizon Communications, Inc.                                                                                                     | CUSIP: 92343V104<br>LEI: N/A                  | N/A              | DE               |  | US        |         59300 | NS      | $-10395.18      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Rutgers The State University of New Jersey                                       | Rutgers The State University of New Jersey, Series 2019R                                                                         | CUSIP: 783186UJ6<br>LEI: 549300BOYDHNW8J60112 | Long             | DBT              | MUN               | US        |       3750000 | PA      | $2957851.98     | 0.01%             | 2043-05-01      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | USD/CAD One-touch barrier option; Barrier price USD 1.33500                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |        268400 | PA      | $28479.44       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-850898.28     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      17857473 | PA      | $-134602.18     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-27610.45      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Rakuten Group, Inc.                                                              | Rakuten Group, Inc.                                                                                                              | CUSIP: N/A<br>LEI: 529900IMXUCQKUL1H943       | Long             | DBT              | CORP              | JP        |       3000000 | PA      | $2943888.99     | 0.01%             | 2026-04-22      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| Cedar Funding V CLO Ltd.                                                         | Cedar Funding V CLO Ltd., Series 2016-5A, Class A1R                                                                              | CUSIP: 15032AAN7<br>LEI: 635400NWFWJ92O7QGD64 | Long             | ABS-CBDO         | CORP              | KY        |       3091168 | PA      | $3094258.81     | 0.01%             | 2031-07-17      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust                                                       | J.P. Morgan Mortgage Trust, Series 2021-INV7, Class A3X                                                                          | CUSIP: 46654CAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      32303844 | PA      | $595805.64      | 0.00%             | 2052-02-25      | Variable      | 0.50%                 | No            |                  2 | On Loan: No      |
| Regional Management Issuance Trust                                               | Regional Management Issuance Trust, Series 2022-1, Class A                                                                       | CUSIP: 75907DAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       5674981 | PA      | $5631438.21     | 0.01%             | 2032-03-15      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDI                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | DE        |       1130435 | PA      | $-10240.77      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $13251.21       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |       2498000 | PA      | $186577.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| 1011778 BC ULC                                                                   | 1011778 BC ULC                                                                                                                   | CUSIP: 68245XAJ8<br>LEI: 549300RHSHNRWI5LLA86 | Long             | DBT              | CORP              | CA        |       3812000 | PA      | $3738239.32     | 0.01%             | 2028-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Gatwick Airport Finance plc                                                      | Gatwick Airport Finance plc                                                                                                      | CUSIP: N/A<br>LEI: 213800BDRHDHRGTQ1D63       | Long             | DBT              | CORP              | GB        |       5935000 | PA      | $8085479.91     | 0.02%             | 2026-04-07      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| GoldenTree Loan Management US CLO 11 Ltd.                                        | GoldenTree Loan Management US CLO 11 Ltd., Series 2021-11A, Class ER                                                             | CUSIP: 38138RAJ4<br>LEI: 549300TMEEKUOKVHYV65 | Long             | ABS-CBDO         | CORP              | KY        |       5765000 | PA      | $5739232.76     | 0.01%             | 2034-10-20      | Floating      | 9.17%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Asset-Backed Securities I Trust                                     | Bear Stearns Asset-Backed Securities I Trust, Series 2006-HE7, Class 1A2                                                         | CUSIP: 07388HAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       1504772 | PA      | $1469455.95     | 0.00%             | 2036-09-25      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| Anchorage Credit Funding 9 Ltd.                                                  | Anchorage Credit Funding 9 Ltd., Series 2019-9A, Class AV                                                                        | CUSIP: 03330HAA5<br>LEI: 549300SMHL6F6G4VTM11 | Long             | ABS-CBDO         | CORP              | KY        |       5507149 | PA      | $5373644.87     | 0.01%             | 2037-10-25      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     196298801 | PA      | $2619235.61     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Owens-Brockway Glass Container, Inc.                                             | Owens-Brockway Glass Container, Inc.                                                                                             | CUSIP: 69073TAT0<br>LEI: V2UQUCDZJ9WY98W8QU33 | Long             | DBT              | CORP              | US        |       1786000 | PA      | $1786816.20     | 0.00%             | 2027-05-13      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| NIE Finance plc                                                                  | NIE Finance plc                                                                                                                  | CUSIP: N/A<br>LEI: 2138009A8DWW2RUSXJ76       | Long             | DBT              | CORP              | GB        |       4465000 | PA      | $6081653.09     | 0.01%             | 2025-10-27      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| EIS Group Ltd.                                                                   | EIS Group Ltd., Revolving Loan 1st Lien Term Loan                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | BM        |       2891858 | PA      | $2790642.58     | 0.01%             | 2028-07-10      | Variable      | 11.33%                | No            |                  3 | On Loan: No      |
| BXP Trust                                                                        | BXP Trust, Series 2017-CC, Class D                                                                                               | CUSIP: 05607CAL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1930000 | PA      | $1611945.84     | 0.00%             | 2037-08-13      | Variable      | 3.67%                 | No            |                  2 | On Loan: No      |
| Cirsa Finance International SARL                                                 | Cirsa Finance International SARL                                                                                                 | CUSIP: N/A<br>LEI: 254900KUJN6DHWH2K029       | Long             | DBT              | CORP              | LU        |        257400 | PA      | $318439.51      | 0.00%             | 2027-11-30      | Fixed         | 10.38%                | No            |                  2 | On Loan: No      |
| RBC Capital Markets LLC                                                          | RBC Capital Markets LLC                                                                                                          | CUSIP: N/A<br>LEI: 549300LCO2FLSSVFFR64       | Long             | RA               | CORP              | US        |       2283803 | PA      | $2283802.60     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Digicel Intermediate Holdings Ltd.                                               | Digicel Intermediate Holdings Ltd.                                                                                               | CUSIP: N/A<br>LEI: 5493007V023VOEW4FK27       | Long             | DBT              | CORP              | US        |       4950451 | PA      | $4999955.51     | 0.01%             | 2027-05-25      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| Henley CLO IV DAC                                                                | Henley CLO IV DAC, Series 4X, Class D                                                                                            | CUSIP: N/A<br>LEI: 6354009HFM8XXW6PPK55       | Long             | ABS-CBDO         | CORP              | IE        |       1000000 | PA      | $1186952.25     | 0.00%             | 2034-04-25      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Dollar Tree, Inc.                                                                                                                | CUSIP: 256746108<br>LEI: N/A                  | N/A              | DE               |  | US        |        -11700 | NS      | $17199.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Lynas Rare Earths Ltd.                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -262100 | NS      | $120436.87      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      11670000 | PA      | $83608.02       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Amazon.com, Inc.                                                                                                                 | CUSIP: 00CBFXFZ2<br>LEI: N/A                  | N/A              | DE               |  | US        |          -283 | NC      | $-49808.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Barclays plc                                                                     | Barclays plc                                                                                                                     | CUSIP: 06738EAW5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |        200000 | PA      | $200301.17      | 0.00%             | 2028-05-09      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| BBCMS Trust                                                                      | BBCMS Trust, Series 2015-SRCH, Class XA                                                                                          | CUSIP: 05547HAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      62767532 | PA      | $836061.01      | 0.00%             | 2035-08-10      | Variable      | 1.01%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                                           | Alternative Loan Trust, Series 2006-J7, Class 2A1                                                                                | CUSIP: 23244FAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       3010874 | PA      | $2610987.48     | 0.01%             | 2046-11-20      | Floating      | 2.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Masco Corp.                                                                                                                      | CUSIP: 574599106<br>LEI: N/A                  | N/A              | DE               |  | US        |         19100 | NS      | $35286.44       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR Currency                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | FR        |     -37933727 | PA      | $-382004.43     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Grifols SA                                                                       | Grifols SA                                                                                                                       | CUSIP: N/A<br>LEI: 959800HSSNXWRKBK4N60       | Long             | DBT              | CORP              | ES        |       6353000 | PA      | $7764985.10     | 0.02%             | 2030-05-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Surgery Center Holdings, Inc.                                                    | Surgery Center Holdings, Inc., 1st Lien Term Loan                                                                                | CUSIP: 86880NBB8<br>LEI: 54930054EVI5HWPPW113 | Long             | LON              | CORP              | US        |        301180 | PA      | $302028.89      | 0.00%             | 2030-12-19      | Variable      | 7.08%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-200107.21     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Tikehau CLO XII DAC                                                              | Tikehau CLO XII DAC, Series 12X, Class D                                                                                         | CUSIP: N/A<br>LEI: 635400XEDWHMLUXZJY76       | Long             | ABS-CBDO         | CORP              | IE        |       5073000 | PA      | $6019078.22     | 0.01%             | 2038-10-20      | Floating      | 5.49%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-37979.74      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                               | CUSIP: 3138WFS98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         20006 | PA      | $18967.63       | 0.00%             | 2045-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Dream Finders Homes, Inc.                                                        | Dream Finders Homes, Inc. (Preference)                                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | US        |         58891 | NS      | $58007635.00    | 0.14%             |  |  |  | No            |                  3 | On Loan: No      |
| Structured Asset Securities Corp. Mortgage Loan Trust                            | Structured Asset Securities Corp. Mortgage Loan Trust, Series 2006-RF4, Class 2A1                                                | CUSIP: 863911AC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       2231776 | PA      | $1127674.97     | 0.00%             | 2036-10-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pass-Through Certificates WMALT                       | Washington Mutual Mortgage Pass-Through Certificates WMALT, Series 2007-OA3, Class 5A                                            | CUSIP: 939355AE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1634586 | PA      | $1412652.80     | 0.00%             | 2047-04-25      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| Virgin Media Secured Finance plc                                                 | Virgin Media Secured Finance plc                                                                                                 | CUSIP: 92769XAR6<br>LEI: 213800X3RLP4NOTPY579 | Long             | DBT              | CORP              | GB        |       2037000 | PA      | $1893166.39     | 0.00%             | 2030-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LoanCore Issuer Ltd.                                                             | LoanCore Issuer Ltd., Series 2022-CRE7, Class A                                                                                  | CUSIP: 53946PAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       1510120 | PA      | $1510197.54     | 0.00%             | 2037-01-17      | Floating      | 5.85%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | FR        |       3000000 | PA      | $-68860.95      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                                                 | SMB Private Education Loan Trust, Series 2015-B, Class B                                                                         | CUSIP: 78448QAE8<br>LEI: 549300ZLJ4U248VKSJ66 | Long             | ABS-O            | CORP              | US        |       2483813 | PA      | $2468297.02     | 0.01%             | 2040-12-17      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | USCPI                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | GB        |      12280000 | PA      | $59521.13       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Svenska Handelsbanken AB                                                         | Svenska Handelsbanken AB                                                                                                         | CUSIP: N/A<br>LEI: NHBDILHZTYCNBV5UYZ31       | Long             | DBT              | CORP              | SE        |      11943000 | PA      | $13694578.06    | 0.03%             | 2026-11-03      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd.                                                           | Palmer Square CLO Ltd., Series 2019-1A, Class A1R                                                                                | CUSIP: 69700GAJ1<br>LEI: 549300Y43K78UTRMTN21 | Long             | ABS-CBDO         | CORP              | KY        |       1050000 | PA      | $1052447.55     | 0.00%             | 2034-11-14      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| Mortimer 2024-Mix plc                                                            | Mortimer 2024-Mix plc, Series 2024-MIX, Class C                                                                                  | CUSIP: N/A<br>LEI: 213800F12CZ391USLI51       | Long             | ABS-MBS          | CORP              | GB        |        821000 | PA      | $1130138.28     | 0.00%             | 2067-09-22      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Alstom SA                                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -41100 | NS      | $-67494.46      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Clarios Global LP                                                                | Clarios Global LP, 1st Lien Term Loan                                                                                            | CUSIP: C8000CAP8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       7000000 | PA      | $7004410.00     | 0.02%             | 2032-01-28      | Variable      | 7.08%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Synopsys, Inc.                                                                                                                   | CUSIP: 871607107<br>LEI: N/A                  | N/A              | DE               |  | US        |         -3000 | NS      | $-125100.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Calpine Construction Finance Co. LP                                              | Calpine Construction Finance Co. LP, 1st Lien Term Loan                                                                          | CUSIP: 13134NAH4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       1214886 | PA      | $1214108.70     | 0.00%             | 2030-07-19      | Variable      | 6.33%                 | No            |                  2 | On Loan: No      |
| Nova Ltd.                                                                        | Nova Ltd.                                                                                                                        | CUSIP: N/A<br>LEI: 529900B2DSWE5V3SC292       | Long             | EC               | CORP              | IL        |            37 | NS      | $10488.90       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association, Series 2020-149, Class IA                                                              | CUSIP: 38382KBL6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      17384499 | PA      | $2516440.97     | 0.01%             | 2050-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Henderson Land Development Co. Ltd.                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        264000 | NS      | $93126.91       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Gruenenthal GmbH                                                                 | Gruenenthal GmbH                                                                                                                 | CUSIP: N/A<br>LEI: 529900SH895E31PGLA72       | Long             | DBT              | CORP              | DE        |       3348000 | PA      | $3955622.64     | 0.01%             | 2028-05-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-477680.25     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United Kingdom of Great Britain and Northern Ireland                             | U.K. Treasury Bonds                                                                                                              | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |     152686556 | PA      | $54502631.58    | 0.13%             | 2061-10-22      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Cidron Aida Finco SARL                                                           | Cidron Aida Finco SARL, Facility 1st Lien Term Loan B                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | LU        |       3000000 | PA      | $3529432.69     | 0.01%             | 2031-10-27      | Variable      | 6.18%                 | No            |                  2 | On Loan: No      |
| Uniti Group LP                                                                   | Uniti Group LP                                                                                                                   | CUSIP: 91327TAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      16287000 | PA      | $17264912.36    | 0.04%             | 2028-02-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      65176600 | PA      | $13353961.92    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Mahle GmbH                                                                       | Mahle GmbH                                                                                                                       | CUSIP: N/A<br>LEI: 52990098TR1QJBWIYG58       | Long             | DBT              | CORP              | DE        |       7445000 | PA      | $8901806.01     | 0.02%             | 2031-05-02      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $15390.49       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                                 | NRG Energy, Inc.                                                                                                                 | CUSIP: 629377CH3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |        805000 | PA      | $800593.67      | 0.00%             | 2029-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Kamigumi Co. Ltd.                                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         59900 | NS      | $-22607.80      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | 3 Month CORRA Futures                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | CA        |           234 | NC      | $20333.37       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                              | CNH/INR One-touch barrier option; Barrier price CNH 11.60000                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       8500000 | PA      | $19786.67       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $177445.23      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Venture Global Calcasieu Pass LLC                                                | Venture Global Calcasieu Pass LLC                                                                                                | CUSIP: 92328MAB9<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |       1256000 | PA      | $1162543.68     | 0.00%             | 2031-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | USCPI                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | GB        |      88180000 | PA      | $-292809.68     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Gabonese Republic                                                                | Gabon Government Bond                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GA        |        965000 | PA      | $880794.10      | 0.00%             | 2029-02-18      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOP                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    -811740266 | PA      | $-448330.02     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $115654.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Traton Finance Luxembourg SA                                                     | Traton Finance Luxembourg SA                                                                                                     | CUSIP: N/A<br>LEI: 529900BRKIE6LKIEXD84       | Long             | DBT              | CORP              | LU        |      10000000 | PA      | $11816439.69    | 0.03%             | 2026-01-21      | Floating      | 3.24%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Invesco QQQ Trust, Series 1                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         -4499 | NC      | $-4499.00       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Sirius XM Radio LLC                                                              | Sirius XM Radio LLC                                                                                                              | CUSIP: 82967NBJ6<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |       1394000 | PA      | $1338830.36     | 0.00%             | 2028-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $144251.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                                                | Barclays Bank plc                                                                                                                | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | RA               | CORP              | GB        |        103000 | PA      | $103000.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Last Mile Securities PE DAC                                                      | Last Mile Securities PE DAC, Series 2021-1X, Class C                                                                             | CUSIP: N/A<br>LEI: 635400UJZKP57EXKMQ33       | Long             | ABS-MBS          | CORP              | IE        |       1060782 | PA      | $1250416.15     | 0.00%             | 2031-08-17      | Floating      | 3.73%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     245780015 | PA      | $-13967090.76   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Verisure Holding AB                                                              | Verisure Holding AB                                                                                                              | CUSIP: N/A<br>LEI: 549300VQQCWGISM3N408       | Long             | DBT              | CORP              | SE        |       5079000 | PA      | $5964697.26     | 0.01%             | 2026-07-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Acadia Healthcare Co., Inc.                                                      | Acadia Healthcare Co., Inc.                                                                                                      | CUSIP: 00404AAP4<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |       3641000 | PA      | $3531998.29     | 0.01%             | 2029-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Post Holdings, Inc.                                                              | Post Holdings, Inc.                                                                                                              | CUSIP: 737446AR5<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |        153000 | PA      | $142016.02      | 0.00%             | 2031-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Yum China Holdings, Inc.                                                                                                         | CUSIP: 98850P109<br>LEI: N/A                  | N/A              | DE               |  | US        |         20350 | NS      | $17884.91       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PennyMac Financial Services, Inc.                                                | PennyMac Financial Services, Inc.                                                                                                | CUSIP: 70932MAC1<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |       1271000 | PA      | $1246340.82     | 0.00%             | 2031-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOP                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     292515000 | PA      | $13725736.07    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands II BV                                    | Teva Pharmaceutical Finance Netherlands II BV                                                                                    | CUSIP: N/A<br>LEI: 549300HSQCIKJAOYIT23       | Long             | DBT              | CORP              | NL        |       1484000 | PA      | $1697138.81     | 0.00%             | 2027-03-31      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| PPM CLO Ltd.                                                                     | PPM CLO 6-R Ltd., Series 2022-6RA, Class C1R                                                                                     | CUSIP: 693975AG9<br>LEI: 5493001Z3ZE83NGK8Y12 | Long             | ABS-CBDO         | CORP              | JE        |       2110000 | PA      | $2124004.49     | 0.01%             | 2037-01-20      | Floating      | 7.72%                 | No            |                  2 | On Loan: No      |
| Bethpage Park CLO Ltd.                                                           | Bethpage Park CLO Ltd., Series 2021-1A, Class A                                                                                  | CUSIP: 087598AA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       8000000 | PA      | $8008020.80     | 0.02%             | 2035-01-15      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | HICPXT                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | GB        |      17390000 | PA      | $2912.98        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     206848000 | PA      | $3548782.85     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | NDIRS                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    1479369897 | PA      | $397571.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Contego CLO VII DAC                                                              | Contego CLO VII DAC, Series 7X, Class AR                                                                                         | CUSIP: N/A<br>LEI: 549300HTBV5M1YNUW859       | Long             | ABS-CBDO         | CORP              | IE        |       5570000 | PA      | $6584120.05     | 0.02%             | 2038-01-23      | Floating      | 3.51%                 | No            |                  2 | On Loan: No      |
| Telecom Argentina SA                                                             | Telecom Argentina SA                                                                                                             | CUSIP: 879273AV2<br>LEI: 549300MKPIRSJD8SB782 | Long             | DBT              | CORP              | AR        |       2006000 | PA      | $2041345.72     | 0.00%             | 2033-05-28      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment, Inc.                                                      | Caesars Entertainment, Inc.                                                                                                      | CUSIP: 12769GAA8<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |       7759000 | PA      | $7406237.22     | 0.02%             | 2029-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CSMC Trust                                                                       | CSMC Trust, Series 2021-BHAR, Class B                                                                                            | CUSIP: 12659VAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       2356000 | PA      | $2349332.76     | 0.01%             | 2038-11-15      | Floating      | 5.93%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $204184.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GoodLeap Home Improvement Solutions Trust                                        | GoodLeap Home Improvement Solutions Trust, Series 2025-2A, Class A                                                               | CUSIP: 38238FAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      24307000 | PA      | $24523804.64    | 0.06%             | 2049-06-20      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| Medline Borrower LP                                                              | Medline Borrower LP, 1st Lien Term Loan                                                                                          | CUSIP: 58503UAF0<br>LEI: 254900QT3R363TVK6F09 | Long             | LON              | CORP              | US        |      28527354 | PA      | $28541332.68    | 0.07%             | 2028-10-23      | Variable      | 6.58%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-421158.81     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| London Cards No. 2 plc                                                           | London Cards No. 2 plc, Series 2, Class E                                                                                        | CUSIP: N/A<br>LEI: 635400SWIULSFYESTP47       | Long             | ABS-O            | CORP              | GB        |       2066000 | PA      | $2925418.43     | 0.01%             | 2034-03-28      | Floating      | 9.72%                 | No            |                  2 | On Loan: No      |
| EQT Corp.                                                                        | EQT Corp.                                                                                                                        | CUSIP: 26884LBC2<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |       8470000 | PA      | $8336800.19     | 0.02%             | 2031-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       6502000 | PA      | $56577.51       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Together Asset-Backed Securitisation plc                                         | Together Asset-Backed Securitisation plc, Series 2025-CRE1, Class D                                                              | CUSIP: N/A<br>LEI: 635400IHLPBPFA2IVG30       | Long             | ABS-MBS          | CORP              | GB        |        227000 | PA      | $311884.76      | 0.00%             | 2057-01-15      | Floating      | 6.62%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                                   | Morgan Stanley Capital I Trust, Series 2019-L2, Class XA                                                                         | CUSIP: 61768HAX4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      20649846 | PA      | $624288.21      | 0.00%             | 2052-03-15      | Variable      | 1.16%                 | No            |                  2 | On Loan: No      |
| Castell plc                                                                      | Castell plc, Series 2025-1, Class B                                                                                              | CUSIP: N/A<br>LEI: 2138002O8DSFIQGKRU14       | Long             | ABS-MBS          | CORP              | GB        |       1907000 | PA      | $2619059.70     | 0.01%             | 2062-01-27      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     613023000 | PA      | $-3150180.55    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Noria DE                                                                         | Noria DE, Series 2024-DE1, Class C                                                                                               | CUSIP: N/A<br>LEI: 9695003DRUTU793B4N34       | Long             | ABS-O            | CORP              | FR        |       2000000 | PA      | $2359264.23     | 0.01%             | 2043-02-25      | Floating      | 3.14%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       1335000 | PA      | $44369.35       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Newday Funding Master Issuer plc                                                 | Newday Funding Master Issuer plc, Series 2023-1X, Class C                                                                        | CUSIP: N/A<br>LEI: 213800GBPRAJHSB5YK19       | Long             | ABS-O            | CORP              | GB        |       5555000 | PA      | $7854898.02     | 0.02%             | 2031-11-15      | Floating      | 7.92%                 | No            |                  2 | On Loan: No      |
| Motorola Solutions, Inc.                                                         | Motorola Solutions, Inc.                                                                                                         | CUSIP: 620076BW8<br>LEI: 6S552MUG6KGJVEBSEC55 | Short            | DBT              | CORP              | US        |       -100000 | PA      | $-104171.62     | -0.00%            | 2032-06-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| MC Brazil Downstream Trading SARL                                                | MC Brazil Downstream Trading SARL                                                                                                | CUSIP: 55292WAA8<br>LEI: 213800T2A7R9TYNXZI63 | Long             | DBT              | CORP              | LU        |       6877226 | PA      | $5460517.32     | 0.01%             | 2031-06-30      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| JSW Hydro Energy Ltd.                                                            | JSW Hydro Energy Ltd.                                                                                                            | CUSIP: N/A<br>LEI: 3358006ZP5KO7VUH2790       | Long             | DBT              | CORP              | IN        |       5071530 | PA      | $4640449.96     | 0.01%             | 2031-05-18      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Sesac Finance LLC                                                                | Sesac Finance LLC, Series 2024-1, Class A2                                                                                       | CUSIP: 78396YAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       2403575 | PA      | $2451099.93     | 0.01%             | 2054-01-25      | Fixed         | 6.42%                 | No            |                  2 | On Loan: No      |
| Arini European CLO I DAC                                                         | Arini European CLO I DAC, Series 1X, Class A                                                                                     | CUSIP: N/A<br>LEI: 635400HMSNVNUMMBE111       | Long             | ABS-CBDO         | CORP              | IE        |       5000000 | PA      | $5893031.77     | 0.01%             | 2036-07-15      | Floating      | 4.18%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-802012.28     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Arbour CLO DAC                                                                   | Arbour CLO DAC, Series 11A, Class B1R                                                                                            | CUSIP: N/A<br>LEI: 549300YXBWG4ECHKDX72       | Long             | ABS-CBDO         | CORP              | IE        |       2000000 | PA      | $2358097.57     | 0.01%             | 2038-05-15      | Floating      | 4.14%                 | No            |                  2 | On Loan: No      |
| Telefonica Moviles Chile SA                                                      | Telefonica Moviles Chile SA                                                                                                      | CUSIP: 87938XAB7<br>LEI: 549300PDWJ2U6A15B785 | Long             | DBT              | CORP              | CL        |       5886000 | PA      | $3659914.80     | 0.01%             | 2031-11-18      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| EMRLD Borrower LP                                                                | EMRLD Borrower LP                                                                                                                | CUSIP: 26873CAB8<br>LEI: 5493000GJYE7GAQCUC61 | Long             | DBT              | CORP              | US        |       3257000 | PA      | $3370978.72     | 0.01%             | 2031-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Republic of Panama                                                               | Republic of Panama                                                                                                               | CUSIP: 698299BY9<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |       1649000 | PA      | $1764430.00     | 0.00%             | 2038-03-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| St. Paul's CLO XII DAC                                                           | St. Paul's CLO XII DAC, Series 12X, Class B1                                                                                     | CUSIP: N/A<br>LEI: 635400TG25DYCKV8CW74       | Long             | ABS-CBDO         | CORP              | IE        |       1350000 | PA      | $1580858.40     | 0.00%             | 2033-04-15      | Floating      | 3.88%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                                              | CUSIP: 912810UA4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      11000000 | PA      | $10683750.00    | 0.03%             | 2054-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Tallgrass Energy Partners LP                                                     | Tallgrass Energy Partners LP                                                                                                     | CUSIP: 87470LAJ0<br>LEI: 549300IQ3DN0F3VERF65 | Long             | DBT              | CORP              | US        |       2946000 | PA      | $2890663.51     | 0.01%             | 2030-12-31      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      44260000 | PA      | $637690.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Oriental Republic of Uruguay                                                     | Oriental Republic of Uruguay                                                                                                     | CUSIP: 760942BG6<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |       3399874 | PA      | $3080285.84     | 0.01%             | 2060-09-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDSCMBX                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |       1421000 | PA      | $174271.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| New York City Municipal Water Finance Authority                                  | New York City Municipal Water Finance Authority, Series 2010AA-1                                                                 | CUSIP: 64972FH25<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |       1610000 | PA      | $1631099.31     | 0.00%             | 2041-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corp.                                                           | Tenet Healthcare Corp.                                                                                                           | CUSIP: 88033GDR8<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |        100000 | PA      | $96800.02       | 0.00%             | 2030-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Grab Holdings Ltd.                                                               | Grab Holdings Ltd.                                                                                                               | CUSIP: N/A<br>LEI: 549300N4VQX83VPJF439       | Long             | DBT              | CORP              | KY        |      26816000 | PA      | $28643510.40    | 0.07%             | 2030-06-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Cedar Funding VII CLO Ltd.                                                       | Cedar Funding VII CLO Ltd., Series 2018-7A, Class SUB                                                                            | CUSIP: 15033AAC0<br>LEI: 549300G87EGFMLOYN341 | Long             | ABS-CBDO         | CORP              | KY        |       1750000 | PA      | $336403.38      | 0.00%             | 2031-01-20      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Aozora Bank Ltd.                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |        -63500 | NS      | $-18816.41      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-72323.17      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Informatica, Inc.                                                                | Informatica, Inc., Class A                                                                                                       | CUSIP: 45674M101<br>LEI: 984500E0DEFFE6DE9588 | Long             | EC               | CORP              | US        |         20709 | NS      | $504264.15      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| COLT Mortgage Loan Trust                                                         | COLT Mortgage Loan Trust, Series 2021-HX1, Class B2                                                                              | CUSIP: 19688KAF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1000000 | PA      | $776268.40      | 0.00%             | 2066-10-25      | Variable      | 3.86%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Asia Cement Corp.                                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       1167000 | NS      | $7605.85        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $22684.50       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Maravai Intermediate Holdings LLC                                                | Maravai Intermediate Holdings LLC, 1st Lien Term Loan B                                                                          | CUSIP: 56589PAJ4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |        554195 | PA      | $525792.78      | 0.00%             | 2027-10-19      | Variable      | 7.27%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      20060000 | PA      | $575069.23      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Koninklijke Vopak NV                                                             | Koninklijke Vopak NV                                                                                                             | CUSIP: N/A<br>LEI: 724500UL634GFV1KYF10       | Long             | EC               | CORP              | NL        |         16673 | NS      | $828135.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Toro European CLO DAC                                                            | Toro European CLO 2 DAC, Series 2A, Class CRR                                                                                    | CUSIP: N/A<br>LEI: 213800UUXX2DYH3TCG21       | Long             | ABS-CBDO         | CORP              | IE        |        320000 | PA      | $380536.77      | 0.00%             | 2034-07-25      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| Builders FirstSource, Inc.                                                       | Builders FirstSource, Inc.                                                                                                       | CUSIP: 12008RAR8<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |        898000 | PA      | $922935.66      | 0.00%             | 2032-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      29498652 | PA      | $49524.44       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Lorca Telecom Bondco SA                                                          | Lorca Telecom Bondco SA                                                                                                          | CUSIP: N/A<br>LEI: 9598004HFBAS82YM7X35       | Long             | DBT              | CORP              | ES        |       1299000 | PA      | $1597629.33     | 0.00%             | 2029-04-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| X.Ai Holdings Corp.                                                              | x.AI, Inc., Series C, Class E                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       1360120 | NS      | $45115180.40    | 0.11%             |  |  |  | No            |                  3 | On Loan: No      |
| KBC Group NV                                                                     | KBC Group NV                                                                                                                     | CUSIP: N/A<br>LEI: 213800X3Q9LSAKRUWY91       | Long             | DBT              | CORP              | BE        |       3400000 | PA      | $4435979.24     | 0.01%             | 2028-09-05      | Variable      | 8.00%                 | No            |                  2 | On Loan: No      |
| Ahlstrom Holding 3 Oy                                                            | Ahlstrom Holding 3 Oy                                                                                                            | CUSIP: N/A<br>LEI: 743700UEY0YM039XN974       | Long             | DBT              | CORP              | FI        |       2318000 | PA      | $2681407.58     | 0.01%             | 2028-02-04      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC                                                                 | CCO Holdings LLC                                                                                                                 | CUSIP: 1248EPCQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       5577000 | PA      | $5289934.52     | 0.01%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                   | BNP Paribas SA                                                                                                                   | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | RA               | CORP              | FR        |      34849600 | PA      | $41051086.34    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Bear Stearns Asset-Backed Securities I Trust                                     | Bear Stearns Asset-Backed Securities I Trust, Series 2006-HE8, Class 1A3                                                         | CUSIP: 07388JAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       1405252 | PA      | $1368769.10     | 0.00%             | 2036-10-25      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust                                           | Velocity Commercial Capital Loan Trust, Series 2018-1, Class M2                                                                  | CUSIP: 92257AAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        290730 | PA      | $273968.68      | 0.00%             | 2048-04-25      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| Ukraine                                                                          | Ukraine Government Bond                                                                                                          | CUSIP: N/A<br>LEI: 6354001WLTJXOMEXPY07       | Long             | DBT              | NUSS              | UA        |        303000 | PA      | $153924.00      | 0.00%             | 2035-02-01      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| Golden Ray SA-Compartment 1                                                      | Golden Ray SA-Compartment 1, Series 1, Class A2                                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | LU        |       3083354 | PA      | $3632763.15     | 0.01%             | 2057-12-27      | Floating      | 2.78%                 | No            |                  2 | On Loan: No      |
| Polaris plc                                                                      | Polaris plc, Series 2024-1, Class C                                                                                              | CUSIP: N/A<br>LEI: 635400SJNGQKQ4OKRU39       | Long             | ABS-MBS          | CORP              | GB        |       1671000 | PA      | $2306185.04     | 0.01%             | 2061-02-26      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Ahlstrom Holding 3 Oy                                                            | Ahlstrom Holding 3 Oy                                                                                                            | CUSIP: 84612JAA0<br>LEI: 743700UEY0YM039XN974 | Long             | DBT              | CORP              | FI        |       5469000 | PA      | $5201543.86     | 0.01%             | 2028-02-04      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO III Ltd.                                                             | Elmwood CLO III Ltd., Series 2019-3A, Class SUB                                                                                  | CUSIP: 29002JAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       5540000 | PA      | $2934150.20     | 0.01%             | 2037-07-18      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| CWHEQ Revolving Home Equity Loan Trust                                           | CWHEQ Revolving Home Equity Loan Trust, Series 2006-C, Class 2A                                                                  | CUSIP: 126685DJ2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        862773 | PA      | $854499.97      | 0.00%             | 2036-05-15      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                            | Bank of America Corp.                                                                                                            | CUSIP: 06051GHV4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Short            | DBT              | CORP              | US        |       -200000 | PA      | $-190378.06     | -0.00%            | 2030-07-23      | Variable      | 3.19%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     467124500 | PA      | $6239158.28     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     800000000 | PA      | $-730556.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OCP CLO Ltd.                                                                     | OCP CLO Ltd., Series 2017-13A, Class AR2                                                                                         | CUSIP: 67097LAV8<br>LEI: 254900M77QLN2EBJHE11 | Long             | ABS-CBDO         | CORP              | KY        |      25800000 | PA      | $25897090.56    | 0.06%             | 2037-11-26      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | NDIRS                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      74344488 | PA      | $19959.70       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ballyrock CLO 14 Ltd.                                                            | Ballyrock CLO 14 Ltd., Series 2020-14A, Class A1AR                                                                               | CUSIP: 05874XAL3<br>LEI: 254900GXTF670X967J67 | Long             | ABS-CBDO         | CORP              | KY        |      10036000 | PA      | $10069118.80    | 0.02%             | 2037-07-20      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    5553830000 | PA      | $-360416.70     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp.        | Uniform Mortgage-Backed Securities                                                                                               | CUSIP: 01F042673<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1401205217 | PA      | $1340142767.43  | 3.16%             | 2055-07-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Valterra Platinum Ltd.                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         18300 | NS      | $211.43         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SG Commercial Mortgage Securities Trust                                          | SG Commercial Mortgage Securities Trust, Series 2019-PREZ, Class E                                                               | CUSIP: 78430EAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       3356000 | PA      | $2814432.55     | 0.01%             | 2039-09-15      | Variable      | 3.59%                 | No            |                  2 | On Loan: No      |
| Unity-Peace Park CLO Ltd.                                                        | Unity-Peace Park CLO Ltd., Series 2022-1A, Class D                                                                               | CUSIP: 913318AJ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |       3750000 | PA      | $3765312.00     | 0.01%             | 2035-04-20      | Floating      | 7.77%                 | No            |                  2 | On Loan: No      |
| Kingdom of Saudi Arabia                                                          | Kingdom of Saudi Arabia                                                                                                          | CUSIP: N/A<br>LEI: 635400FMICXSM3SI3H65       | Long             | DBT              | NUSS              | SA        |       1356000 | PA      | $1347864.00     | 0.00%             | 2025-10-22      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Aroundtown Finance SARL                                                          | Aroundtown Finance SARL                                                                                                          | CUSIP: N/A<br>LEI: 8945006LEXV2KWSWVP51       | Long             | DBT              | CORP              | LU        |       6250000 | PA      | $6061207.56     | 0.01%             | 2029-08-07      | Variable      | 7.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BYD Electronic International Co. Ltd.                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         71500 | NS      | $9574.00        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Scotts Miracle-Gro Co. (The)                                                     | Scotts Miracle-Gro Co. (The)                                                                                                     | CUSIP: 810186AW6<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | DBT              | CORP              | US        |       1740000 | PA      | $1597775.18     | 0.00%             | 2032-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Pluspetrol Camisea SA                                                            | Pluspetrol Camisea SA                                                                                                            | CUSIP: 72941KAA4<br>LEI: 254900VNCHIPPJ2OFY98 | Long             | DBT              | CORP              | PE        |       2716000 | PA      | $2791097.40     | 0.01%             | 2036-07-03      | Fixed         | 6.24%                 | No            |                  2 | On Loan: No      |
| OMNIA Partners LLC                                                               | OMNIA Partners LLC, 1st Lien Term Loan B                                                                                         | CUSIP: 68218HAE7<br>LEI: 254900ZD1P5CVG9GOS22 | Long             | LON              | CORP              | US        |        935913 | PA      | $937278.99      | 0.00%             | 2030-07-25      | Variable      | 7.03%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Standard Chartered plc                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |       -105200 | NS      | $-61844.56      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Lanebrook Mortgage Transaction plc                                               | Lanebrook Mortgage Transaction plc, Series 2021-1, Class D                                                                       | CUSIP: N/A<br>LEI: 213800KIKUC4SBO49X16       | Long             | ABS-MBS          | CORP              | GB        |        103000 | PA      | $141320.45      | 0.00%             | 2058-07-20      | Floating      | 5.90%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                                  | Citigroup, Inc.                                                                                                                  | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |        207003 | NS      | $17620095.36    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| T-Mobile USA, Inc.                                                               | T-Mobile USA, Inc.                                                                                                               | CUSIP: N/A<br>LEI: 549300V2JRLO5DIFGE82       | Long             | DBT              | CORP              | US        |      15042000 | PA      | $16384546.88    | 0.04%             | 2045-02-11      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Alliant Holdings Intermediate LLC                                                | Alliant Holdings Intermediate LLC, 1st Lien Term Loan                                                                            | CUSIP: 01881UAM7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |        990025 | PA      | $990133.90      | 0.00%             | 2031-09-19      | Variable      | 7.07%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $2307620.33     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bayview Commercial Asset Trust                                                   | Bayview Commercial Asset Trust, Series 2005-4A, Class A2                                                                         | CUSIP: 07324SCS9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |         92280 | PA      | $87087.99       | 0.00%             | 2036-01-25      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| FMG Resources August 2006 Pty. Ltd.                                              | FMG Resources August 2006 Pty. Ltd.                                                                                              | CUSIP: 30251GBE6<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |        637000 | PA      | $647941.11      | 0.00%             | 2032-04-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Oceana Australian Fixed Income Trust                                             | Oceana Australian Fixed Income Trust                                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | AU        |      16502000 | PA      | $11132311.08    | 0.03%             | 2026-07-31      | Fixed         | 12.50%                | No            |                  3 | On Loan: No      |
| Digital Room Holdings, Inc.                                                      | Digital Room Holdings, Inc., 1st Lien Term Loan                                                                                  | CUSIP: 78473KAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       6108795 | PA      | $6021011.62     | 0.01%             | 2028-12-21      | Variable      | 9.68%                 | No            |                  2 | On Loan: No      |
| SCC Power plc                                                                    | SCC Power plc                                                                                                                    | CUSIP: 78397YAC6<br>LEI: 529900IYGYC6VSDSDF37 | Long             | DBT              | CORP              | GB        |       1658231 | PA      | $331646.20      | 0.00%             | 2032-05-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CH Robinson Worldwide, Inc.                                                                                                      | CUSIP: 12541W209<br>LEI: N/A                  | N/A              | DE               |  | GB        |        -12900 | NS      | $-25800.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Studio City Finance Ltd.                                                         | Studio City Finance Ltd.                                                                                                         | CUSIP: N/A<br>LEI: 254900D6R731QAUIG324       | Long             | DBT              | CORP              | VG        |       5500000 | PA      | $5497250.00     | 0.01%             | 2025-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                                                     | BX Commercial Mortgage Trust, Series 2024-GPA3, Class B                                                                          | CUSIP: 123910AC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       3307317 | PA      | $3310417.89     | 0.01%             | 2039-12-15      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                                                     | Barclays Mortgage Loan Trust, Series 2023-NQM3, Class M1                                                                         | CUSIP: 06744FAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       6427050 | PA      | $6574867.65     | 0.02%             | 2063-10-25      | Variable      | 7.98%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | International Paper Co.                                                                                                          | CUSIP: 460146103<br>LEI: N/A                  | N/A              | DE               |  | GB        |        -22885 | NS      | $-18483.46      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | NDIRS                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   71550742275 | PA      | $254009.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bryant Park Funding Ltd.                                                         | Bryant Park Funding Ltd., Series 2023-19A, Class A1R                                                                             | CUSIP: 11765AAQ2<br>LEI: 5493004CTFWJSWYD8564 | Long             | ABS-CBDO         | CORP              | KY        |       2000000 | PA      | $1998184.40     | 0.00%             | 2038-04-15      | Floating      | 5.49%                 | No            |                  2 | On Loan: No      |
| Iron Mountain Information Management Services, Inc.                              | Iron Mountain Information Management Services, Inc.                                                                              | CUSIP: 46285MAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        112000 | PA      | $107393.28      | 0.00%             | 2032-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD One-touch barrier option; Barrier price EUR 1.00000                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       2256000 | PA      | $50.26          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | ETRS                                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |        684555 | PA      | $-1018641.16    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Puerto Rico Electric Power Authority                                             | Puerto Rico Electric Power Authority, Series 2010AAA                                                                             | CUSIP: 74526YDF9<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | PR        |       1710000 | PA      | $825075.00      | 0.00%             | 2021-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FirstRand Ltd.                                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        282200 | NS      | $3183.82        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deephaven Residential Mortgage Trust                                             | Deephaven Residential Mortgage Trust, Series 2022-3, Class B1                                                                    | CUSIP: 24381YAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       3178000 | PA      | $2795031.47     | 0.01%             | 2067-07-25      | Variable      | 5.27%                 | No            |                  2 | On Loan: No      |
| ARES1                                                                            | ARES1, Series 2024-IND2, Class A                                                                                                 | CUSIP: 04021EAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      25460000 | PA      | $25483815.28    | 0.06%             | 2034-10-15      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| Aurium CLO VIII DAC                                                              | Aurium CLO VIII DAC, Series 8X, Class A                                                                                          | CUSIP: N/A<br>LEI: 549300FEAY35HPC4RS38       | Long             | ABS-CBDO         | CORP              | IE        |       5000000 | PA      | $5873461.31     | 0.01%             | 2034-06-23      | Floating      | 2.86%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Amcor plc                                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |        169900 | NS      | $20388.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Vivion Investments SARL                                                          | Vivion Investments SARL                                                                                                          | CUSIP: N/A<br>LEI: 529900SJ7X71ESJK9N76       | Long             | DBT              | CORP              | LU        |       2929810 | PA      | $3390774.23     | 0.01%             | 2028-08-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      97099499 | PA      | $638643.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                                                     | Barclays Mortgage Loan Trust, Series 2025-NQM1, Class SA                                                                         | CUSIP: 06744WAH0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |         13274 | PA      | $12612.60       | 0.00%             | 2065-01-25      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Republic of Senegal                                                              | Republic of Senegal                                                                                                              | CUSIP: N/A<br>LEI: 549300NP14ZLQGWIUZ97       | Long             | DBT              | NUSS              | SN        |       1019000 | PA      | $948261.53      | 0.00%             | 2028-03-13      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Hops Hill NO 4 plc                                                               | Hops Hill NO 4 plc, Series 4, Class D                                                                                            | CUSIP: N/A<br>LEI: 6354008RKIF9MECMNJ80       | Long             | ABS-MBS          | CORP              | GB        |       1795000 | PA      | $2478259.02     | 0.01%             | 2056-04-21      | Floating      | 6.52%                 | No            |                  2 | On Loan: No      |
| Republic of Cameroon International Bond                                          | Republic of Cameroon                                                                                                             | CUSIP: N/A<br>LEI: 54930021BO6NHYGBBV24       | Long             | DBT              | NUSS              | CM        |      10997000 | PA      | $10212803.93    | 0.02%             | 2031-07-31      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Republic Finance Issuance Trust                                                  | Republic Finance Issuance Trust, Series 2021-A, Class C                                                                          | CUSIP: 76042UAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       4340000 | PA      | $4219214.33     | 0.01%             | 2031-12-22      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| Arbor Multifamily Mortgage Securities Trust                                      | Arbor Multifamily Mortgage Securities Trust, Series 2021-MF3, Class A5                                                           | CUSIP: 03882KAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1605000 | PA      | $1419734.85     | 0.00%             | 2054-10-15      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| Regional Management Issuance Trust                                               | Regional Management Issuance Trust, Series 2024-2, Class D                                                                       | CUSIP: 75907AAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        538000 | PA      | $542076.64      | 0.00%             | 2033-12-15      | Fixed         | 6.33%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners 35 Ltd.                                              | Octagon Investment Partners 35 Ltd., Series 2018-1A, Class A1A                                                                   | CUSIP: 67591TAA8<br>LEI: 549300EBYXJ9QVMC7X31 | Long             | ABS-CBDO         | CORP              | KY        |       1065488 | PA      | $1066027.96     | 0.00%             | 2031-01-20      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     270000000 | PA      | $-1074491.14    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Orchard Park CLO Ltd.                                                            | Orchard Park CLO Ltd., Series 2024-1A, Class E                                                                                   | CUSIP: 68563KAA9<br>LEI: 3912000K0W3TWP1KMO81 | Long             | ABS-CBDO         | CORP              | KY        |       1000000 | PA      | $1013651.90     | 0.00%             | 2037-10-20      | Floating      | 9.87%                 | No            |                  2 | On Loan: No      |
| AI Aqua Merger Sub, Inc.                                                         | AI Aqua Merger Sub, Inc., 1st Lien Term Loan B                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1329832 | PA      | $1327079.33     | 0.00%             | 2028-07-31      | Variable      | 7.32%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $59562.61       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                                                   | Enterprise Fleet Financing LLC, Series 2024-4, Class A4                                                                          | CUSIP: 29374MAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       3040000 | PA      | $3074828.06     | 0.01%             | 2031-06-20      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Banco do Brasil SA                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        467400 | NS      | $47274.12       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HDFC Bank Ltd.                                                                   | HDFC Bank Ltd.                                                                                                                   | CUSIP: N/A<br>LEI: 335800ZQ6I4E2JXENC50       | Long             | DBT              | CORP              | IN        |      10000000 | PA      | $9676500.00     | 0.02%             | 2026-08-25      | Variable      | 3.70%                 | No            |                  2 | On Loan: No      |
| ESC Investments & Realty Corp., Inc.                                             | ESC Investments & Realty Corp., Inc.                                                                                             | CUSIP: 165ESCAQ7<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |       1665000 | PA      | $0.17           | 0.00%             | 2026-08-15      | Fixed         | 6.62%                 | No            |                  3 | On Loan: No      |
| Velocity Commercial Capital Loan Trust                                           | Velocity Commercial Capital Loan Trust, Series 2024-6, Class M3                                                                  | CUSIP: 92261BAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1543394 | PA      | $1538474.67     | 0.00%             | 2054-12-25      | Variable      | 6.92%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-95740.35      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $1302.41        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IndyMac INDX Mortgage Loan Trust                                                 | IndyMac INDX Mortgage Loan Trust, Series 2006-AR41, Class A3                                                                     | CUSIP: 45668NAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        848615 | PA      | $799224.22      | 0.00%             | 2037-02-25      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| Apidos CLO XXII                                                                  | Apidos CLO XXII, Series 2015-22A, Class A1R                                                                                      | CUSIP: 03765XAG1<br>LEI: 5493003SQW0Q40KVFQ19 | Long             | ABS-CBDO         | CORP              | KY        |        409561 | PA      | $409541.59      | 0.00%             | 2031-04-20      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| EDvestinU Private Education Loan Issue No. 4 LLC                                 | EDvestinU Private Education Loan Issue No. 4 LLC, Series 2022-A, Class A                                                         | CUSIP: 28165AAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       4960390 | PA      | $4920594.34     | 0.01%             | 2040-11-25      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust                                           | Velocity Commercial Capital Loan Trust, Series 2020-1, Class M2                                                                  | CUSIP: 92259LAH1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        911487 | PA      | $682931.47      | 0.00%             | 2050-02-25      | Variable      | 2.98%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                                                     | Barclays Mortgage Loan Trust, Series 2024-NQM1, Class M1                                                                         | CUSIP: 06745AAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       4978500 | PA      | $5028061.47     | 0.01%             | 2064-01-25      | Variable      | 6.80%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | USD Currency                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CH        |     210100000 | PA      | $8304093.41     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust                                                       | J.P. Morgan Mortgage Trust, Series 2025-VIS2, Class A1B                                                                          | CUSIP: 46659RAB3<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |       2000000 | PA      | $1993417.20     | 0.00%             | 2063-01-25      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |       1030000 | PA      | $-128989.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sabre GLBL, Inc.                                                                 | Sabre GLBL, Inc., 1st Lien Term Loan B2                                                                                          | CUSIP: 78571YBF6<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | LON              | CORP              | US        |       2817491 | PA      | $2763141.60     | 0.01%             | 2027-12-17      | Variable      | 7.94%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp. Variable Rate Notes, Series 5480, Class FA                                                      | CUSIP: 3137HHKD2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      47817995 | PA      | $48093087.36    | 0.11%             | 2054-03-25      | Floating      | 5.76%                 | No            |                  2 | On Loan: No      |
| Beazer Homes USA, Inc.                                                           | Beazer Homes USA, Inc.                                                                                                           | CUSIP: 07556QBT1<br>LEI: 549300DUPYT2T0F60I45 | Long             | DBT              | CORP              | US        |       8623000 | PA      | $8704470.10     | 0.02%             | 2029-10-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Bytedance Ltd., Series E-1                                                       | ByteDance Ltd., Series E-1                                                                                                       | CUSIP: N/A<br>LEI: 54930057HU24VGK3CO92       | Long             | EP               | CORP              | GB        |        296396 | NS      | $68775727.84    | 0.16%             |  |  |  | Yes           |                  3 | On Loan: No      |
| J.P. Morgan Chase Commercial Mortgage Securities Trust                           | J.P. Morgan Chase Commercial Mortgage Securities Trust, Series 2021-MHC, Class E                                                 | CUSIP: 466330AN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      12867000 | PA      | $12875041.88    | 0.03%             | 2038-04-15      | Floating      | 7.13%                 | No            |                  2 | On Loan: No      |
| Intrum AB                                                                        | Intrum AB                                                                                                                        | CUSIP: N/A<br>LEI: 549300UNCO2FCUWXX470       | Long             | DBT              | CORP              | SE        |        753000 | PA      | $789426.75      | 0.00%             | 2028-03-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Cirsa Finance International SARL                                                 | Cirsa Finance International SARL                                                                                                 | CUSIP: N/A<br>LEI: 254900KUJN6DHWH2K029       | Long             | DBT              | CORP              | LU        |       5268000 | PA      | $6490063.69     | 0.02%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| United Petfood Finance BV                                                        | United Petfood Finance BV, 1st Lien Term Loan B                                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | BE        |       3415730 | PA      | $4008470.81     | 0.01%             | 2032-02-26      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| TK Elevator Midco GmbH                                                           | TK Elevator Midco GmbH, 1st Lien Term Loan B1                                                                                    | CUSIP: D9000BAH5<br>LEI: N/A                  | Long             | LON              | CORP              | DE        |      10137679 | PA      | $11886030.76    | 0.03%             | 2030-04-30      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| CML Hyatt Lost Pines                                                             | CML Hyatt Lost Pines, 1st Lien Term Loan                                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      25700000 | PA      | $25700000.00    | 0.06%             | 2026-09-09      | Variable      | 8.87%                 | No            |                  3 | On Loan: No      |
| Foundation Finance Trust                                                         | Foundation Finance Trust, Series 2025-2A, Class D                                                                                | CUSIP: 35042NAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       2263000 | PA      | $2262830.70     | 0.01%             | 2052-04-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Diameter Capital CLO 9 Ltd.                                                      | Diameter Capital CLO 9 Ltd., Series 2025-9A, Class A                                                                             | CUSIP: 25254AAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       7250000 | PA      | $7242750.00     | 0.02%             | 2038-04-20      | Floating      | 5.49%                 | No            |                  2 | On Loan: No      |
| Helios Software Holdings, Inc.                                                   | Helios Software Holdings, Inc., 1st Lien Term Loan B                                                                             | CUSIP: 42328DAK4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |        713758 | PA      | $714065.18      | 0.00%             | 2030-07-18      | Variable      | 7.80%                 | No            |                  2 | On Loan: No      |
| Japan                                                                            | Japan Government Bond                                                                                                            | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |    2015250000 | PA      | $13952042.95    | 0.03%             | 2035-03-20      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | NDIRS                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   42850696874 | PA      | $41272.08       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       2950000 | PA      | $462864.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hermitage 2024 plc                                                               | Hermitage plc, Series 2024-1, Class D                                                                                            | CUSIP: N/A<br>LEI: 635400OUUMGTAI2EJA52       | Long             | ABS-O            | CORP              | GB        |        653896 | PA      | $905229.94      | 0.00%             | 2033-04-21      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| TAGUS - Sociedade de Titularizacao de Creditos SA                                | TAGUS - Sociedade de Titularizacao de Creditos SA, Series 6, Class B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | PT        |       2200000 | PA      | $2593247.03     | 0.01%             | 2039-12-25      | Floating      | 3.25%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                                           | Alternative Loan Trust, Series 2007-9T1, Class 1A1                                                                               | CUSIP: 02150JAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       3705441 | PA      | $1691656.05     | 0.00%             | 2037-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LANXESS AG                                                                       | LANXESS AG                                                                                                                       | CUSIP: N/A<br>LEI: 529900PTLRE72EMYIJ77       | Long             | EC               | CORP              | DE        |        151305 | NS      | $4511209.92     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-44600.76      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Nationwide Building Society                                                      | Nationwide Building Society                                                                                                      | CUSIP: N/A<br>LEI: 549300XFX12G42QIKN82       | Long             | DBT              | CORP              | GB        |      18000000 | PA      | $21765794.45    | 0.05%             | 2032-07-24      | Variable      | 3.83%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |       1480000 | PA      | $80233.14       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Henley CLO IV DAC                                                                | Henley CLO IV DAC, Series 4X, Class B1                                                                                           | CUSIP: N/A<br>LEI: 6354009HFM8XXW6PPK55       | Long             | ABS-CBDO         | CORP              | IE        |        450000 | PA      | $528933.27      | 0.00%             | 2034-04-25      | Floating      | 3.51%                 | No            |                  2 | On Loan: No      |
| Petrorio Luxembourg Holding SARL                                                 | Petrorio Luxembourg Holding SARL                                                                                                 | CUSIP: N/A<br>LEI: 2221003VQP4JY7T31H94       | Long             | DBT              | CORP              | LU        |        330000 | PA      | $330293.70      | 0.00%             | 2026-06-09      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BASF SE                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -21300 | NS      | $-17323.37      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Lloyds Banking Group plc                                                         | Lloyds Banking Group plc                                                                                                         | CUSIP: N/A<br>LEI: 549300PPXHEU2JF0AM85       | Long             | DBT              | CORP              | GB        |       1700000 | PA      | $2345405.88     | 0.01%             | 2030-06-27      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-843.41        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Polaris plc                                                                      | Polaris plc, Series 2025-1, Class A                                                                                              | CUSIP: N/A<br>LEI: 635400MKPQQD5URNMC45       | Long             | ABS-MBS          | CORP              | GB        |       7213499 | PA      | $9915630.62     | 0.02%             | 2068-02-26      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| NewDay Funding                                                                   | NewDay Funding, Series 2024-1X, Class C                                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | GB        |       3128000 | PA      | $4359771.40     | 0.01%             | 2032-03-15      | Floating      | 6.62%                 | No            |                  2 | On Loan: No      |
| Republic of the Philippines                                                      | Republic of Philippines                                                                                                          | CUSIP: N/A<br>LEI: 529900RAHBALMYIJ3T08       | Long             | DBT              | NUSS              | PH        |    1143160000 | PA      | $20195312.55    | 0.05%             | 2034-01-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | ABN AMRO Bank NV                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |        -42900 | NS      | $-19023.10      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AIMCO CLO 14 Ltd.                                                                | AIMCO CLO 14 Ltd., Series 2021-14A, Class SUB                                                                                    | CUSIP: 00144FAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      20000000 | PA      | $13439200.00    | 0.03%             | 2034-04-20      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Oriental Land Co. Ltd.                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |        -57700 | NS      | $-40846.62      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Atlantic Union Bankshares Corp.                                                                                                  | CUSIP: 04911A107<br>LEI: N/A                  | N/A              | DE               |  | US        |        -30170 | NS      | $603.40         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOP                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   -1188291000 | PA      | $-3917272.52    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| COLT Mortgage Loan Trust                                                         | COLT Mortgage Loan Trust, Series 2022-3, Class B1                                                                                | CUSIP: 12659YAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       2500000 | PA      | $2154035.75     | 0.01%             | 2067-02-25      | Variable      | 4.22%                 | No            |                  2 | On Loan: No      |
| CaixaBank SA                                                                     | CaixaBank SA                                                                                                                     | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | DBT              | CORP              | ES        |       3600000 | PA      | $4273781.65     | 0.01%             | 2026-03-23      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     167353624 | PA      | $-3328958.99    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Texas Debt Capital Euro CLO DAC                                                  | Texas Debt Capital Euro CLO DAC, Series 2024-1A, Class C                                                                         | CUSIP: N/A<br>LEI: 6354005CUY8PX5XJT459       | Long             | ABS-CBDO         | CORP              | IE        |       1500000 | PA      | $1772888.55     | 0.00%             | 2038-07-16      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                                                          | JPMorgan Securities LLC                                                                                                          | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | Long             | RA               | CORP              | US        |         99875 | PA      | $99875.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     856094991 | PA      | $2516936.14     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Kingdom of Spain                                                                 | Bonos y Obligaciones del Estado                                                                                                  | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |      95710000 | PA      | $117587792.00   | 0.28%             | 2029-05-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Mattamy Group Corp.                                                              | Mattamy Group Corp.                                                                                                              | CUSIP: 57701RAJ1<br>LEI: 5493008TNY7A82WCXU31 | Long             | DBT              | CORP              | CA        |       4672000 | PA      | $4649524.41     | 0.01%             | 2027-12-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Tallgrass Energy Partners LP                                                     | Tallgrass Energy Partners LP                                                                                                     | CUSIP: 87470LAD3<br>LEI: 549300IQ3DN0F3VERF65 | Long             | DBT              | CORP              | US        |        951000 | PA      | $945414.78      | 0.00%             | 2028-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CVR CHC LP                                                                       | CVR CHC LP, 1st Lien Term Loan                                                                                                   | CUSIP: 12663SAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      11741008 | PA      | $11721400.21    | 0.03%             | 2027-12-30      | Variable      | 8.30%                 | No            |                  2 | On Loan: No      |
| Transnet SOC Ltd.                                                                | Transnet SOC Ltd.                                                                                                                | CUSIP: N/A<br>LEI: 378900B07CD6F01EA796       | Long             | DBT              | CORP              | ZA        |        436000 | PA      | $451124.84      | 0.00%             | 2028-02-06      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-104453.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OHA Credit Funding 22 Ltd.                                                       | OHA Credit Funding 22 Ltd., Series 2025-22A, Class A1                                                                            | CUSIP: 67121HAA3<br>LEI: 2549003SYMVHPGWUV286 | Long             | ABS-CBDO         | CORP              | KY        |       3000000 | PA      | $3007515.00     | 0.01%             | 2038-07-20      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| Rockfield Park CLO DAC                                                           | Rockfield Park CLO DAC, Series 1X, Class C                                                                                       | CUSIP: N/A<br>LEI: 254900FQNC3OT6YHSV84       | Long             | ABS-CBDO         | CORP              | IE        |       2000000 | PA      | $2361310.80     | 0.01%             | 2034-07-16      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   31314500000 | PA      | $-213899.70     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | U.S. Treasury 10-Year Note                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        -25638 | NC      | $-47387905.37   | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                              | Mid-America Apartment Communities, Inc.                                                                                          | CUSIP: 59522J103<br>LEI: N/A                  | N/A              | DE               |  | US        |        -10400 | NS      | $22360.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of India                                                                | Republic of India                                                                                                                | CUSIP: N/A<br>LEI: 335800IV7VCDQGIOI391       | Long             | DBT              | NUSS              | IN        |     740000000 | PA      | $8849842.58     | 0.02%             | 2053-06-19      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| Argent Mortgage Loan Trust                                                       | Argent Mortgage Loan Trust, Series 2005-W1, Class A2                                                                             | CUSIP: 040104MY4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       4784767 | PA      | $3890338.28     | 0.01%             | 2035-05-25      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO 54M L.P                                               | Golub Capital Partners CLO 54M L.P, Series 2021-54A, Class A                                                                     | CUSIP: 381743AA1<br>LEI: 2549007JA1TZWEDGPD41 | Long             | ABS-CBDO         | CORP              | KY        |       9500000 | PA      | $9521821.50     | 0.02%             | 2033-08-05      | Floating      | 6.05%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association, Series 2021-140, Class JI                                                              | CUSIP: 38382XWM3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      28639050 | PA      | $4922139.15     | 0.01%             | 2051-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AZEK Group LLC (The)                                                             | AZEK Group LLC (The), 1st Lien Term Loan                                                                                         | CUSIP: 05478EAC5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       1029825 | PA      | $1028537.72     | 0.00%             | 2031-09-26      | Variable      | 6.33%                 | No            |                  2 | On Loan: No      |
| Lune Holdings SARL                                                               | Lune Holdings SARL                                                                                                               | CUSIP: N/A<br>LEI: 54930003WQ56T0558M33       | Long             | DBT              | CORP              | LU        |       7359000 | PA      | $3484207.53     | 0.01%             | 2028-11-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Paprec Holding SA                                                                | Paprec Holding SA                                                                                                                | CUSIP: N/A<br>LEI: 969500ASAFSVN9KVC873       | Long             | DBT              | CORP              | FR        |       1951000 | PA      | $2399418.06     | 0.01%             | 2027-11-17      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | HICPXT                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | GB        |      15720000 | PA      | $-78873.55      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Federative Republic of Brazil                                                    | Federative Republic of Brazil                                                                                                    | CUSIP: N/A<br>LEI: 254900ZFY40OYEADAP90       | Long             | STIV             | NUSS              | BR        |         99699 | PA      | $17085273.64    | 0.04%             | 2026-01-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust                                                         | Ajax Mortgage Loan Trust, Series 2023-C, Class A1                                                                                | CUSIP: 009926AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      41742197 | PA      | $39695685.89    | 0.09%             | 2063-05-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Creeksource Dunes Creek CLO Ltd.                                                 | Creeksource Dunes Creek CLO Ltd., Series 2024-1A, Class B                                                                        | CUSIP: 225914AE0<br>LEI: 254900CZYOXX4AZ15302 | Long             | ABS-CBDO         | CORP              | KY        |       2000000 | PA      | $1999875.40     | 0.00%             | 2038-01-15      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| Opal Bidco SAS                                                                   | Opal Bidco SAS                                                                                                                   | CUSIP: 68348BAA1<br>LEI: 969500R96XT7XY2UJ564 | Long             | DBT              | CORP              | FR        |       2213000 | PA      | $2258616.57     | 0.01%             | 2032-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-41605.99      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCM XIV LP                                                                       | LCM XIV LP, Series 14A, Class AR                                                                                                 | CUSIP: 50184VAR5<br>LEI: 549300NGJ6CPPJRPGL08 | Long             | ABS-CBDO         | CORP              | KY        |        132840 | PA      | $132877.63      | 0.00%             | 2031-07-20      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| CFAMC IV Co. Ltd.                                                                | CFAMC IV Co. Ltd.                                                                                                                | CUSIP: N/A<br>LEI: 549300M6T6OW4AGYHK10       | Long             | DBT              | CORP              | VG        |        800000 | PA      | $796000.00      | 0.00%             | 2025-09-30      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      11610000 | PA      | $-51614.26      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Emirates NBD Bank PJSC                                                           | Emirates NBD Bank PJSC                                                                                                           | CUSIP: N/A<br>LEI: 54930029BCN8HF3B1286       | Long             | DBT              | CORP              | AE        |      17280000 | PA      | $11473026.65    | 0.03%             | 2035-06-18      | Fixed         | 5.91%                 | No            |                  2 | On Loan: No      |
| Cencosud SA                                                                      | Cencosud SA                                                                                                                      | CUSIP: N/A<br>LEI: 549300NLTGCFV7482429       | Long             | DBT              | CORP              | CL        |        224000 | PA      | $221901.12      | 0.00%             | 2027-07-17      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| iShares Trust                                                                    | iShares iBoxx $ Investment Grade Corporate Bond ETF                                                                              | CUSIP: 464287242<br>LEI: 549300FYCXFXG8POR355 | Long             |  | RF                | US        |        215088 | NS      | $23575795.68    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Credit Agricole SA                                                               | Credit Agricole SA                                                                                                               | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | DBT              | CORP              | FR        |       2200000 | PA      | $2568855.93     | 0.01%             | 2035-03-23      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| Navient Private Education Refi Loan Trust                                        | Navient Private Education Refi Loan Trust, Series 2019-CA, Class A2                                                              | CUSIP: 63940YAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |         76654 | PA      | $75153.58       | 0.00%             | 2068-02-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $201517.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | NDIRS                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   20745790000 | PA      | $11471.62       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pass-Through Certificates WMALT                       | Washington Mutual Mortgage Pass-Through Certificates WMALT, Series 2006-AR10, Class A2A                                          | CUSIP: 93935YAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1127837 | PA      | $925688.11      | 0.00%             | 2036-12-25      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| Republic of Turkiye (The)                                                        | Republic of Turkiye (The)                                                                                                        | CUSIP: 900123DG2<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |        733000 | PA      | $825471.62      | 0.00%             | 2033-01-19      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Pernod Ricard SA                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |        -27100 | NS      | $68581.52       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STWD Trust                                                                       | STWD Trust, Series 2021-FLWR, Class E                                                                                            | CUSIP: 78485GAN4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       2497600 | PA      | $2496039.00     | 0.01%             | 2036-07-15      | Floating      | 6.35%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | ING Groep NV                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        117400 | NS      | $105573.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                                         | Angel Oak Mortgage Trust, Series 2019-5, Class B1                                                                                | CUSIP: 03464KAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        715000 | PA      | $667059.97      | 0.00%             | 2049-10-25      | Variable      | 3.96%                 | No            |                  2 | On Loan: No      |
| Trust Fibra Uno                                                                  | Trust Fibra Uno                                                                                                                  | CUSIP: N/A<br>LEI: 54930011BLQ0JPRBAL73       | Long             | DBT              | CORP              | MX        |       2330000 | PA      | $2428296.88     | 0.01%             | 2032-01-23      | Fixed         | 7.70%                 | No            |                  2 | On Loan: No      |
| Nissan Motor Co. Ltd.                                                            | Nissan Motor Co. Ltd.                                                                                                            | CUSIP: 654744AD3<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |       5646000 | PA      | $5179757.33     | 0.01%             | 2030-09-17      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                               | Credit Agricole SA                                                                                                               | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | DBT              | CORP              | FR        |        500000 | PA      | $519903.01      | 0.00%             | 2035-01-10      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-777772.02     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp. Variable Rate Notes, Series 5505, Class FB                                                      | CUSIP: 3137HJ6X0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      31927106 | PA      | $32117761.79    | 0.08%             | 2055-02-25      | Floating      | 5.81%                 | No            |                  2 | On Loan: No      |
| HILT Commercial Mortgage Trust                                                   | HILT Commercial Mortgage Trust, Series 2024-ORL, Class A                                                                         | CUSIP: 403956AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      10515000 | PA      | $10521571.88    | 0.02%             | 2037-05-15      | Floating      | 5.85%                 | No            |                  2 | On Loan: No      |
| Bellis Acquisition Co. plc                                                       | Bellis Acquisition Co. plc, Facility 1st Lien Term Loan B                                                                        | CUSIP: G3007DAE1<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |       1500000 | PA      | $1669302.39     | 0.00%             | 2031-05-12      | Variable      | 6.31%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                                           | Alternative Loan Trust, Series 2006-OC7, Class 2A3                                                                               | CUSIP: 23243VAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       4560863 | PA      | $3933695.75     | 0.01%             | 2046-07-25      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium                                                               | Kingdom of Belgium                                                                                                               | CUSIP: N/A<br>LEI: 549300SZ25JZFHRHWD76       | Long             | DBT              | NUSS              | BE        |      23876720 | PA      | $25046618.59    | 0.06%             | 2054-06-22      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Anchorage Credit Funding 3 Ltd.                                                  | Anchorage Credit Funding 3 Ltd., Series 2016-3A, Class A1R                                                                       | CUSIP: 03330EAJ3<br>LEI: 5493003NNQWXMTSTMF21 | Long             | ABS-CBDO         | CORP              | KY        |      22000000 | PA      | $20748347.40    | 0.05%             | 2039-01-28      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| Mehilainen Yhtiot Oy                                                             | Mehilainen Yhtiot Oy, 1st Lien Term Loan B                                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | FI        |       6505935 | PA      | $7665428.77     | 0.02%             | 2031-08-05      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                                                        | Nelnet Student Loan Trust, Series 2023-PL1A, Class A1A                                                                           | CUSIP: 64034UAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       5573116 | PA      | $5657138.16     | 0.01%             | 2053-11-25      | Floating      | 6.56%                 | No            |                  2 | On Loan: No      |
| Barclays Capital, Inc.                                                           | Barclays Capital, Inc.                                                                                                           | CUSIP: N/A<br>LEI: AC28XWWI3WIBK2824319       | Long             | RA               | CORP              | US        |        120156 | PA      | $120156.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan Structured Products BV                                               | J.P. Morgan Structured Products BV                                                                                               | CUSIP: N/A<br>LEI: XZYUUT6IYN31D9K77X08       | Long             | SN               | CORP              | NL        |      18008107 | PA      | $19140816.93    | 0.05%             | 2028-02-03      | Fixed         | 13.00%                | No            |                  3 | On Loan: No      |
| Loxam SAS                                                                        | Loxam SAS                                                                                                                        | CUSIP: N/A<br>LEI: 969500BNA2YRNE1R5K91       | Long             | DBT              | CORP              | FR        |        921000 | PA      | $1094058.49     | 0.00%             | 2027-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Stonepeak Nile Parent LLC                                                        | Stonepeak Nile Parent LLC, 1st Lien Term Loan                                                                                    | CUSIP: 86184XAB0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       1465000 | PA      | $1469028.75     | 0.00%             | 2032-04-09      | Variable      | 6.98%                 | No            |                  2 | On Loan: No      |
| Bilibili, Inc.                                                                   | Bilibili, Inc.                                                                                                                   | CUSIP: N/A<br>LEI: 5493008V60M52L3PIS45       | Long             | DBT              | CORP              | KY        |      11850000 | PA      | $13343100.00    | 0.03%             | 2030-06-01      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Ares Capital Corp.                                                               | Ares Capital Corp.                                                                                                               | CUSIP: 04010LBE2<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |       6049000 | PA      | $6241283.98     | 0.01%             | 2027-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp., Series 5112, Class KI                                                                          | CUSIP: 3137H0RH3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      27598433 | PA      | $5126168.84     | 0.01%             | 2051-06-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Minimax Viking GmbH                                                              | Minimax Viking GmbH, Facility 1st Lien Term Loan B                                                                               | CUSIP: 55404TAG7<br>LEI: N/A                  | Long             | LON              | CORP              | DE        |       1000000 | PA      | $1175982.82     | 0.00%             | 2032-03-17      | Variable      | 4.43%                 | No            |                  2 | On Loan: No      |
| Sotera Health Holdings LLC                                                       | Sotera Health Holdings LLC, 1st Lien Term Loan                                                                                   | CUSIP: 83600VAG6<br>LEI: 549300OVT7MBXFLOFU20 | Long             | LON              | CORP              | US        |        992500 | PA      | $995606.53      | 0.00%             | 2031-05-30      | Variable      | 7.55%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | iShares iBoxx $ Investment Grade Corporate Bond ETF                                                                              | CUSIP: 464287242<br>LEI: N/A                  | N/A              | DE               |  | US        |       -342788 | NS      | $-689003.88     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Performance Food Group, Inc.                                                     | Performance Food Group, Inc.                                                                                                     | CUSIP: 69346VAA7<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |       3092000 | PA      | $3085536.17     | 0.01%             | 2027-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| State of Ohio                                                                    | State of Ohio, Series 2020C                                                                                                      | CUSIP: 6775225L4<br>LEI: 5493005LEB5E170OMX59 | Long             | DBT              | MUN               | US        |       4095000 | PA      | $4369711.98     | 0.01%             | 2039-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Palmer Square European Loan Funding DAC                                          | Palmer Square European Loan Funding DAC, Series 2024-2X, Class D                                                                 | CUSIP: N/A<br>LEI: 254900G4AVDGFB7U1712       | Long             | ABS-CBDO         | CORP              | IE        |       3250000 | PA      | $3831869.15     | 0.01%             | 2034-05-15      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Abbott Laboratories                                                                                                              | CUSIP: 002824100<br>LEI: N/A                  | N/A              | DE               |  | US        |        -16300 | NS      | $-44825.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Banco de Credito e Inversiones SA                                                | Banco de Credito e Inversiones SA                                                                                                | CUSIP: 05890MAC7<br>LEI: 549300E9E5Y3PKW24142 | Long             | DBT              | CORP              | CL        |       1110000 | PA      | $1171804.80     | 0.00%             | 2029-05-08      | Variable      | 8.75%                 | No            |                  2 | On Loan: No      |
| Lessen Holdings, Inc.                                                            | Lessen Holdings, Inc., Series B                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | US        |        542406 | NS      | $1589249.58     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Braccan Mortgage Funding plc                                                     | Braccan Mortgage Funding plc, Series 2025-1X, Class C                                                                            | CUSIP: N/A<br>LEI: 6354003DBF3NI8QJRR63       | Long             | ABS-MBS          | CORP              | GB        |       1046000 | PA      | $1439527.83     | 0.00%             | 2067-05-17      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| Continuum Green Energy India Pvt                                                 | Continuum Green Energy India Pvt                                                                                                 | CUSIP: 89629LAA5<br>LEI: 3358004RA32K53YGBC38 | Long             | DBT              | CORP              | IN        |       1759050 | PA      | $1809622.69     | 0.00%             | 2033-06-26      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BCMSC Trust                                                                      | BCMSC Trust, Series 2000-A, Class A2                                                                                             | CUSIP: 09774XBN1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       7776692 | PA      | $543845.82      | 0.00%             | 2030-06-15      | Variable      | 7.58%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOP                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     238620000 | PA      | $1227168.57     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Neuberger Berman Loan Advisers CLO 32 Ltd.                                       | Neuberger Berman Loan Advisers CLO 32 Ltd., Series 2019-32A, Class ER                                                            | CUSIP: 64132EAL0<br>LEI: 5493007YBEOXQIHH3C54 | Long             | ABS-CBDO         | CORP              | KY        |        825000 | PA      | $828700.21      | 0.00%             | 2032-01-20      | Floating      | 10.63%                | No            |                  2 | On Loan: No      |
| RAMP Series Trust                                                                | RAMP Series Trust, Series 2004-RS7, Class A2A                                                                                    | CUSIP: 7609857G0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       1904234 | PA      | $1497650.86     | 0.00%             | 2034-07-25      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| Citadel plc                                                                      | Citadel plc, Series 2024-1, Class B                                                                                              | CUSIP: N/A<br>LEI: 213800XKX6NBEB5W9Z43       | Long             | ABS-MBS          | CORP              | GB        |        929000 | PA      | $1276887.86     | 0.00%             | 2060-04-28      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                       | Verus Securitization Trust, Series 2021-3, Class B1                                                                              | CUSIP: 92539LAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       3316000 | PA      | $2361295.75     | 0.01%             | 2066-06-25      | Variable      | 3.20%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC                                                                 | CCO Holdings LLC                                                                                                                 | CUSIP: 1248EPCP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       4249000 | PA      | $3782404.56     | 0.01%             | 2034-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| RRX 7 Ltd.                                                                       | RRX 7 Ltd., Series 2022-7A, Class D                                                                                              | CUSIP: 40256JAA3<br>LEI: 549300V317BEVFPNAZ66 | Long             | ABS-CBDO         | CORP              | KY        |        250000 | PA      | $250472.65      | 0.00%             | 2035-07-15      | Floating      | 11.11%                | No            |                  2 | On Loan: No      |
| N/A                                                                              | LyondellBasell Industries NV, Class A                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         17200 | NS      | $8944.00        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust                                                       | J.P. Morgan Mortgage Trust, Series 2021-4, Class B5                                                                              | CUSIP: 46652VCB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        426235 | PA      | $312828.13      | 0.00%             | 2051-08-25      | Variable      | 2.90%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $78232.51       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | AMC Networks, Inc., Class A                                                                                                      | CUSIP: 00164V103<br>LEI: N/A                  | N/A              | DE               |  | US        |        418075 | NS      | $-200676.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      38391600 | PA      | $7866227.87     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Meta Platforms, Inc.                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          -200 | NC      | $-112000.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ELM Trust                                                                        | ELM Trust, Series 2024-ELM, Class E10                                                                                            | CUSIP: 26860XBG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      12317000 | PA      | $12350553.97    | 0.03%             | 2039-06-10      | Variable      | 8.05%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-147573.98     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Regional Management Issuance Trust                                               | Regional Management Issuance Trust, Series 2021-2, Class A                                                                       | CUSIP: 75907UAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       2361000 | PA      | $2247544.51     | 0.01%             | 2033-08-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO 18 Ltd.                                                              | Elmwood CLO 18 Ltd., Series 2022-5A, Class SUB                                                                                   | CUSIP: 29003QAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       6000000 | PA      | $2746500.00     | 0.01%             | 2037-07-17      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Canyon Capital CLO Ltd.                                                          | Canyon Capital CLO Ltd., Series 2022-2A, Class A1R                                                                               | CUSIP: 13877LAS5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |       4750000 | PA      | $4748978.75     | 0.01%             | 2038-04-15      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $321.89         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                                    | Commonwealth of Massachusetts, Series 2019H                                                                                      | CUSIP: 57582RYY6<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |       1055000 | PA      | $708752.22      | 0.00%             | 2049-09-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Whitebox CLO I Ltd.                                                              | Whitebox CLO I Ltd., Series 2019-1A, Class ERR                                                                                   | CUSIP: 96467CAG2<br>LEI: 549300E4AC0513DYO913 | Long             | ABS-CBDO         | CORP              | KY        |       6630000 | PA      | $6631750.98     | 0.02%             | 2036-07-24      | Floating      | 10.03%                | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       1570000 | PA      | $65925.17       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Apidos CLO XXVIII                                                                | Apidos CLO XXVIII, Series 2017-28A, Class D                                                                                      | CUSIP: 03766YAA1<br>LEI: 549300QCAOUF4OXOI275 | Long             | ABS-CBDO         | CORP              | KY        |        270000 | PA      | $269836.46      | 0.00%             | 2031-01-20      | Floating      | 10.03%                | No            |                  2 | On Loan: No      |
| Navient Private Education Refi Loan Trust                                        | Navient Private Education Refi Loan Trust, Series 2021-DA, Class A                                                               | CUSIP: 63942CAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       4724794 | PA      | $4663068.58     | 0.01%             | 2060-04-15      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| Traton Finance Luxembourg SA                                                     | Traton Finance Luxembourg SA                                                                                                     | CUSIP: N/A<br>LEI: 529900BRKIE6LKIEXD84       | Long             | DBT              | CORP              | LU        |       7500000 | PA      | $8998307.46     | 0.02%             | 2030-03-27      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CSMC Trust                                                                       | CSMC Trust, Series 2017-PFHP, Class A                                                                                            | CUSIP: 12595KAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1295854 | PA      | $1292025.32     | 0.00%             | 2030-12-15      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| iShares, Inc.                                                                    | iShares MSCI Brazil ETF                                                                                                          | CUSIP: 464286400<br>LEI: 5493006D2L7KY3ZDF809 | Long             |  | RF                | US        |        298064 | NS      | $8599146.40     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp. Variable Rate Notes, Series 5386, Class FD                                                      | CUSIP: 3137HBXV1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      21368623 | PA      | $21438840.21    | 0.05%             | 2054-03-25      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                                                | Barclays Bank plc                                                                                                                | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | RA               | CORP              | GB        |        366388 | PA      | $366388.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CoreWeave Compute Acquisition Co. II LLC                                         | CoreWeave Compute Acquisition Co. II LLC, Delayed Draw 1st Lien Term Loan                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      49431824 | PA      | $49001767.36    | 0.12%             | 2028-07-31      | Variable      | 13.92%                | No            |                  3 | On Loan: No      |
| United Mexican States                                                            | Mex Bonos Desarr Fix Rt                                                                                                          | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |       2964506 | PA      | $15768780.03    | 0.04%             | 2029-03-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $52256.12       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nanya Technology Corp.                                                           | Nanya Technology Corp.                                                                                                           | CUSIP: N/A<br>LEI: 254900STKVKJBRRO0835       | Long             | EC               | CORP              | TW        |        510000 | NS      | $893798.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Apidos CLO XXXI                                                                  | Apidos CLO XXXI, Series 2019-31A, Class CR                                                                                       | CUSIP: 03767VAN8<br>LEI: 549300IG6PHVJ3WBR394 | Long             | ABS-CBDO         | CORP              | KY        |       1140000 | PA      | $1142521.68     | 0.00%             | 2031-04-15      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Viavi Solutions, Inc.                                                            | Viavi Solutions, Inc., 1st Lien Term Loan B                                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        565000 | PA      | $564649.70      | 0.00%             | 2032-06-11      | Variable      | 6.32%                 | No            |                  2 | On Loan: No      |
| Flatiron CLO 21 Ltd.                                                             | Flatiron CLO 21 Ltd., Series 2021-1A, Class SUB                                                                                  | CUSIP: 33883TAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       5000000 | PA      | $3262700.00     | 0.01%             | 2034-07-19      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Kleopatra Finco SARL                                                             | Kleopatra Finco SARL                                                                                                             | CUSIP: N/A<br>LEI: 222100M6T1N8VIC8M726       | Long             | DBT              | CORP              | LU        |       4414000 | PA      | $4875190.68     | 0.01%             | 2026-03-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Husky Injection Molding Systems Ltd.                                             | Husky Injection Molding Systems Ltd.                                                                                             | CUSIP: 44805RAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       4227000 | PA      | $4419531.35     | 0.01%             | 2029-02-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDI                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      43862452 | PA      | $-2902389.15    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $56860.57       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Pentair plc                                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |        -30900 | NS      | $-95790.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OneDigital Borrower LLC                                                          | OneDigital Borrower LLC, 1st Lien Term Loan                                                                                      | CUSIP: 68277FAN9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |        990000 | PA      | $987218.10      | 0.00%             | 2031-07-02      | Variable      | 7.33%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO V-B Ltd.                                             | Benefit Street Partners CLO V-B Ltd., Series 2018-5BA, Class A1R                                                                 | CUSIP: 08181JAH5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       8550000 | PA      | $8587087.34     | 0.02%             | 2037-07-20      | Floating      | 5.80%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Telecom Italia SpA                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       4692458 | NS      | $179807.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LendingClub Rated Notes Issuer Trust                                             | LendingClub Rated Notes Issuer Trust, Series 2025-P1, Class A                                                                    | CUSIP: 525943AA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      26153000 | PA      | $26275770.03    | 0.06%             | 2031-06-16      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Informatica, Inc., Class A                                                                                                       | CUSIP: 45674M101<br>LEI: N/A                  | N/A              | DE               |  | US        |        107273 | NS      | $21454.60       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BX Trust                                                                         | BX Trust, Series 2024-CNYN, Class D                                                                                              | CUSIP: 05612HAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       3482862 | PA      | $3488303.75     | 0.01%             | 2041-04-15      | Floating      | 7.00%                 | No            |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust                                                         | Ajax Mortgage Loan Trust, Series 2022-A, Class M3                                                                                | CUSIP: 009695AF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        451160 | PA      | $358267.64      | 0.00%             | 2061-10-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| IQVIA, Inc.                                                                      | IQVIA, Inc.                                                                                                                      | CUSIP: 46266TAA6<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |       3498000 | PA      | $3486186.55     | 0.01%             | 2027-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |       2512000 | PA      | $9726.40        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RBC Capital Markets LLC                                                          | RBC Capital Markets LLC                                                                                                          | CUSIP: N/A<br>LEI: 549300LCO2FLSSVFFR64       | Long             | RA               | CORP              | US        |        187750 | PA      | $187750.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Anchorage Capital CLO 8 Ltd.                                                     | Anchorage Capital CLO 8 Ltd., Series 2016-8A, Class DR2                                                                          | CUSIP: 03329KBG7<br>LEI: 549300PKM3N9LK4JM015 | Long             | ABS-CBDO         | CORP              | KY        |       2000000 | PA      | $1989076.00     | 0.00%             | 2034-10-27      | Floating      | 8.14%                 | No            |                  2 | On Loan: No      |
| AMC Networks, Inc.                                                               | AMC Networks, Inc.                                                                                                               | CUSIP: 00164VAJ2<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |       4356000 | PA      | $3659040.00     | 0.01%             | 2029-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Eutelsat SA                                                                      | Eutelsat SA                                                                                                                      | CUSIP: N/A<br>LEI: 549300MCOOY1V7P2PG30       | Long             | DBT              | CORP              | FR        |       3400000 | PA      | $3641747.83     | 0.01%             | 2028-10-13      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-78144.88      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fibercop SpA                                                                     | Fibercop SpA                                                                                                                     | CUSIP: 683879AF7<br>LEI: 8156007022402E114A31 | Long             | DBT              | CORP              | IT        |       5671000 | PA      | $5526860.99     | 0.01%             | 2036-07-18      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                                                     | Barclays Mortgage Loan Trust, Series 2025-NQM2, Class A3                                                                         | CUSIP: 066930AC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      10588725 | PA      | $10702154.68    | 0.03%             | 2065-05-25      | Variable      | 6.04%                 | No            |                  2 | On Loan: No      |
| Auto ABS Italian Stella Loans SRL                                                | Auto ABS Italian Stella Loans SRL, Series 2024-1, Class A                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | IT        |      12531874 | PA      | $14779635.12    | 0.03%             | 2036-12-29      | Floating      | 2.66%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    3250623327 | PA      | $806815.79      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Volkswagen Financial Services NV                                                 | Volkswagen Financial Services NV                                                                                                 | CUSIP: N/A<br>LEI: 529900ZTQC8D1TW6BL41       | Long             | DBT              | CORP              | NL        |       1400000 | PA      | $1916896.12     | 0.00%             | 2025-10-09      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Republic of Turkiye (The)                                                        | Republic of Turkiye (The)                                                                                                        | CUSIP: N/A<br>LEI: 5493000PCHOG3B6S3Q85       | Long             | DBT              | NUSS              | TR        |     190361000 | PA      | $4560890.41     | 0.01%             | 2028-11-08      | Fixed         | 31.08%                | No            |                  2 | On Loan: No      |
| N/A                                                                              | NDIRS                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   17701946935 | PA      | $-23182.85      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chemours Co. (The)                                                               | Chemours Co. (The)                                                                                                               | CUSIP: 163851AH1<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |       2229000 | PA      | $1940199.17     | 0.00%             | 2029-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-147970.18     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Denver City & County School District No. 1                                       | Denver City & County School District No. 1, Series 2022A                                                                         | CUSIP: 249174YP2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |       5950000 | PA      | $6113434.34     | 0.01%             | 2045-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Kering SA                                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |         -8900 | NS      | $-98166.59      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Far East Horizon Ltd.                                                            | Far East Horizon Ltd.                                                                                                            | CUSIP: N/A<br>LEI: 549300S9XRGO1ZPUHE62       | Long             | DBT              | CORP              | HK        |       9910000 | PA      | $9866990.60     | 0.02%             | 2028-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $301710.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| True Corp. PCL                                                                   | True Corp. PCL                                                                                                                   | CUSIP: N/A<br>LEI: 894500HQD71STX0DQK07       | Long             | EC               | CORP              | TH        |       1471400 | NS      | $503234.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays plc                                                                     | Barclays plc                                                                                                                     | CUSIP: N/A<br>LEI: 213800LBQA1Y9L22JB70       | Long             | DBT              | CORP              | GB        |       9322000 | PA      | $10832166.35    | 0.03%             | 2031-03-22      | Variable      | 1.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Smurfit WestRock plc                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |        -49100 | NS      | $-35843.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                                           | Arab Republic of Egypt                                                                                                           | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |        625000 | PA      | $634343.75      | 0.00%             | 2027-01-31      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                                    | Commonwealth of Massachusetts, Series 2009E                                                                                      | CUSIP: 57582PUE8<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |        805000 | PA      | $817947.61      | 0.00%             | 2039-12-01      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Woolworths Group Ltd.                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         60000 | NS      | $-26310.70      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Aiven, Inc.                                                                      | Aiven, Inc., Series D                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |        169258 | NS      | $8572917.70     | 0.02%             |  |  |  | No            |                  3 | On Loan: No      |
| Barclays Bank plc                                                                | Barclays Bank plc                                                                                                                | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | RA               | CORP              | GB        |        191250 | PA      | $191250.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Paramount Global                                                                 | Paramount Global                                                                                                                 | CUSIP: 92556HAE7<br>LEI: 5KYC8KF17ROCY24M3H09 | Short            | DBT              | CORP              | US        |        -48000 | PA      | $-47161.71      | -0.00%            | 2062-03-30      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| AusNet Services Holdings Pty. Ltd.                                               | AusNet Services Holdings Pty. Ltd.                                                                                               | CUSIP: N/A<br>LEI: TTMIG9TE1S0X3ZPDHD61       | Long             | DBT              | CORP              | AU        |       9680000 | PA      | $6377517.73     | 0.02%             | 2055-02-12      | Floating      | 6.05%                 | No            |                  2 | On Loan: No      |
| Fantasia Holdings Group Co. Ltd.                                                 | Fantasia Holdings Group Co. Ltd.                                                                                                 | CUSIP: N/A<br>LEI: 5493005JQNLB3I01JW62       | Long             | DBT              | CORP              | KY        |       5938000 | PA      | $163295.00      | 0.00%             | 2024-07-05      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $45431.94       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Carlson Travel, Inc.                                                             | Carlson Travel, Inc.                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |         17611 | NS      | $70444.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-94175.08      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Wynn Resorts Finance LLC                                                         | Wynn Resorts Finance LLC                                                                                                         | CUSIP: 983133AD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       1514000 | PA      | $1523707.77     | 0.00%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners XV Ltd.                                              | Octagon Investment Partners XV Ltd., Series 2013-1A, Class A2R                                                                   | CUSIP: 67590EAS3<br>LEI: 549300VYCI9AZ4NZBX86 | Long             | ABS-CBDO         | CORP              | KY        |       1000000 | PA      | $1000250.20     | 0.00%             | 2030-07-19      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-2824445.89    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR Currency                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | FR        |    -168365075 | PA      | $-2330662.50    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     494278804 | PA      | $-2209769.90    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp. Variable Rate Notes, Series 2019-K99, Class C                                                   | CUSIP: 30314FAC8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1000000 | PA      | $940718.70      | 0.00%             | 2052-10-25      | Variable      | 3.77%                 | No            |                  2 | On Loan: No      |
| RingCentral, Inc.                                                                | RingCentral, Inc.                                                                                                                | CUSIP: 76680RAJ6<br>LEI: 549300C8EH0H1614VE84 | Long             | DBT              | CORP              | US        |      19845000 | PA      | $21233911.86    | 0.05%             | 2030-08-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Republic of Guatemala                                                            | Republic of Guatemala                                                                                                            | CUSIP: 401494AW9<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |       4755000 | PA      | $4835835.00     | 0.01%             | 2036-06-13      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Ukraine                                                                          | Ukraine Government Bond                                                                                                          | CUSIP: 903724CA8<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |       5384854 | PA      | $2773199.81     | 0.01%             | 2034-02-01      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| Heathrow Finance plc                                                             | Heathrow Finance plc                                                                                                             | CUSIP: N/A<br>LEI: 549300F740QSGMPHQJ60       | Long             | DBT              | CORP              | GB        |       1956000 | PA      | $2469937.12     | 0.01%             | 2029-09-01      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| Barclays plc                                                                     | Barclays plc                                                                                                                     | CUSIP: N/A<br>LEI: 213800LBQA1Y9L22JB70       | Long             | DBT              | CORP              | GB        |      40000000 | PA      | $48037667.52    | 0.11%             | 2037-03-26      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| Ballyrock CLO 14 Ltd.                                                            | Ballyrock CLO 14 Ltd., Series 2020-14A, Class DR                                                                                 | CUSIP: 05874YAE7<br>LEI: 254900GXTF670X967J67 | Long             | ABS-CBDO         | CORP              | KY        |        250000 | PA      | $250854.35      | 0.00%             | 2037-07-20      | Floating      | 10.12%                | No            |                  2 | On Loan: No      |
| Wellington Management CLO 4 Ltd.                                                 | Wellington Management CLO 4 Ltd., Series 2025-4A, Class A                                                                        | CUSIP: 94957LAA7<br>LEI: 213800VJVBC3KZIDZU56 | Long             | ABS-CBDO         | CORP              | KY        |       2400000 | PA      | $2396598.48     | 0.01%             | 2038-04-18      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $78812.64       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Clue Opco LLC                                                                    | Clue Opco LLC, 1st Lien Term Loan B                                                                                              | CUSIP: 18948EAC0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |        928889 | PA      | $921244.13      | 0.00%             | 2030-12-19      | Variable      | 8.78%                 | No            |                  2 | On Loan: No      |
| Conseco Finance Corp.                                                            | Conseco Finance Corp., Series 1999-5, Class A6                                                                                   | CUSIP: 3935053Q3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       2613104 | PA      | $733422.30      | 0.00%             | 2030-03-01      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Mortgage Funding Trust                                              | Bear Stearns Mortgage Funding Trust, Series 2007-AR3, Class 1A1                                                                  | CUSIP: 07401VAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1308560 | PA      | $1220664.36     | 0.00%             | 2037-03-25      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| Sona Fios CLO III DAC                                                            | Sona Fios CLO III DAC, Series 3X, Class D                                                                                        | CUSIP: N/A<br>LEI: 635400CQGC8D7FRXGH67       | Long             | ABS-CBDO         | CORP              | IE        |       2830000 | PA      | $3345857.14     | 0.01%             | 2037-04-20      | Floating      | 5.49%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Wharf Holdings Ltd. (The)                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -570000 | NS      | $-25413.66      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-14552.12      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bayview Commercial Asset Trust                                                   | Bayview Commercial Asset Trust, Series 2006-1A, Class A2                                                                         | CUSIP: 07324SDF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        357542 | PA      | $334286.36      | 0.00%             | 2036-04-25      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| Diameter Credit Funding I Ltd.                                                   | Diameter Credit Funding I Ltd., Series 2019-1A, Class A                                                                          | CUSIP: 25255AAA4<br>LEI: 2549002VGFUP41MOIY36 | Long             | ABS-CBDO         | CORP              | KY        |       8750178 | PA      | $8750178.02     | 0.02%             | 2037-07-25      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Emirates NBD Bank PJSC                                                           | Emirates NBD Bank PJSC                                                                                                           | CUSIP: N/A<br>LEI: 54930029BCN8HF3B1286       | Long             | DBT              | CORP              | AE        |       4000000 | PA      | $3873750.00     | 0.01%             | 2027-02-27      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $45192.07       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mortimer BTL plc                                                                 | Mortimer BTL plc, Series 2023-1, Class D                                                                                         | CUSIP: N/A<br>LEI: 213800KSBQOFMOAKV375       | Long             | ABS-MBS          | CORP              | GB        |        764000 | PA      | $1075308.14     | 0.00%             | 2056-12-22      | Floating      | 8.27%                 | No            |                  2 | On Loan: No      |
| Focus Financial Partners LLC                                                     | Focus Financial Partners LLC                                                                                                     | CUSIP: 34417VAA5<br>LEI: 5493007L0E0VKRC2CP39 | Long             | DBT              | CORP              | US        |       4421000 | PA      | $4512797.64     | 0.01%             | 2031-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| FTA Consumo Santander                                                            | FTA Consumo Santander, Series 8, Class C                                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | ES        |       2900000 | PA      | $3421708.57     | 0.01%             | 2040-01-21      | Floating      | 3.59%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Howden Joinery Group plc                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |       -149100 | NS      | $-37323.19      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Latch, Inc.                                                                      | Latch, Inc.                                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |        715325 | NS      | $100145.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust                                                             | BBCMS Mortgage Trust, Series 2023-5C23, Class D                                                                                  | CUSIP: 05493QAQ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1148000 | PA      | $1145138.27     | 0.00%             | 2056-12-15      | Variable      | 7.70%                 | No            |                  2 | On Loan: No      |
| Pai HoldCo, Inc.                                                                 | Pai HoldCo, Inc., 1st Lien Term Loan B                                                                                           | CUSIP: 69315JAG8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      11212090 | PA      | $8577248.76     | 0.02%             | 2027-10-28      | Variable      | 8.29%                 | No            |                  2 | On Loan: No      |
| Straits Trading Co. Ltd.                                                         | Straits Trading Co. Ltd.                                                                                                         | CUSIP: N/A<br>LEI: 875500UD8EBMDH2VFY72       | Long             | DBT              | CORP              | SG        |      12500000 | PA      | $9781753.83     | 0.02%             | 2028-02-13      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust                                                         | Ajax Mortgage Loan Trust, Series 2021-E, Class XS                                                                                | CUSIP: 009740AG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     159681328 | PA      | $5664615.27     | 0.01%             | 2060-12-25      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| GLP Capital LP                                                                   | GLP Capital LP                                                                                                                   | CUSIP: 361841AQ2<br>LEI: 2549005PXW31DRW8EC44 | Long             | DBT              | CORP              | US        |       3678000 | PA      | $3466708.83     | 0.01%             | 2031-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $6552.96        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Comstock Resources, Inc.                                                         | Comstock Resources, Inc.                                                                                                         | CUSIP: 205768AU8<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |       7431000 | PA      | $7407969.84     | 0.02%             | 2029-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                     | UBS Group AG                                                                                                                     | CUSIP: 225401BJ6<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      13064000 | PA      | $13010297.82    | 0.03%             | 2034-08-10      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | NDIRS                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      36706364 | PA      | $1661.30        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ardagh Packaging Finance plc                                                     | Ardagh Packaging Finance plc                                                                                                     | CUSIP: 03969AAN0<br>LEI: 6354001JXMLKNZDZR978 | Long             | DBT              | CORP              | US        |      41715000 | PA      | $39164962.05    | 0.09%             | 2026-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Channel Link Enterprises Finance plc                                             | Channel Link Enterprises Finance plc, Series A8                                                                                  | CUSIP: N/A<br>LEI: 213800BYHTDDUJYTT475       | Long             | DBT              | CORP              | GB        |       4400000 | PA      | $5104751.32     | 0.01%             | 2050-06-30      | Variable      | 2.71%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $30134.13       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                                                | Barclays Bank plc                                                                                                                | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | RA               | CORP              | GB        |         98375 | PA      | $98375.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bear Stearns Mortgage Funding Trust                                              | Bear Stearns Mortgage Funding Trust, Series 2007-AR4, Class 2A1                                                                  | CUSIP: 07401YAQ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        882448 | PA      | $846093.75      | 0.00%             | 2037-06-25      | Floating      | 4.64%                 | No            |                  2 | On Loan: No      |
| Sealed Air Corp.                                                                 | Sealed Air Corp.                                                                                                                 | CUSIP: 812127AA6<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |        993000 | PA      | $1007559.37     | 0.00%             | 2028-02-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                                                        | Nelnet Student Loan Trust, Series 2021-BA, Class D                                                                               | CUSIP: 64034QAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       2780000 | PA      | $2437687.76     | 0.01%             | 2062-04-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $345277.09      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      17996839 | PA      | $-85183.75      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | UOL Group Ltd.                                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        377900 | NS      | $61276.79       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch Mortgage Investors Trust                                           | Merrill Lynch Mortgage Investors Trust, Series 2006-AF2, Class AV1                                                               | CUSIP: 59023NAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1255786 | PA      | $661535.81      | 0.00%             | 2037-09-25      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                                                | Barclays Bank plc                                                                                                                | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | RA               | CORP              | GB        |       2962440 | PA      | $3489606.41     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-772699.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Nasdaq, Inc.                                                                     | Nasdaq, Inc.                                                                                                                     | CUSIP: 631103108<br>LEI: 549300L8X1Q78ERXFD06 | Long             | EC               | CORP              | US        |          9327 | NS      | $834020.34      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Central Garden & Pet Co.                                                         | Central Garden & Pet Co.                                                                                                         | CUSIP: 153527AP1<br>LEI: 5493004DVZLD37DJ0H83 | Long             | DBT              | CORP              | US        |        462000 | PA      | $428891.23      | 0.00%             | 2031-04-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| YPF SA                                                                           | YPF SA                                                                                                                           | CUSIP: 984245AX8<br>LEI: 5493003N7447U18U5U53 | Long             | DBT              | NUSS              | AR        |       7496000 | PA      | $7852060.00     | 0.02%             | 2031-01-17      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Carlisle Cos., Inc.                                                              | Carlisle Cos., Inc.                                                                                                              | CUSIP: 142339AH3<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | DBT              | CORP              | US        |        700000 | PA      | $689988.03      | 0.00%             | 2027-12-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fastighets AB Balder                                                             | Fastighets AB Balder                                                                                                             | CUSIP: N/A<br>LEI: 549300GHKJCEZOAEUU82       | Long             | DBT              | CORP              | SE        |        999000 | PA      | $1144043.66     | 0.00%             | 2027-01-29      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | USD/JPY Down-and-out barrier option; Barrier price USD 136.00000                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CH        |       4856200 | PA      | $43155.52       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Georg Fischer AG (Registered)                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |        -21700 | NS      | $-74123.09      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Emrld Borrower LP                                                                | EMRLD Borrower LP, 1st Lien Term Loan B                                                                                          | CUSIP: 26872NAC3<br>LEI: 5493000GJYE7GAQCUC61 | Long             | LON              | CORP              | US        |       1484925 | PA      | $1482860.58     | 0.00%             | 2030-05-31      | Variable      | 6.83%                 | No            |                  2 | On Loan: No      |
| Sirius XM Radio LLC                                                              | Sirius XM Radio LLC                                                                                                              | CUSIP: 82967NBG2<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |       3984000 | PA      | $3673405.49     | 0.01%             | 2030-07-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Panorama Auto Trust                                                              | Panorama Auto Trust, Series 2025-1, Class C                                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | AU        |       1724000 | PA      | $1124915.30     | 0.00%             | 2033-03-15      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| SF Holding Investment 2023 Ltd.                                                  | SF Holding Investment 2023 Ltd.                                                                                                  | CUSIP: N/A<br>LEI: 836800YIDYE5HS47RZ68       | Long             | DBT              | CORP              | VG        |     126000000 | PA      | $16557950.05    | 0.04%             | 2026-07-08      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Federal National Mortgage Association, Series 2020-85, Class IP                                                                  | CUSIP: 3136BCS43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      17211231 | PA      | $2726388.04     | 0.01%             | 2050-12-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Yale Mortgage Loan Trust                                                         | Yale Mortgage Loan Trust, Series 2007-1, Class A                                                                                 | CUSIP: 984582AA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       5286919 | PA      | $1638134.96     | 0.00%             | 2037-06-25      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| WMRK Commercial Mortgage Trust                                                   | WMRK Commercial Mortgage Trust, Series 2022-WMRK, Class A                                                                        | CUSIP: 929342AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      14598000 | PA      | $14598000.00    | 0.03%             | 2027-11-15      | Floating      | 7.10%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                                                     | BX Commercial Mortgage Trust, Series 2024-BRBK, Class B                                                                          | CUSIP: 05613NAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       8326000 | PA      | $8346781.70     | 0.02%             | 2041-10-15      | Floating      | 8.24%                 | No            |                  2 | On Loan: No      |
| Vital Energy, Inc.                                                               | Vital Energy, Inc.                                                                                                               | CUSIP: 516806AJ5<br>LEI: 549300X0PTWU2QSLSL14 | Long             | DBT              | CORP              | US        |       4412000 | PA      | $3993426.06     | 0.01%             | 2030-10-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      33610000 | PA      | $-2170557.41    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Mobico Group plc                                                                 | Mobico Group plc                                                                                                                 | CUSIP: N/A<br>LEI: 213800A8IQEMY8PA5X34       | Long             | DBT              | CORP              | GB        |      16695000 | PA      | $15921984.26    | 0.04%             | 2031-09-26      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Telefonica Europe BV                                                             | Telefonica Europe BV                                                                                                             | CUSIP: N/A<br>LEI: 7245007FZS0M65WUGP67       | Long             | DBT              | CORP              | NL        |       9900000 | PA      | $12489686.06    | 0.03%             | 2030-02-03      | Variable      | 6.13%                 | No            |                  2 | On Loan: No      |
| Freedom Mortgage Holdings LLC                                                    | Freedom Mortgage Holdings LLC                                                                                                    | CUSIP: 35641AAA6<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |       1699000 | PA      | $1764717.32     | 0.00%             | 2029-02-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Concentrix Corp.                                                                 | Concentrix Corp.                                                                                                                 | CUSIP: 20602DAA9<br>LEI: 5493000EAJN1KMPVA737 | Long             | DBT              | CORP              | US        |        909000 | PA      | $925405.41      | 0.00%             | 2026-08-02      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Invincible Investment Corp.                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          -400 | NS      | $6075.13        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hermitage 2025 plc                                                               | Hermitage plc, Series 2025-1, Class B                                                                                            | CUSIP: N/A<br>LEI: 635400MSBHAPT1EQBW93       | Long             | ABS-O            | CORP              | GB        |       1960000 | PA      | $2691050.46     | 0.01%             | 2033-04-21      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO II Ltd.                                                              | Elmwood CLO II Ltd., Series 2019-2A, Class D1RR                                                                                  | CUSIP: 29001LBE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       3000000 | PA      | $2997594.00     | 0.01%             | 2037-10-20      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Elia Group SA                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          9733 | NS      | $49265.52       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CaixaBank SA                                                                     | CaixaBank SA                                                                                                                     | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | DBT              | CORP              | ES        |       3600000 | PA      | $4325432.40     | 0.01%             | 2032-07-24      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| ZF Finance GmbH                                                                  | ZF Finance GmbH                                                                                                                  | CUSIP: N/A<br>LEI: 5493001N9T6QDCCXB426       | Long             | DBT              | CORP              | DE        |       7900000 | PA      | $9282540.49     | 0.02%             | 2025-09-21      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Exmoor Funding plc                                                               | Exmoor Funding plc, Series 2024-1, Class A                                                                                       | CUSIP: N/A<br>LEI: 635400TJWGCUUIZAGH30       | Long             | ABS-MBS          | CORP              | GB        |       8088330 | PA      | $11133221.87    | 0.03%             | 2094-03-25      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Fifth Third Bancorp                                                                                                              | CUSIP: 316773100<br>LEI: N/A                  | N/A              | DE               |  | US        |         62700 | NS      | $61446.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       4175000 | PA      | $-206466.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Tower Bridge Funding plc                                                         | Tower Bridge Funding plc, Series 2024-3X, Class D                                                                                | CUSIP: N/A<br>LEI: 635400XMA28GDAPK1E69       | Long             | ABS-MBS          | CORP              | GB        |        362905 | PA      | $499110.80      | 0.00%             | 2066-12-20      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| Bertelsmann SE & Co. KGaA                                                        | Bertelsmann SE & Co. KGaA                                                                                                        | CUSIP: N/A<br>LEI: 5299001BUUGXAREGE533       | Long             | DBT              | CORP              | DE        |      17300000 | PA      | $20374764.98    | 0.05%             | 2075-04-23      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Eagle 4 Ltd.                                                                     | Eagle 4 Ltd., 1st Lien Term Loan B2                                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | GB        |       3500000 | PA      | $4131400.48     | 0.01%             | 2028-07-12      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| Hyundai Card Co. Ltd.                                                            | Hyundai Card Co. Ltd.                                                                                                            | CUSIP: N/A<br>LEI: 988400S1WSELQL3GVR75       | Long             | DBT              | CORP              | KR        |        962000 | PA      | $993601.70      | 0.00%             | 2029-04-24      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Dana Financing Luxembourg SARL                                                   | Dana Financing Luxembourg SARL                                                                                                   | CUSIP: N/A<br>LEI: 222100DKCE3D036DQU13       | Long             | DBT              | CORP              | LU        |       1669000 | PA      | $2139717.50     | 0.01%             | 2031-07-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Schoen Klinik SE                                                                 | Schoen Klinik SE, Facility 1st Lien Term Loan B2                                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | DE        |       1777778 | PA      | $2078427.60     | 0.00%             | 2031-01-13      | Variable      | 4.98%                 | No            |                  2 | On Loan: No      |
| Avient Corp.                                                                     | Avient Corp.                                                                                                                     | CUSIP: 05368VAA4<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | DBT              | CORP              | US        |       1745000 | PA      | $1799816.89     | 0.00%             | 2030-08-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                                 | NRG Energy, Inc.                                                                                                                 | CUSIP: 629377CQ3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |       4896000 | PA      | $4616701.32     | 0.01%             | 2029-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                                                 | SMB Private Education Loan Trust, Series 2015-C, Class B                                                                         | CUSIP: 78448RAE6<br>LEI: 549300GD7VLLBVPDNJ81 | Long             | ABS-O            | CORP              | US        |       1292494 | PA      | $1284603.95     | 0.00%             | 2043-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Babcock International Group plc                                                  | Babcock International Group plc                                                                                                  | CUSIP: N/A<br>LEI: 213800TSKOLX4EU6L377       | Long             | DBT              | CORP              | GB        |      11801000 | PA      | $15675426.50    | 0.04%             | 2026-10-05      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd.                                                                | CIFC Funding 2018-II Ltd., Series 2018-2A, Class A1R                                                                             | CUSIP: 17180WAJ4<br>LEI: 635400A7PBKNR7KBOY58 | Long             | ABS-CBDO         | CORP              | KY        |       2513000 | PA      | $2523064.06     | 0.01%             | 2037-10-20      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| Halyk Savings Bank of Kazakhstan JSC                                             | Halyk Savings Bank of Kazakhstan JSC                                                                                             | CUSIP: 46627J302<br>LEI: 213800NYDTVQM4SDUD67 | Long             | EC               | CORP              | KZ        |         29137 | NS      | $720266.64      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $455668.63      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                                           | Alternative Loan Trust, Series 2006-34, Class A3                                                                                 | CUSIP: 02148AAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       4736065 | PA      | $1665682.28     | 0.00%             | 2046-11-25      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      10553000 | PA      | $37774.83       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of South Africa                                                         | Republic of South Africa                                                                                                         | CUSIP: N/A<br>LEI: 378900AAFB4F17004C49       | Long             | DBT              | NUSS              | ZA        |    4980289551 | PA      | $276490625.64   | 0.65%             | 2030-01-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $200103.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | USD/CNH Up-and-out barrier option; Barrier price USD 7.82600                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CH        |     165556612 | PA      | $21605.51       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Volkswagen Financial Services AG                                                 | Volkswagen Financial Services AG                                                                                                 | CUSIP: N/A<br>LEI: 529900SSGT49ZZSWYE62       | Long             | DBT              | CORP              | DE        |        641000 | PA      | $766016.26      | 0.00%             | 2026-09-10      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                                                     | Barclays Mortgage Loan Trust, Series 2024-NQM4, Class A2                                                                         | CUSIP: 06745KAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       7431102 | PA      | $7371889.23     | 0.02%             | 2064-12-26      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| IRB Holding Corp.                                                                | IRB Holding Corp., 1st Lien Term Loan B                                                                                          | CUSIP: 44988LAL1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |        992506 | PA      | $992158.89      | 0.00%             | 2027-12-15      | Variable      | 6.83%                 | No            |                  2 | On Loan: No      |
| LGI Homes, Inc.                                                                  | LGI Homes, Inc.                                                                                                                  | CUSIP: 50187TAK2<br>LEI: 549300W02B4WNV8CV109 | Long             | DBT              | CORP              | US        |      10232000 | PA      | $9738306.00     | 0.02%             | 2032-11-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOP                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      36465000 | PA      | $2854966.40     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Freeport Indonesia PT                                                            | Freeport Indonesia PT                                                                                                            | CUSIP: N/A<br>LEI: 549300T4HTQHRKLNE619       | Long             | DBT              | CORP              | ID        |      10000000 | PA      | $9996350.00     | 0.02%             | 2032-04-14      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| Republic of Costa Rica                                                           | Republic of Costa Rica                                                                                                           | CUSIP: N/A<br>LEI: 549300S1EK2VN6XVJP58       | Long             | DBT              | NUSS              | CR        |       1487000 | PA      | $1544993.00     | 0.00%             | 2034-04-03      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Midnights Spv SRL                                                                | Midnights SPV SRL                                                                                                                | CUSIP: N/A<br>LEI: 81560048AF8B821AE436       | Long             | DBT              | CORP              | IT        |      16475448 | PA      | $19376487.62    | 0.05%             | 2026-08-22      | Floating      | 6.73%                 | No            |                  3 | On Loan: No      |
| Jefferies Finance LLC                                                            | Jefferies Finance LLC                                                                                                            | CUSIP: 47232MAF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       4268000 | PA      | $4125772.74     | 0.01%             | 2028-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Mortgage Loan Resecuritization Trust                                             | Mortgage Loan Resecuritization Trust, Series 2009-RS1, Class A85                                                                 | CUSIP: 61914WAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       4097395 | PA      | $4019587.02     | 0.01%             | 2036-04-16      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                                  | TransDigm, Inc.                                                                                                                  | CUSIP: 893647BR7<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |       2781000 | PA      | $2839790.34     | 0.01%             | 2028-08-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Fiserv, Inc.                                                                                                                     | CUSIP: 337738108<br>LEI: N/A                  | N/A              | DE               |  | GB        |         17200 | NS      | $32164.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Elmwood CLO 16 Ltd.                                                              | Elmwood CLO 16 Ltd., Series 2022-3A, Class FR                                                                                    | CUSIP: 29003DAG2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       2090000 | PA      | $1970019.79     | 0.00%             | 2037-04-20      | Floating      | 12.27%                | No            |                  2 | On Loan: No      |
| Mill City Solar Loan Ltd.                                                        | Mill City Solar Loan Ltd., Series 2019-1A, Class A                                                                               | CUSIP: 59982WAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |       7984611 | PA      | $7306893.91     | 0.02%             | 2043-03-20      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| Republic Finance Issuance Trust                                                  | Republic Finance Issuance Trust, Series 2024-A, Class B                                                                          | CUSIP: 76041RAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       1393000 | PA      | $1426736.09     | 0.00%             | 2032-08-20      | Fixed         | 6.47%                 | No            |                  2 | On Loan: No      |
| Red & Black Auto Italy SRL                                                       | Red & Black Auto Italy SRL, Series 3, Class B                                                                                    | CUSIP: N/A<br>LEI: 8156003B1C9DCDE30892       | Long             | ABS-O            | CORP              | IT        |       1266000 | PA      | $1494177.79     | 0.00%             | 2036-07-28      | Floating      | 3.03%                 | No            |                  2 | On Loan: No      |
| BXMT Ltd.                                                                        | BXMT Ltd., Series 2025-FL5, Class A                                                                                              | CUSIP: 05613YAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       3805000 | PA      | $3776838.81     | 0.01%             | 2042-10-18      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| Avantor Funding, Inc.                                                            | Avantor Funding, Inc.                                                                                                            | CUSIP: 05352TAA7<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |       3117000 | PA      | $3060766.51     | 0.01%             | 2028-07-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Oaktree CLO Ltd.                                                                 | Oaktree CLO Ltd., Series 2024-26A, Class D1                                                                                      | CUSIP: 67403CAJ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       3000000 | PA      | $2989695.90     | 0.01%             | 2037-04-20      | Floating      | 7.72%                 | No            |                  2 | On Loan: No      |
| Jupiter Mortgage No. 1 plc                                                       | Jupiter Mortgage No. 1 plc, Series 1X, Class DR                                                                                  | CUSIP: N/A<br>LEI: 6354009QIELPOGEAFS09       | Long             | ABS-MBS          | CORP              | GB        |       6280000 | PA      | $8697600.06     | 0.02%             | 2055-07-20      | Floating      | 7.25%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd.                                                                     | OCP CLO Ltd., Series 2020-18A, Class A1R2                                                                                        | CUSIP: 671078AW3<br>LEI: 254900MN6N176YEZLX15 | Long             | ABS-CBDO         | CORP              | KY        |       1000000 | PA      | $1003201.70     | 0.00%             | 2037-07-20      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| Republic of Colombia                                                             | Republic of Colombia                                                                                                             | CUSIP: N/A<br>LEI: 549300MHDRBVRF6B9117       | Long             | DBT              | NUSS              | CO        |  371393200000 | PA      | $78265077.02    | 0.18%             | 2030-09-18      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Red & Black Auto Italy SRL                                                       | Red & Black Auto Italy SRL, Series 2, Class C                                                                                    | CUSIP: N/A<br>LEI: 8156003B1C9DCDE30892       | Long             | ABS-O            | CORP              | IT        |        797252 | PA      | $953274.05      | 0.00%             | 2034-07-28      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-199364.55     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | DuPont de Nemours, Inc.                                                                                                          | CUSIP: 26614N102<br>LEI: N/A                  | N/A              | DE               |  | US        |         19800 | NS      | $31482.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sumter Landing Community Development District                                    | Sumter Landing Community Development District, Series 2016                                                                       | CUSIP: 86657MBK1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |       2555000 | PA      | $2205525.11     | 0.01%             | 2047-10-01      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| Airtel Africa plc                                                                | Airtel Africa plc                                                                                                                | CUSIP: N/A<br>LEI: 254900ZNZDQL6OWQH623       | Long             | EC               | CORP              | GB        |        325564 | NS      | $806239.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Rockford Tower Europe CLO DAC                                                    | Rockford Tower Europe CLO DAC, Series 2025-1X, Class A                                                                           | CUSIP: N/A<br>LEI: 635400NARJYDXJRPGF02       | Long             | ABS-CBDO         | CORP              | IE        |       6840000 | PA      | $8071552.81     | 0.02%             | 2027-10-25      | Floating      | 3.43%                 | No            |                  2 | On Loan: No      |
| Pikes Peak CLO 6                                                                 | Pikes Peak CLO 6, Series 2020-6A, Class ERR                                                                                      | CUSIP: 72133BAC8<br>LEI: 635400BKNXKWEO3G2J74 | Long             | ABS-CBDO         | CORP              | KY        |        250000 | PA      | $249125.80      | 0.00%             | 2034-05-18      | Floating      | 8.92%                 | No            |                  2 | On Loan: No      |
| Enel SpA                                                                         | Enel SpA, Series 63.5                                                                                                            | CUSIP: N/A<br>LEI: WOCMU6HCI0OJWNPRZS33       | Long             | DBT              | CORP              | IT        |        360000 | PA      | $424355.19      | 0.00%             | 2026-08-24      | Variable      | 3.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDIO                                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |     -20000000 | PA      | $-9148.34       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Light & Wonder International, Inc.                                               | Light & Wonder International, Inc., 1st Lien Term Loan B2                                                                        | CUSIP: 80875AAW1<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | LON              | CORP              | US        |        985019 | PA      | $984526.15      | 0.00%             | 2029-04-16      | Variable      | 6.56%                 | No            |                  2 | On Loan: No      |
| Saluda Grade Alternative Mortgage Trust                                          | Saluda Grade Alternative Mortgage Trust, Series 2024-RTL5, Class A1                                                              | CUSIP: 795935AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      10861000 | PA      | $10931837.61    | 0.03%             | 2030-04-25      | Variable      | 7.76%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-32419.92      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Arbour CLO DAC                                                                   | Arbour CLO DAC                                                                                                                   | CUSIP: N/A<br>LEI: 549300YXBWG4ECHKDX72       | Long             | ABS-O            | CORP              | IE        |       1200000 | PA      | $1421426.14     | 0.00%             | 2038-05-15      | Floating      | 5.94%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOP                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | FR        |    -721660000 | PA      | $-559895.73     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Paraguay                                                             | Republic of Paraguay                                                                                                             | CUSIP: N/A<br>LEI: 529900UXKJTJPCU0HK83       | Long             | DBT              | NUSS              | PY        |       1577000 | PA      | $1398799.00     | 0.00%             | 2048-03-13      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Saudi Electricity Sukuk Programme Co.                                            | Saudi Electricity Sukuk Programme Co.                                                                                            | CUSIP: N/A<br>LEI: 549300KZ4IZK3RMUO096       | Long             | DBT              | CORP              | KY        |        559000 | PA      | $531050.00      | 0.00%             | 2053-04-11      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| CFCRE Commercial Mortgage Trust                                                  | CFCRE Commercial Mortgage Trust, Series 2016-C4, Class C                                                                         | CUSIP: 12531YAW8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       3412000 | PA      | $3333886.70     | 0.01%             | 2058-05-10      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IHI Corp.                                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         -8100 | NS      | $14713.80       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Wizz Air Holdings plc                                                            | Wizz Air Holdings plc                                                                                                            | CUSIP: N/A<br>LEI: 213800COXGZCORLJZA85       | Long             | EC               | CORP              | JE        |         61467 | NS      | $922913.38      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Tryg A/S                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -78500 | NS      | $16943.46       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Eaton Vance CLO Ltd.                                                             | Eaton Vance CLO Ltd., Series 2014-1RA, Class A2                                                                                  | CUSIP: 27830TAC9<br>LEI: 549300FPTLP8I41O7F48 | Long             | ABS-CBDO         | CORP              | KY        |       1750000 | PA      | $1751175.83     | 0.00%             | 2030-07-15      | Floating      | 6.01%                 | No            |                  2 | On Loan: No      |
| Autonoria Spain                                                                  | Autonoria Spain, Series 2022-SP, Class E                                                                                         | CUSIP: N/A<br>LEI: 959800TU6P30TL2EN703       | Long             | ABS-O            | CORP              | ES        |       1062154 | PA      | $1315839.81     | 0.00%             | 2040-01-29      | Floating      | 8.89%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                         | Electricite de France SA                                                                                                         | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | NUSS              | FR        |       2400000 | PA      | $3111662.58     | 0.01%             | 2028-09-06      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CHF Currency                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |     -35780000 | PA      | $-20562.62      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR Currency                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | FR        |      19942755 | PA      | $225020.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Polaris plc                                                                      | Polaris plc, Series 2023-2, Class C                                                                                              | CUSIP: N/A<br>LEI: 6354009LRHDVGD1A8T64       | Long             | ABS-MBS          | CORP              | GB        |       2150000 | PA      | $3034096.64     | 0.01%             | 2059-09-27      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | USD Currency                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |     -84192299 | PA      | $-0.05          | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Lessen LLC                                                                       | Lessen LLC, Series BX, Class E                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       1460424 | NS      | $3198328.56     | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| NQXT CAPITAL PTY LTD                                                             | Nqxt Capital Pty. Ltd., 1st Lien Term Loan                                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | AU        |      25000000 | PA      | $16289212.50    | 0.04%             | 2029-04-01      | Variable      | 9.50%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                                 | Deutsche Bank AG                                                                                                                 | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | DBT              | CORP              | DE        |       4200000 | PA      | $4948691.17     | 0.01%             | 2029-06-16      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-394188.02     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Polaris Newco LLC                                                                | Polaris Newco LLC, 1st Lien Term Loan                                                                                            | CUSIP: 73108RAB4<br>LEI: 254900LEPDAG7EDOA064 | Long             | LON              | CORP              | US        |        989717 | PA      | $963460.02      | 0.00%             | 2028-06-02      | Variable      | 8.29%                 | No            |                  2 | On Loan: No      |
| Buckeye Partners LP                                                              | Buckeye Partners LP                                                                                                              | CUSIP: 118230AW1<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |       1841000 | PA      | $1911025.95     | 0.00%             | 2030-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Alfa SAB de CV, Class A                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -1988018 | NS      | $129933.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Dynasty Acquisition Co., Inc.                                                    | Dynasty Acquisition Co., Inc., 1st Lien Term Loan B1                                                                             | CUSIP: 26812CAN6<br>LEI: 549300L1RCRPOAUCB870 | Long             | LON              | CORP              | US        |       1044430 | PA      | $1044575.84     | 0.00%             | 2031-10-31      | Variable      | 6.33%                 | No            |                  2 | On Loan: No      |
| Grupo Aeromexico SAB de CV                                                       | Grupo Aeromexico SAB de CV                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | MX        |        495000 | PA      | $483714.00      | 0.00%             | 2029-11-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Home Equity Asset Trust                                                          | Home Equity Asset Trust, Series 2006-3, Class M2                                                                                 | CUSIP: 437084UT1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       4008000 | PA      | $3794084.62     | 0.01%             | 2036-07-25      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                                                     | Barclays Mortgage Loan Trust, Series 2024-NQM3, Class A1                                                                         | CUSIP: 066941AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      50158853 | PA      | $50495785.50    | 0.12%             | 2064-06-25      | Variable      | 6.04%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Offerpad Solutions, Inc.                                                                                                         | CUSIP: 67623L117<br>LEI: N/A                  | N/A              | DE               |  | US        |        369311 | NS      | $1735.76        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Vital Energy, Inc.                                                               | Vital Energy, Inc.                                                                                                               | CUSIP: 516806AK2<br>LEI: 549300X0PTWU2QSLSL14 | Long             | DBT              | CORP              | US        |       2259000 | PA      | $1931491.76     | 0.00%             | 2032-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Century Communities, Inc.                                                        | Century Communities, Inc.                                                                                                        | CUSIP: 156504AL6<br>LEI: 5299002QMB2O7ZL1CA26 | Long             | DBT              | CORP              | US        |       1175000 | PA      | $1176692.00     | 0.00%             | 2027-06-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       4108000 | PA      | $6528.23        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                                                     | Barclays Mortgage Loan Trust, Series 2025-NQM2, Class A2                                                                         | CUSIP: 066930AB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       5389363 | PA      | $5447116.58     | 0.01%             | 2065-05-25      | Variable      | 5.94%                 | No            |                  2 | On Loan: No      |
| Informatica LLC                                                                  | Informatica LLC, 1st Lien Term Loan B                                                                                            | CUSIP: 45673YAL0<br>LEI: 5493007SV33RZV7RPS40 | Long             | LON              | CORP              | US        |        989770 | PA      | $993174.63      | 0.00%             | 2028-10-27      | Variable      | 6.58%                 | No            |                  2 | On Loan: No      |
| EDP - Energias de Portugal SA                                                    | EDP SA, Series NC5.                                                                                                              | CUSIP: N/A<br>LEI: 529900CLC3WDMGI9VH80       | Long             | DBT              | CORP              | PT        |      24600000 | PA      | $28161561.64    | 0.07%             | 2082-03-14      | Variable      | 1.50%                 | No            |                  2 | On Loan: No      |
| NatWest Group plc                                                                | NatWest Group plc                                                                                                                | CUSIP: N/A<br>LEI: 2138005O9XJIJN4JPN90       | Long             | DBT              | CORP              | GB        |       8737000 | PA      | $10429954.79    | 0.02%             | 2036-05-13      | Variable      | 3.98%                 | No            |                  2 | On Loan: No      |
| Eleda Management AB                                                              | Eleda Management AB, Facility 1st Lien Term Loan B                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | SE        |       3333333 | PA      | $3931957.44     | 0.01%             | 2031-04-03      | Variable      | 6.36%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $31523.89       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Ghana                                                                | Republic of Ghana                                                                                                                | CUSIP: N/A<br>LEI: 213800PP4399SNNXZ126       | Long             | DBT              | NUSS              | GH        |         41400 | PA      | $40059.16       | 0.00%             | 2026-07-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Discovery Purchaser Corp.                                                        | Discovery Purchaser Corp., 1st Lien Term Loan                                                                                    | CUSIP: 25471NAC0<br>LEI: 2549001LSO1ZBIPA5D65 | Long             | LON              | CORP              | US        |        274485 | PA      | $273883.76      | 0.00%             | 2029-10-04      | Variable      | 8.02%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    1847146682 | PA      | $-983414.26     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GS Finance Corp.                                                                 | GS Finance Corp.                                                                                                                 | CUSIP: 40058GUK5<br>LEI: 549300FR80KBVO6DRL61 | Long             | SN               | CORP              | US        |      96020000 | PA      | $97644658.40    | 0.23%             | 2030-02-14      | Floating      | 8.75%                 | No            |                  2 | On Loan: No      |
| SoftBank Group Corp.                                                             | SoftBank Group Corp.                                                                                                             | CUSIP: N/A<br>LEI: 5493003BZYYYCDIO0R13       | Long             | DBT              | CORP              | JP        |       4993000 | PA      | $4874865.62     | 0.01%             | 2027-07-19      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| RMAC Securities No.1 plc                                                         | RMAC Securities No.1 plc, Series 2007-NS1X, Class M1C                                                                            | CUSIP: N/A<br>LEI: 213800C48M2JTBGZT736       | Long             | ABS-MBS          | CORP              | GB        |       1393631 | PA      | $1566260.77     | 0.00%             | 2044-06-12      | Floating      | 2.22%                 | No            |                  2 | On Loan: No      |
| Bear Stearns ALT-A Trust                                                         | Bear Stearns ALT-A Trust, Series 2007-1, Class 1A1                                                                               | CUSIP: 07386XAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1465351 | PA      | $1249112.86     | 0.00%             | 2047-01-25      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| London Bridge Mortgages plc                                                      | London Bridge Mortgages plc, Series 2025-1, Class C                                                                              | CUSIP: N/A<br>LEI: 63540064LX89RJMR9I46       | Long             | ABS-MBS          | CORP              | GB        |        641000 | PA      | $880244.36      | 0.00%             | 2067-03-20      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-17454.44      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOP                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   -2500220078 | PA      | $-5363087.15    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOP                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | FR        |     -40410211 | PA      | $-722203.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Tower Bridge Funding plc                                                         | Tower Bridge Funding plc, Series 2022-1X, Class C                                                                                | CUSIP: N/A<br>LEI: 635400K8F5HFFPEAHS42       | Long             | ABS-MBS          | CORP              | GB        |        264000 | PA      | $362244.79      | 0.00%             | 2063-12-20      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| Uniti Group LP                                                                   | Uniti Group LP                                                                                                                   | CUSIP: 91327BAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      10269000 | PA      | $10064498.00    | 0.02%             | 2028-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Arini European CLO IV DAC                                                        | Arini European CLO IV DAC, Series 4X, Class D                                                                                    | CUSIP: N/A<br>LEI: 635400S1CQWFRKNVAN93       | Long             | ABS-CBDO         | CORP              | IE        |       2480000 | PA      | $2948966.26     | 0.01%             | 2038-01-15      | Floating      | 6.27%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd.                                                                | CIFC Funding Ltd., Series 2014-1A, Class A1R2                                                                                    | CUSIP: 12549JAY7<br>LEI: 54930034H2IEPBE5Q044 | Long             | ABS-CBDO         | CORP              | KY        |        247006 | PA      | $247133.24      | 0.00%             | 2031-01-18      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                                                     | Barclays Mortgage Loan Trust, Series 2024-NQM3, Class A3                                                                         | CUSIP: 066941AC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       6901014 | PA      | $6952601.75     | 0.02%             | 2064-06-25      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Edge Finco plc                                                                   | Edge Finco plc, Facility 1st Lien Term Loan B1                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | GB        |       7922297 | PA      | $9326283.88     | 0.02%             | 2031-08-22      | Variable      | 5.54%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD One-touch barrier option; Barrier price EUR 1.18000                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | FR        |        841826 | PA      | $506065.07      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-124681.44     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Engie SA                                                                         | Engie SA                                                                                                                         | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | DBT              | CORP              | FR        |       1700000 | PA      | $2054610.99     | 0.00%             | 2042-09-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| City of Greeley                                                                  | City of Greeley, Series 2022                                                                                                     | CUSIP: 392532HD2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |       1340000 | PA      | $1118723.44     | 0.00%             | 2039-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Great Hall Mortgages No. 1 plc                                                   | Great Hall Mortgages No. 1 plc, Series 2007-2X, Class BA                                                                         | CUSIP: N/A<br>LEI: 213800TM9KICQKGTYR78       | Long             | ABS-MBS          | CORP              | GB        |       5843939 | PA      | $7927893.49     | 0.02%             | 2039-06-18      | Floating      | 4.64%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-139483.13     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AGL CLO 37 Ltd.                                                                  | AGL CLO 37 Ltd., Series 2024-37A, Class A1                                                                                       | CUSIP: 00121MAA3<br>LEI: 254900AZNZG3U1TNSN78 | Long             | ABS-CBDO         | CORP              | KY        |       4000000 | PA      | $4004000.00     | 0.01%             | 2038-04-22      | Floating      | 5.54%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     496227268 | PA      | $10351977.96    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | ENEOS Holdings, Inc.                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        428000 | NS      | $32377.96       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Resorts World Las Vegas LLC                                                      | Resorts World Las Vegas LLC                                                                                                      | CUSIP: 76120HAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        600000 | PA      | $529518.00      | 0.00%             | 2029-04-16      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   31264500000 | PA      | $-352086.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Tencent Holdings Ltd.                                                            | Tencent Holdings Ltd.                                                                                                            | CUSIP: N/A<br>LEI: 254900N4SLUMW4XUYY11       | Long             | EC               | CORP              | KY        |         46651 | NS      | $3005985.82     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trust                                                  | CSAIL Commercial Mortgage Trust, Series 2019-C17, Class XB                                                                       | CUSIP: 12597BAX7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      41829000 | PA      | $804367.91      | 0.00%             | 2052-09-15      | Variable      | 0.67%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOP                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |    -495916000 | PA      | $-117618.51     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Cabinteely Park CLO DAC                                                          | Cabinteely Park CLO DAC, Series 1X, Class D                                                                                      | CUSIP: N/A<br>LEI: 254900SLP85PQ7ZD2Y17       | Long             | ABS-CBDO         | CORP              | IE        |       1500000 | PA      | $1782764.07     | 0.00%             | 2034-08-15      | Floating      | 5.49%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-183136.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bear Stearns Asset-Backed Securities I Trust                                     | Bear Stearns Asset-Backed Securities I Trust, Series 2007-HE2, Class 23A                                                         | CUSIP: 07389YAF8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       1727566 | PA      | $1635138.29     | 0.00%             | 2037-03-25      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | Banco Santander SA                                                                                                               | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | DBT              | CORP              | ES        |      26400000 | PA      | $31489340.13    | 0.07%             | 2029-04-02      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $246433.79      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Eli Lilly & Co.                                                                                                                  | CUSIP: 00CBG9CD6<br>LEI: N/A                  | N/A              | DE               |  | US        |          -100 | NC      | $-106750.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Merrill Lynch First Franklin Mortgage Loan Trust                                 | Merrill Lynch First Franklin Mortgage Loan Trust, Series 2007-H1, Class 1A2                                                      | CUSIP: 59025TAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       3316626 | PA      | $3121046.00     | 0.01%             | 2037-10-25      | Floating      | 7.93%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      10093742 | PA      | $-2306.75       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                                           | Arab Republic of Egypt                                                                                                           | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |        396000 | PA      | $321057.00      | 0.00%             | 2047-01-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                                              | Citigroup Commercial Mortgage Trust, Series 2020-420K, Class E                                                                   | CUSIP: 17328QAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       2660000 | PA      | $2260710.86     | 0.01%             | 2042-11-10      | Variable      | 3.42%                 | No            |                  2 | On Loan: No      |
| AmWINS Group, Inc.                                                               | AmWINS Group, Inc.                                                                                                               | CUSIP: 031921AB5<br>LEI: 549300SJE7MUB8NMRG61 | Long             | DBT              | CORP              | US        |       2693000 | PA      | $2617096.45     | 0.01%             | 2029-06-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDI                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       3640192 | PA      | $-35374.63      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Lavoro Ltd.                                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | KY        |        147996 | NS      | $5327.86        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BX Commercial Mortgage Trust                                                     | BX Commercial Mortgage Trust, Series 2024-XL5, Class A                                                                           | CUSIP: 05612GAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        318603 | PA      | $318901.98      | 0.00%             | 2041-03-15      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                                                     | Barclays Mortgage Loan Trust, Series 2024-NQM4, Class A3                                                                         | CUSIP: 06745KAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       8324488 | PA      | $8270708.51     | 0.02%             | 2064-12-26      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Sabre Corp.                                                                                                                      | CUSIP: 00CBTX5A3<br>LEI: N/A                  | N/A              | DE               |  | US        |          1658 | NC      | $29015.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fairstone Financial Issuance Trust I                                             | Fairstone Financial Issuance Trust I, Series 2020-1A, Class B                                                                    | CUSIP: 30575PAQ9<br>LEI: 549300LY2ZF7LX6T3F37 | Long             | ABS-O            | CORP              | CA        |      11524542 | PA      | $8419791.88     | 0.02%             | 2039-10-20      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| Czech Republic                                                                   | Czech Republic                                                                                                                   | CUSIP: N/A<br>LEI: 3157007EFDLQABN47912       | Long             | DBT              | NUSS              | CZ        |     505580000 | PA      | $24781435.94    | 0.06%             | 2032-11-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BHMS                                                                             | BHMS, Series 2018-ATLS, Class A                                                                                                  | CUSIP: 05549GAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      14467627 | PA      | $14460066.22    | 0.03%             | 2035-07-15      | Floating      | 5.86%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDSCMBX                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       1674000 | PA      | $-285556.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AGL CLO 19 Ltd.                                                                  | AGL CLO 19 Ltd., Series 2022-19A, Class D2R                                                                                      | CUSIP: 001210BA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       1000000 | PA      | $1000000.00     | 0.00%             | 2038-07-21      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| PCL Funding IX plc                                                               | PCL Funding IX plc, Series 2024-1, Class B                                                                                       | CUSIP: N/A<br>LEI: 213800OC928ETRJNHM43       | Long             | ABS-O            | CORP              | GB        |       2320000 | PA      | $3175835.08     | 0.01%             | 2029-07-16      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| Broadcom, Inc.                                                                   | Broadcom, Inc.                                                                                                                   | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |         90373 | NS      | $24911317.45    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Saudi Arabian Oil Co.                                                            | Saudi Arabian Oil Co.                                                                                                            | CUSIP: 80414L2X2<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | NUSS              | SA        |        749000 | PA      | $750202.15      | 0.00%             | 2030-06-02      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                                              | New Residential Mortgage Loan Trust, Series 2022-SFR1, Class F                                                                   | CUSIP: 64831KAN6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       1341000 | PA      | $1291427.39     | 0.00%             | 2039-02-17      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| Avaya, Inc.                                                                      | Avaya, Inc., 1st Lien Term Loan                                                                                                  | CUSIP: 05349UBN1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |         91394 | PA      | $71156.78       | 0.00%             | 2028-08-01      | Variable      | 11.83%                | No            |                  2 | On Loan: No      |
| N/A                                                                              | AGC, Inc.                                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -47700 | NS      | $-932.94        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust                                                         | Ajax Mortgage Loan Trust, Series 2017-D, Class B                                                                                 | CUSIP: 00968BAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |          3709 | PA      | $1281.89        | 0.00%             | 2057-12-25      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                                 | Deutsche Bank AG                                                                                                                 | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | DBT              | CORP              | DE        |       1100000 | PA      | $1296085.78     | 0.00%             | 2029-06-16      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BYD Co. Ltd., Class H                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         36000 | NS      | $-34744.14      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MGM Resorts International                                                        | MGM Resorts International                                                                                                        | CUSIP: 552953CD1<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |       1035000 | PA      | $1033662.99     | 0.00%             | 2026-09-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Saxon Asset Securities Trust                                                     | Saxon Asset Securities Trust, Series 2007-1, Class M1                                                                            | CUSIP: 80556BAF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       6013455 | PA      | $5892463.67     | 0.01%             | 2047-01-25      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust                                                         | Ajax Mortgage Loan Trust, Series 2022-B, Class M2                                                                                | CUSIP: 00971BAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       6777185 | PA      | $5870121.82     | 0.01%             | 2062-03-27      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NatWest Group plc                                                                | NatWest Group plc                                                                                                                | CUSIP: 780097BQ3<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |       7856000 | PA      | $7843094.95     | 0.02%             | 2025-12-29      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Telefonica Europe BV                                                             | Telefonica Europe BV                                                                                                             | CUSIP: N/A<br>LEI: 7245007FZS0M65WUGP67       | Long             | DBT              | CORP              | NL        |      11800000 | PA      | $13617643.86    | 0.03%             | 2027-06-24      | Variable      | 2.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Yum! Brands, Inc.                                                                                                                | CUSIP: 988498101<br>LEI: N/A                  | N/A              | DE               |  | US        |         10400 | NS      | $70616.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Aernnova Aerospace SAU                                                           | Aernnova Aerospace SAU, Facility 1st Lien Term Loan B                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | ES        |       4042333 | PA      | $4748047.80     | 0.01%             | 2030-02-27      | Variable      | 6.32%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $96706.76       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                                              | New Residential Mortgage Loan Trust, Series 2020-RPL1, Class B3                                                                  | CUSIP: 64828XAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      10257650 | PA      | $7767815.74     | 0.02%             | 2059-11-25      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | DE        |      17500000 | PA      | $-189702.47     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BX Trust                                                                         | BX Trust, Series 2022-VAMF, Class B                                                                                              | CUSIP: 05609TAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1449000 | PA      | $1446283.13     | 0.00%             | 2039-01-15      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust                                           | Velocity Commercial Capital Loan Trust, Series 2025-1, Class M3                                                                  | CUSIP: 922955AK5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       3895013 | PA      | $3925633.22     | 0.01%             | 2055-02-25      | Variable      | 7.33%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |       1891000 | PA      | $-1112.41       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Peer Holding III BV                                                              | Peer Holding III BV, Facility 1st Lien Term Loan B4                                                                              | CUSIP: N6872NAM8<br>LEI: N/A                  | Long             | LON              | CORP              | NL        |        791010 | PA      | $795210.26      | 0.00%             | 2030-10-28      | Variable      | 6.80%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $24.95          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |       7237890 | PA      | $-6883.71       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-1608006.25    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch Alternative Note Asset Trust                                       | Merrill Lynch Alternative Note Asset Trust, Series 2007-OAR2, Class A2                                                           | CUSIP: 59024BAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       2386946 | PA      | $1872172.07     | 0.00%             | 2037-04-25      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| Greenko Wind Projects Mauritius Ltd.                                             | Greenko Wind Projects Mauritius Ltd.                                                                                             | CUSIP: 39531JAB0<br>LEI: 254900MSUXE1FF83DP82 | Long             | DBT              | CORP              | MU        |       1082000 | PA      | $1090656.00     | 0.00%             | 2028-09-27      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                                                | Barclays Bank plc                                                                                                                | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | RA               | CORP              | GB        |       2309125 | PA      | $2309125.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Tampa Bay Water                                                                  | Tampa Bay Water, Series 2024A                                                                                                    | CUSIP: 875124HX0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      11230000 | PA      | $11654598.39    | 0.03%             | 2054-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Howden UK Refinance plc                                                          | Howden UK Refinance plc                                                                                                          | CUSIP: 44287GAA4<br>LEI: 87550008DPN8BDG67910 | Long             | DBT              | CORP              | GB        |       3624000 | PA      | $3752713.61     | 0.01%             | 2031-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $95958.19       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOP                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | CH        |   -1500184000 | PA      | $-351310.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Helios Software Holdings, Inc.                                                   | Helios Software Holdings, Inc., 1st Lien Term Loan                                                                               | CUSIP: 42328DAM0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       3375723 | PA      | $3935673.94     | 0.01%             | 2028-03-13      | Variable      | 5.23%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd.                                                                    | Voya CLO Ltd., Series 2016-1A, Class A1R                                                                                         | CUSIP: 92915CAQ7<br>LEI: 549300BRUAMTEA33B077 | Long             | ABS-CBDO         | CORP              | KY        |       1851494 | PA      | $1853327.67     | 0.00%             | 2031-01-20      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| ONEOK, Inc.                                                                      | ONEOK, Inc.                                                                                                                      | CUSIP: 682680AS2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |        100000 | PA      | $99356.68       | 0.00%             | 2027-07-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $146411.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INEOS Quattro Finance 2 plc                                                      | INEOS Quattro Finance 2 plc                                                                                                      | CUSIP: N/A<br>LEI: 213800V48W4Y5MT5Q131       | Long             | DBT              | CORP              | GB        |       6864000 | PA      | $8054885.81     | 0.02%             | 2029-03-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      99220000 | PA      | $-459156.85     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Jane Street Group                                                                | Jane Street Group                                                                                                                | CUSIP: 47077WAE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       1594000 | PA      | $1638960.36     | 0.00%             | 2033-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Asset-Backed Securities I Trust                                     | Bear Stearns Asset-Backed Securities I Trust, Series 2006-AC2, Class 1A1                                                         | CUSIP: 07387UGB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       5807840 | PA      | $1509003.97     | 0.00%             | 2036-03-25      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                                                  | Danske Bank A/S                                                                                                                  | CUSIP: N/A<br>LEI: MAES062Z21O4RZ2U7M96       | Long             | DBT              | CORP              | DK        |       1131000 | PA      | $1422284.57     | 0.00%             | 2030-06-21      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| Husky Injection Molding Systems Ltd.                                             | Husky Injection Molding Systems Ltd., 1st Lien Term Loan                                                                         | CUSIP: C8856UAE8<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |        946843 | PA      | $948698.78      | 0.00%             | 2029-02-15      | Variable      | 8.78%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     313413242 | PA      | $7051414.94     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Terwin Mortgage Trust                                                            | Terwin Mortgage Trust TMTS, Series 2005-10HE, Class M5                                                                           | CUSIP: 881561VF8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        713248 | PA      | $636631.05      | 0.00%             | 2036-06-25      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| Hilton Domestic Operating Co., Inc.                                              | Hilton Domestic Operating Co., Inc.                                                                                              | CUSIP: 432833AN1<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |       1870000 | PA      | $1693953.71     | 0.00%             | 2032-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Trust                                                          | Barclays Mortgage Trust, Series 2022-RPL1, Class C                                                                               | CUSIP: 06745CAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       8331528 | PA      | $2407061.71     | 0.01%             | 2028-02-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Legacy Mortgage Asset Trust                                                      | Legacy Mortgage Asset Trust, Series 2019-SL2, Class A                                                                            | CUSIP: 52473FAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       5118781 | PA      | $4925175.09     | 0.01%             | 2059-02-25      | Variable      | 3.38%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                                                     | BX Commercial Mortgage Trust, Series 2021-NWM, Class B                                                                           | CUSIP: 12434AAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      15394033 | PA      | $15314778.96    | 0.04%             | 2033-02-15      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd.                                                           | Palmer Square CLO Ltd., Series 2022-3A, Class D1R                                                                                | CUSIP: 69690ABC0<br>LEI: 5493000CAZ8VWJGUOH13 | Long             | ABS-CBDO         | CORP              | KY        |        880000 | PA      | $880226.78      | 0.00%             | 2037-07-20      | Floating      | 7.22%                 | No            |                  2 | On Loan: No      |
| Sasol Financing USA LLC                                                          | Sasol Financing USA LLC                                                                                                          | CUSIP: 80386WAB1<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |       1530000 | PA      | $1451970.00     | 0.00%             | 2028-09-27      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-25070.99      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Wand NewCo 3, Inc.                                                               | Wand NewCo 3, Inc.                                                                                                               | CUSIP: 933940AA6<br>LEI: 549300Y3VZEWMSQW8494 | Long             | DBT              | CORP              | US        |       1823000 | PA      | $1915843.57     | 0.00%             | 2032-01-30      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDI                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     123968000 | PA      | $-606254.81     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp.        | Uniform Mortgage-Backed Securities                                                                                               | CUSIP: 01F050676<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     704714000 | PA      | $690549361.35   | 1.63%             | 2055-07-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | USD Currency                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      25302000 | PA      | $139312.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Heimstaden Bostad Treasury BV                                                    | Heimstaden Bostad Treasury BV                                                                                                    | CUSIP: N/A<br>LEI: 549300ORG6UYMJBCV938       | Long             | DBT              | CORP              | NL        |        800000 | PA      | $939631.63      | 0.00%             | 2025-07-24      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | NetEase, Inc.                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         46600 | NS      | $38891.13       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cirsa Finance International SARL                                                 | Cirsa Finance International SARL                                                                                                 | CUSIP: N/A<br>LEI: 254900KUJN6DHWH2K029       | Long             | DBT              | CORP              | LU        |       1666628 | PA      | $1973020.84     | 0.00%             | 2028-07-31      | Floating      | 6.69%                 | No            |                  2 | On Loan: No      |
| GT Loan Financing I Ltd.                                                         | GT Loan Financing I Ltd., Series 2013-1A, Class CR                                                                               | CUSIP: 36248MAN7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |        500000 | PA      | $501112.50      | 0.00%             | 2031-07-28      | Floating      | 6.64%                 | No            |                  2 | On Loan: No      |
| Kingdom of Thailand                                                              | Kingdom of Thailand                                                                                                              | CUSIP: N/A<br>LEI: 254900PHJ6MSKT6C7026       | Long             | DBT              | NUSS              | TH        |     198382000 | PA      | $8405166.23     | 0.02%             | 2055-06-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Precise Mortgage Funding plc                                                     | Precise Mortgage Funding plc, Series 2020-1B, Class C                                                                            | CUSIP: N/A<br>LEI: 635400PUIJLOEBLGKA51       | Long             | ABS-MBS          | CORP              | GB        |        100000 | PA      | $138794.82      | 0.00%             | 2056-10-16      | Floating      | 6.77%                 | No            |                  2 | On Loan: No      |
| Freedom Mortgage Corp.                                                           | Freedom Mortgage Corp.                                                                                                           | CUSIP: 35640YAL1<br>LEI: 549300LYRWPSYPK6S325 | Long             | DBT              | CORP              | US        |       4151000 | PA      | $4602914.64     | 0.01%             | 2030-10-01      | Fixed         | 12.25%                | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                       | Verus Securitization Trust, Series 2024-7, Class B1                                                                              | CUSIP: 924925AG5<br>LEI: 213800HQOHEFNJCQYJ07 | Long             | ABS-MBS          | CORP              | US        |       1643000 | PA      | $1623687.19     | 0.00%             | 2069-09-25      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Nordea Bank Abp                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -67300 | NS      | $-38566.05      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Nomura Asset Acceptance Corp. Alternative Loan Trust                             | Nomura Asset Acceptance Corp. Alternative Loan Trust, Series 2006-AF1, Class 1A4                                                 | CUSIP: 65536PAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1500715 | PA      | $266142.44      | 0.00%             | 2036-05-25      | Variable      | 7.13%                 | No            |                  2 | On Loan: No      |
| RBC Capital Markets LLC                                                          | RBC Capital Markets LLC                                                                                                          | CUSIP: N/A<br>LEI: 549300LCO2FLSSVFFR64       | Long             | RA               | CORP              | US        |        293625 | PA      | $293625.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CWHEQ Revolving Home Equity Loan Trust                                           | CWHEQ Revolving Home Equity Loan Trust, Series 2006-H, Class 1A                                                                  | CUSIP: 126686AA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        504878 | PA      | $494013.39      | 0.00%             | 2036-11-15      | Floating      | 4.58%                 | No            |                  2 | On Loan: No      |
| Meta Platforms, Inc.                                                             | Meta Platforms, Inc.                                                                                                             | CUSIP: 30303M8J4<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |      21001000 | PA      | $17706098.09    | 0.04%             | 2052-08-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $405852.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OBX Trust                                                                        | OBX Trust, Series 2022-NQM7, Class A1                                                                                            | CUSIP: 67117DAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       7306753 | PA      | $7268807.86     | 0.02%             | 2062-08-25      | Variable      | 5.11%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corp.                                                           | Tenet Healthcare Corp.                                                                                                           | CUSIP: 88033GDM9<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |       2501000 | PA      | $2425511.82     | 0.01%             | 2029-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | AUD Currency                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |    -109473413 | PA      | $-0.02          | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| British Telecommunications plc                                                   | British Telecommunications plc                                                                                                   | CUSIP: 11102AAF8<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |       1200000 | PA      | $1176668.40     | 0.00%             | 2081-11-23      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Hua Nan Financial Holdings Co. Ltd.                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -882123 | NS      | $-42461.04      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Newmont Corp.                                                                                                                    | CUSIP: 651639106<br>LEI: N/A                  | N/A              | DE               |  | GB        |        -19600 | NS      | $23520.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GoodLeap Sustainable Home Solutions Trust                                        | GoodLeap Sustainable Home Solutions Trust, Series 2021-3CS, Class A                                                              | CUSIP: 382371AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       9347119 | PA      | $7319686.45     | 0.02%             | 2048-05-20      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| LCM XVIII LP                                                                     | LCM XVIII LP, Series 18A, Class A1R                                                                                              | CUSIP: 50188GAT0<br>LEI: 549300PYL1KC7BYM8G75 | Long             | ABS-CBDO         | CORP              | KY        |       1297088 | PA      | $1297197.25     | 0.00%             | 2031-04-20      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | MGM China Holdings Ltd.                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        934800 | NS      | $236591.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | NDIRS                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     467945765 | PA      | $20133.65       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cerved Group SpA                                                                 | Cerved Group SpA                                                                                                                 | CUSIP: N/A<br>LEI: 8156005E0EF91772E207       | Short            | DBT              | CORP              | IT        |      -3575000 | PA      | $-4073423.84    | -0.01%            | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Together Asset-Backed Securitisation plc                                         | Together Asset-Backed Securitisation plc, Series 2025-2ND1X, Class C                                                             | CUSIP: N/A<br>LEI: 635400YLGUIWG9EKBV27       | Long             | ABS-MBS          | CORP              | GB        |       1030000 | PA      | $1414035.92     | 0.00%             | 2056-09-12      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| BAE Systems plc                                                                  | BAE Systems plc                                                                                                                  | CUSIP: N/A<br>LEI: 8SVCSVKSGDWMW2QHOH83       | Long             | EC               | CORP              | GB        |          2500 | NS      | $64882.21       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GoGo Intermediate Holdings LLC                                                   | Gogo Intermediate Holdings LLC, 1st Lien Term Loan                                                                               | CUSIP: 38046JAB0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |        996995 | PA      | $976836.19      | 0.00%             | 2028-05-01      | Variable      | 8.19%                 | No            |                  2 | On Loan: No      |
| Signal Peak CLO 7 Ltd.                                                           | Signal Peak CLO 7 Ltd., Series 2019-1A, Class A1R                                                                                | CUSIP: 82671EAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       6500000 | PA      | $6526676.00     | 0.02%             | 2037-10-20      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| Corp. Nacional del Cobre de Chile                                                | Corp. Nacional del Cobre de Chile                                                                                                | CUSIP: N/A<br>LEI: 549300UVMBCBCIPSUI70       | Long             | DBT              | NUSS              | CL        |       1538000 | PA      | $1426975.63     | 0.00%             | 2030-01-14      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $46605.66       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHL Mortgage Pass-Through Trust                                                  | CHL Mortgage Pass-Through Trust, Series 2007-1, Class A2                                                                         | CUSIP: 170255AL7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        770092 | PA      | $340571.42      | 0.00%             | 2037-03-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Aroundtown SA                                                                    | Aroundtown SA                                                                                                                    | CUSIP: N/A<br>LEI: 529900H4DWG3KWMBMQ39       | Long             | DBT              | CORP              | LU        |        700000 | PA      | $778187.34      | 0.00%             | 2026-04-15      | Variable      | 1.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | USD Currency                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |     -12611000 | PA      | $-257258.69     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $149.44         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Rockford Tower CLO Ltd.                                                          | Rockford Tower CLO Ltd., Series 2018-1A, Class B                                                                                 | CUSIP: 77342JAC7<br>LEI: 549300KPFGDIQ0PMP224 | Long             | ABS-CBDO         | CORP              | KY        |        250000 | PA      | $250306.20      | 0.00%             | 2031-05-20      | Floating      | 6.30%                 | No            |                  2 | On Loan: No      |
| Thunder Logistics DAC                                                            | Thunder Logistics DAC, Series 2024-1X, Class A                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | CORP              | IE        |       3759776 | PA      | $4417650.13     | 0.01%             | 2036-11-17      | Floating      | 3.63%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Barrick Mining Corp.                                                                                                             | CUSIP: 06849F108<br>LEI: N/A                  | N/A              | DE               |  | GB        |         81200 | NS      | $-43023.35      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       7537000 | PA      | $-61580.44      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CSMC Trust                                                                       | CSMC Trust, Series 2014-4R, Class 16A3                                                                                           | CUSIP: 12648JDQ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |          1471 | PA      | $1469.86        | 0.00%             | 2036-02-27      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| Nissan Motor Acceptance Co. LLC                                                  | Nissan Motor Acceptance Co. LLC                                                                                                  | CUSIP: 65480CAC9<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |        665000 | PA      | $634183.31      | 0.00%             | 2026-09-16      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Quarzo SRL                                                                       | Quarzo SRL, Series 2024-1, Class C                                                                                               | CUSIP: N/A<br>LEI: 815600702F68B2ED0B22       | Long             | ABS-O            | CORP              | IT        |        794070 | PA      | $945495.66      | 0.00%             | 2041-06-15      | Floating      | 4.28%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                                          | Goldman Sachs & Co. LLC                                                                                                          | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | Long             | RA               | CORP              | US        |       7501200 | PA      | $7501200.00     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     800721800 | PA      | $437425.89      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust                                                       | J.P. Morgan Mortgage Trust, Series 2021-INV5, Class A2X                                                                          | CUSIP: 46653XAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      91528106 | PA      | $2560562.85     | 0.01%             | 2051-12-25      | Variable      | 0.50%                 | No            |                  2 | On Loan: No      |
| Volkswagen Group of America Finance LLC                                          | Volkswagen Group of America Finance LLC                                                                                          | CUSIP: 928668BS0<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |        400000 | PA      | $397059.57      | 0.00%             | 2027-06-08      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Taurus UK DAC                                                                    | Taurus UK DAC, Series 2025-UK2X, Class A                                                                                         | CUSIP: N/A<br>LEI: 635400ZUSGYHROR9ZX12       | Long             | ABS-MBS          | CORP              | IE        |       7304162 | PA      | $10067445.50    | 0.02%             | 2035-02-18      | Floating      | 5.74%                 | No            |                  2 | On Loan: No      |
| Open Text Holdings, Inc.                                                         | Open Text Holdings, Inc.                                                                                                         | CUSIP: 683720AC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       2207000 | PA      | $2032010.06     | 0.00%             | 2031-12-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                                                                   | CUSIP: 61772BAC7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Short            | DBT              | CORP              | US        |       -300000 | PA      | $-227606.71     | -0.00%            | 2042-04-22      | Variable      | 3.22%                 | No            |                  2 | On Loan: No      |
| Federal Republic of Nigeria                                                      | Federal Republic of Nigeria                                                                                                      | CUSIP: N/A<br>LEI: 549300GSBZD84TNEQ285       | Long             | DBT              | NUSS              | NG        |       1395000 | PA      | $1327872.60     | 0.00%             | 2028-09-28      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Obol France 3 SAS                                                                | Obol France 3 SAS, Facility 1st Lien Term Loan B3                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | FR        |       2000000 | PA      | $2310266.22     | 0.01%             | 2028-12-29      | Variable      | 7.19%                 | No            |                  2 | On Loan: No      |
| Taurus UK DAC                                                                    | Taurus UK DAC, Series 2021-UK4X, Class C                                                                                         | CUSIP: N/A<br>LEI: 6354001CXJE7XMMVG324       | Long             | ABS-MBS          | CORP              | IE        |        319362 | PA      | $438369.92      | 0.00%             | 2031-08-17      | Floating      | 5.99%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | DE        |       4687000 | PA      | $-72286.79      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Ashtead Group plc                                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         14200 | NS      | $56385.53       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RBC Capital Markets LLC                                                          | RBC Capital Markets LLC                                                                                                          | CUSIP: N/A<br>LEI: 549300LCO2FLSSVFFR64       | Long             | RA               | CORP              | US        |        456875 | PA      | $456875.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Virgin Money UK plc                                                              | Virgin Money UK plc                                                                                                              | CUSIP: N/A<br>LEI: 213800ZK9VGCYYR6O495       | Long             | DBT              | CORP              | GB        |      10786000 | PA      | $13288546.65    | 0.03%             | 2028-10-29      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| Peraton Corp.                                                                    | Peraton Corp., 1st Lien Term Loan B                                                                                              | CUSIP: 71360HAB3<br>LEI: 549300EQPCK07ZW63836 | Long             | LON              | CORP              | US        |        461031 | PA      | $405850.35      | 0.00%             | 2028-02-01      | Variable      | 8.18%                 | No            |                  2 | On Loan: No      |
| Stratton Mortgage Funding plc                                                    | Stratton Mortgage Funding plc, Series 2024-2X, Class B                                                                           | CUSIP: N/A<br>LEI: 635400BEV82LZKPTAB28       | Long             | ABS-MBS          | CORP              | GB        |       1121000 | PA      | $1539309.99     | 0.00%             | 2050-06-28      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       2070000 | PA      | $-8861.83       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PRPM Trust                                                                       | PRPM Trust, Series 2024-NQM1, Class B1                                                                                           | CUSIP: 693977AE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       2066000 | PA      | $2058175.03     | 0.00%             | 2068-12-25      | Variable      | 7.48%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Chase Commercial Mortgage Securities Trust                           | J.P. Morgan Chase Commercial Mortgage Securities Trust, Series 2022-OPO, Class D                                                 | CUSIP: 46655AAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       6152000 | PA      | $5062447.58     | 0.01%             | 2039-01-05      | Variable      | 3.56%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | MISUMI Group, Inc.                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        113400 | NS      | $40552.78       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     458463209 | PA      | $-170029.76     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| American Tower Corp.                                                             | American Tower Corp.                                                                                                             | CUSIP: N/A<br>LEI: 5493006ORUSIL88JOE18       | Long             | DBT              | CORP              | US        |       1479000 | PA      | $1651794.46     | 0.00%             | 2028-01-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | ABN AMRO Bank NV                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -22800 | NS      | $-10110.18      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-257733.34     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RBC Capital Markets LLC                                                          | RBC Capital Markets LLC                                                                                                          | CUSIP: N/A<br>LEI: 549300LCO2FLSSVFFR64       | Long             | RA               | CORP              | US        |        748000 | PA      | $748000.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Madison Park Funding XXIII Ltd.                                                  | Madison Park Funding XXIII Ltd., Series 2017-23A, Class CR                                                                       | CUSIP: 55820TAN8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       3000000 | PA      | $3006651.00     | 0.01%             | 2031-07-27      | Floating      | 6.54%                 | No            |                  2 | On Loan: No      |
| Euro-Galaxy III CLO DAC                                                          | Euro-Galaxy III CLO DAC, Series 2013-3A, Class DRRR                                                                              | CUSIP: N/A<br>LEI: 635400H1W7SGWXGQOB43       | Long             | ABS-CBDO         | CORP              | IE        |       1380000 | PA      | $1627897.19     | 0.00%             | 2034-04-24      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Vicinity Ltd.                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -738000 | NS      | $-310.98        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Asset-Backed European Securitisation Transaction Twenty-Five SRL                 | Asset-Backed European Securitisation Transaction Twenty-Five SRL, Series 25, Class D                                             | CUSIP: N/A<br>LEI: 8156006F7517955B5E95       | Long             | ABS-O            | CORP              | IT        |        324000 | PA      | $381724.50      | 0.00%             | 2039-11-15      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| Rogers Communications, Inc.                                                      | Rogers Communications, Inc.                                                                                                      | CUSIP: 775109BS9<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |        767000 | PA      | $760369.72      | 0.00%             | 2082-03-15      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| Albertsons Cos., Inc.                                                            | Albertsons Cos., Inc.                                                                                                            | CUSIP: 01309QAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       3138000 | PA      | $3212774.15     | 0.01%             | 2028-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Meta Platforms, Inc.                                                             | Meta Platforms, Inc., Class A                                                                                                    | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |         24990 | NS      | $18444869.10    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| FCT Autonoria DE                                                                 | FCT Autonoria DE, Series 2023-DE, Class D                                                                                        | CUSIP: N/A<br>LEI: 549300XVWRQGZCNHXF23       | Long             | ABS-O            | CORP              | DE        |        226182 | PA      | $271305.47      | 0.00%             | 2043-01-26      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Endesa SA                                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -64300 | NS      | $-3151.00       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sunac China Holdings Ltd.                                                        | Sunac China Holdings Ltd.                                                                                                        | CUSIP: N/A<br>LEI: 549300OLARYHDXP3WK18       | Long             | DBT              | CORP              | KY        |       3636364 | PA      | $440909.14      | 0.00%             | 2029-09-30      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Crown PropTech Acquisitions                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | KY        |        199600 | NS      | $499.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $146217.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Anchorage Credit Funding 13 Ltd.                                                 | Anchorage Credit Funding 13 Ltd., Series 2021-13A, Class A1                                                                      | CUSIP: 03290AAA8<br>LEI: 549300N5JCR10GGBIT41 | Long             | ABS-CBDO         | CORP              | KY        |      25970000 | PA      | $25101002.25    | 0.06%             | 2039-07-27      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                               | Credit Agricole SA                                                                                                               | CUSIP: 22535WAK3<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |        300000 | PA      | $306883.91      | 0.00%             | 2030-01-10      | Variable      | 5.33%                 | No            |                  2 | On Loan: No      |
| Whitebox CLO III Ltd.                                                            | Whitebox CLO III Ltd., Series 2021-3A, Class ER                                                                                  | CUSIP: 96467JAE2<br>LEI: 549300JXCQSPB1A61C68 | Long             | ABS-CBDO         | CORP              | KY        |       6970000 | PA      | $6979311.92     | 0.02%             | 2035-10-15      | Floating      | 9.91%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-313.85        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Rad CLO 7 Ltd.                                                                   | Rad CLO 7 Ltd., Series 2020-7A, Class CR                                                                                         | CUSIP: 74936GAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |        500000 | PA      | $502021.55      | 0.00%             | 2036-04-17      | Floating      | 6.88%                 | No            |                  2 | On Loan: No      |
| OHA Credit Funding 13 Ltd.                                                       | OHA Credit Funding 13 Ltd., Series 2022-13A, Class ER                                                                            | CUSIP: 67116DAE1<br>LEI: 254900P7TOYX9E9JQ066 | Long             | ABS-CBDO         | CORP              | BM        |       7675000 | PA      | $7659642.33     | 0.02%             | 2037-07-20      | Floating      | 9.67%                 | No            |                  2 | On Loan: No      |
| Bracken MidCo1 plc                                                               | Bracken MidCo1 plc                                                                                                               | CUSIP: N/A<br>LEI: 213800AFGHKES7J58805       | Long             | DBT              | CORP              | GB        |       6861000 | PA      | $9315740.92     | 0.02%             | 2027-11-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                                           | Alternative Loan Trust, Series 2007-3T1, Class 1A1                                                                               | CUSIP: 02149VAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        700132 | PA      | $308337.06      | 0.00%             | 2037-04-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment, Inc.                                                      | Caesars Entertainment, Inc.                                                                                                      | CUSIP: 28470RAK8<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |        838000 | PA      | $838251.40      | 0.00%             | 2027-07-01      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Raizen Fuels Finance SA                                                          | Raizen Fuels Finance SA                                                                                                          | CUSIP: 75102XAB2<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |       2290000 | PA      | $2279740.80     | 0.01%             | 2034-03-05      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Modulaire Group Holdings Ltd.                                                    | Modulaire Group Holdings Ltd., Facility 1st Lien Term Loan B2                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | GB        |       5000000 | PA      | $5854175.91     | 0.01%             | 2028-12-15      | Variable      | 6.16%                 | No            |                  2 | On Loan: No      |
| Deutsche Lufthansa AG                                                            | Deutsche Lufthansa AG, Series LHA                                                                                                | CUSIP: N/A<br>LEI: 529900PH63HYJ86ASW55       | Long             | DBT              | CORP              | DE        |       5900000 | PA      | $7036936.72     | 0.02%             | 2025-11-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Federal National Mortgage Association Variable Rate Notes, Series 2024-38, Class FE                                              | CUSIP: 3136BR4Q7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      59455903 | PA      | $59286346.51    | 0.14%             | 2054-06-25      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands III BV                                   | Teva Pharmaceutical Finance Netherlands III BV                                                                                   | CUSIP: 88167AAE1<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |       1115000 | PA      | $1090258.15     | 0.00%             | 2026-10-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Eurobank Ergasias Services & Holdings SA                                         | Eurobank Ergasias Services & Holdings SA                                                                                         | CUSIP: N/A<br>LEI: JEUVK5RWVJEN8W0C9M24       | Long             | DBT              | CORP              | GR        |       2100000 | PA      | $2453865.61     | 0.01%             | 2035-04-30      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| NewDay Funding                                                                   | NewDay Funding, Series 2024-1X, Class B                                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | GB        |       3309000 | PA      | $4574997.28     | 0.01%             | 2032-03-15      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| Xerox Corp.                                                                      | Xerox Corp.                                                                                                                      | CUSIP: 984121CS0<br>LEI: 4KF48RN45X1OO8UBLY20 | Long             | DBT              | CORP              | US        |       7526000 | PA      | $7879305.51     | 0.02%             | 2030-10-15      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| United Airlines Holdings, Inc.                                                   | United Airlines Holdings, Inc.                                                                                                   | CUSIP: 910047109<br>LEI: 98450079DA0B78DD6764 | Long             | EC               | CORP              | US        |         77000 | NS      | $6131510.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo & Co.                                                                | Wells Fargo & Co.                                                                                                                | CUSIP: 95000U2A0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Short            | DBT              | CORP              | US        |       -100000 | PA      | $-98459.96      | -0.00%            | 2028-05-22      | Variable      | 3.58%                 | No            |                  2 | On Loan: No      |
| Olin Corp.                                                                       | Olin Corp.                                                                                                                       | CUSIP: 680665AK2<br>LEI: 549300GKK294V7W57P06 | Long             | DBT              | CORP              | US        |        119000 | PA      | $114839.33      | 0.00%             | 2030-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                                           | Arab Republic of Egypt Treasury Bills                                                                                            | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | STIV             | NUSS              | EG        |    1066425000 | PA      | $19020420.89    | 0.04%             | 2025-12-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| RALI Trust                                                                       | RALI Trust, Series 2007-QO2, Class A1                                                                                            | CUSIP: 75116AAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        442024 | PA      | $133862.09      | 0.00%             | 2047-02-25      | Floating      | 4.58%                 | No            |                  2 | On Loan: No      |
| Darling Global Finance BV                                                        | Darling Global Finance BV                                                                                                        | CUSIP: N/A<br>LEI: 724500R2BQXOR6YG2Y67       | Long             | DBT              | CORP              | NL        |      10052000 | PA      | $11983879.46    | 0.03%             | 2032-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust                                                       | J.P. Morgan Mortgage Trust, Series 2021-INV7, Class A5A                                                                          | CUSIP: 46654CAP0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       7684280 | PA      | $6215864.28     | 0.01%             | 2052-02-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| City of Greeley                                                                  | City of Greeley, Series 2022                                                                                                     | CUSIP: 392532HC4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |       1275000 | PA      | $1090832.97     | 0.00%             | 2038-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                                                      | Capital One Financial Corp.                                                                                                      | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EC               | CORP              | US        |         79874 | NS      | $16993992.24    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $971.82         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Costco Wholesale Corp.                                                           | Costco Wholesale Corp.                                                                                                           | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |          2254 | NS      | $2231324.76     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                              | SOP                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     -10935000 | PA      | $-416660.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JW Commercial Mortgage Trust                                                     | JW Commercial Mortgage Trust, Series 2024-MRCO, Class A                                                                          | CUSIP: 46657XAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       7310000 | PA      | $7314557.05     | 0.02%             | 2039-06-15      | Floating      | 5.93%                 | No            |                  2 | On Loan: No      |
| Republic of Zambia                                                               | Republic of Zambia                                                                                                               | CUSIP: N/A<br>LEI: 213800DMLAZ6LGMMD849       | Long             | DBT              | NUSS              | ZM        |       4552000 | PA      | $3083980.00     | 0.01%             | 2053-12-31      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| STL Holding Co. LLC                                                              | STL Holding Co. LLC                                                                                                              | CUSIP: 861036AB7<br>LEI: 984500BC2I63E7F48656 | Long             | DBT              | CORP              | US        |       4671000 | PA      | $4879919.82     | 0.01%             | 2029-02-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| RCKT Mortgage Trust                                                              | RCKT Mortgage Trust, Series 2024-CES2, Class B2                                                                                  | CUSIP: 74938PAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       1949000 | PA      | $2042520.90     | 0.00%             | 2044-04-25      | Variable      | 9.89%                 | No            |                  2 | On Loan: No      |
| Abanca Corp. Bancaria SA                                                         | Abanca Corp. Bancaria SA                                                                                                         | CUSIP: N/A<br>LEI: 54930056IRBXK0Q1FP96       | Long             | DBT              | CORP              | ES        |       2600000 | PA      | $3123586.51     | 0.01%             | 2036-12-11      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| Methanex US Operations, Inc.                                                     | Methanex US Operations, Inc.                                                                                                     | CUSIP: 59151LAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       1776000 | PA      | $1770837.24     | 0.00%             | 2032-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Signia Aerospace LLC                                                             | Signia Aerospace LLC, Delayed Draw 1st Lien Term Loan                                                                            | CUSIP: 82670NAC0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       1187656 | PA      | $1192109.77     | 0.00%             | 2031-12-11      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| Altice Financing SA                                                              | Altice Financing SA, 1st Lien Term Loan                                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | LU        |       4335267 | PA      | $4039421.25     | 0.01%             | 2027-10-29      | Variable      | 7.28%                 | No            |                  2 | On Loan: No      |
| Clover Holdings 2 LLC                                                            | Clover Holdings 2 LLC, 1st Lien Term Loan                                                                                        | CUSIP: 18914DAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |        995000 | PA      | $995308.45      | 0.00%             | 2031-12-09      | Variable      | 8.31%                 | No            |                  2 | On Loan: No      |
| Digicel Midco Ltd.                                                               | Digicel Midco Ltd.                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | LC        |       3629952 | PA      | $3604996.08     | 0.01%             | 2028-11-25      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Mosaic Co. (The)                                                                 | Mosaic Co. (The)                                                                                                                 | CUSIP: 61945CAG8<br>LEI: 2YD5STGSJNMUB7H76907 | Short            | DBT              | CORP              | US        |      -2000000 | PA      | $-1984980.84    | -0.00%            | 2027-11-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Community Health Systems, Inc.                                                   | Community Health Systems, Inc.                                                                                                   | CUSIP: 12543DBH2<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |       4443000 | PA      | $4273580.86     | 0.01%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Vaco Holdings LLC                                                                | Vaco Holdings LLC, 1st Lien Term Loan                                                                                            | CUSIP: 91865FAJ8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       7528930 | PA      | $6885206.49     | 0.02%             | 2029-01-22      | Variable      | 9.45%                 | No            |                  2 | On Loan: No      |
| Speedster Bidco GmbH                                                             | Speedster Bidco GmbH, 1st Lien Term Loan B                                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | DE        |       4500000 | PA      | $5301358.09     | 0.01%             | 2031-12-10      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| Atos SE                                                                          | Atos SE                                                                                                                          | CUSIP: N/A<br>LEI: 5493001EZOOA66PTBR68       | Long             | SN               | CORP              | FR        |       6486886 | PA      | $3238866.03     | 0.01%             | 2032-12-18      | Variable      | 1.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      22337174 | PA      | $-91328.46      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Holding d'Infrastructures des Metiers de l'Environnement                         | Holding d'Infrastructures des Metiers de l'Environnement                                                                         | CUSIP: N/A<br>LEI: 969500I3QVK40XEORU25       | Long             | DBT              | CORP              | FR        |      19748000 | PA      | $21251003.60    | 0.05%             | 2028-09-16      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | NVIDIA Corp.                                                                                                                     | CUSIP: 00CBPCC15<br>LEI: N/A                  | N/A              | DE               |  | US        |           752 | NC      | $2146960.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                              | Schindler Holding AG                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |         -5900 | NS      | $-60940.51      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Wayfair LLC                                                                      | Wayfair LLC                                                                                                                      | CUSIP: 94419NAB3<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |       1409000 | PA      | $1417744.25     | 0.00%             | 2030-09-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos., Inc.                                                                | Lowe's Cos., Inc.                                                                                                                | CUSIP: 548661DY0<br>LEI: WAFCR4OKGSC504WU3E95 | Short            | DBT              | CORP              | US        |       -600000 | PA      | $-522293.35     | -0.00%            | 2030-10-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Home Equity Loan Trust                                            | Morgan Stanley Home Equity Loan Trust, Series 2006-3, Class A3                                                                   | CUSIP: 61749GAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       2127943 | PA      | $1478227.61     | 0.00%             | 2036-04-25      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| FlyRenoIFR                                                                       | FLYR, Inc.                                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | US        |       4503497 | NS      | $20085596.77    | 0.05%             |  |  |  | No            |                  3 | On Loan: No      |
| Kingdom of Saudi Arabia                                                          | Kingdom of Saudi Arabia                                                                                                          | CUSIP: N/A<br>LEI: 635400FMICXSM3SI3H65       | Long             | DBT              | NUSS              | SA        |       1285000 | PA      | $1292697.15     | 0.00%             | 2028-01-18      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Carrier Global Corp.                                                             | Carrier Global Corp.                                                                                                             | CUSIP: 14448C104<br>LEI: 549300JE3W6CWY2NAN77 | Long             | EC               | CORP              | US        |         41671 | NS      | $3049900.49     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PFP Ltd.                                                                         | PFP Ltd., Series 2022-9, Class A                                                                                                 | CUSIP: 69291QAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | BM        |       3849607 | PA      | $3854762.54     | 0.01%             | 2035-08-19      | Floating      | 6.59%                 | No            |                  2 | On Loan: No      |
| INCREF LLC                                                                       | INCREF LLC, Series 2025-FL1, Class A                                                                                             | CUSIP: 45339NAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       9037000 | PA      | $9054786.62     | 0.02%             | 2042-10-19      | Floating      | 6.05%                 | No            |                  2 | On Loan: No      |
| CHL Mortgage Pass-Through Trust                                                  | CHL Mortgage Pass-Through Trust, Series 2006-OA5, Class 3A1                                                                      | CUSIP: 126694N46<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        896682 | PA      | $862507.91      | 0.00%             | 2046-04-25      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Accor SA                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         19900 | NS      | $13011.64       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kohl's Corp.                                                                     | Kohl's Corp.                                                                                                                     | CUSIP: 500255AX2<br>LEI: 549300JF6LPRTRJ0FH50 | Long             | DBT              | CORP              | US        |       3992000 | PA      | $2865725.30     | 0.01%             | 2031-05-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                                                                             | CUSIP: 46647PCR5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Short            | DBT              | CORP              | US        |      -1300000 | PA      | $-1144447.17    | -0.00%            | 2032-11-08      | Variable      | 2.54%                 | No            |                  2 | On Loan: No      |
| Allied Universal Holdco LLC                                                      | Allied Universal Holdco LLC                                                                                                      | CUSIP: 049362AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       1086000 | PA      | $1053136.23     | 0.00%             | 2028-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Republic of Cote d'Ivoire                                                        | Republic of Cote d'Ivoire                                                                                                        | CUSIP: N/A<br>LEI: 254900ICW11T82O6H590       | Long             | DBT              | NUSS              | CI        |       2505000 | PA      | $2500315.65     | 0.01%             | 2028-03-03      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | ETRS                                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |        654031 | PA      | $-773763.88     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |        410000 | PA      | $488.87         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hilton Domestic Operating Co., Inc.                                              | Hilton Domestic Operating Co., Inc.                                                                                              | CUSIP: 432833AQ4<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |       3727000 | PA      | $3816951.15     | 0.01%             | 2032-04-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Telix Pharmaceuticals Ltd.                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         46400 | NS      | $-47017.96      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ukraine                                                                          | Ukraine Government Bond                                                                                                          | CUSIP: N/A<br>LEI: 6354001WLTJXOMEXPY07       | Long             | DBT              | NUSS              | UA        |       1579000 | PA      | $739909.61      | 0.00%             | 2035-02-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Singapore Telecommunications Ltd.                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -359300 | NS      | $-1161.42       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $2178.58        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MFT Trust                                                                        | MFT Trust, Series 2020-ABC, Class C                                                                                              | CUSIP: 55317BAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       3924716 | PA      | $2464787.98     | 0.01%             | 2042-02-10      | Variable      | 3.59%                 | No            |                  2 | On Loan: No      |
| ZF Finance GmbH                                                                  | ZF Finance GmbH                                                                                                                  | CUSIP: N/A<br>LEI: 5493001N9T6QDCCXB426       | Long             | DBT              | CORP              | DE        |       1800000 | PA      | $2006343.34     | 0.00%             | 2027-05-06      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     400000000 | PA      | $-152620.61     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Commercial Mortgage Trust                                                        | Commercial Mortgage Trust, Series 2024-WCL1, Class E                                                                             | CUSIP: 20047DAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       6488000 | PA      | $6428765.86     | 0.02%             | 2041-06-15      | Floating      | 8.80%                 | No            |                  2 | On Loan: No      |
| Baytex Energy Corp.                                                              | Baytex Energy Corp.                                                                                                              | CUSIP: 07317QAK1<br>LEI: 549300R5LTV2H7I1I079 | Long             | DBT              | CORP              | CA        |       2867000 | PA      | $2737666.76     | 0.01%             | 2032-03-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz International Finance BV                                           | Mercedes-Benz International Finance BV                                                                                           | CUSIP: N/A<br>LEI: 529900RUGCXMPEENHQ31       | Long             | DBT              | CORP              | NL        |        359000 | PA      | $430832.44      | 0.00%             | 2027-09-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Restaurant Brands International, Inc.                                                                                            | CUSIP: 76131D103<br>LEI: N/A                  | N/A              | DE               |  | US        |        -21500 | NS      | $3793.63        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Leased & Tenanted Pubs 1 Ltd.                                                    | Leased & Tenanted Pubs 1 Ltd., 2nd Lien Term Loan                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4200688 | PA      | $5650752.62     | 0.01%             | 2029-10-31      | Variable      | 14.57%                | No            |                  3 | On Loan: No      |
| Bletchley Park Funding plc                                                       | Bletchley Park Funding plc, Series 2025-1, Class D                                                                               | CUSIP: N/A<br>LEI: 635400OJVL3HJJTKNB05       | Long             | ABS-MBS          | CORP              | GB        |        728000 | PA      | $999633.96      | 0.00%             | 2070-01-27      | Floating      | 6.10%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       2800000 | PA      | $27224.60       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hamlin Park CLO Ltd.                                                             | Hamlin Park CLO Ltd., Series 2024-1A, Class A                                                                                    | CUSIP: 407907AA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |       9750000 | PA      | $9783301.13     | 0.02%             | 2037-10-20      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| Romania                                                                          | Romania Government Bond                                                                                                          | CUSIP: 77586RAN0<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |        789000 | PA      | $788013.75      | 0.00%             | 2027-11-25      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Twin Bridges plc                                                                 | Twin Bridges plc, Series 2021-1, Class D                                                                                         | CUSIP: N/A<br>LEI: 213800DOYEU7P7SSOK83       | Long             | ABS-MBS          | CORP              | GB        |        804000 | PA      | $1106297.89     | 0.00%             | 2055-03-12      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp. Variable Rate Notes, Series 5470, Class AF                                                      | CUSIP: 3137HHC90<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      28270165 | PA      | $28078275.76    | 0.07%             | 2054-11-25      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| AthenaHealth Group, Inc.                                                         | AthenaHealth Group, Inc., 1st Lien Term Loan                                                                                     | CUSIP: 04686RAB9<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | LON              | CORP              | US        |        498750 | PA      | $497971.95      | 0.00%             | 2029-02-15      | Variable      | 7.08%                 | No            |                  2 | On Loan: No      |
| Riyad T1 Sukuk Ltd.                                                              | Riyad T1 Sukuk Ltd.                                                                                                              | CUSIP: N/A<br>LEI: 254900U0H7PYCRKOV841       | Long             | DBT              | CORP              | KY        |      12000000 | PA      | $11726280.00    | 0.03%             | 2029-10-03      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Permian Resources Operating LLC                                                  | Permian Resources Operating LLC                                                                                                  | CUSIP: 15138AAA8<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |       8839000 | PA      | $8823986.96     | 0.02%             | 2026-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Baker Hughes Co.                                                                                                                 | CUSIP: 05722G100<br>LEI: N/A                  | N/A              | DE               |  | GB        |        -24500 | NS      | $-12495.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Navoi Mining & Metallurgical Combinat                                            | Navoi Mining & Metallurgical Combinat                                                                                            | CUSIP: 63890CAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | UZ        |       6536000 | PA      | $6683125.36     | 0.02%             | 2031-10-17      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                   | BNP Paribas SA                                                                                                                   | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |      15000000 | PA      | $17386966.07    | 0.04%             | 2027-04-13      | Variable      | 0.25%                 | No            |                  2 | On Loan: No      |
| Space Exploration Technologies Corp., Class A                                    | Space Exploration Technologies Corp., Class A                                                                                    | CUSIP: N/A<br>LEI: 549300B9WLO96RQCXP87       | Long             | EC               | CORP              | US        |         98583 | NS      | $18237855.00    | 0.04%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Food Service Project SA                                                          | Food Service Project SA                                                                                                          | CUSIP: N/A<br>LEI: 95980020140005812514       | Long             | DBT              | CORP              | ES        |       4105000 | PA      | $4840564.19     | 0.01%             | 2027-01-21      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United Nations Development Corp.                                                 | United Nations Development Corp., Series 2025A                                                                                   | CUSIP: 911157MF9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |       3505000 | PA      | $3660048.49     | 0.01%             | 2055-08-01      | Fixed         | 6.54%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                         | CUSIP: 21H042661<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     121000000 | PA      | $115833554.10   | 0.27%             | 2055-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Dutch Property Finance BV                                                        | Dutch Property Finance BV, Series 2021-2, Class A                                                                                | CUSIP: N/A<br>LEI: 724500HXDVQPC2FOAA29       | Long             | ABS-MBS          | CORP              | NL        |       1612608 | PA      | $1900140.94     | 0.00%             | 2059-04-28      | Floating      | 2.86%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   31264500000 | PA      | $-415469.65     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| College Ave Student Loans Trust                                                  | College Ave Student Loans Trust, Series 2024-A, Class A1B                                                                        | CUSIP: 19424RAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      15277380 | PA      | $15534724.22    | 0.04%             | 2054-06-25      | Floating      | 6.06%                 | No            |                  2 | On Loan: No      |
| Lottomatica Group SpA                                                            | Lottomatica Group SpA                                                                                                            | CUSIP: N/A<br>LEI: 549300R72LKEGT4EX026       | Long             | DBT              | CORP              | IT        |       3691000 | PA      | $4524475.37     | 0.01%             | 2030-06-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Allegiant Travel Co.                                                             | Allegiant Travel Co.                                                                                                             | CUSIP: 01748XAD4<br>LEI: 549300JM9OZXOHWL2K18 | Long             | DBT              | CORP              | US        |       4805000 | PA      | $4806393.45     | 0.01%             | 2027-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| State of Georgia                                                                 | State of Georgia, Series 2022A                                                                                                   | CUSIP: 373385KP7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |       3950000 | PA      | $3880255.70     | 0.01%             | 2040-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |        500000 | PA      | $19624.96       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sculptor CLO XXX Ltd.                                                            | Sculptor CLO XXX Ltd., Series 30A, Class AR                                                                                      | CUSIP: 81124NAS9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       4750000 | PA      | $4750000.00     | 0.01%             | 2038-07-20      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                                              | GS Mortgage-Backed Securities Trust, Series 2025-RPL3, Class A1                                                                  | CUSIP: 362963AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      12000000 | PA      | $11552394.12    | 0.03%             | 2065-07-25      | Variable      | 4.10%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Citigroup, Inc.                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          1500 | NC      | $338250.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlas Funding plc                                                                | Atlas Funding plc, Series 2023-1, Class D                                                                                        | CUSIP: N/A<br>LEI: 635400GE1FMJVQH5B467       | Long             | ABS-MBS          | CORP              | GB        |        505000 | PA      | $709618.90      | 0.00%             | 2061-01-20      | Floating      | 8.02%                 | No            |                  2 | On Loan: No      |
| Soundview Home Loan Trust                                                        | Soundview Home Loan Trust, Series 2005-OPT3, Class M4                                                                            | CUSIP: 83611MGX0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |         68500 | PA      | $54785.21       | 0.00%             | 2035-11-25      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| PCL Funding IX plc                                                               | PCL Funding IX plc, Series 2024-1, Class C                                                                                       | CUSIP: N/A<br>LEI: 213800OC928ETRJNHM43       | Long             | ABS-O            | CORP              | GB        |        150000 | PA      | $205407.26      | 0.00%             | 2029-07-16      | Floating      | 6.37%                 | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                                                  | Danske Bank A/S                                                                                                                  | CUSIP: N/A<br>LEI: MAES062Z21O4RZ2U7M96       | Long             | DBT              | CORP              | DK        |       4563000 | PA      | $5374516.72     | 0.01%             | 2033-05-26      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association Variable Rate Notes, Series 2024-51, Class TF                                           | CUSIP: 38384KUP4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       9546869 | PA      | $9530841.82     | 0.02%             | 2054-03-20      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $29907.17       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Symphony CLO XXIV Ltd.                                                           | Symphony CLO XXIV Ltd., Series 2020-24A, Class AR                                                                                | CUSIP: 87167QAL2<br>LEI: 5493007X3UVVYJ005O73 | Long             | ABS-CBDO         | CORP              | KY        |        917558 | PA      | $919144.32      | 0.00%             | 2032-01-23      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| FS Rialto Issuer LLC                                                             | FS Rialto Issuer LLC, Series 2025-FL10, Class A                                                                                  | CUSIP: 30340KAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       3240000 | PA      | $3232888.52     | 0.01%             | 2042-08-19      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| Federation of Malaysia                                                           | Malaysia Government Bond                                                                                                         | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |      76609000 | PA      | $19549350.45    | 0.05%             | 2053-03-31      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| Signia Aerospace LLC                                                             | Signia Aerospace LLC, 1st Lien Term Loan                                                                                         | CUSIP: 82670NAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      14216243 | PA      | $14269553.93    | 0.03%             | 2031-12-11      | Variable      | 7.30%                 | No            |                  3 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $1995.18        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FINDANGO FINANCE SL                                                              | Findango Finance SL, 1st Lien Term Loan                                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | ES        |      15000000 | PA      | $17669250.01    | 0.04%             | 2032-04-01      | Variable      | 7.27%                 | No            |                  3 | On Loan: No      |
| NSW Ports Finance Co. Pty. Ltd.                                                  | NSW Ports Finance Co. Pty. Ltd.                                                                                                  | CUSIP: N/A<br>LEI: 8945007UJK9KDKZE6M43       | Long             | DBT              | CORP              | AU        |      16890000 | PA      | $11014551.86    | 0.03%             | 2034-09-19      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| Avoca CLO XIV DAC                                                                | Avoca CLO XIV DAC, Series 14X, Class ER                                                                                          | CUSIP: N/A<br>LEI: 635400IIKEI9HL8LKL36       | Long             | ABS-CBDO         | CORP              | IE        |       2240000 | PA      | $2640911.77     | 0.01%             | 2031-01-12      | Floating      | 6.96%                 | No            |                  2 | On Loan: No      |
| SPDR S&P Regional Banking ETF                                                    | SPDR S&P Regional Banking ETF                                                                                                    | CUSIP: 78464A698<br>LEI: 549300EFWJBKUN6WJX52 | Long             |  | RF                | US        |        152001 | NS      | $9027339.39     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $61236.63       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Carnival Corp.                                                                   | Carnival Corp., 1st Lien Term Loan                                                                                               | CUSIP: P2121YAY4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |        231505 | PA      | $231287.58      | 0.00%             | 2028-10-18      | Variable      | 6.31%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                                                       | Progress Residential Trust, Series 2024-SFR2, Class E2                                                                           | CUSIP: 74290XAL5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       1988000 | PA      | $1827090.09     | 0.00%             | 2041-04-17      | Variable      | 3.65%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Atlas Arteria Ltd.                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        333500 | NS      | $-45134.43      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |        958000 | PA      | $-18313.68      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SoftBank Group Corp.                                                             | SoftBank Group Corp.                                                                                                             | CUSIP: N/A<br>LEI: 5493003BZYYYCDIO0R13       | Long             | DBT              | CORP              | JP        |       6087000 | PA      | $6506939.85     | 0.02%             | 2032-07-06      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MASTR Resecuritization Trust                                                     | MASTR Resecuritization Trust, Series 2008-3, Class A1                                                                            | CUSIP: 57643EAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1303784 | PA      | $399431.59      | 0.00%             | 2037-08-25      | Variable      | 4.26%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SEEK Ltd.                                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         88500 | NS      | $3675.36        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | NDIRS                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    4564202612 | PA      | $-13.08         | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LifePoint Health, Inc.                                                           | LifePoint Health, Inc.                                                                                                           | CUSIP: 53219LAW9<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |       2607000 | PA      | $2876031.97     | 0.01%             | 2030-10-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| Southern California Edison Co.                                                   | Southern California Edison Co., Series E                                                                                         | CUSIP: 842400HR7<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |       2604000 | PA      | $2247443.76     | 0.01%             | 2052-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | M&T Bank Corp.                                                                                                                   | CUSIP: 55261F104<br>LEI: N/A                  | N/A              | DE               |  | GB        |         -5800 | NS      | $-26564.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Evolution AB                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         16900 | NS      | $172227.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goodyear Tire & Rubber Co. (The)                                                 | Goodyear Tire & Rubber Co. (The)                                                                                                 | CUSIP: 382550BR1<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |        366000 | PA      | $350941.77      | 0.00%             | 2031-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Sumitomo Heavy Industries Ltd.                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |       -115400 | NS      | $-82489.50      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Loblaw Cos. Ltd.                                                                 | Loblaw Cos. Ltd.                                                                                                                 | CUSIP: 539481101<br>LEI: 5493008LN3O1DIDTSH67 | Long             | EC               | CORP              | CA        |          4616 | NS      | $763542.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RR 5 Ltd.                                                                        | RR 5 Ltd., Series 2018-5A, Class A1R                                                                                             | CUSIP: 74979VAM5<br>LEI: 549300213Q1LH7O32902 | Long             | ABS-CBDO         | CORP              | KY        |       3000000 | PA      | $3012362.40     | 0.01%             | 2039-07-15      | Floating      | 5.76%                 | No            |                  2 | On Loan: No      |
| Sensata Technologies, Inc.                                                       | Sensata Technologies, Inc.                                                                                                       | CUSIP: 81728UAA2<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |       2360000 | PA      | $2253101.91     | 0.01%             | 2030-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Temple College                                                                   | Temple College, Series 2021                                                                                                      | CUSIP: 880115DA5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |       6035000 | PA      | $4292838.07     | 0.01%             | 2046-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Belden, Inc.                                                                     | Belden, Inc.                                                                                                                     | CUSIP: N/A<br>LEI: 68BKYO1JC791TTJHUE82       | Long             | DBT              | CORP              | US        |       3371000 | PA      | $3987646.38     | 0.01%             | 2028-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Fortuna Consumer Loan Abs DAC                                                    | Fortuna Consumer Loan Abs DAC, Series 2025-1, Class C                                                                            | CUSIP: N/A<br>LEI: 635400DRZLOPFVGZUR29       | Long             | ABS-O            | CORP              | IE        |       2200000 | PA      | $2591479.64     | 0.01%             | 2035-04-18      | Floating      | 3.26%                 | No            |                  2 | On Loan: No      |
| Dowson plc                                                                       | Dowson plc, Series 2024-1, Class C                                                                                               | CUSIP: N/A<br>LEI: 635400IRBWDPWKGK1C24       | Long             | ABS-O            | CORP              | GB        |       2490000 | PA      | $3394598.69     | 0.01%             | 2031-08-20      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-67747.91      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | 3 Month SONIA Index                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |            61 | NC      | $23907.14       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Beach Acquisition Bidco LLC                                                      | Beach Acquisition Bidco LLC                                                                                                      | CUSIP: 07337JAC1<br>LEI: 254900F2FNX3GBTB6202 | Long             | DBT              | CORP              | US        |       2000000 | PA      | $2073030.00     | 0.00%             | 2033-07-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                                              | CUSIP: 912810UG1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     105215400 | PA      | $102420615.94   | 0.24%             | 2055-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Porto Seguro SA                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        178400 | NS      | $67199.32       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | IMI plc                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |        -66800 | NS      | $-64344.08      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| India Clean Energy Holdings                                                      | India Clean Energy Holdings                                                                                                      | CUSIP: N/A<br>LEI: 254900XQFJ9593DCY022       | Long             | DBT              | CORP              | MU        |       5000000 | PA      | $4822500.00     | 0.01%             | 2027-04-18      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz International Finance BV                                           | Mercedes-Benz International Finance BV                                                                                           | CUSIP: N/A<br>LEI: 529900RUGCXMPEENHQ31       | Long             | DBT              | CORP              | NL        |        525000 | PA      | $610535.21      | 0.00%             | 2027-02-09      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-68970.28      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COAST Commercial Mortgage Trust                                                  | COAST Commercial Mortgage Trust, Series 2023-2HTL, Class A                                                                       | CUSIP: 19033EAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       5172429 | PA      | $5175416.59     | 0.01%             | 2036-08-15      | Floating      | 6.90%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                                         | Benchmark Mortgage Trust, Series 2019-B9, Class XA                                                                               | CUSIP: 08160JAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      30534752 | PA      | $915981.48      | 0.00%             | 2052-03-15      | Variable      | 1.18%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $325.67         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | NXP Semiconductors NV                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          8100 | NS      | $7776.00        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan Chase Commercial Mortgage Securities Trust                           | J.P. Morgan Chase Commercial Mortgage Securities Trust, Series 2020-609M, Class A                                                | CUSIP: 46652RAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1541000 | PA      | $1533295.00     | 0.00%             | 2033-10-15      | Floating      | 6.05%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $40587.85       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MF1 LLC                                                                          | MF1 LLC, Series 2025-FL19, Class A                                                                                               | CUSIP: 55287KAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       3975000 | PA      | $3985759.93     | 0.01%             | 2042-05-18      | Floating      | 5.80%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                            | Bank of America Corp.                                                                                                            | CUSIP: 06051GJE0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Short            | DBT              | CORP              | US        |      -2500000 | PA      | $-1783139.78    | -0.00%            | 2041-06-19      | Variable      | 2.68%                 | No            |                  2 | On Loan: No      |
| IndyMac INDX Mortgage Loan Trust                                                 | IndyMac INDX Mortgage Loan Trust, Series 2007-AR19, Class 3A1                                                                    | CUSIP: 45669NAT3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       4781451 | PA      | $3109609.87     | 0.01%             | 2037-09-25      | Variable      | 4.01%                 | No            |                  2 | On Loan: No      |
| Kings Park CLO Ltd.                                                              | Kings Park CLO Ltd., Series 2021-1A, Class A                                                                                     | CUSIP: 496094AA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       2000000 | PA      | $2004528.20     | 0.00%             | 2035-01-21      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| Structured Asset Securities Corp. Mortgage Loan Trust                            | Structured Asset Securities Corp. Mortgage Loan Trust, Series 2007-GEL2, Class M1                                                | CUSIP: 86363MAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       4004970 | PA      | $3146479.85     | 0.01%             | 2037-05-25      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| Veolia Environnement SA                                                          | Veolia Environnement SA                                                                                                          | CUSIP: N/A<br>LEI: 969500LENY69X51OOT31       | Long             | DBT              | CORP              | FR        |       6400000 | PA      | $7477878.56     | 0.02%             | 2026-01-20      | Variable      | 2.25%                 | No            |                  2 | On Loan: No      |
| East One plc                                                                     | East One plc, Series 2024-1, Class C                                                                                             | CUSIP: N/A<br>LEI: 213800PCKNACOVV1MZ66       | Long             | ABS-MBS          | CORP              | GB        |       2438000 | PA      | $3369681.97     | 0.01%             | 2055-12-27      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Mitsubishi UFJ Financial Group, Inc.                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        103500 | NS      | $16262.28       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Eutelsat SA                                                                      | Eutelsat SA                                                                                                                      | CUSIP: N/A<br>LEI: 549300MCOOY1V7P2PG30       | Long             | DBT              | CORP              | FR        |       4500000 | PA      | $5713970.41     | 0.01%             | 2029-04-13      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-848153.25     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Air France-KLM                                                                   | Air France-KLM                                                                                                                   | CUSIP: N/A<br>LEI: 969500AQW31GYO8JZD66       | Long             | DBT              | CORP              | FR        |       2100000 | PA      | $2456596.82     | 0.01%             | 2030-05-21      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Volkswagen Financial Services NV                                                 | Volkswagen Financial Services NV                                                                                                 | CUSIP: N/A<br>LEI: 529900ZTQC8D1TW6BL41       | Long             | DBT              | CORP              | NL        |      14700000 | PA      | $20826311.05    | 0.05%             | 2027-09-18      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | DE        |       2968000 | PA      | $679256.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | NDIRS                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    1244690000 | PA      | $224593.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| McAfee Corp.                                                                     | McAfee Corp.                                                                                                                     | CUSIP: 579063AB4<br>LEI: 2549009UKR8UEZYVCR93 | Short            | DBT              | CORP              | US        |      -3310000 | PA      | $-3125910.18    | -0.01%            | 2030-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Rad CLO 7 Ltd.                                                                   | Rad CLO 7 Ltd., Series 2020-7A, Class D1R                                                                                        | CUSIP: 74936GAG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |        500000 | PA      | $497225.90      | 0.00%             | 2036-04-17      | Floating      | 8.43%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-1516238.65    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Lessen LLC                                                                       | Lessen LLC                                                                                                                       | CUSIP: 527083AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      43656606 | PA      | $40220831.11    | 0.09%             | 2028-01-05      | Variable      | 12.76%                | No            |                  3 | On Loan: No      |
| Palmer Square Loan Funding Ltd.                                                  | Palmer Square Loan Funding Ltd., Series 2022-3A, Class A1BR                                                                      | CUSIP: 69690CAN3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       6000000 | PA      | $6000787.20     | 0.01%             | 2031-04-15      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| Stratton Mortgage Funding plc                                                    | Stratton Mortgage Funding plc, Series 2024-2X, Class A                                                                           | CUSIP: N/A<br>LEI: 635400BEV82LZKPTAB28       | Long             | ABS-MBS          | CORP              | GB        |       1436033 | PA      | $1972696.70     | 0.00%             | 2050-06-28      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Brown-Forman Corp., Class B                                                                                                      | CUSIP: 115637209<br>LEI: N/A                  | N/A              | DE               |  | GB        |        -44400 | NS      | $-19092.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Chile                                                                | Republic of Chile                                                                                                                | CUSIP: 168863CA4<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |        259000 | PA      | $256513.60      | 0.00%             | 2026-01-21      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | China Everbright Bank Co. Ltd., Class H                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -1945000 | NS      | $-2477.75       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Coinbase Global, Inc., Class A                                                                                                   | CUSIP: 19260Q107<br>LEI: N/A                  | N/A              | DE               |  | US        |         -2900 | NS      | $-124410.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sempra Infrastructure Partners LP                                                | Sempra Infrastructure Partners LP                                                                                                | CUSIP: 81685VAA1<br>LEI: 549300L0B3MD11PUAA07 | Long             | DBT              | CORP              | US        |        200000 | PA      | $170351.33      | 0.00%             | 2032-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FCPIX                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | GB        |      38930100 | PA      | $-186077.79     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-1116.81       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-25843.29      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     102990000 | PA      | $-869040.61     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fedrigoni SpA                                                                    | Fedrigoni SpA                                                                                                                    | CUSIP: N/A<br>LEI: 8156004CE82074779D19       | Long             | DBT              | CORP              | IT        |      15600000 | PA      | $17576148.61    | 0.04%             | 2031-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Ephios Subco 3 SARL                                                              | Ephios Subco 3 SARL                                                                                                              | CUSIP: N/A<br>LEI: 213800E4EG6VFUFVEH64       | Long             | DBT              | CORP              | LU        |      12916000 | PA      | $16363150.13    | 0.04%             | 2031-01-31      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| PetSmart, Inc.                                                                   | PetSmart LLC, 1st Lien Term Loan                                                                                                 | CUSIP: 71677HAL9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       1228307 | PA      | $1213210.64     | 0.00%             | 2028-02-11      | Variable      | 8.18%                 | No            |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA                                            | Banque Federative du Credit Mutuel SA                                                                                            | CUSIP: N/A<br>LEI: VBHFXSYT7OG62HNT8T76       | Long             | DBT              | CORP              | FR        |       4300000 | PA      | $5024308.96     | 0.01%             | 2026-11-04      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| EURO Parfums Fze                                                                 | EURO Parfums Fze, 1st Lien Term Loan                                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      14356170 | PA      | $14661956.42    | 0.03%             | 2030-01-01      | Variable      | 10.44%                | No            |                  3 | On Loan: No      |
| FT Santander Consumer Spain Auto                                                 | FT Santander Consumer Spain Auto, Series 2020-1, Class D                                                                         | CUSIP: N/A<br>LEI: 894500EO9XFVE82OWE89       | Long             | ABS-O            | CORP              | ES        |         77581 | PA      | $90828.50       | 0.00%             | 2033-03-21      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                       | Verus Securitization Trust, Series 2020-5, Class M1                                                                              | CUSIP: 92538CAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       3833500 | PA      | $3486543.33     | 0.01%             | 2065-05-25      | Variable      | 2.60%                 | No            |                  2 | On Loan: No      |
| India Green Power Holdings                                                       | India Green Power Holdings                                                                                                       | CUSIP: N/A<br>LEI: 254900I7N0GT4VVL6V29       | Long             | DBT              | CORP              | MU        |      13196585 | PA      | $12784191.53    | 0.03%             | 2027-02-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                                             | Mitsubishi UFJ Financial Group, Inc.                                                                                             | CUSIP: 606822AN4<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |       3300000 | PA      | $3271303.30     | 0.01%             | 2027-02-22      | Fixed         | 3.68%                 | No            |                  2 | On Loan: No      |
| Mariner Finance Issuance Trust                                                   | Mariner Finance Issuance Trust, Series 2021-AA, Class D                                                                          | CUSIP: 56848DAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       1180000 | PA      | $1130697.24     | 0.00%             | 2036-03-20      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| Vista Energy Argentina SAU                                                       | Vista Energy Argentina SAU                                                                                                       | CUSIP: 92841RAB6<br>LEI: 549300FE4UJNCG1DB123 | Long             | DBT              | CORP              | AR        |       6221000 | PA      | $6266102.25     | 0.01%             | 2033-06-10      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-128825.34     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OHA Credit Funding 9 Ltd.                                                        | OHA Credit Funding 9 Ltd., Series 2021-9A, Class A1R                                                                             | CUSIP: 67690AAN1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       2750000 | PA      | $2759682.75     | 0.01%             | 2037-10-19      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| American Airlines, Inc.                                                          | American Airlines, Inc.                                                                                                          | CUSIP: 00253XAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |          1333 | PA      | $1330.42        | 0.00%             | 2026-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Life Time, Inc.                                                                  | Life Time, Inc., 1st Lien Term Loan                                                                                              | CUSIP: 50218KAM0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |        733162 | PA      | $734628.83      | 0.00%             | 2031-10-22      | Variable      | 7.03%                 | No            |                  2 | On Loan: No      |
| Green Lakes Park CLO LLC                                                         | Green Lakes Park CLO LLC, Series 2025-1A, Class ARR                                                                              | CUSIP: 39310AAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       4050000 | PA      | $4051012.50     | 0.01%             | 2038-01-25      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| AVIV Group GmbH                                                                  | AVIV Group GmbH, 1st Lien Term Loan B                                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | DE        |       2866242 | PA      | $3376829.97     | 0.01%             | 2032-04-23      | Variable      | 6.10%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | NDIRS                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    1484007420 | PA      | $304630.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK Logistics DAC                                                                 | UK Logistics DAC, Series 2024-2X, Class C                                                                                        | CUSIP: N/A<br>LEI: 635400FRZQXRDV2SLM12       | Long             | ABS-MBS          | CORP              | GB        |       1754879 | PA      | $2428235.26     | 0.01%             | 2035-02-17      | Floating      | 6.34%                 | No            |                  2 | On Loan: No      |
| Taurus UK DAC                                                                    | Taurus UK DAC, Series 2021-UK1X, Class B                                                                                         | CUSIP: N/A<br>LEI: 635400SG2ZVJCYHITE32       | Long             | ABS-MBS          | CORP              | IE        |        879540 | PA      | $1206212.80     | 0.00%             | 2031-05-17      | Floating      | 5.54%                 | No            |                  2 | On Loan: No      |
| Acuris Finance US, Inc.                                                          | Acuris Finance US, Inc., 1st Lien Term Loan                                                                                      | CUSIP: 00510DAG9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       3000000 | PA      | $3499394.96     | 0.01%             | 2028-02-16      | Variable      | 5.46%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CarMax, Inc.                                                                                                                     | CUSIP: 143130102<br>LEI: N/A                  | N/A              | DE               |  | US        |         29300 | NS      | $35823.60       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RBC Capital Markets LLC                                                          | RBC Capital Markets LLC                                                                                                          | CUSIP: N/A<br>LEI: 549300LCO2FLSSVFFR64       | Long             | RA               | CORP              | US        |        145225 | PA      | $145225.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Project Berlin                                                                   | PROJECT BERLIN, 1st Lien Term Loan                                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | LU        |      14200000 | PA      | $16434169.43    | 0.04%             | 2033-01-22      | Variable      | 8.00%                 | No            |                  3 | On Loan: No      |
| FTA Consumo Santander                                                            | FTA Consumo Santander, Series 8, Class D                                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | ES        |       1000000 | PA      | $1179818.23     | 0.00%             | 2040-01-21      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| Barclays plc                                                                     | Barclays plc                                                                                                                     | CUSIP: N/A<br>LEI: 213800LBQA1Y9L22JB70       | Long             | DBT              | CORP              | GB        |       7000000 | PA      | $10333130.76    | 0.02%             | 2028-09-15      | Variable      | 9.25%                 | No            |                  2 | On Loan: No      |
| Grand Canyon University                                                          | Grand Canyon University                                                                                                          | CUSIP: 38528UAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       8775000 | PA      | $8510554.32     | 0.02%             | 2028-10-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $74725.97       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CWHEQ Revolving Home Equity Loan Trust                                           | CWHEQ Revolving Home Equity Loan Trust, Series 2006-I, Class 1A                                                                  | CUSIP: 12668FAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        376057 | PA      | $359848.63      | 0.00%             | 2037-01-15      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| Nissan Motor Co. Ltd.                                                            | Nissan Motor Co. Ltd.                                                                                                            | CUSIP: 654744AC5<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |        200000 | PA      | $191991.84      | 0.00%             | 2027-09-17      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     143955000 | PA      | $373074.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OZLM XVIII Ltd.                                                                  | OZLM XVIII Ltd., Series 2018-18A, Class A                                                                                        | CUSIP: 67112GAA6<br>LEI: 5493002SZMQH8ZTTHX49 | Long             | ABS-CBDO         | CORP              | KY        |       1747745 | PA      | $1749199.85     | 0.00%             | 2031-04-15      | Floating      | 5.54%                 | No            |                  2 | On Loan: No      |
| SELF Commercial Mortgage Trust                                                   | SELF Commercial Mortgage Trust, Series 2024-STRG, Class E                                                                        | CUSIP: 81631WAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       6569000 | PA      | $6551291.95     | 0.02%             | 2034-11-15      | Floating      | 8.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Capitaland Investment Ltd.                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -995900 | NS      | $-84237.55      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ZF North America Capital, Inc.                                                   | ZF North America Capital, Inc.                                                                                                   | CUSIP: 98877DAE5<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |       2447000 | PA      | $2392541.28     | 0.01%             | 2030-04-14      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| JobsOhio Beverage System                                                         | JobsOhio Beverage System, Series 2013B                                                                                           | CUSIP: 47770VAY6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |       4340000 | PA      | $4332907.50     | 0.01%             | 2029-01-01      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| Lebanese Republic                                                                | Lebanese Republic                                                                                                                | CUSIP: N/A<br>LEI: 529900QPC4K9S1KHL354       | Long             | DBT              | NUSS              | LB        |        987000 | PA      | $186543.00      | 0.00%             | 2024-10-04      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| BCAP LLC Trust                                                                   | BCAP LLC Trust, Series 2011-RR5, Class 11A5                                                                                      | CUSIP: 05533YBJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       2162972 | PA      | $2082972.60     | 0.00%             | 2036-05-28      | Floating      | 4.29%                 | No            |                  2 | On Loan: No      |
| Keysight Technologies, Inc.                                                      | Keysight Technologies, Inc.                                                                                                      | CUSIP: 49338LAH6<br>LEI: 549300GLKVIO8YRCYN02 | Long             | DBT              | CORP              | US        |       2380000 | PA      | $2454797.35     | 0.01%             | 2030-07-30      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Houston Galleria Mall Trust                                                      | Houston Galleria Mall Trust, Series 2025-HGLR, Class A                                                                           | CUSIP: 44216XAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        830000 | PA      | $851592.87      | 0.00%             | 2045-02-05      | Variable      | 5.64%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Christian Dior SE                                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          3120 | NS      | $-46213.14      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association Variable Rate Notes, Series 2016-36                                                     | CUSIP: 38379RHB2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       1556937 | PA      | $43627.87       | 0.00%             | 2057-08-16      | Variable      | 0.66%                 | No            |                  2 | On Loan: No      |
| Autonoria Spain                                                                  | Autonoria Spain, Series 2021-SP, Class E                                                                                         | CUSIP: N/A<br>LEI: 959800PAVFGQ48YNAE06       | Long             | ABS-O            | CORP              | ES        |        129262 | PA      | $152087.48      | 0.00%             | 2039-01-31      | Floating      | 4.54%                 | No            |                  2 | On Loan: No      |
| BofA Securities, Inc.                                                            | BofA Securities, Inc.                                                                                                            | CUSIP: N/A<br>LEI: 549300HN4UKV1E2R3U73       | Long             | RA               | CORP              | US        |        193000 | PA      | $193000.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MAF Global Securities Ltd.                                                       | MAF Global Securities Ltd.                                                                                                       | CUSIP: N/A<br>LEI: 54930037VUDNYTS17017       | Long             | DBT              | CORP              | KY        |       1517000 | PA      | $1513681.56     | 0.00%             | 2026-03-20      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      34563037 | PA      | $-9668.61       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Washington Mutual, Inc.                                                          | Washington Mutual, Inc.                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |      14745000 | PA      | $1.47           | 0.00%             | 2017-10-03      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| Toronto-Dominion Bank (The)                                                      | Toronto-Dominion Bank (The)                                                                                                      | CUSIP: 891160MJ9<br>LEI: PT3QB789TSUIDF371261 | Short            | DBT              | CORP              | CA        |      -1300000 | PA      | $-1285148.62    | -0.00%            | 2031-09-15      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| Lorca Telecom Bondco SA                                                          | Lorca Telecom Bondco SA                                                                                                          | CUSIP: N/A<br>LEI: 9598004HFBAS82YM7X35       | Long             | DBT              | CORP              | ES        |       6173000 | PA      | $7265507.54     | 0.02%             | 2027-09-18      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LendingClub Rated Notes Issuer Trust                                             | LendingClub Rated Notes Issuer Trust, Series 2025-P1, Class F                                                                    | CUSIP: 525943AF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       1033000 | PA      | $1037849.21     | 0.00%             | 2038-06-16      | Fixed         | 13.31%                | No            |                  2 | On Loan: No      |
| Madison Park Funding XXXVII Ltd.                                                 | Madison Park Funding XXXVII Ltd., Series 2019-37A, Class AR2                                                                     | CUSIP: 55817EAW6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       1500000 | PA      | $1505250.00     | 0.00%             | 2037-04-15      | Floating      | 5.79%                 | No            |                  2 | On Loan: No      |
| Avolta AG                                                                        | Avolta AG                                                                                                                        | CUSIP: N/A<br>LEI: 549300X53WDBVW7TIF57       | Long             | EC               | CORP              | CH        |         14444 | NS      | $786780.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Helios Software Holdings, Inc.                                                   | Helios Software Holdings, Inc.                                                                                                   | CUSIP: N/A<br>LEI: 2138002XO5EAYFHPPT53       | Long             | DBT              | CORP              | US        |       4087000 | PA      | $4980374.37     | 0.01%             | 2029-05-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                                           | Arab Republic of Egypt                                                                                                           | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |      30262000 | PA      | $28007481.00    | 0.07%             | 2032-05-29      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | USD Currency                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       3694300 | PA      | $71027.16       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $1106504.92     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CFMT LLC                                                                         | CFMT LLC, Series 2024-R1, Class A2                                                                                               | CUSIP: 12530YAB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        947177 | PA      | $910317.32      | 0.00%             | 2054-10-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Eni SpA                                                                          | Eni SpA                                                                                                                          | CUSIP: N/A<br>LEI: BUCRF72VH5RBN7X3VL35       | Long             | DBT              | CORP              | IT        |       4225000 | PA      | $5002071.32     | 0.01%             | 2034-01-21      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                                            | United Mexican States                                                                                                            | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |       3005953 | PA      | $13288100.02    | 0.03%             | 2042-11-13      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| iShares Trust                                                                    | iShares iBoxx $ High Yield Corporate Bond ETF                                                                                    | CUSIP: 464288513<br>LEI: 549300FCCXHK7O37PQ68 | Long             |  | RF                | US        |       5536265 | NS      | $446499772.25   | 1.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Nelnet Student Loan Trust                                                        | Nelnet Student Loan Trust, Series 2021-CA, Class B                                                                               | CUSIP: 64035GAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      23450144 | PA      | $20444283.44    | 0.05%             | 2062-04-20      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co., Inc.                                               | General Motors Financial Co., Inc.                                                                                               | CUSIP: N/A<br>LEI: 5493008B6JBRUJ90QL97       | Long             | DBT              | CORP              | US        |       1595000 | PA      | $2193123.63     | 0.01%             | 2026-08-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust                                           | Velocity Commercial Capital Loan Trust, Series 2017-2, Class M4                                                                  | CUSIP: 92258VAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        329313 | PA      | $296519.07      | 0.00%             | 2047-11-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $147056.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                                                     | Barclays Mortgage Loan Trust, Series 2024-NQM4, Class SA                                                                         | CUSIP: 06745KAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     112738862 | PA      | $5193011.30     | 0.01%             | 2064-12-26      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                                           | Alternative Loan Trust, Series 2007-OA3, Class 1A1                                                                               | CUSIP: 02150TAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       2510599 | PA      | $2304247.02     | 0.01%             | 2047-04-25      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| Matador Bidco SARL                                                               | Matador Bidco SARL, 1st Lien Term Loan                                                                                           | CUSIP: L6257MAC9<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |       1500000 | PA      | $1505625.00     | 0.00%             | 2029-07-16      | Variable      | 8.68%                 | No            |                  2 | On Loan: No      |
| Nagoya Railroad Co. Ltd.                                                         | Nagoya Railroad Co. Ltd.                                                                                                         | CUSIP: N/A<br>LEI: 353800P62OOYUY3I8T51       | Long             | DBT              | CORP              | JP        |      20000000 | PA      | $140550.68      | 0.00%             | 2034-06-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                                                 | SMB Private Education Loan Trust, Series 2020-PTA, Class C                                                                       | CUSIP: 78449VAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       4455000 | PA      | $3955703.65     | 0.01%             | 2054-09-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Ritchie Bros Holdings, Inc.                                                      | RB Global Holdings, Inc.                                                                                                         | CUSIP: 76774LAC1<br>LEI: 254900LH3N0EGB1LQ203 | Long             | DBT              | CORP              | US        |       2532000 | PA      | $2661788.83     | 0.01%             | 2031-03-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Japan Post Bank Co. Ltd.                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        381200 | NS      | $103943.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Gunma Bank Ltd. (The)                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        151600 | NS      | $16903.33       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Corp. Trust                                               | GS Mortgage Securities Corp. Trust, Series 2025-800D, Class A                                                                    | CUSIP: 36273XAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      18355000 | PA      | $18387805.89    | 0.04%             | 2041-11-25      | Floating      | 6.96%                 | No            |                  2 | On Loan: No      |
| ELO SACA                                                                         | ELO SACA                                                                                                                         | CUSIP: N/A<br>LEI: 969500ASEC557H5A4F22       | Long             | DBT              | CORP              | FR        |       2600000 | PA      | $2772062.43     | 0.01%             | 2028-12-08      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Boyd Gaming Corp.                                                                | Boyd Gaming Corp.                                                                                                                | CUSIP: 103304BV2<br>LEI: 254900787YGRYS2A1Z35 | Long             | DBT              | CORP              | US        |       3695000 | PA      | $3541458.71     | 0.01%             | 2031-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | NDIRS                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   11663485842 | PA      | $39566.49       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CIT Mortgage Loan Trust                                                          | CIT Mortgage Loan Trust, Series 2007-1, Class 1M2                                                                                | CUSIP: 12559QAH5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       3538000 | PA      | $3421569.73     | 0.01%             | 2037-10-25      | Floating      | 7.06%                 | No            |                  2 | On Loan: No      |
| US Foods, Inc.                                                                   | US Foods, Inc.                                                                                                                   | CUSIP: 90290MAH4<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |        141000 | PA      | $148479.20      | 0.00%             | 2032-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Valley Stream Park CLO Ltd.                                                      | Valley Stream Park CLO Ltd., Series 2022-1A, Class E1RR                                                                          | CUSIP: 92013BAJ6<br>LEI: 213800DEME82SWN32S20 | Long             | ABS-CBDO         | CORP              | JE        |      10685000 | PA      | $10632141.31    | 0.03%             | 2037-01-20      | Floating      | 9.52%                 | No            |                  2 | On Loan: No      |
| Bellis Acquisition Co. plc                                                       | Bellis Acquisition Co. plc                                                                                                       | CUSIP: N/A<br>LEI: 259400CYE2267UB4A481       | Long             | DBT              | CORP              | GB        |       4222000 | PA      | $4984246.17     | 0.01%             | 2031-07-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Neste OYJ                                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |        -67300 | NS      | $16379.27       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Dominion Energy, Inc.                                                            | Dominion Energy, Inc., Series C                                                                                                  | CUSIP: 25746UDG1<br>LEI: ILUL7B6Z54MRYCF6H308 | Short            | DBT              | CORP              | US        |      -1300000 | PA      | $-1235423.81    | -0.00%            | 2030-04-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, Series KJ48, Class A2                         | CUSIP: 3137HBC77<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       4457000 | PA      | $4565321.15     | 0.01%             | 2031-10-25      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |       6101000 | PA      | $53343.61       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MSD Netherlands Capital BV                                                       | MSD Netherlands Capital BV                                                                                                       | CUSIP: N/A<br>LEI: 724500V56VDH8898Q807       | Long             | DBT              | CORP              | NL        |      16538000 | PA      | $17840564.28    | 0.04%             | 2054-05-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BPR Commercial Mortgage Trust                                                    | BPR Commercial Mortgage Trust, Series 2024-PARK, Class A                                                                         | CUSIP: 05593UAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       3700000 | PA      | $3747549.44     | 0.01%             | 2039-11-05      | Variable      | 5.39%                 | No            |                  2 | On Loan: No      |
| Banco de Sabadell SA                                                             | Banco de Sabadell SA                                                                                                             | CUSIP: N/A<br>LEI: SI5RG2M0WQQLZCXKRM20       | Long             | DBT              | CORP              | ES        |      13200000 | PA      | $17609174.56    | 0.04%             | 2028-07-18      | Variable      | 9.38%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                   | BNP Paribas SA                                                                                                                   | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |       3300000 | PA      | $4258767.78     | 0.01%             | 2027-12-14      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                                              | Intesa Sanpaolo SpA                                                                                                              | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | EC               | CORP              | IT        |        810076 | NS      | $4666370.16     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Pakistan Global Sukuk Programme Co. Ltd. (The)                                   | Pakistan Global Sukuk Programme Co. Ltd. (The)                                                                                   | CUSIP: N/A<br>LEI: 213800X5OY6CVYNY1M70       | Long             | DBT              | NUSS              | PK        |       8750000 | PA      | $8443750.00     | 0.02%             | 2029-01-31      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp.                                                            | OneMain Finance Corp.                                                                                                            | CUSIP: 682691AG5<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |       1825000 | PA      | $1898866.55     | 0.00%             | 2031-11-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $32106.93       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| New York City Municipal Water Finance Authority                                  | New York City Municipal Water Finance Authority, Series 2024BB-2                                                                 | CUSIP: 64972GH72<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |       8270000 | PA      | $8626561.73     | 0.02%             | 2047-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ZF Invest                                                                        | ZF Invest, 1st Lien Term Loan B                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | FR        |       4000000 | PA      | $4707370.92     | 0.01%             | 2028-07-12      | Variable      | 5.76%                 | No            |                  2 | On Loan: No      |
| Atlas Funding plc                                                                | Atlas Funding plc, Series 2024-1, Class C                                                                                        | CUSIP: N/A<br>LEI: 635400BMBKLDPBSN2U43       | Long             | ABS-MBS          | CORP              | GB        |       1102885 | PA      | $1513552.47     | 0.00%             | 2061-09-20      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Equity Option Index                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |         -1765 | NC      | $-5210.39       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Central Unified School District                                                  | Central Unified School District, Series 2021A                                                                                    | CUSIP: 15276PQQ5<br>LEI: 549300AKOP2UG4D0YH67 | Long             | DBT              | MUN               | US        |       5000000 | PA      | $3760978.32     | 0.01%             | 2044-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Alorica, Inc.                                                                    | Alorica, Inc., 1st Lien Term Loan                                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      20797912 | PA      | $20512981.01    | 0.05%             | 2027-12-21      | Variable      | 11.20%                | No            |                  3 | On Loan: No      |
| Hyundai Capital America                                                          | Hyundai Capital America                                                                                                          | CUSIP: 44891CDT7<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |      18000000 | PA      | $17943805.62    | 0.04%             | 2030-03-27      | Floating      | 5.74%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Food & Life Cos. Ltd.                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -32800 | NS      | $-95668.99      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust                                                    | Citigroup Mortgage Loan Trust, Series 2007-AHL2, Class A3C                                                                       | CUSIP: 17312TAK9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       5101236 | PA      | $3331737.42     | 0.01%             | 2037-05-25      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-135129.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fortuna Consumer Loan Abs DAC                                                    | Fortuna Consumer Loan ABS DAC, Series 2024-2, Class E                                                                            | CUSIP: N/A<br>LEI: 635400WJJIABFKEPEL72       | Long             | ABS-O            | CORP              | IE        |       5800000 | PA      | $6913856.20     | 0.02%             | 2034-10-18      | Floating      | 6.01%                 | No            |                  2 | On Loan: No      |
| Essendi SA                                                                       | Essendi SA                                                                                                                       | CUSIP: N/A<br>LEI: 2221000MD2YP7WLTNC52       | Long             | DBT              | CORP              | LU        |       1951000 | PA      | $2318250.92     | 0.01%             | 2032-05-15      | Floating      | 5.81%                 | No            |                  2 | On Loan: No      |
| Stillwater Mining Co.                                                            | Stillwater Mining Co.                                                                                                            | CUSIP: 86074QAQ5<br>LEI: 6354007DPCY4ZN2MRR73 | Long             | DBT              | CORP              | US        |       2400000 | PA      | $2139000.00     | 0.01%             | 2029-11-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-165107.29     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CPPIB OVM Member US LLC                                                          | CPPIB OVM Member US LLC, 1st Lien Term Loan                                                                                      | CUSIP: 12673CAB0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      11318490 | PA      | $11276046.06    | 0.03%             | 2031-08-20      | Variable      | 7.05%                 | No            |                  2 | On Loan: No      |
| Brignole Co.                                                                     | Brignole Co., Series 2024, Class B                                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | IT        |       1199272 | PA      | $1413106.56     | 0.00%             | 2042-02-24      | Floating      | 3.07%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding XXXIV Ltd.                                                  | Madison Park Funding XXXIV Ltd., Series 2019-34A, Class D1RR                                                                     | CUSIP: 55819GBE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       1500000 | PA      | $1514250.00     | 0.00%             | 2037-10-16      | Floating      | 7.61%                 | No            |                  2 | On Loan: No      |
| Newday Funding Master Issuer plc-                                                | Newday Funding Master Issuer plc, Series 2024-2X, Class D                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | GB        |       4901000 | PA      | $6786726.59     | 0.02%             | 2032-07-15      | Floating      | 6.87%                 | No            |                  2 | On Loan: No      |
| LCM 36 Ltd.                                                                      | LCM 36 Ltd., Series 36A, Class A1R                                                                                               | CUSIP: 50190LAL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      19750000 | PA      | $19761040.25    | 0.05%             | 2034-01-15      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| Federal Republic of Nigeria                                                      | Federal Republic of Nigeria Treasury Bills                                                                                       | CUSIP: N/A<br>LEI: 549300GSBZD84TNEQ285       | Long             | STIV             | NUSS              | NG        |   60280270000 | PA      | $35611019.48    | 0.08%             | 2025-12-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| American Home Mortgage Assets Trust                                              | American Home Mortgage Assets Trust, Series 2006-4, Class 1A12                                                                   | CUSIP: 02660LAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       4908666 | PA      | $2472720.31     | 0.01%             | 2046-10-25      | Floating      | 4.64%                 | No            |                  2 | On Loan: No      |
| Post Holdings, Inc.                                                              | Post Holdings, Inc.                                                                                                              | CUSIP: 737446AQ7<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |        697000 | PA      | $669980.24      | 0.00%             | 2030-04-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Standard Building Solutions, Inc.                                                | Standard Building Solutions, Inc.                                                                                                | CUSIP: 853191AA2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |         54000 | PA      | $55330.24       | 0.00%             | 2032-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SCG Commercial Mortgage Trust                                                    | SCG Commercial Mortgage Trust, Series 2025-DLFN, Class HRR                                                                       | CUSIP: 78398EAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      22850000 | PA      | $22145086.64    | 0.05%             | 2035-03-15      | Floating      | 9.26%                 | No            |                  2 | On Loan: No      |
| COLT Mortgage Loan Trust                                                         | COLT Mortgage Loan Trust, Series 2025-6, Class A1                                                                                | CUSIP: 19689BAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      15000000 | PA      | $15082866.71    | 0.04%             | 2070-08-25      | Variable      | 5.53%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       7336000 | PA      | $19586.58       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Celanese US Holdings LLC                                                         | Celanese US Holdings LLC                                                                                                         | CUSIP: 15089QBA1<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |       3012000 | PA      | $3043282.63     | 0.01%             | 2033-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Trimaran CAVU Ltd.                                                               | Trimaran CAVU Ltd., Series 2022-1A, Class D1R                                                                                    | CUSIP: 89623VAS0<br>LEI: 549300UZ4DECMUVOVS09 | Long             | ABS-CBDO         | CORP              | KY        |       2000000 | PA      | $2001896.60     | 0.00%             | 2037-10-22      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| TTAN                                                                             | TTAN MHC, Series 2021-MHC, Class E                                                                                               | CUSIP: 87303TAN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1453494 | PA      | $1454402.54     | 0.00%             | 2038-03-15      | Floating      | 6.83%                 | No            |                  2 | On Loan: No      |
| Braccan Mortgage Funding plc                                                     | Braccan Mortgage Funding plc, Series 2025-1X, Class B                                                                            | CUSIP: N/A<br>LEI: 6354003DBF3NI8QJRR63       | Long             | ABS-MBS          | CORP              | GB        |       1247000 | PA      | $1716263.06     | 0.00%             | 2067-05-17      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| Red & Black Auto Germany 8 UG                                                    | Red & Black Auto Germany 8 UG, Series 8, Class B                                                                                 | CUSIP: N/A<br>LEI: 391200E3OPA9K4R22Z70       | Long             | ABS-O            | CORP              | DE        |        121256 | PA      | $142836.56      | 0.00%             | 2030-09-15      | Floating      | 2.64%                 | No            |                  2 | On Loan: No      |
| NOVA Chemicals Corp.                                                             | NOVA Chemicals Corp.                                                                                                             | CUSIP: 66977WAV1<br>LEI: 549300ZOD6N7RI2FJP09 | Long             | DBT              | CORP              | CA        |        272000 | PA      | $284975.14      | 0.00%             | 2031-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Hungary                                                                          | Hungary Government Bond                                                                                                          | CUSIP: N/A<br>LEI: 5299003F3UFKGCCMAP43       | Long             | DBT              | NUSS              | HU        |    5495350000 | PA      | $16131969.70    | 0.04%             | 2035-10-24      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | FR        |      11360931 | PA      | $-117685.71     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       2090000 | PA      | $-127816.45     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-393941.98     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Washington Health Care Facilities Authority                                      | Washington Health Care Facilities Authority, Series 2015A                                                                        | CUSIP: 93978HLL7<br>LEI: 549300ZVPWQIL3N5TL85 | Long             | DBT              | MUN               | US        |      15260000 | PA      | $12972419.22    | 0.03%             | 2045-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Clarios Global LP                                                                | Clarios Global LP                                                                                                                | CUSIP: N/A<br>LEI: 549300474L1ZLXZY2P98       | Long             | DBT              | CORP              | CA        |      10955000 | PA      | $12953995.31    | 0.03%             | 2031-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa                                                         | Republic of South Africa                                                                                                         | CUSIP: 836205AR5<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |        411000 | PA      | $410675.31      | 0.00%             | 2025-09-16      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | NDIRS                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    4248404000 | PA      | $633660.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                                                     | Barclays Mortgage Loan Trust, Series 2025-NQM1, Class M1                                                                         | CUSIP: 06744WAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       6430700 | PA      | $6528961.10     | 0.02%             | 2065-01-25      | Variable      | 6.49%                 | No            |                  2 | On Loan: No      |
| CVR Energy, Inc.                                                                 | CVR Energy, Inc.                                                                                                                 | CUSIP: 12662PAD0<br>LEI: 529900SOYZIXZBTXB558 | Long             | DBT              | CORP              | US        |        803000 | PA      | $768877.00      | 0.00%             | 2028-02-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | NAVER Corp.                                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |           255 | NS      | $10340.85       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Red & Black Auto Italy SRL                                                       | Red & Black Auto Italy SRL, Series 3, Class A                                                                                    | CUSIP: N/A<br>LEI: 8156003B1C9DCDE30892       | Long             | ABS-O            | CORP              | IT        |       6513849 | PA      | $7690144.76     | 0.02%             | 2036-07-28      | Floating      | 2.74%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                                 | Deutsche Bank AG                                                                                                                 | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | DBT              | CORP              | DE        |       3400000 | PA      | $4168883.79     | 0.01%             | 2031-10-30      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| BHP Group Ltd.                                                                   | BHP Group Ltd.                                                                                                                   | CUSIP: N/A<br>LEI: WZE1WSENV6JSZFK0JC28       | Long             | EC               | CORP              | AU        |         32106 | NS      | $772393.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      30774457 | PA      | $87539.87       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-11587.89      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     248346253 | PA      | $6815.90        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Saizeriya Co. Ltd.                                                               | Saizeriya Co. Ltd.                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |         36400 | NS      | $1261637.70     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                                                    | UBS Commercial Mortgage Trust, Series 2019-C17, Class XA                                                                         | CUSIP: 90278MBB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      39323156 | PA      | $1914408.55     | 0.00%             | 2052-10-15      | Variable      | 1.58%                 | No            |                  2 | On Loan: No      |
| Auto1 Car Funding SARL                                                           | Auto1 Car Funding SARL, Series 2024-1, Class D                                                                                   | CUSIP: N/A<br>LEI: 984500380CAE46K6F380       | Long             | ABS-O            | CORP              | LU        |        300000 | PA      | $364387.64      | 0.00%             | 2033-12-15      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| CHNGE Mortgage Trust                                                             | CHNGE Mortgage Trust, Series 2022-1, Class A1                                                                                    | CUSIP: 17030JAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       3587148 | PA      | $3400139.71     | 0.01%             | 2067-01-25      | Variable      | 3.01%                 | No            |                  2 | On Loan: No      |
| Anduril Engineering LLC                                                          | Anduril Engineering LLC, Series F                                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |        688766 | NS      | $28156754.08    | 0.07%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                                              | EURO STOXX Banks Price Index                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DE        |         -2512 | NC      | $-159046.81     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                                              | CUSIP: 912810UK2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     115000000 | PA      | $114353125.00   | 0.27%             | 2055-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      21240000 | PA      | $12067.34       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Cameco Corp.                                                                                                                     | CUSIP: 00CC0P7X7<br>LEI: N/A                  | N/A              | DE               |  | US        |         -1601 | NC      | $-242551.50     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| LT Autorahoitus V DAC                                                            | LT Autorahoitus V DAC, Series 5, Class B                                                                                         | CUSIP: N/A<br>LEI: 635400FHUEZVXRTDBK19       | Long             | ABS-O            | CORP              | IE        |       1800000 | PA      | $2118507.74     | 0.00%             | 2035-05-18      | Floating      | 2.81%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | America Movil SAB de CV, Series B                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -825800 | NS      | $-15567.34      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-329538.41     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                                                        | Nelnet Student Loan Trust, Series 2021-CA, Class C                                                                               | CUSIP: 64035GAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       1230000 | PA      | $1061554.45     | 0.00%             | 2062-04-20      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| Republic of Montenegro                                                           | Republic of Montenegro                                                                                                           | CUSIP: N/A<br>LEI: 747800V014106FYLL014       | Long             | DBT              | NUSS              | ME        |       2124000 | PA      | $2447235.30     | 0.01%             | 2027-12-16      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SPDR Gold Shares                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          1680 | NC      | $9240.00        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kingdom of Spain                                                                 | Bonos y Obligaciones del Estado                                                                                                  | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |     520654000 | PA      | $619830465.64   | 1.46%             | 2030-01-31      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| SpringCastle America Funding LLC                                                 | SpringCastle America Funding LLC, Series 2020-AA, Class A                                                                        | CUSIP: 85022WAP9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       4701799 | PA      | $4425865.74     | 0.01%             | 2037-09-25      | Fixed         | 1.97%                 | No            |                  2 | On Loan: No      |
| Adani Electricity Mumbai Ltd.                                                    | Adani Electricity Mumbai Ltd.                                                                                                    | CUSIP: N/A<br>LEI: 335800AIC1B5EBFVUC38       | Long             | DBT              | CORP              | IN        |       6000000 | PA      | $5355000.00     | 0.01%             | 2030-02-12      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| SoFi Personal Loan Trust                                                         | SoFi Personal Loan Trust                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | US        |        350693 | PA      | $16111868.86    | 0.04%             | 2030-10-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust                               | Morgan Stanley Bank of America Merrill Lynch Trust, Series 2014-C19, Class XD                                                    | CUSIP: 61764PAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      51913000 | PA      | $1624.88        | 0.00%             | 2047-12-15      | Variable      | 1.38%                 | No            |                  2 | On Loan: No      |
| San Miguel Global Power Holdings Corp.                                           | San Miguel Global Power Holdings Corp.                                                                                           | CUSIP: N/A<br>LEI: 549300HBCE80QXKII590       | Long             | DBT              | CORP              | PH        |       7000000 | PA      | $6990900.00     | 0.02%             | 2029-06-12      | Variable      | 8.75%                 | No            |                  2 | On Loan: No      |
| ACRA Trust                                                                       | ACRA Trust, Series 2024-NQM1, Class A1                                                                                           | CUSIP: 00112EAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       7754514 | PA      | $7759176.38     | 0.02%             | 2064-10-25      | Variable      | 5.61%                 | No            |                  2 | On Loan: No      |
| Lending Funding Trust                                                            | Lending Funding Trust, Series 2020-2A, Class B                                                                                   | CUSIP: 51507KAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       3340000 | PA      | $3248277.59     | 0.01%             | 2031-04-21      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |        162778 | PA      | $12711.69       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $102104.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Aeon Co. Ltd.                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -70070 | NS      | $29792.67       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Avantor Funding, Inc.                                                            | Avantor Funding, Inc.                                                                                                            | CUSIP: 05352TAB5<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |       2924000 | PA      | $2768447.29     | 0.01%             | 2029-11-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NLT Trust                                                                        | NLT Trust, Series 2021-INV2, Class B1                                                                                            | CUSIP: 62917JAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1895000 | PA      | $1433547.98     | 0.00%             | 2056-08-25      | Variable      | 3.32%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                            | Wells Fargo Commercial Mortgage Trust, Series 2016-BNK1, Class XD                                                                | CUSIP: 95000GAA2<br>LEI: 549300DNBJ7A0SEFVK31 | Long             | ABS-MBS          | CORP              | US        |       9764000 | PA      | $118842.43      | 0.00%             | 2049-08-15      | Variable      | 1.38%                 | No            |                  2 | On Loan: No      |
| Ontario Gaming GTA LP                                                            | Ontario Gaming GTA LP, 1st Lien Term Loan B                                                                                      | CUSIP: C6907UAB7<br>LEI: 894500EC9KLZLOC3V025 | Long             | LON              | CORP              | CA        |        408825 | PA      | $404352.45      | 0.00%             | 2030-08-01      | Variable      | 8.55%                 | No            |                  2 | On Loan: No      |
| Petron Corp.                                                                     | Petron Corp.                                                                                                                     | CUSIP: N/A<br>LEI: 549300R3PFXOFQSZ7G25       | Long             | DBT              | CORP              | PH        |      18017000 | PA      | $17814308.75    | 0.04%             | 2026-04-19      | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | NDIRS                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      37829485 | PA      | $99349.58       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mercedes-Benz International Finance BV                                           | Mercedes-Benz International Finance BV                                                                                           | CUSIP: N/A<br>LEI: 529900RUGCXMPEENHQ31       | Long             | DBT              | CORP              | NL        |        365000 | PA      | $428364.58      | 0.00%             | 2028-09-05      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AmeriGas Partners LP                                                             | AmeriGas Partners LP                                                                                                             | CUSIP: 030981AP9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       1124000 | PA      | $1166125.27     | 0.00%             | 2030-06-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Dryden 46 Euro CLO DAC                                                           | Dryden 46 Euro CLO DAC, Series 2016-46A, Class CRR                                                                               | CUSIP: N/A<br>LEI: 635400UFQKWHKYRULP20       | Long             | ABS-CBDO         | CORP              | IE        |        250000 | PA      | $296203.34      | 0.00%             | 2034-04-15      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| India Vehicle Finance                                                            | India Vehicle Finance                                                                                                            | CUSIP: N/A<br>LEI: 254900FDW5H9JZP2A596       | Long             | DBT              | CORP              | MU        |       1598000 | PA      | $1596002.50     | 0.00%             | 2029-03-25      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| TK Elevator Holdco GmbH                                                          | TK Elevator Holdco GmbH                                                                                                          | CUSIP: N/A<br>LEI: 2549008GCHWX9EEMIS56       | Long             | DBT              | CORP              | DE        |       4150800 | PA      | $4901658.45     | 0.01%             | 2028-07-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust                                                       | J.P. Morgan Mortgage Trust, Series 2007-A1, Class 4A1                                                                            | CUSIP: 46630GAM7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |          2859 | PA      | $2869.79        | 0.00%             | 2035-07-25      | Variable      | 6.81%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | FR        |       8333333 | PA      | $-56960.72      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Workday, Inc., Class A                                                                                                           | CUSIP: 98138H101<br>LEI: N/A                  | N/A              | DE               |  | US        |          4800 | NS      | $16416.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $112759.87      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CBOE Volatility Index                                                                                                            | CUSIP: 00CBR5LS9<br>LEI: N/A                  | N/A              | DE               |  | US        |         -3640 | NC      | $-382200.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                              | T Rowe Price Group, Inc.                                                                                                         | CUSIP: 74144T108<br>LEI: N/A                  | N/A              | DE               |  | US        |         13400 | NS      | $43183.60       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ares Loan Funding IX Ltd.                                                        | Ares Loan Funding IX Ltd., Series 2025-ALF9A, Class E                                                                            | CUSIP: 03990JAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       3000000 | PA      | $2996225.10     | 0.01%             | 2038-03-31      | Floating      | 9.24%                 | No            |                  2 | On Loan: No      |
| Lionsgate Studios Corp.                                                          | Lionsgate Studios Corp.                                                                                                          | CUSIP: 53626N102<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |       1324564 | NS      | $7695716.84     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Warnermedia Holdings, Inc.                                                       | Warnermedia Holdings, Inc.                                                                                                       | CUSIP: 55903VBF9<br>LEI: 549300DXR29GD4N0A520 | Short            | DBT              | CORP              | US        |      -3200000 | PA      | $-2207680.00    | -0.01%            | 2062-03-15      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $27734.46       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FCT Autonoria DE                                                                 | FCT Autonoria DE, Series 2023-DE, Class E                                                                                        | CUSIP: N/A<br>LEI: 549300XVWRQGZCNHXF23       | Long             | ABS-O            | CORP              | DE        |        180660 | PA      | $218907.00      | 0.00%             | 2043-01-26      | Floating      | 7.39%                 | No            |                  2 | On Loan: No      |
| 522 Funding CLO Ltd.                                                             | 522 Funding CLO Ltd., Series 2018-3A, Class AR                                                                                   | CUSIP: 33835NAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |         80849 | PA      | $80880.54       | 0.00%             | 2031-10-20      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| Hermitage 2024 plc                                                               | Hermitage 2024 plc, Series 2024-1, Class E                                                                                       | CUSIP: N/A<br>LEI: 635400OUUMGTAI2EJA52       | Long             | ABS-O            | CORP              | GB        |        984114 | PA      | $1363047.81     | 0.00%             | 2033-04-21      | Floating      | 8.12%                 | No            |                  2 | On Loan: No      |
| Dominican Republic                                                               | Dominican Republic Government Bond                                                                                               | CUSIP: N/A<br>LEI: 254900EHU7Q8FGVPI369       | Long             | DBT              | NUSS              | DO        |     117950000 | PA      | $2040062.49     | 0.00%             | 2036-06-01      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Intrum AB                                                                        | Intrum AB                                                                                                                        | CUSIP: N/A<br>LEI: 549300UNCO2FCUWXX470       | Long             | DBT              | CORP              | SE        |      10595000 | PA      | $10550289.45    | 0.02%             | 2027-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PMF plc                                                                          | PMF plc, Series 2024-1, Class A                                                                                                  | CUSIP: N/A<br>LEI: 635400CIMKRXMLBEGI82       | Long             | ABS-MBS          | CORP              | GB        |       1572209 | PA      | $2165445.92     | 0.01%             | 2060-07-16      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| Red & Black Auto Italy SRL                                                       | Red & Black Auto Italy SRL, Series 2, Class B                                                                                    | CUSIP: N/A<br>LEI: 8156003B1C9DCDE30892       | Long             | ABS-O            | CORP              | IT        |        731865 | PA      | $869901.52      | 0.00%             | 2034-07-28      | Floating      | 3.73%                 | No            |                  2 | On Loan: No      |
| Regional Management Issuance Trust                                               | Regional Management Issuance Trust, Series 2021-1, Class C                                                                       | CUSIP: 75907VAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       2500000 | PA      | $2468321.25     | 0.01%             | 2031-03-17      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| Household Capital RMBS                                                           | Household Capital RMBS, Series 2025-1, Class A                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | AU        |       5460000 | PA      | $3581892.00     | 0.01%             | 2087-07-21      | Floating      | 5.74%                 | No            |                  2 | On Loan: No      |
| Banco Espirito Santo SA                                                          | Banco Espirito Santo SA                                                                                                          | CUSIP: N/A<br>LEI: 635400JV7IJL16OWIT96       | Long             | DBT              | CORP              | PT        |       6100000 | PA      | $1580808.90     | 0.00%             | 2017-05-08      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Redwood Funding Trust                                                            | Redwood Funding Trust, Series 2023-1, Class A                                                                                    | CUSIP: 75806CAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        752175 | PA      | $749561.60      | 0.00%             | 2059-07-25      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CITIC Ltd.                                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       1284000 | NS      | $-47712.03      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CVB Financial Corp.                                                                                                              | CUSIP: 126600105<br>LEI: N/A                  | N/A              | DE               |  | US        |        -72435 | NS      | $-45634.05      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Gen Digital, Inc.                                                                | Gen Digital, Inc.                                                                                                                | CUSIP: 668771AK4<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |       1936000 | PA      | $1970280.75     | 0.00%             | 2027-09-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                                              | CUSIP: 912810UE6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     150000000 | PA      | $142945312.50   | 0.34%             | 2054-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $55421.85       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                                              | Intesa Sanpaolo SpA                                                                                                              | CUSIP: 46115HBS5<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |      25138000 | PA      | $20329057.87    | 0.05%             | 2042-06-01      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| SG Residential Mortgage Trust                                                    | SG Residential Mortgage Trust, Series 2022-2, Class A1                                                                           | CUSIP: 78434KAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       2380746 | PA      | $2375939.30     | 0.01%             | 2062-08-25      | Variable      | 5.35%                 | No            |                  2 | On Loan: No      |
| Anchorage Capital CLO 18 Ltd.                                                    | Anchorage Capital CLO 18 Ltd., Series 2021-18A, Class A1                                                                         | CUSIP: 03331AAA9<br>LEI: 549300JIJ617WYIUFX18 | Long             | ABS-CBDO         | CORP              | KY        |       5100000 | PA      | $5111220.00     | 0.01%             | 2034-04-15      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Service Experts Issuer LLC                                                       | Service Experts Issuer LLC, Series 2021-1A, Class A                                                                              | CUSIP: 81758VAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       4631220 | PA      | $4513370.79     | 0.01%             | 2032-02-02      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| Cloud Software Group, Inc.                                                       | Cloud Software Group, Inc.                                                                                                       | CUSIP: 18912UAA0<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |       3286000 | PA      | $3406022.46     | 0.01%             | 2029-09-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| TeamSystem SpA                                                                   | TeamSystem SpA                                                                                                                   | CUSIP: N/A<br>LEI: 81560062081DF3AB7A90       | Long             | DBT              | CORP              | IT        |       7464000 | PA      | $8784086.00     | 0.02%             | 2032-07-01      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | USD/JPY Down-and-out barrier option; Barrier price USD 136.00000                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |       9715500 | PA      | $86338.58       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LG Electronics, Inc.                                                             | LG Electronics, Inc.                                                                                                             | CUSIP: N/A<br>LEI: 988400RMQFTGZIOG0609       | Long             | DBT              | CORP              | KR        |        469000 | PA      | $477291.92      | 0.00%             | 2027-04-24      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Aldar Properties PJSC                                                            | Aldar Properties PJSC                                                                                                            | CUSIP: N/A<br>LEI: 98450048CD8AEF13B480       | Long             | DBT              | CORP              | AE        |       2000000 | PA      | $2033500.00     | 0.00%             | 2055-04-15      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| Deutsche Alt-A Securities Mortgage Loan Trust                                    | Deutsche Alt-A Securities Mortgage Loan Trust, Series 2007-OA4, Class A2A                                                        | CUSIP: 25151XAF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1960872 | PA      | $1790425.56     | 0.00%             | 2047-08-25      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |       3100000 | PA      | $364050.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Taurus UK DAC                                                                    | Taurus UK DAC, Series 2025-UK2X, Class B                                                                                         | CUSIP: N/A<br>LEI: 635400ZUSGYHROR9ZX12       | Long             | ABS-MBS          | CORP              | IE        |       5908466 | PA      | $8092567.25     | 0.02%             | 2035-02-18      | Floating      | 6.24%                 | No            |                  2 | On Loan: No      |
| Lumen Technologies, Inc.                                                         | Lumen Technologies, Inc.                                                                                                         | CUSIP: 550241103<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | EC               | CORP              | US        |       2378102 | NS      | $10416086.76    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| 522 Funding CLO Ltd.                                                             | 522 Funding CLO Ltd., Series 2018-3A, Class CR                                                                                   | CUSIP: 33835NAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |        750000 | PA      | $751686.75      | 0.00%             | 2031-10-20      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| Republic of Uzbekistan International Bond                                        | Republic of Uzbekistan                                                                                                           | CUSIP: N/A<br>LEI: 213800L6VDKUM3TCM927       | Long             | DBT              | NUSS              | UZ        |       1129000 | PA      | $1202610.80     | 0.00%             | 2028-10-12      | Fixed         | 7.85%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO Ltd.                                                  | Golub Capital Partners CLO Ltd., Series 2019-41A, Class B1R                                                                      | CUSIP: 38178AAC7<br>LEI: 2549005QZPXI5WPU4V74 | Long             | ABS-CBDO         | CORP              | KY        |       2000000 | PA      | $2010429.20     | 0.00%             | 2034-01-20      | Floating      | 6.28%                 | No            |                  2 | On Loan: No      |
| Nationstar Mortgage Holdings, Inc.                                               | Nationstar Mortgage Holdings, Inc.                                                                                               | CUSIP: 63861CAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       2541000 | PA      | $2524283.24     | 0.01%             | 2028-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Structured Products BV                                                 | JP Morgan Structured Products BV                                                                                                 | CUSIP: N/A<br>LEI: XZYUUT6IYN31D9K77X08       | Long             | SN               | CORP              | NL        |       7579826 | PA      | $7703376.66     | 0.02%             | 2026-05-21      | Fixed         | 10.00%                | No            |                  3 | On Loan: No      |
| Maxam Prill SARL                                                                 | Maxam Prill SARL                                                                                                                 | CUSIP: N/A<br>LEI: 984500C4C5B820A6B691       | Long             | DBT              | CORP              | LU        |      16193000 | PA      | $18960097.09    | 0.04%             | 2030-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                                                       | AT&T, Inc.                                                                                                                       | CUSIP: 00206RBE1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |        566000 | PA      | $660296.59      | 0.00%             | 2044-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Electron Bidco, Inc.                                                             | Examworks Bidco, Inc., 1st Lien Term Loan                                                                                        | CUSIP: 28542CAC3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |        987373 | PA      | $989525.57      | 0.00%             | 2028-11-01      | Variable      | 7.08%                 | No            |                  2 | On Loan: No      |
| Securitized Asset-Backed Receivables LLC Trust                                   | Securitized Asset-Backed Receivables LLC Trust, Series 2006-OP1, Class M6                                                        | CUSIP: 81375WJL1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        569680 | PA      | $450928.89      | 0.00%             | 2035-10-25      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| Hutto Independent School District                                                | Hutto Independent School District, Series 2025                                                                                   | CUSIP: 4484926L7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |       7745000 | PA      | $7897251.60     | 0.02%             | 2050-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | HICPXT                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | GB        |      49840000 | PA      | $285705.09      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EURO STOXX 50 Index                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DE        |           634 | NC      | $22031.20       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Intesa Sanpaolo SpA                                                              | Intesa Sanpaolo SpA                                                                                                              | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | DBT              | CORP              | IT        |       1775000 | PA      | $2423099.10     | 0.01%             | 2029-09-07      | Variable      | 9.12%                 | No            |                  2 | On Loan: No      |
| Connect Finco SARL                                                               | Connect Finco SARL                                                                                                               | CUSIP: 20752TAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      13026000 | PA      | $13092797.33    | 0.03%             | 2029-09-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Mobico Group plc                                                                 | Mobico Group plc                                                                                                                 | CUSIP: N/A<br>LEI: 213800A8IQEMY8PA5X34       | Long             | EC               | CORP              | GB        |       2543814 | NS      | $1030891.38     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nomura Securities International, Inc.                                            | Nomura Securities International, Inc.                                                                                            | CUSIP: N/A<br>LEI: OXTKY6Q8X53C9ILVV871       | Long             | RA               | CORP              | US        |        197748 | PA      | $197748.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Corp. Trust                                        | GS Mortgage-Backed Securities Corp. Trust, Series 2019-PJ2, Class B4                                                             | CUSIP: 36257LAT4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       2453355 | PA      | $2223190.30     | 0.01%             | 2049-11-25      | Variable      | 4.37%                 | No            |                  2 | On Loan: No      |
| Adani Ports & Special Economic Zone Ltd.                                         | Adani Ports & Special Economic Zone Ltd.                                                                                         | CUSIP: N/A<br>LEI: 335800QOAXP5TM7OYP69       | Long             | DBT              | CORP              | IN        |      13500000 | PA      | $13027500.00    | 0.03%             | 2027-08-04      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-1226.12       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CVC Cordatus Loan Fund IV DAC                                                    | CVC Cordatus Loan Fund IV DAC, Series 4X, Class BR1                                                                              | CUSIP: N/A<br>LEI: 2138005AFEIY5AMT4165       | Long             | ABS-CBDO         | CORP              | IE        |       1120000 | PA      | $1311232.76     | 0.00%             | 2034-02-22      | Floating      | 3.36%                 | No            |                  2 | On Loan: No      |
| Financiere Mendel SAS                                                            | Financiere Mendel SAS, 1st Lien Term Loan B                                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | FR        |       4500000 | PA      | $5270189.53     | 0.01%             | 2030-11-08      | Variable      | 4.98%                 | No            |                  2 | On Loan: No      |
| Paprec Holding SA                                                                | Paprec Holding SA                                                                                                                | CUSIP: N/A<br>LEI: 969500ASAFSVN9KVC873       | Long             | DBT              | CORP              | FR        |       4089000 | PA      | $5048289.64     | 0.01%             | 2029-11-17      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Bausch + Lomb Corp.                                                              | Bausch + Lomb Corp. Term Loan First Lien                                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | CA        |        359488 | PA      | $359714.92      | 0.00%             | 2030-12-17      | Variable      | 8.03%                 | No            |                  2 | On Loan: No      |
| Smyrna Ready Mix Concrete LLC                                                    | Smyrna Ready Mix Concrete LLC                                                                                                    | CUSIP: 83283WAE3<br>LEI: 549300S7RFWHQFOIOY93 | Long             | DBT              | CORP              | US        |       6228000 | PA      | $6529789.14     | 0.02%             | 2031-11-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Nintendo Co. Ltd.                                                                | Nintendo Co. Ltd.                                                                                                                | CUSIP: N/A<br>LEI: 353800FEEXU6I9M0ZF27       | Long             | EC               | CORP              | JP        |          3700 | NS      | $355310.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| New Jersey Turnpike Authority                                                    | New Jersey Turnpike Authority, Series 2025A                                                                                      | CUSIP: 646140JF1<br>LEI: 5493005YN67D71KSMI84 | Long             | DBT              | MUN               | US        |       4345000 | PA      | $4510622.30     | 0.01%             | 2055-01-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                                                        | Nelnet Student Loan Trust, Series 2021-DA, Class C                                                                               | CUSIP: 64034YAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       2110000 | PA      | $1811350.39     | 0.00%             | 2062-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding LXIII Ltd.                                                  | Madison Park Funding LXIII Ltd., Series 2023-63A, Class A1R                                                                      | CUSIP: 55817GAN1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       7750000 | PA      | $7781354.95     | 0.02%             | 2038-07-21      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| CBAM Ltd.                                                                        | CBAM Ltd., Series 2019-10A, Class A1R                                                                                            | CUSIP: 12482NAN1<br>LEI: 254900IPFC9SXD6VQ444 | Long             | ABS-CBDO         | CORP              | KY        |       2379259 | PA      | $2382653.63     | 0.01%             | 2032-04-20      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      11738000 | PA      | $50571.42       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AMSR Trust                                                                       | AMSR Trust, Series 2021-SFR1, Class F                                                                                            | CUSIP: 00179DAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       5128000 | PA      | $4762506.93     | 0.01%             | 2038-06-17      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Democratic Socialist Republic of Sri Lanka                                       | Sri Lanka Government Bond                                                                                                        | CUSIP: N/A<br>LEI: 254900IG6Y30I2QE2R92       | Long             | DBT              | NUSS              | LK        |        658969 | PA      | $449499.23      | 0.00%             | 2035-06-15      | Variable      | 3.60%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       4098000 | PA      | $38851.78       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chow Tai Fook Jewellery Group Ltd.                                               | Chow Tai Fook Jewellery Group Ltd.                                                                                               | CUSIP: N/A<br>LEI: 254900VXRL7SRSF44G79       | Long             | DBT              | CORP              | KY        |     180000000 | PA      | $23214078.31    | 0.05%             | 2030-06-30      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| RR 32 Ltd.                                                                       | RR 32 Ltd., Series 2024-32RA, Class A1R                                                                                          | CUSIP: 74988CAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       5325000 | PA      | $5344254.67     | 0.01%             | 2039-10-15      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| UPL Corp. Ltd.                                                                   | UPL Corp. Ltd.                                                                                                                   | CUSIP: N/A<br>LEI: 213800AQLATW4WEEH674       | Long             | DBT              | CORP              | MU        |       5000000 | PA      | $4732500.00     | 0.01%             | 2028-03-08      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Allwyn Entertainment Financing UK plc                                            | Allwyn Entertainment Financing UK plc                                                                                            | CUSIP: N/A<br>LEI: 315700J7ZTIN8XGCX365       | Long             | DBT              | CORP              | GB        |      12660000 | PA      | $15844899.95    | 0.04%             | 2030-04-30      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust                                                         | Ajax Mortgage Loan Trust, Series 2022-A, Class B                                                                                 | CUSIP: 009695AG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      10820263 | PA      | $8300480.19     | 0.02%             | 2061-10-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-35047.94      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WEX, Inc.                                                                        | WEX, Inc., 1st Lien Term Loan B2                                                                                                 | CUSIP: 96208UAW1<br>LEI: T9M5IGROL1TL1G5OV478 | Long             | LON              | CORP              | US        |        962725 | PA      | $962185.87      | 0.00%             | 2028-04-03      | Variable      | 6.08%                 | No            |                  2 | On Loan: No      |
| SS&C Technologies, Inc.                                                          | SS&C Technologies, Inc.                                                                                                          | CUSIP: 78466CAC0<br>LEI: 549300KY09TR3J12JU49 | Long             | DBT              | CORP              | US        |       5393000 | PA      | $5397729.66     | 0.01%             | 2027-09-30      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | HOCHTIEF AG                                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |          5000 | NS      | $52304.51       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-281442.47     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MNTN, Inc.                                                                       | MNTN, Inc.                                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |        272678 | NS      | $5963467.86     | 0.01%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust                                   | Morgan Stanley Residential Mortgage Loan Trust, Series 2023-NQM1, Class B1                                                       | CUSIP: 61775VAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       2584000 | PA      | $2572375.62     | 0.01%             | 2068-09-25      | Variable      | 7.41%                 | No            |                  2 | On Loan: No      |
| Virginia Small Business Financing Authority                                      | Virginia Small Business Financing Authority, Series 2017                                                                         | CUSIP: 928097AA2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |       2900000 | PA      | $2868497.19     | 0.01%             | 2047-12-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     685759274 | PA      | $-1413184.87    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| 3R Lux SARL                                                                      | 3R Lux SARL                                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | LU        |        200000 | PA      | $202250.00      | 0.00%             | 2031-02-05      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Delek Logistics Partners LP                                                      | Delek Logistics Partners LP                                                                                                      | CUSIP: 24665FAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        715000 | PA      | $711668.44      | 0.00%             | 2033-06-30      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| 245 Park Avenue Trust                                                            | 245 Park Avenue Trust, Series 2017-245P, Class D                                                                                 | CUSIP: 90187LAL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1100000 | PA      | $1038458.63     | 0.00%             | 2037-06-05      | Variable      | 3.78%                 | No            |                  2 | On Loan: No      |
| Securitized Asset-Backed Receivables LLC Trust                                   | Securitized Asset-Backed Receivables LLC Trust, Series 2007-BR1, Class A2A                                                       | CUSIP: 81378KAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        637104 | PA      | $267322.60      | 0.00%             | 2037-02-25      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| Aroundtown Finance SARL                                                          | Aroundtown Finance SARL                                                                                                          | CUSIP: N/A<br>LEI: 8945006LEXV2KWSWVP51       | Long             | DBT              | CORP              | LU        |      16614000 | PA      | $20568985.39    | 0.05%             | 2030-01-16      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    1532977944 | PA      | $-2359102.52    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| ZF Europe Finance BV                                                             | ZF Europe Finance BV                                                                                                             | CUSIP: N/A<br>LEI: 549300RI533US2G6G542       | Long             | DBT              | CORP              | NL        |       1300000 | PA      | $1507077.12     | 0.00%             | 2026-02-23      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $2655.80        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HILT Commercial Mortgage Trust                                                   | HILT Commercial Mortgage Trust, Series 2024-ORL, Class D                                                                         | CUSIP: 403956AG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      11854000 | PA      | $11831773.75    | 0.03%             | 2037-05-15      | Floating      | 7.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-27506928.96   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Sinclair Television Group, Inc.                                                  | Sinclair Television Group, Inc.                                                                                                  | CUSIP: 829259BF6<br>LEI: 549300CQGEN0CH65UD62 | Long             | DBT              | CORP              | US        |       1065000 | PA      | $746501.10      | 0.00%             | 2032-12-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | HICPXT                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | GB        |      30405000 | PA      | $1140093.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RBC Capital Markets LLC                                                          | RBC Capital Markets LLC                                                                                                          | CUSIP: N/A<br>LEI: 549300LCO2FLSSVFFR64       | Long             | RA               | CORP              | US        |        211000 | PA      | $211000.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BPR Trust                                                                        | BPR Trust, Series 2022-SSP, Class A                                                                                              | CUSIP: 05602HAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       2870000 | PA      | $2867313.97     | 0.01%             | 2039-05-15      | Floating      | 7.31%                 | No            |                  2 | On Loan: No      |
| Red & Black Auto Germany 10 UG                                                   | Red & Black Auto Germany 10 UG, Series 10, Class C                                                                               | CUSIP: N/A<br>LEI: 391200NRHS61DTNNBX69       | Long             | ABS-O            | CORP              | DE        |        475688 | PA      | $566806.85      | 0.00%             | 2032-09-15      | Floating      | 3.99%                 | No            |                  2 | On Loan: No      |
| ASG Finance DAC                                                                  | ASG Finance DAC                                                                                                                  | CUSIP: 00217AAB2<br>LEI: 5493005UOB0OMEJ4WK10 | Long             | DBT              | CORP              | IE        |       2279000 | PA      | $2130865.00     | 0.01%             | 2029-05-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-263900.38     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SES SA                                                                           | SES SA                                                                                                                           | CUSIP: N/A<br>LEI: 5493008JPA4HYMH1HX51       | Long             | DBT              | CORP              | LU        |       3726000 | PA      | $4253715.04     | 0.01%             | 2026-05-27      | Variable      | 2.88%                 | No            |                  2 | On Loan: No      |
| SC Germany SA Compartment Leasing                                                | SC Germany SA Compartment Leasing, Series 2023-1, Class C                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | LU        |        806261 | PA      | $956064.52      | 0.00%             | 2032-12-14      | Floating      | 3.89%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     223489815 | PA      | $-2829815.47    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Cemex SAB de CV                                                                  | Cemex SAB de CV                                                                                                                  | CUSIP: 151290CC5<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | MX        |       1830000 | PA      | $1851045.00     | 0.00%             | 2030-06-10      | Variable      | 7.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Fresnillo plc                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |        110100 | NS      | $8033.90        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Comcast Corp.                                                                    | Comcast Corp.                                                                                                                    | CUSIP: 20030NBW0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |        100000 | PA      | $97283.15       | 0.00%             | 2027-01-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| SSE plc                                                                          | SSE plc                                                                                                                          | CUSIP: N/A<br>LEI: 549300KI75VYLLMSK856       | Long             | DBT              | CORP              | GB        |       7898000 | PA      | $12114066.14    | 0.03%             | 2028-11-20      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Prime Security Services Borrower LLC                                             | Prime Security Services Borrower LLC, 1st Lien Term Loan B1                                                                      | CUSIP: 03765VAP5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       1346461 | PA      | $1346461.08     | 0.00%             | 2030-10-15      | Variable      | 6.32%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust                                       | JPMBB Commercial Mortgage Securities Trust, Series 2015-C27, Class XD                                                            | CUSIP: 46644AAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      31775000 | PA      | $206506.04      | 0.00%             | 2048-02-15      | Variable      | 0.50%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Asset-Backed Securities I Trust                                     | Bear Stearns Asset-Backed Securities I Trust, Series 2006-HE1, Class 1M4                                                         | CUSIP: 0738796S2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       6025624 | PA      | $5872782.46     | 0.01%             | 2035-12-25      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-8231.04       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Iliad Holding SASU                                                               | Iliad Holding SASU                                                                                                               | CUSIP: N/A<br>LEI: 9695009PXA7OI9NXN582       | Long             | DBT              | CORP              | FR        |        300000 | PA      | $359754.76      | 0.00%             | 2028-10-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Herc Holdings, Inc.                                                              | Herc Holdings, Inc.                                                                                                              | CUSIP: 42704LAA2<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |       3861000 | PA      | $3861347.49     | 0.01%             | 2027-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-16.57         | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Nidda Healthcare Holding GmbH                                                    | Nidda Healthcare Holding GmbH                                                                                                    | CUSIP: N/A<br>LEI: 549300Q89C4WAO6L0L19       | Long             | DBT              | CORP              | DE        |      11958000 | PA      | $14703030.53    | 0.03%             | 2030-02-21      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Sirius XM Radio LLC                                                              | Sirius XM Radio LLC                                                                                                              | CUSIP: 82967NBM9<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |       1179000 | PA      | $1048030.74     | 0.00%             | 2031-09-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust                                                    | Citigroup Mortgage Loan Trust, Series 2014-C, Class B2                                                                           | CUSIP: 17323GAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        582000 | PA      | $577945.69      | 0.00%             | 2054-02-25      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       1335000 | PA      | $24372.62       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BX Trust                                                                         | BX Trust, Series 2024-CNYN, Class A                                                                                              | CUSIP: 05612HAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       9035143 | PA      | $9054683.78     | 0.02%             | 2041-04-15      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| Sands China Ltd.                                                                 | Sands China Ltd.                                                                                                                 | CUSIP: 80007RAQ8<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |       4000000 | PA      | $3655000.00     | 0.01%             | 2029-03-08      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | FR        |       8100000 | PA      | $51220.67       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Intel Corp.                                                                                                                      | CUSIP: 458140100<br>LEI: N/A                  | N/A              | DE               |  | GB        |        -52300 | NS      | $-63283.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AllSpring Buyer LLC                                                              | AllSpring Buyer LLC, 1st Lien Term Loan                                                                                          | CUSIP: 98922AAE6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |        984873 | PA      | $989797.76      | 0.00%             | 2030-11-01      | Variable      | 7.31%                 | No            |                  2 | On Loan: No      |
| Eleda Management AB                                                              | Eleda Management AB, Delayed Draw 1st Lien Term Loan                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | SE        |        666667 | PA      | $786391.96      | 0.00%             | 2031-04-02      | Variable      | 2.21%                 | No            |                  2 | On Loan: No      |
| Orsted A/S                                                                       | Orsted A/S                                                                                                                       | CUSIP: N/A<br>LEI: W9NG6WMZIYEU8VEDOG48       | Long             | DBT              | NUSS              | DK        |       1525000 | PA      | $1818828.42     | 0.00%             | 3024-03-14      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOP                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    -823014751 | PA      | $-794071.59     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Beiersdorf AG                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         16700 | NS      | $-14871.80      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Banc of America Funding Trust                                                    | Banc of America Funding Trust, Series 2016-R2, Class 1A1                                                                         | CUSIP: 05890RAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        823749 | PA      | $822919.96      | 0.00%             | 2033-05-01      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | USCPI                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | GB        |      28580000 | PA      | $111985.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |       2931000 | PA      | $-26370.52      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barings CLO Ltd.                                                                 | Barings CLO Ltd., Series 2018-1A, Class A1                                                                                       | CUSIP: 06760GAA9<br>LEI: 549300MY0JQGDVPG6R89 | Long             | ABS-CBDO         | CORP              | KY        |        899692 | PA      | $899872.13      | 0.00%             | 2031-04-15      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands III BV                                   | Teva Pharmaceutical Finance Netherlands III BV                                                                                   | CUSIP: 88167AAR2<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |        370000 | PA      | $416364.70      | 0.00%             | 2031-09-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                                           | Alternative Loan Trust, Series 2005-22T1, Class A1                                                                               | CUSIP: 12667GGN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       6696361 | PA      | $5900884.54     | 0.01%             | 2035-06-25      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co., Inc.                                               | General Motors Financial Co., Inc.                                                                                               | CUSIP: N/A<br>LEI: 5493008B6JBRUJ90QL97       | Long             | DBT              | CORP              | US        |       2697000 | PA      | $3302991.50     | 0.01%             | 2027-11-22      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Hashemite Kingdom of Jordan                                                      | Hashemite Kingdom of Jordan                                                                                                      | CUSIP: 41809JAB1<br>LEI: 5493000JZ4MYPVMBVN50 | Long             | DBT              | NUSS              | JO        |       1950000 | PA      | $1989916.50     | 0.00%             | 2029-01-13      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-3578138.09    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Fairstone Financial Issuance Trust I                                             | Fairstone Financial Issuance Trust I, Series 2020-1A, Class C                                                                    | CUSIP: 30575PAS5<br>LEI: 549300LY2ZF7LX6T3F37 | Long             | ABS-O            | CORP              | CA        |       2125000 | PA      | $1535461.72     | 0.00%             | 2039-10-20      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| MGM China Holdings Ltd.                                                          | MGM China Holdings Ltd.                                                                                                          | CUSIP: N/A<br>LEI: 529900VZFN87OS7WJM66       | Long             | DBT              | CORP              | KY        |        350000 | PA      | $350035.00      | 0.00%             | 2026-05-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Emirate of Abu Dhabi United Arab Emirates                                        | United Arab Emirates Government Bond                                                                                             | CUSIP: N/A<br>LEI: 213800FER4348CINTA77       | Long             | DBT              | NUSS              | AE        |        386000 | PA      | $394928.18      | 0.00%             | 2029-04-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Symphony CLO 46 Ltd.                                                             | Symphony CLO 46 Ltd., Series 2024-46A, Class A2                                                                                  | CUSIP: 87170WAC4<br>LEI: 2549003KA6F4T4Q34J34 | Long             | ABS-CBDO         | CORP              | KY        |       2850000 | PA      | $2855015.15     | 0.01%             | 2038-01-20      | Floating      | 5.86%                 | No            |                  2 | On Loan: No      |
| Netflix, Inc.                                                                    | Netflix, Inc.                                                                                                                    | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |          8715 | NS      | $11670517.95    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Assura Financing plc                                                             | Assura Financing plc                                                                                                             | CUSIP: N/A<br>LEI: 549300YH2O3CNDZSO632       | Long             | DBT              | CORP              | GB        |       5561000 | PA      | $5667798.89     | 0.01%             | 2033-06-30      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Pikes Peak CLO 14 Ltd.                                                           | Pikes Peak CLO 14 Ltd., Series 2023-14A, Class A1R                                                                               | CUSIP: 72134CAL5<br>LEI: 213800AO7LGLGDRRY278 | Long             | ABS-CBDO         | CORP              | JE        |       4750000 | PA      | $4761808.50     | 0.01%             | 2038-07-20      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| COLT Mortgage Loan Trust                                                         | COLT Mortgage Loan Trust, Series 2022-1, Class B2                                                                                | CUSIP: 19688HAF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        623000 | PA      | $530684.48      | 0.00%             | 2066-12-27      | Variable      | 4.16%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     445991530 | PA      | $-241438.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-31218.45      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Race Point X CLO Ltd.                                                            | Race Point X CLO Ltd., Series 2016-10A, Class A1R                                                                                | CUSIP: 74983DAN7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |        260352 | PA      | $260370.22      | 0.00%             | 2031-07-25      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| National Fuel Gas Co.                                                            | National Fuel Gas Co.                                                                                                            | CUSIP: 636180BP5<br>LEI: 8JB38FFW1Y3C1HM8E841 | Short            | DBT              | CORP              | US        |       -200000 | PA      | $-199871.29     | -0.00%            | 2028-09-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Hilton Domestic Operating Co., Inc.                                              | Hilton Domestic Operating Co., Inc.                                                                                              | CUSIP: 432833AJ0<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |       1277000 | PA      | $1224150.33     | 0.00%             | 2029-05-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       1975000 | PA      | $27850.33       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-184410.84     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Canyon CLO Ltd.                                                                  | Canyon CLO Ltd., Series 2018-1A, Class A                                                                                         | CUSIP: 13877BAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       1638040 | PA      | $1639587.31     | 0.00%             | 2031-07-15      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| Shinhan Financial Group Co. Ltd.                                                 | Shinhan Financial Group Co. Ltd.                                                                                                 | CUSIP: N/A<br>LEI: 988400EB8A6G49E5KO54       | Long             | DBT              | CORP              | KR        |       1229000 | PA      | $1197549.89     | 0.00%             | 2026-05-12      | Variable      | 2.88%                 | No            |                  2 | On Loan: No      |
| Bayview Commercial Asset Trust                                                   | Bayview Commercial Asset Trust, Series 2005-4A, Class M1                                                                         | CUSIP: 07324SCT7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        246877 | PA      | $233244.40      | 0.00%             | 2036-01-25      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| NewDay Funding                                                                   | NewDay Funding, Series 2024-1X, Class A                                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | GB        |       1910000 | PA      | $2638608.94     | 0.01%             | 2032-03-15      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| Fortuna Consumer Loan ABS DAC                                                    | Fortuna Consumer Loan ABS DAC, Series 2024-1, Class B                                                                            | CUSIP: N/A<br>LEI: 635400N6ZVLRSMHBQG89       | Long             | ABS-O            | CORP              | IE        |       5561389 | PA      | $6581166.77     | 0.02%             | 2034-02-18      | Floating      | 3.26%                 | No            |                  2 | On Loan: No      |
| Ursa Major Technologies, Inc., Series D                                          | Ursa Major Technologies, Inc., Series D                                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |        160843 | NS      | $640155.14      | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Volkswagen International Finance NV                                              | Volkswagen International Finance NV                                                                                              | CUSIP: N/A<br>LEI: 5299004PWNHKYTR23649       | Long             | DBT              | CORP              | NL        |       3200000 | PA      | $3805365.33     | 0.01%             | 2033-11-15      | Variable      | 5.99%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Partners Group Holding AG                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          2700 | NS      | $78146.67       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BSTN Commercial Mortgage Trust                                                   | BSTN Commercial Mortgage Trust, Series 2025-1C, Class A                                                                          | CUSIP: 05615EAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       2577000 | PA      | $2634801.08     | 0.01%             | 2044-06-15      | Variable      | 5.55%                 | No            |                  2 | On Loan: No      |
| NCMF Trust                                                                       | NCMF Trust, Series 2025-MFS, Class E                                                                                             | CUSIP: 62887TAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      24160000 | PA      | $24381107.49    | 0.06%             | 2033-06-10      | Variable      | 7.53%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                             | Massachusetts Housing Finance Agency, Series 2015A                                                                               | CUSIP: 57586NXY2<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |        335000 | PA      | $318661.31      | 0.00%             | 2040-12-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Bubbles Bidco SpA                                                                | Bubbles Bidco SpA                                                                                                                | CUSIP: N/A<br>LEI: 815600073942740CEB24       | Long             | DBT              | CORP              | IT        |       7461000 | PA      | $8908690.67     | 0.02%             | 2031-09-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Beach Acquisition Bidco LLC                                                      | Beach Acquisition Bidco LLC                                                                                                      | CUSIP: N/A<br>LEI: 254900F2FNX3GBTB6202       | Long             | DBT              | CORP              | US        |       6535000 | PA      | $7755637.53     | 0.02%             | 2032-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Aimco, Inc.                                                                      | Aimco, Inc.                                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | CORP              | US        |       4750000 | PA      | $4750000.00     | 0.01%             | 2049-12-31      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Electric Power Authority                                             | Puerto Rico Electric Power Authority, Series 2010AAA                                                                             | CUSIP: 74526YDR3<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | PR        |        940000 | PA      | $453550.00      | 0.00%             | 2026-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-413014.01     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Zimmer Biomet Holdings, Inc.                                                                                                     | CUSIP: 98956P102<br>LEI: N/A                  | N/A              | DE               |  | US        |         18500 | NS      | $-17575.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO 69M                                                   | Golub Capital Partners CLO 69M, Series 2023-69A, Class A                                                                         | CUSIP: 38179UAB4<br>LEI: 2549004WBNSFGOX1MY52 | Long             | ABS-CBDO         | CORP              | US        |       2500000 | PA      | $2508030.75     | 0.01%             | 2036-11-09      | Floating      | 6.65%                 | No            |                  2 | On Loan: No      |
| Viking Cruises Ltd.                                                              | Viking Cruises Ltd.                                                                                                              | CUSIP: 92676XAG2<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |       4749000 | PA      | $5114677.75     | 0.01%             | 2031-07-15      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-419609.48     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Microsoft Corp.                                                                  | Microsoft Corp.                                                                                                                  | CUSIP: 594918CC6<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |      17042000 | PA      | $10531425.65    | 0.02%             | 2050-06-01      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                                        | Ford Motor Credit Co. LLC                                                                                                        | CUSIP: 345397ZR7<br>LEI: UDSQCVRUX5BONN0VY111 | Short            | DBT              | CORP              | US        |       -300000 | PA      | $-293336.79     | -0.00%            | 2029-05-03      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| Swiss Re Finance UK plc                                                          | Swiss Re Finance UK plc                                                                                                          | CUSIP: N/A<br>LEI: 549300C654ZPQWG3JF34       | Long             | DBT              | CORP              | GB        |       3800000 | PA      | $4156049.08     | 0.01%             | 2052-06-04      | Variable      | 2.71%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      18323439 | PA      | $-55873.25      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    1078434544 | PA      | $17595.51       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $112814.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bayview Commercial Asset Trust                                                   | Bayview Commercial Asset Trust, Series 2005-4A, Class A1                                                                         | CUSIP: 07324SCR1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       3939064 | PA      | $3711535.75     | 0.01%             | 2036-01-25      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| Rivian Holdings LLC                                                              | Rivian Holdings LLC                                                                                                              | CUSIP: 76954LAD1<br>LEI: N/A                  | Short            | DBT              | CORP              | US        |     -17148000 | PA      | $-16848291.20   | -0.04%            | 2031-01-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Premier Foods Finance plc                                                        | Premier Foods Finance plc                                                                                                        | CUSIP: N/A<br>LEI: 2138003G41QDLK9DB177       | Long             | DBT              | CORP              | GB        |       3999000 | PA      | $5436927.21     | 0.01%             | 2026-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Mozambique International Bond                                                    | Republic of Mozambique                                                                                                           | CUSIP: N/A<br>LEI: 213800759WLKYIKPER73       | Long             | DBT              | NUSS              | MZ        |        277000 | PA      | $227918.37      | 0.00%             | 2031-09-15      | Variable      | 9.00%                 | No            |                  2 | On Loan: No      |
| Project Montelena                                                                | Envalior Deutschland Gmbh                                                                                                        | CUSIP: N/A<br>LEI: 529900JPQDXYET6L7S09       | Long             | DBT              | CORP              | DE        |      24676808 | PA      | $26742602.32    | 0.06%             | 2030-06-20      | Fixed         | 12.66%                | No            |                  3 | On Loan: No      |
| BCMSC Trust                                                                      | BCMSC Trust, Series 2000-A, Class A3                                                                                             | CUSIP: 09774XBP6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       7219305 | PA      | $521282.20      | 0.00%             | 2030-06-15      | Variable      | 7.83%                 | No            |                  2 | On Loan: No      |
| COLT Mortgage Loan Trust                                                         | COLT Mortgage Loan Trust, Series 2020-2, Class M1                                                                                | CUSIP: 19688JAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       2734000 | PA      | $2741913.29     | 0.01%             | 2065-03-25      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association Variable Rate Notes, Series 2024-125, Class HF                                          | CUSIP: 38384VMP9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      40956792 | PA      | $40861948.85    | 0.10%             | 2054-08-20      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust                                                             | BBCMS Mortgage Trust, Series 2018-CHRS, Class E                                                                                  | CUSIP: 05491VAL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1720000 | PA      | $1429837.72     | 0.00%             | 2038-08-05      | Variable      | 4.41%                 | No            |                  2 | On Loan: No      |
| PDD Holdings, Inc.                                                               | PDD Holdings, Inc.                                                                                                               | CUSIP: 722304102<br>LEI: 5493000573DS7005T657 | Long             | EC               | CORP              | KY        |          6911 | NS      | $723305.26      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                              | SPDR Bloomberg High Yield Bond ETF                                                                                               | CUSIP: 78468R622<br>LEI: N/A                  | N/A              | DE               |  | US        |         -9541 | NS      | $-12880.35      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OneMain Financial Issuance Trust                                                 | OneMain Financial Issuance Trust, Series 2019-2A, Class D                                                                        | CUSIP: 68269BAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      10070000 | PA      | $9616327.37     | 0.02%             | 2036-10-14      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | NDIRS                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     276478954 | PA      | $-5282705.18    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Oceana Australian Fixed Income Trust                                             | Oceana Australian Fixed Income Trust                                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | AU        |      11002000 | PA      | $7250379.55     | 0.02%             | 2025-08-31      | Fixed         | 12.00%                | No            |                  3 | On Loan: No      |
| Kingdom of Spain                                                                 | Bonos y Obligaciones del Estado                                                                                                  | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |      26624000 | PA      | $31315639.06    | 0.07%             | 2035-04-30      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                                               | Banco Bilbao Vizcaya Argentaria SA                                                                                               | CUSIP: N/A<br>LEI: K8MS7FD7N5Z2WQ51AZ71       | Long             | DBT              | CORP              | ES        |       3000000 | PA      | $3909321.56     | 0.01%             | 2028-06-21      | Variable      | 8.38%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                   | BNP Paribas SA                                                                                                                   | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |       2800000 | PA      | $3411527.33     | 0.01%             | 2032-01-10      | Variable      | 4.04%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Procter & Gamble Co. (The)                                                                                                       | CUSIP: 742718109<br>LEI: N/A                  | N/A              | DE               |  | GB        |        -13100 | NS      | $22401.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Altice Financing SA                                                              | Altice Financing SA, 1st Lien Term Loan B                                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | LU        |       5726788 | PA      | $5335983.32     | 0.01%             | 2027-10-29      | Variable      | 7.28%                 | No            |                  2 | On Loan: No      |
| New Look Corp. Ltd.                                                              | New Look Corp. Ltd., 1st Lien Term Loan                                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | JE        |        345394 | PA      | $142231.43      | 0.00%             | 2027-11-10      | Variable      | 16.50%                | No            |                  3 | On Loan: No      |
| CWABS Revolving Home Equity Loan Trust                                           | CWABS Revolving Home Equity Loan Trust, Series 2004-U, Class 2A                                                                  | CUSIP: 126673VE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        128251 | PA      | $127934.49      | 0.00%             | 2034-03-15      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Keyence Corp.                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          3900 | NS      | $-32569.61      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Grupo Aeroportuario del Pacifico SAB de CV, Class B                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         44500 | NS      | $35255.61       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Minor International PCL                                                          | Minor International PCL                                                                                                          | CUSIP: N/A<br>LEI: 254900T4WB2UF9XPX041       | Long             | DBT              | CORP              | TH        |       5300000 | PA      | $5165274.00     | 0.01%             | 2026-04-19      | Variable      | 2.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     765004956 | PA      | $-3166284.66    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Axalta Coating Systems LLC                                                       | Axalta Coating Systems LLC                                                                                                       | CUSIP: 05454NAA7<br>LEI: 549300G80QONCHILSF69 | Long             | DBT              | CORP              | US        |       1726000 | PA      | $1715396.49     | 0.00%             | 2027-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Pikes Peak CLO 12 Ltd.                                                           | Pikes Peak CLO 12 Ltd., Series 2023-12A, Class AR                                                                                | CUSIP: 72133LAM4<br>LEI: 21380087HZCMQFA48I12 | Long             | ABS-CBDO         | CORP              | JE        |       3695000 | PA      | $3694709.57     | 0.01%             | 2038-04-20      | Floating      | 5.49%                 | No            |                  2 | On Loan: No      |
| Al Rajhi Sukuk Ltd.                                                              | Al Rajhi Sukuk Ltd.                                                                                                              | CUSIP: N/A<br>LEI: 549300FHETHK3XGY8N60       | Long             | DBT              | CORP              | KY        |      12538000 | PA      | $12557935.42    | 0.03%             | 2030-07-21      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| SoftBank Group Corp.                                                             | SoftBank Group Corp.                                                                                                             | CUSIP: N/A<br>LEI: 5493003BZYYYCDIO0R13       | Long             | DBT              | CORP              | JP        |      11167000 | PA      | $12409312.92    | 0.03%             | 2029-07-06      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Newell Brands, Inc.                                                              | Newell Brands, Inc.                                                                                                              | CUSIP: 651229BG0<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |        106000 | PA      | $111322.37      | 0.00%             | 2028-06-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                                                        | Nelnet Student Loan Trust, Series 2021-A, Class B2                                                                               | CUSIP: 64035DAJ5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      41500000 | PA      | $36702977.65    | 0.09%             | 2062-04-20      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| TEGNA, Inc.                                                                      | TEGNA, Inc.                                                                                                                      | CUSIP: 87901JAH8<br>LEI: 549300YC5EDBGX85AO10 | Long             | DBT              | CORP              | US        |        360000 | PA      | $343866.13      | 0.00%             | 2029-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | LVMH Moet Hennessy Louis Vuitton SE                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          7391 | NS      | $-197028.24     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | JFE Holdings, Inc.                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -29200 | NS      | $1796.75        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bean Creek CLO Ltd.                                                              | Bean Creek CLO Ltd., Series 2015-1A, Class ER                                                                                    | CUSIP: 07378XAG1<br>LEI: 635400STD6UUTEW5KM07 | Long             | ABS-CBDO         | CORP              | KY        |       1000000 | PA      | $998315.00      | 0.00%             | 2031-04-20      | Floating      | 10.28%                | No            |                  2 | On Loan: No      |
| Newday Funding Master Issuer plc                                                 | Newday Funding Master Issuer plc, Series 2025-1X, Class C                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | GB        |       4581000 | PA      | $6298378.13     | 0.01%             | 2033-04-15      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Sabre GLBL, Inc.                                                                 | Sabre GLBL, Inc.                                                                                                                 | CUSIP: 78573NAJ1<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |       3083000 | PA      | $3156221.25     | 0.01%             | 2027-06-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/CZK One-touch barrier option; Barrier price EUR 24.25000                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |       1835000 | PA      | $95934.03       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Gracie Point International Funding LLC                                           | Gracie Point International Funding LLC, Series 2024-1A, Class A                                                                  | CUSIP: 38410KAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      14644000 | PA      | $14671182.19    | 0.03%             | 2028-03-01      | Floating      | 6.05%                 | No            |                  2 | On Loan: No      |
| Aviation Capital Group LLC                                                       | Aviation Capital Group LLC                                                                                                       | CUSIP: 05369AAA9<br>LEI: 549300ODEK8HY3445C77 | Short            | DBT              | CORP              | US        |       -100000 | PA      | $-97446.92      | -0.00%            | 2027-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Williams Scotsman, Inc.                                                          | Williams Scotsman, Inc.                                                                                                          | CUSIP: 96949VAL7<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |        598000 | PA      | $629454.20      | 0.00%             | 2031-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| SC Germany SA Compartment Consumer                                               | SC Germany SA Compartment Consumer, Series 2024-2, Class D                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | LU        |       1600000 | PA      | $1887611.16     | 0.00%             | 2038-05-14      | Floating      | 3.59%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust                                                             | BBCMS Mortgage Trust, Series 2018-TALL, Class A                                                                                  | CUSIP: 05548WAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       7234000 | PA      | $6837277.31     | 0.02%             | 2037-03-15      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | AUD Currency                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |      63157738 | PA      | $6.75           | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                                                        | Nelnet Student Loan Trust, Series 2021-DA, Class D                                                                               | CUSIP: 64034YAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        650500 | PA      | $556897.80      | 0.00%             | 2062-04-20      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Atrium Hotel Portfolio Trust                                                     | Atrium Hotel Portfolio Trust, Series 2024-ATRM, Class E                                                                          | CUSIP: 04963XAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       7793000 | PA      | $7987839.81     | 0.02%             | 2029-11-10      | Variable      | 9.52%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      10909091 | PA      | $-121984.57     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | International Paper Co.                                                                                                          | CUSIP: 460146103<br>LEI: N/A                  | N/A              | DE               |  | GB        |        -54100 | NS      | $-40034.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Toyota Industries Corp.                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |         -8900 | NS      | $9143.08        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United Mexican States                                                            | United Mexican States                                                                                                            | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |       4742175 | PA      | $25224544.81    | 0.06%             | 2029-03-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Czech Republic                                                                   | Czech Republic                                                                                                                   | CUSIP: N/A<br>LEI: 3157007EFDLQABN47912       | Long             | DBT              | NUSS              | CZ        |     858500000 | PA      | $39399637.93    | 0.09%             | 2029-07-23      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Pierpont Btl plc                                                                 | Pierpont Btl plc, Series 2023-1, Class B                                                                                         | CUSIP: N/A<br>LEI: 635400IF88EBOGQRNX86       | Long             | ABS-MBS          | CORP              | GB        |       2246000 | PA      | $3109473.13     | 0.01%             | 2054-09-21      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| Securitized Asset-Backed Receivables LLC Trust                                   | Securitized Asset-Backed Receivables LLC Trust, Series 2007-BR1, Class A2B                                                       | CUSIP: 81378KAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       6791191 | PA      | $2848125.54     | 0.01%             | 2037-02-25      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| Rad CLO 10 Ltd.                                                                  | Rad CLO 10 Ltd., Series 2021-10A, Class A                                                                                        | CUSIP: 48662LAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       5000000 | PA      | $5012788.00     | 0.01%             | 2034-04-23      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| First Franklin Mortgage Loan Trust                                               | First Franklin Mortgage Loan Trust, Series 2004-FFH3, Class M3                                                                   | CUSIP: 32027NLT6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       2818364 | PA      | $2551438.23     | 0.01%             | 2034-10-25      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| BankAmerica Manufactured Housing Contract Trust                                  | BankAmerica Manufactured Housing Contract Trust, Series 1997-2, Class B1                                                         | CUSIP: 06606FAM3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       4500000 | PA      | $463096.80      | 0.00%             | 2027-10-10      | Variable      | 7.07%                 | No            |                  2 | On Loan: No      |
| Barclays plc                                                                     | Barclays plc                                                                                                                     | CUSIP: 06738EBT1<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |       1754000 | PA      | $1632693.18     | 0.00%             | 2028-03-15      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| Concord Music Royalties LLC                                                      | Concord Music Royalties LLC, Series 2024-1A, Class A                                                                             | CUSIP: 20633KAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      11031000 | PA      | $11060051.24    | 0.03%             | 2074-10-20      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| Legacy Mortgage Asset Trust                                                      | Legacy Mortgage Asset Trust, Series 2021-GS2, Class A1                                                                           | CUSIP: 52476DAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      25905621 | PA      | $25899602.96    | 0.06%             | 2061-04-25      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO 17 Ltd.                                                              | Elmwood CLO 17 Ltd., Series 2022-4A, Class D2R                                                                                   | CUSIP: 29001XAU9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       3000000 | PA      | $2996925.90     | 0.01%             | 2037-07-17      | Floating      | 8.68%                 | No            |                  2 | On Loan: No      |
| E-CARAT DE Lease                                                                 | E-CARAT DE Lease, Series 2025-1, Class C                                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | LU        |       4200000 | PA      | $4948483.38     | 0.01%             | 2034-05-25      | Floating      | 3.14%                 | No            |                  2 | On Loan: No      |
| Virgin Media Vendor Financing Notes III DAC                                      | Virgin Media Vendor Financing Notes III DAC                                                                                      | CUSIP: N/A<br>LEI: 635400SSKC2QCGEPIQ43       | Long             | DBT              | CORP              | IE        |       2460000 | PA      | $3212103.95     | 0.01%             | 2028-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Heiwa Corp.                                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -17100 | NS      | $-2538.57       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SpringCastle America Funding LLC                                                 | SpringCastle America Funding LLC, Series 2020-AA, Class B                                                                        | CUSIP: 85022WAQ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      19740000 | PA      | $15953518.60    | 0.04%             | 2037-09-25      | Fixed         | 2.66%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Nagoya Railroad Co., Ltd.                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -711300 | NS      | $-69743.51      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | U.S. Treasury 30-Year Bond                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |           179 | NC      | $131453.13      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $411232.07      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KKR CLO 35 Ltd.                                                                  | KKR CLO 35 Ltd., Series 35A, Class AR                                                                                            | CUSIP: 48254LAN5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       2500000 | PA      | $2500420.00     | 0.01%             | 2038-01-20      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| Reperforming Loan REMIC Trust                                                    | Reperforming Loan REMIC Trust, Series 2005-R2, Class 1AF1                                                                        | CUSIP: 12669GN64<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        692314 | PA      | $666040.48      | 0.00%             | 2035-06-25      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| SGL Group ApS                                                                    | SGL Group ApS                                                                                                                    | CUSIP: N/A<br>LEI: 636700YQKGLXCPPUYE74       | Long             | DBT              | CORP              | DK        |       1989000 | PA      | $2327920.94     | 0.01%             | 2031-02-24      | Floating      | 6.30%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Xero Ltd.                                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        103716 | NS      | $254488.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-306720.28     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | USD Currency                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |       9967827 | PA      | $625940.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Avoca CLO XXVIII DAC                                                             | Avoca CLO XXVIII DAC, Series 28A, Class B1R                                                                                      | CUSIP: N/A<br>LEI: 5493008B729CK5OGWZ51       | Long             | ABS-CBDO         | CORP              | IE        |       3400000 | PA      | $4010324.93     | 0.01%             | 2037-10-15      | Floating      | 4.13%                 | No            |                  2 | On Loan: No      |
| Extended Stay America Trust                                                      | Extended Stay America Trust, Series 2021-ESH, Class E                                                                            | CUSIP: 30227FAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       9902466 | PA      | $9927222.52     | 0.02%             | 2038-07-15      | Floating      | 7.28%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Nan Ya Plastics Corp.                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -1228496 | NS      | $57218.50       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| University of Delaware                                                           | University of Delaware, Series 2010A                                                                                             | CUSIP: 91425MCD7<br>LEI: KPIOJCFMR70NWLS6O145 | Long             | DBT              | MUN               | US        |       7500000 | PA      | $7830597.50     | 0.02%             | 2040-11-01      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| Republic of Indonesia                                                            | Republic of Indonesia                                                                                                            | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        |  185793000000 | PA      | $11613811.14    | 0.03%             | 2040-08-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CF Industries Holdings, Inc.                                                                                                     | CUSIP: 125269100<br>LEI: N/A                  | N/A              | DE               |  | GB        |         18000 | NS      | $-81540.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Weatherford International Ltd.                                                   | Weatherford International Ltd.                                                                                                   | CUSIP: 947075AU1<br>LEI: 549300A2JKMG5PGOGF82 | Short            | DBT              | CORP              | BM        |      -5792000 | PA      | $-5969972.00    | -0.01%            | 2030-04-30      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Nissan Motor Co. Ltd.                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |       -298100 | NS      | $-6419.85       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Autonoria Spain                                                                  | Autonoria Spain, Series 2021-SP, Class C                                                                                         | CUSIP: N/A<br>LEI: 959800PAVFGQ48YNAE06       | Long             | ABS-O            | CORP              | ES        |        542901 | PA      | $638869.72      | 0.00%             | 2039-01-31      | Floating      | 2.94%                 | No            |                  2 | On Loan: No      |
| Telenet International Finance SARL                                               | Telenet International Finance SARL, 1st Lien Term Loan AQ                                                                        | CUSIP: B9000TBH7<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |       4000000 | PA      | $4657425.83     | 0.01%             | 2029-04-30      | Variable      | 4.14%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Teledyne Technologies, Inc.                                                                                                      | CUSIP: 879360105<br>LEI: N/A                  | N/A              | DE               |  | US        |         -4600 | NS      | $-98026.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Foundation Finance Trust                                                         | Foundation Finance Trust, Series 2025-1A, Class D                                                                                | CUSIP: 35040WAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      16235000 | PA      | $16160843.39    | 0.04%             | 2050-04-15      | Fixed         | 6.09%                 | No            |                  2 | On Loan: No      |
| GCAT Trust                                                                       | GCAT Trust, Series 2021-NQM3, Class B1                                                                                           | CUSIP: 36167HAF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       3170000 | PA      | $2311088.50     | 0.01%             | 2066-05-25      | Variable      | 3.47%                 | No            |                  2 | On Loan: No      |
| Westbay                                                                          | Homes By West Bay LLC                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |      80958000 | PA      | $81063245.40    | 0.19%             | 2030-02-06      | Fixed         | 11.00%                | No            |                  3 | On Loan: No      |
| Republic of Costa Rica                                                           | Republic of Costa Rica                                                                                                           | CUSIP: N/A<br>LEI: 549300S1EK2VN6XVJP58       | Long             | DBT              | NUSS              | CR        |      10169000 | PA      | $10463901.00    | 0.02%             | 2031-02-19      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Deep Instinct, Ltd., Series D                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        111033 | NS      | $1110.33        | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Fleet Midco I Ltd.                                                               | Fleet Midco I Ltd., 1st Lien Term Loan B2                                                                                        | CUSIP: 33902UAD5<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |        929944 | PA      | $931106.81      | 0.00%             | 2031-02-21      | Variable      | 7.06%                 | No            |                  3 | On Loan: No      |
| Vivion Investments SARL                                                          | Vivion Investments SARL                                                                                                          | CUSIP: N/A<br>LEI: 529900SJ7X71ESJK9N76       | Long             | DBT              | CORP              | LU        |       3161257 | PA      | $3627285.44     | 0.01%             | 2029-02-28      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Core Scientific, Inc.                                                            | Core Scientific, Inc.                                                                                                            | CUSIP: 21874AAE6<br>LEI: 5299003RGB2LAZ65RK73 | Long             | DBT              | CORP              | US        |       2123000 | PA      | $2306108.75     | 0.01%             | 2031-06-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| County of Broward Airport System                                                 | County of Broward Airport System, Series 2019C                                                                                   | CUSIP: 114894ZT8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |       3100000 | PA      | $2772996.26     | 0.01%             | 2032-10-01      | Fixed         | 2.91%                 | No            |                  2 | On Loan: No      |
| LG Energy Solution Ltd.                                                          | LG Energy Solution Ltd.                                                                                                          | CUSIP: N/A<br>LEI: 988400QX6P286XA6ZS85       | Long             | DBT              | CORP              | KR        |      10000000 | PA      | $9975000.00     | 0.02%             | 2030-04-02      | Floating      | 6.04%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | British Land Co. plc (The)                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        354900 | NS      | $-5337.67       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Wynn Macau Ltd.                                                                  | Wynn Macau Ltd.                                                                                                                  | CUSIP: 98313RAE6<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |        658000 | PA      | $629074.32      | 0.00%             | 2029-12-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust                                                         | Ajax Mortgage Loan Trust, Series 2020-C, Class C                                                                                 | CUSIP: 00969HAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        127974 | PA      | $77356.57       | 0.00%             | 2060-09-27      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Park Intermediate Holdings LLC                                                   | Park Intermediate Holdings LLC                                                                                                   | CUSIP: 70052LAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       4094000 | PA      | $4088800.62     | 0.01%             | 2028-10-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Yamaha Corp.                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        233200 | NS      | $83620.67       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMDB Commercial Mortgage Securities Trust                                       | JPMDB Commercial Mortgage Securities Trust, Series 2018-C8, Class AS                                                             | CUSIP: 46591ABE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        379000 | PA      | $370646.99      | 0.00%             | 2051-06-15      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| Palmer Square European CLO DAC                                                   | Palmer Square European CLO DAC, Series 2024-2X, Class A                                                                          | CUSIP: N/A<br>LEI: 2549001Y8MR5PODEEG55       | Long             | ABS-CBDO         | CORP              | IE        |       5200000 | PA      | $6140800.36     | 0.01%             | 2037-10-15      | Floating      | 3.62%                 | No            |                  2 | On Loan: No      |
| Paprec Holding SA                                                                | Paprec Holding SA                                                                                                                | CUSIP: N/A<br>LEI: 969500ASAFSVN9KVC873       | Long             | DBT              | CORP              | FR        |       2652000 | PA      | $3274165.85     | 0.01%             | 2029-11-17      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $6557.77        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Studio City Co. Ltd.                                                             | Studio City Co. Ltd.                                                                                                             | CUSIP: N/A<br>LEI: 984500V5401EFT095A58       | Long             | DBT              | CORP              | VG        |       6000000 | PA      | $6011310.00     | 0.01%             | 2027-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Aston Martin Capital Holdings Ltd.                                               | Aston Martin Capital Holdings Ltd.                                                                                               | CUSIP: 04625HAJ8<br>LEI: 213800H4GKEF3CJ8C774 | Long             | DBT              | CORP              | JE        |       7514000 | PA      | $7114920.19     | 0.02%             | 2029-03-31      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Citycon Treasury BV                                                              | Citycon Treasury BV                                                                                                              | CUSIP: N/A<br>LEI: 549300WAE0CGQ0IE1H63       | Long             | DBT              | CORP              | NL        |       2150000 | PA      | $2603201.18     | 0.01%             | 2031-07-08      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      29800000 | PA      | $-1344642.33    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Entain plc                                                                       | Entain plc, Facility 1st Lien Term Loan B3                                                                                       | CUSIP: 36270BAC6<br>LEI: N/A                  | Long             | LON              | CORP              | IM        |        805638 | PA      | $808071.01      | 0.00%             | 2029-10-31      | Variable      | 7.02%                 | No            |                  2 | On Loan: No      |
| Republic of Uzbekistan International Bond                                        | Republic of Uzbekistan                                                                                                           | CUSIP: N/A<br>LEI: 213800L6VDKUM3TCM927       | Long             | DBT              | NUSS              | UZ        |       8488000 | PA      | $10242201.56    | 0.02%             | 2027-05-29      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Komatsu Ltd.                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |         68700 | NS      | $155348.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | COMSYS Holdings Corp.                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         71000 | NS      | $25718.42       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Washington Mutual Bank                                                           | Washington Mutual Bank                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |      15753000 | PA      | $1.58           | 0.00%             | 2017-09-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| VEGAS                                                                            | VEGAS, Series 2024-GCS, Class D                                                                                                  | CUSIP: 92254BAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      32540000 | PA      | $30717021.34    | 0.07%             | 2036-07-10      | Variable      | 6.42%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     300382266 | PA      | $11060996.24    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BG Energy Capital plc                                                            | BG Energy Capital plc                                                                                                            | CUSIP: N/A<br>LEI: S2M8QDKEE05NZN8JD460       | Long             | DBT              | CORP              | GB        |       5989000 | PA      | $8230156.12     | 0.02%             | 2025-12-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Polaris plc                                                                      | Polaris plc, Series 2025-1, Class C                                                                                              | CUSIP: N/A<br>LEI: 635400MKPQQD5URNMC45       | Long             | ABS-MBS          | CORP              | GB        |       1566000 | PA      | $2147235.46     | 0.01%             | 2068-02-26      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                       | US Bancorp                                                                                                                       | CUSIP: 902973BE5<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |      10000000 | PA      | $12138927.89    | 0.03%             | 2032-05-21      | Variable      | 4.01%                 | No            |                  2 | On Loan: No      |
| Median BV                                                                        | Median BV, 1st Lien Term Loan                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | NL        |       5300000 | PA      | $7061958.94     | 0.02%             | 2027-10-14      | Variable      | 10.50%                | No            |                  2 | On Loan: No      |
| RBC Capital Markets LLC                                                          | RBC Capital Markets LLC                                                                                                          | CUSIP: N/A<br>LEI: 549300LCO2FLSSVFFR64       | Long             | RA               | CORP              | US        |        216000 | PA      | $216000.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-200787.71     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Golden Bar Securitisation Srl                                                    | Golden Bar Securitisation SRL, Series 2025-1, Class B                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | IT        |       3131000 | PA      | $3689326.92     | 0.01%             | 2044-12-22      | Floating      | 3.00%                 | No            |                  2 | On Loan: No      |
| Penske Truck Leasing Co. LP                                                      | Penske Truck Leasing Co. LP                                                                                                      | CUSIP: 709599AW4<br>LEI: N/A                  | Short            | DBT              | CORP              | US        |       -300000 | PA      | $-295383.63     | -0.00%            | 2026-11-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Olin Corp.                                                                       | Olin Corp.                                                                                                                       | CUSIP: 680665AN6<br>LEI: 549300GKK294V7W57P06 | Long             | DBT              | CORP              | US        |        692000 | PA      | $681079.72      | 0.00%             | 2033-04-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Republic of Cote d'Ivoire                                                        | Republic of Cote d'Ivoire                                                                                                        | CUSIP: N/A<br>LEI: 254900ICW11T82O6H590       | Long             | DBT              | NUSS              | CI        |      11973000 | PA      | $10888006.74    | 0.03%             | 2033-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Asset-Backed European Securitisation Transaction Twenty-Three SARL               | Asset-Backed European Securitisation Transaction Twenty-Three SARL, Series 23, Class C                                           | CUSIP: N/A<br>LEI: 213800WQKYRCMTF4FR47       | Long             | ABS-O            | CORP              | LU        |       1200000 | PA      | $1423279.29     | 0.00%             | 2034-03-21      | Floating      | 3.48%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Gecina SA                                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         12100 | NS      | $-30271.41      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust                                                         | Ajax Mortgage Loan Trust, Series 2023-B, Class SA                                                                                | CUSIP: 009691AD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        662599 | PA      | $613869.62      | 0.00%             | 2062-10-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch Mortgage Investors Trust                                           | Merrill Lynch Mortgage Investors Trust, Series 2006-OPT1, Class M1                                                               | CUSIP: 59022VAF8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       1125916 | PA      | $1005383.83     | 0.00%             | 2037-08-25      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| Home Depot, Inc. (The)                                                           | Home Depot, Inc. (The)                                                                                                           | CUSIP: 437076AS1<br>LEI: QEKMOTMBBKA8I816DO57 | Short            | DBT              | CORP              | US        |       -200000 | PA      | $-214478.94     | -0.00%            | 2036-12-16      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                                                | HSBC Holdings plc                                                                                                                | CUSIP: N/A<br>LEI: MLU0ZO3ML4LN2LL2TL39       | Long             | DBT              | CORP              | GB        |       6600000 | PA      | $7889045.24     | 0.02%             | 2034-05-13      | Variable      | 3.91%                 | No            |                  2 | On Loan: No      |
| Vnet Group, Inc.                                                                 | Vnet Group, Inc.                                                                                                                 | CUSIP: N/A<br>LEI: 529900672GYJQ3T38I58       | Long             | DBT              | CORP              | KY        |       8333000 | PA      | $7260823.33     | 0.02%             | 2030-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | U.S. Treasury 5 Year Note                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |           580 | NC      | $135937.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ajax Mortgage Loan Trust                                                         | Ajax Mortgage Loan Trust, Series 2022-A, Class A2                                                                                | CUSIP: 009695AB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       2705091 | PA      | $2450573.59     | 0.01%             | 2061-10-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Alpha Star Holding VIII Ltd.                                                     | Alpha Star Holding VIII Ltd.                                                                                                     | CUSIP: N/A<br>LEI: 254900TMRVHA9YMIFC14       | Long             | DBT              | CORP              | AE        |       7000000 | PA      | $7248500.00     | 0.02%             | 2027-04-12      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Solventum Corp.                                                                                                                  | CUSIP: 83444M101<br>LEI: N/A                  | N/A              | DE               |  | US        |        -12700 | NS      | $-32893.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Elmwood CLO VIII Ltd.                                                            | Elmwood CLO VIII Ltd., Series 2021-1A, Class FR                                                                                  | CUSIP: 290021AN4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      10250000 | PA      | $9461440.85     | 0.02%             | 2037-04-20      | Floating      | 12.27%                | No            |                  2 | On Loan: No      |
| Samsung Electro-Mechanics Co. Ltd.                                               | Samsung Electro-Mechanics Co. Ltd.                                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |          8916 | NS      | $885854.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                                                | HSBC Holdings plc                                                                                                                | CUSIP: 404280EL9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |       1200000 | PA      | $1214322.20     | 0.00%             | 2035-11-18      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| Broadstreet Partners, Inc.                                                       | Broadstreet Partners, Inc., 1st Lien Term Loan B                                                                                 | CUSIP: 11132VAY5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |        992267 | PA      | $993239.69      | 0.00%             | 2031-06-16      | Variable      | 7.33%                 | No            |                  2 | On Loan: No      |
| OTP Bank Nyrt.                                                                   | OTP Bank Nyrt.                                                                                                                   | CUSIP: N/A<br>LEI: 529900W3MOO00A18X956       | Long             | EC               | CORP              | HU        |         23425 | NS      | $1872362.71     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     323685375 | PA      | $-121491.41     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $48133.85       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Frost CMBS DAC                                                                   | Frost CMBS DAC, Series 2021-1X, Class GBA                                                                                        | CUSIP: N/A<br>LEI: 635400USRLUMX8CQN243       | Long             | ABS-MBS          | CORP              | IE        |       1778679 | PA      | $2437837.16     | 0.01%             | 2033-11-20      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| Naked Juice LLC                                                                  | Naked Juice LLC, 1st Lien Term Loan                                                                                              | CUSIP: 62984CAM5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       2413122 | PA      | $1914402.10     | 0.00%             | 2029-01-24      | Variable      | 7.65%                 | No            |                  2 | On Loan: No      |
| Seagate HDD Cayman                                                               | Seagate HDD Cayman                                                                                                               | CUSIP: 81180WBM2<br>LEI: 529900BD50TRWEG1SF63 | Long             | DBT              | CORP              | KY        |      11980000 | PA      | $13504742.52    | 0.03%             | 2032-12-01      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| Adient Global Holdings Ltd.                                                      | Adient Global Holdings Ltd.                                                                                                      | CUSIP: 00687YAD7<br>LEI: 213800VA38VCKE6M8790 | Long             | DBT              | CORP              | JE        |       5234000 | PA      | $5352293.63     | 0.01%             | 2033-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     272500000 | PA      | $-724912.07     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-56135267.92   | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| Aurorus BV                                                                       | Aurorus BV, Series 2023-1, Class C                                                                                               | CUSIP: N/A<br>LEI: 724500Q9IUHAPFT3D811       | Long             | ABS-O            | CORP              | NL        |        696354 | PA      | $826277.13      | 0.00%             | 2049-08-13      | Floating      | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $60605.26       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Geberit AG (Registered)                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |          2000 | NS      | $8655.24        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Newday Funding Master Issuer plc                                                 | Newday Funding Master Issuer plc-, Series 2025-1X, Class A                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | GB        |       6990000 | PA      | $9609522.78     | 0.02%             | 2033-04-15      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd.                                                                | CIFC Funding Ltd., Series 2013-1A, Class CR                                                                                      | CUSIP: 12549AAS9<br>LEI: 549300PC4RPZFE70AI24 | Long             | ABS-CBDO         | CORP              | KY        |        500000 | PA      | $506460.60      | 0.00%             | 2030-07-16      | Floating      | 8.07%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | B&M European Value Retail SA                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |        185400 | NS      | $8276.71        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                     | ING Groep NV                                                                                                                     | CUSIP: 456837AY9<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |       7330000 | PA      | $6810143.21     | 0.02%             | 2027-05-16      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       9730000 | PA      | $21842.97       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Anchorage Credit Funding 4 Ltd.                                                  | Anchorage Credit Funding 4 Ltd., Series 2016-4A, Class AR                                                                        | CUSIP: 03329TAG9<br>LEI: 549300VR9XUOV1E0U888 | Long             | ABS-CBDO         | CORP              | KY        |      14250000 | PA      | $13618759.20    | 0.03%             | 2039-04-27      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| ZF Finance GmbH                                                                  | ZF Finance GmbH                                                                                                                  | CUSIP: N/A<br>LEI: 5493001N9T6QDCCXB426       | Long             | DBT              | CORP              | DE        |       5200000 | PA      | $5689071.48     | 0.01%             | 2028-09-21      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Eni SpA                                                                          | Eni SpA                                                                                                                          | CUSIP: 26874RAC2<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |        200000 | PA      | $192271.35      | 0.00%             | 2040-10-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| RBC Capital Markets LLC                                                          | RBC Capital Markets LLC                                                                                                          | CUSIP: N/A<br>LEI: 549300LCO2FLSSVFFR64       | Long             | RA               | CORP              | US        |        137295 | PA      | $137295.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fortune Star BVI Ltd.                                                            | Fortune Star BVI Ltd.                                                                                                            | CUSIP: N/A<br>LEI: 2549008CU8NYQQRSNU62       | Long             | DBT              | CORP              | VG        |      15800000 | PA      | $17920374.81    | 0.04%             | 2026-10-02      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Structured Products BV                                               | J.P. Morgan Structured Products BV                                                                                               | CUSIP: N/A<br>LEI: XZYUUT6IYN31D9K77X08       | Long             | SN               | CORP              | NL        |      11024146 | PA      | $11203839.34    | 0.03%             | 2026-05-21      | Fixed         | 10.00%                | No            |                  3 | On Loan: No      |
| N/A                                                                              | Koninklijke Vopak NV                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         28700 | NS      | $40892.81       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                              | Petroleos Mexicanos                                                                                                              | CUSIP: N/A<br>LEI: 549300CAZKPF4HKMPX17       | Long             | DBT              | NUSS              | MX        |       8200000 | PA      | $9218537.76     | 0.02%             | 2029-02-26      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Yakult Honsha Co. Ltd.                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -91900 | NS      | $62864.92       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Asset-Backed European Securitisation Transaction Twenty-Five SRL                 | Asset-Backed European Securitisation Transaction Twenty-Five SRL, Series 25, Class C                                             | CUSIP: N/A<br>LEI: 8156006F7517955B5E95       | Long             | ABS-O            | CORP              | IT        |        673000 | PA      | $794574.18      | 0.00%             | 2039-11-15      | Floating      | 3.49%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      35956468 | PA      | $-10484.02      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $59262.02       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Romania                                                                          | Romania Government Bond                                                                                                          | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |       3455000 | PA      | $3385599.58     | 0.01%             | 2031-07-16      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Gerdau SA (Preference)                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        361400 | NS      | $-68006.25      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | NDIRS                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     336746448 | PA      | $22489.43       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-185935.24     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Homeward Opportunities Fund Trust                                                | Homeward Opportunities Fund Trust, Series 2022-1, Class M1                                                                       | CUSIP: 43789KAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       6241000 | PA      | $6099967.75     | 0.01%             | 2067-07-25      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| Carlyle Euro CLO DAC                                                             | Carlyle Euro CLO DAC, Series 2022-5A, Class BR                                                                                   | CUSIP: N/A<br>LEI: 635400GXUD5SKWFXE966       | Long             | ABS-CBDO         | CORP              | IE        |       1020000 | PA      | $1211170.45     | 0.00%             | 2037-04-25      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| Embraer Netherlands Finance BV                                                   | Embraer Netherlands Finance BV                                                                                                   | CUSIP: N/A<br>LEI: 724500PBR8LR26XBSP67       | Long             | DBT              | CORP              | NL        |        301000 | PA      | $323499.75      | 0.00%             | 2030-07-28      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |      12900000 | PA      | $-64849.77      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EVgo, Inc.                                                                                                                       | CUSIP: 30052F118<br>LEI: N/A                  | N/A              | DE               |  | US        |        213790 | NS      | $47033.80       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TotalEnergies Capital International SA                                           | TotalEnergies Capital International SA                                                                                           | CUSIP: N/A<br>LEI: 549300U37G2I8G4RUG09       | Long             | DBT              | CORP              | FR        |       3300000 | PA      | $4405675.29     | 0.01%             | 2026-07-22      | Fixed         | 1.66%                 | No            |                  2 | On Loan: No      |
| Dynamo Newco II GmbH                                                             | Dynamo Newco II GmbH                                                                                                             | CUSIP: N/A<br>LEI: 391200FDSPYB8FKV7F97       | Long             | DBT              | CORP              | DE        |       3000000 | PA      | $3622244.84     | 0.01%             | 2031-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Contego CLO XI DAC                                                               | Contego CLO XI DAC, Series 11X, Class DR                                                                                         | CUSIP: N/A<br>LEI: 6354008HTD4GEZHRKR02       | Long             | ABS-CBDO         | CORP              | IE        |       1330000 | PA      | $1569922.46     | 0.00%             | 2038-11-20      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      10720000 | PA      | $281299.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Trimaran Cavu Ltd.                                                               | Trimaran CAVU Ltd., Series 2021-1A, Class D2R                                                                                    | CUSIP: 89624NAU2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       3375000 | PA      | $3376800.23     | 0.01%             | 2037-07-23      | Floating      | 9.03%                 | No            |                  2 | On Loan: No      |
| Tarkett Participation SASU                                                       | Tarkett Participation SASU, 1st Lien Term Loan B                                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3978552 | PA      | $4673366.17     | 0.01%             | 2031-04-21      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $62266.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Together Asset-Backed Securitisation plc                                         | Together Asset-Backed Securitisation plc, Series 2023-1ST2X, Class B                                                             | CUSIP: N/A<br>LEI: 635400JKBWLFDKJDAA39       | Long             | ABS-MBS          | CORP              | GB        |       2053000 | PA      | $2872850.26     | 0.01%             | 2065-04-20      | Floating      | 6.37%                 | No            |                  2 | On Loan: No      |
| Sammaan Capital Ltd.                                                             | Sammaan Capital Ltd.                                                                                                             | CUSIP: N/A<br>LEI: 335800A2A3G53ZQZTQ21       | Long             | EC               | CORP              | IN        |        650000 | NS      | $1079797.65     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BX Trust                                                                         | BX Trust, Series 2021-LBA, Class AJV                                                                                             | CUSIP: 05609BCD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       6552828 | PA      | $6548732.48     | 0.02%             | 2036-02-15      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| AI Monet Luxembourg ParentCo SARL                                                | AI Monet Luxembourg ParentCo SARL, 1st Lien Term Loan B                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | DE        |       4500000 | PA      | $5311535.57     | 0.01%             | 2031-03-06      | Variable      | 6.36%                 | No            |                  2 | On Loan: No      |
| CWHEQ Home Equity Loan Trust                                                     | CWHEQ Home Equity Loan Trust, Series 2006-S3, Class A4                                                                           | CUSIP: 23242MAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |         91792 | PA      | $221062.87      | 0.00%             | 2029-01-25      | Variable      | 5.35%                 | No            |                  2 | On Loan: No      |
| Republic of Chile                                                                | Republic of Chile                                                                                                                | CUSIP: N/A<br>LEI: 549300FLZTJM5YJF8D34       | Long             | DBT              | NUSS              | CL        |       8977000 | PA      | $10757078.03    | 0.03%             | 2032-01-14      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United Rentals North America, Inc.                                               | United Rentals North America, Inc.                                                                                               | CUSIP: 911365BP8<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |       3560000 | PA      | $3270062.92     | 0.01%             | 2032-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Republic of Costa Rica                                                           | Republic of Costa Rica                                                                                                           | CUSIP: 221597CV7<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |       1807000 | PA      | $1870877.45     | 0.00%             | 2054-11-13      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| BWAY Mortgage Trust                                                              | BWAY Mortgage Trust, Series 2013-1515, Class F                                                                                   | CUSIP: 05604FAS4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        601000 | PA      | $520416.96      | 0.00%             | 2033-03-10      | Variable      | 4.06%                 | No            |                  2 | On Loan: No      |
| Loadsmart, Inc., Series D                                                        | Loadsmart, Inc., Series D                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |        117579 | NS      | $1074672.06     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                                              | Palantir Technologies, Inc., Class A                                                                                             | CUSIP: 69608A108<br>LEI: N/A                  | N/A              | DE               |  | GB        |         -4900 | NS      | $17640.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      13770000 | PA      | $112264.43      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RHP Hotel Properties LP                                                          | RHP Hotel Properties LP                                                                                                          | CUSIP: 749571AG0<br>LEI: 549300SJMSMA2471GA96 | Long             | DBT              | CORP              | US        |        652000 | PA      | $637257.04      | 0.00%             | 2029-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| iShares Bitcoin Trust                                                            | iShares Bitcoin Trust ETF                                                                                                        | CUSIP: 46438F101<br>LEI: 529900HVFN08L8P4H851 | Long             |  |  | US        |       1992757 | NS      | $121976655.97   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                              | Paramount Global                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          1658 | NC      | $38963.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                              | Taiwan Mobile Co. Ltd.                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         -2192 | NS      | $14.10          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| British Telecommunications plc                                                   | British Telecommunications plc                                                                                                   | CUSIP: 11102AAG6<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |       3600000 | PA      | $3296186.28     | 0.01%             | 2081-11-23      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| Virgin Money UK plc                                                              | Virgin Money UK plc                                                                                                              | CUSIP: N/A<br>LEI: 213800ZK9VGCYYR6O495       | Long             | DBT              | CORP              | GB        |      26580000 | PA      | $32054776.61    | 0.08%             | 2028-03-18      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| BANK5 Trust                                                                      | BANK5 Trust, Series 2024-5YR6, Class A3                                                                                          | CUSIP: 066043AB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        831805 | PA      | $875725.88      | 0.00%             | 2057-05-15      | Fixed         | 6.22%                 | No            |                  2 | On Loan: No      |
| Edison International                                                             | Edison International                                                                                                             | CUSIP: 281020AX5<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |       1090000 | PA      | $1052825.11     | 0.00%             | 2053-06-15      | Variable      | 8.12%                 | No            |                  2 | On Loan: No      |
| Palladyne AI Corp.                                                               | Palladyne AI Corp.                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |         20157 | NS      | $174561.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| XHR LP                                                                           | XHR LP                                                                                                                           | CUSIP: 98372MAC9<br>LEI: 549300M88BPT83ZL2164 | Long             | DBT              | CORP              | US        |       1125000 | PA      | $1090297.58     | 0.00%             | 2029-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Lebanese Republic                                                                | Lebanese Republic                                                                                                                | CUSIP: N/A<br>LEI: 529900QPC4K9S1KHL354       | Long             | DBT              | NUSS              | LB        |        726000 | PA      | $137214.00      | 0.00%             | 2025-01-27      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Tesco Property Finance 3 plc                                                     | Tesco Property Finance 3 plc                                                                                                     | CUSIP: N/A<br>LEI: 213800HCQGDQGFP75D78       | Long             | DBT              | CORP              | GB        |       6173568 | PA      | $8435289.09     | 0.02%             | 2040-04-13      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| Arcosa, Inc.                                                                     | Arcosa, Inc.                                                                                                                     | CUSIP: 039653AC4<br>LEI: 549300WFHLTCZV7D6V29 | Long             | DBT              | CORP              | US        |       3982000 | PA      | $4132599.24     | 0.01%             | 2032-08-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| TCO Commercial Mortgage Trust                                                    | TCO Commercial Mortgage Trust, Series 2024-DPM, Class D                                                                          | CUSIP: 87231EAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1101000 | PA      | $1090026.33     | 0.00%             | 2039-12-15      | Floating      | 7.05%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Trust                                                          | Barclays Mortgage Trust, Series 2021-NPL1, Class A                                                                               | CUSIP: 06744JAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      26454046 | PA      | $26379747.20    | 0.06%             | 2051-11-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                         | BX Trust, Series 2024-VLT4, Class E                                                                                              | CUSIP: 05612TAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       6070000 | PA      | $6035856.25     | 0.01%             | 2029-07-15      | Floating      | 7.20%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                              | Petroleos Mexicanos                                                                                                              | CUSIP: N/A<br>LEI: 549300CAZKPF4HKMPX17       | Long             | DBT              | NUSS              | MX        |       5789000 | PA      | $6733060.76     | 0.02%             | 2026-04-16      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Pierpont BTL plc                                                                 | Pierpont BTL plc, Series 2025-1, Class C                                                                                         | CUSIP: N/A<br>LEI: 635400SRTLDO3B8L9Y97       | Long             | ABS-MBS          | CORP              | GB        |        458000 | PA      | $628929.58      | 0.00%             | 2062-03-21      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| Navient Private Education Refi Loan Trust                                        | Navient Private Education Refi Loan Trust, Series 2023-A, Class A                                                                | CUSIP: 638961AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      14119336 | PA      | $14428689.15    | 0.03%             | 2071-10-15      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| Kaiser Aluminum Corp.                                                            | Kaiser Aluminum Corp.                                                                                                            | CUSIP: 483007AJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        503000 | PA      | $492140.48      | 0.00%             | 2028-03-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Wittur Holding GmbH                                                              | Wittur Holding GmbH, Facility 1st Lien Term Loan B                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | DE        |       4423853 | PA      | $4750470.29     | 0.01%             | 2028-09-29      | Variable      | 7.85%                 | No            |                  2 | On Loan: No      |
| Celanese US Holdings LLC                                                         | Celanese US Holdings LLC                                                                                                         | CUSIP: 15089QAP9<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |       1416000 | PA      | $1484494.75     | 0.00%             | 2032-07-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| MHC Commercial Mortgage Trust                                                    | MHC Commercial Mortgage Trust, Series 2021-MHC, Class F                                                                          | CUSIP: 55316VAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        866521 | PA      | $866520.79      | 0.00%             | 2038-04-15      | Floating      | 7.03%                 | No            |                  2 | On Loan: No      |
| DK Trust                                                                         | DK Trust, Series 2024-SPBX, Class A                                                                                              | CUSIP: 23346LAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       9090000 | PA      | $9104392.20     | 0.02%             | 2034-03-15      | Floating      | 5.81%                 | No            |                  2 | On Loan: No      |
| Alcoa Nederland Holding BV                                                       | Alcoa Nederland Holding BV                                                                                                       | CUSIP: 013822AH4<br>LEI: 5493000UL1QLQLT1VQ42 | Long             | DBT              | CORP              | NL        |        340000 | PA      | $356825.92      | 0.00%             | 2031-03-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Cirsa Finance International SARL                                                 | Cirsa Finance International SARL                                                                                                 | CUSIP: N/A<br>LEI: 254900KUJN6DHWH2K029       | Long             | DBT              | CORP              | LU        |       1584000 | PA      | $1875202.16     | 0.00%             | 2028-07-31      | Floating      | 6.69%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $42.13          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | NDIRS                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |  368616006000 | PA      | $536199.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CNX Resources Corp.                                                              | CNX Resources Corp.                                                                                                              | CUSIP: 12653CAJ7<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |       2001000 | PA      | $2009050.02     | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Republic of Colombia                                                             | Republic of Colombia                                                                                                             | CUSIP: 195325EL5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |       1318000 | PA      | $1326237.50     | 0.00%             | 2035-11-14      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Takashimaya Co. Ltd.                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        215400 | NS      | $48455.38       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-673011.25     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bayview Commercial Asset Trust                                                   | Bayview Commercial Asset Trust, Series 2007-1, Class A2                                                                          | CUSIP: 07325MAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1003510 | PA      | $948985.29      | 0.00%             | 2037-03-25      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Alphabet, Inc.                                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |           400 | NC      | $233000.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                              | NDIRS                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   99812787000 | PA      | $17326.09       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Geely Automobile Holdings Ltd.                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        297000 | NS      | $-35860.97      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR Currency                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |     -25265289 | PA      | $-763717.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority                                     | New York City Transitional Finance Authority, Series 2025D                                                                       | CUSIP: 64972JNN4<br>LEI: 5493003476LG35QAKM08 | Long             | DBT              | MUN               | US        |      13815000 | PA      | $14387422.59    | 0.03%             | 2048-05-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Deutsche Telekom AG                                                              | Deutsche Telekom AG                                                                                                              | CUSIP: N/A<br>LEI: 549300V9QSIG4WX4GJ96       | Long             | DBT              | CORP              | DE        |      14550000 | PA      | $15998325.94    | 0.04%             | 2045-02-03      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Milos CLO Ltd.                                                                   | Milos CLO Ltd., Series 2017-1A, Class AR                                                                                         | CUSIP: 60162PAE2<br>LEI: 254900GFWI4EEB8IJS18 | Long             | ABS-CBDO         | CORP              | KY        |         88160 | PA      | $88230.07       | 0.00%             | 2030-10-20      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| Hill FL                                                                          | Hill FL, Series 2024-1FL, Class C                                                                                                | CUSIP: N/A<br>LEI: 7245006MK9ZZTYTYIQ03       | Long             | ABS-O            | CORP              | NL        |        780426 | PA      | $923972.86      | 0.00%             | 2032-02-18      | Floating      | 3.96%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Barry Callebaut AG (Registered)                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |         -1200 | NS      | $26603.32       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK Logistics DAC                                                                 | UK Logistics DAC, Series 2024-2X, Class D                                                                                        | CUSIP: N/A<br>LEI: 635400FRZQXRDV2SLM12       | Long             | ABS-MBS          | CORP              | GB        |       4048721 | PA      | $5597734.64     | 0.01%             | 2035-02-17      | Floating      | 7.34%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | KT&G Corp.                                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         18000 | NS      | $62714.32       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Iron Mountain, Inc.                                                              | Iron Mountain, Inc.                                                                                                              | CUSIP: 46284VAP6<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |       5353000 | PA      | $5541430.95     | 0.01%             | 2029-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     221870000 | PA      | $226708.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of South Africa                                                         | Republic of South Africa                                                                                                         | CUSIP: N/A<br>LEI: 378900AAFB4F17004C49       | Long             | DBT              | NUSS              | ZA        |     937927745 | PA      | $46080112.63    | 0.11%             | 2037-01-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| IMCD NV                                                                          | IMCD NV                                                                                                                          | CUSIP: N/A<br>LEI: 724500NSJPNFJPDAUP02       | Long             | DBT              | CORP              | NL        |      14233000 | PA      | $16938553.83    | 0.04%             | 2030-04-30      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     769420000 | PA      | $-724811.39     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Airtel Africa plc                                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |       -727600 | NS      | $-83834.49      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                                                     | Barclays Mortgage Loan Trust, Series 2023-NQM3, Class A2                                                                         | CUSIP: 06744FAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       9357049 | PA      | $9492397.91     | 0.02%             | 2063-10-25      | Variable      | 7.36%                 | No            |                  2 | On Loan: No      |
| Red & Black Auto Italy SRL                                                       | Red & Black Auto Italy SRL, Series 3, Class C                                                                                    | CUSIP: N/A<br>LEI: 8156003B1C9DCDE30892       | Long             | ABS-O            | CORP              | IT        |        635000 | PA      | $750006.63      | 0.00%             | 2036-07-28      | Floating      | 3.43%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR Currency                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |      84192944 | PA      | $25121.83       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RBC Capital Markets LLC                                                          | RBC Capital Markets LLC                                                                                                          | CUSIP: N/A<br>LEI: 549300LCO2FLSSVFFR64       | Long             | RA               | CORP              | US        |        727000 | PA      | $727000.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AES Andes SA                                                                     | AES Andes SA                                                                                                                     | CUSIP: N/A<br>LEI: 549300IF4IFG0FS0RM26       | Long             | DBT              | CORP              | CL        |       1052000 | PA      | $1076674.66     | 0.00%             | 2029-03-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | China Resources Land Ltd.                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         62500 | NS      | $-10928.53      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Guatemala                                                            | Republic of Guatemala                                                                                                            | CUSIP: N/A<br>LEI: 529900QKDFFU9UWW5315       | Long             | DBT              | NUSS              | GT        |       5973000 | PA      | $5890871.25     | 0.01%             | 2028-02-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Prosus NV                                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |         41300 | NS      | $78.17          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RRE 19 Loan Management DAC                                                       | RRE 19 Loan Management DAC, Series 19X, Class A1                                                                                 | CUSIP: N/A<br>LEI: 254900RQVMUR7JSWUL38       | Long             | ABS-CBDO         | CORP              | IE        |       2865000 | PA      | $3410242.53     | 0.01%             | 2037-07-15      | Floating      | 3.69%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust                                           | Velocity Commercial Capital Loan Trust, Series 2021-4, Class M4                                                                  | CUSIP: 92258DAN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1935018 | PA      | $1574916.39     | 0.00%             | 2051-12-26      | Variable      | 4.48%                 | No            |                  2 | On Loan: No      |
| Kingdom of Thailand                                                              | Kingdom of Thailand                                                                                                              | CUSIP: N/A<br>LEI: 254900PHJ6MSKT6C7026       | Long             | DBT              | NUSS              | TH        |    2493552000 | PA      | $80027227.76    | 0.19%             | 2029-11-17      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | ETRSI                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |      17637621 | PA      | $16926.70       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     569667000 | PA      | $-82204.79      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Conseco Finance Corp.                                                            | Conseco Finance Corp., Series 1999-5, Class A5                                                                                   | CUSIP: 3935053P5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       2435799 | PA      | $714118.34      | 0.00%             | 2030-03-01      | Variable      | 7.86%                 | No            |                  2 | On Loan: No      |
| Mariner Finance Issuance Trust                                                   | Mariner Finance Issuance Trust, Series 2023-AA, Class D                                                                          | CUSIP: 56847FAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      12900000 | PA      | $13356485.85    | 0.03%             | 2035-10-22      | Fixed         | 8.85%                 | No            |                  2 | On Loan: No      |
| Source Global PBC                                                                | SOURCE Global PBC                                                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |         99230 | NS      | $7938.41        | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Connect Finco SARL                                                               | Connect Finco SARL, 1st Lien Term Loan                                                                                           | CUSIP: L2000DAH7<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |      15331118 | PA      | $14526234.57    | 0.03%             | 2029-09-13      | Variable      | 8.83%                 | No            |                  2 | On Loan: No      |
| Primo Water Holdings, Inc.                                                       | Primo Water Holdings, Inc.                                                                                                       | CUSIP: 74168RAB9<br>LEI: 9845008F9A5F2E1D4832 | Long             | DBT              | CORP              | US        |        324000 | PA      | $314127.72      | 0.00%             | 2029-04-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SCG Commercial Mortgage Trust                                                    | SCG Commercial Mortgage Trust, Series 2025-DLFN, Class E                                                                         | CUSIP: 78398EAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       8474000 | PA      | $8257815.97     | 0.02%             | 2035-03-15      | Floating      | 7.26%                 | No            |                  2 | On Loan: No      |
| Republic Finance Issuance Trust                                                  | Republic Finance Issuance Trust, Series 2021-A, Class A                                                                          | CUSIP: 76042UAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       8810615 | PA      | $8758264.45     | 0.02%             | 2031-12-22      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | KKR & Co., Inc.                                                                                                                  | CUSIP: 48251W104<br>LEI: N/A                  | N/A              | DE               |  | US        |        -18600 | NS      | $-202554.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Clean Renewable Power Mauritius Pte. Ltd.                                        | Clean Renewable Power Mauritius Pte. Ltd.                                                                                        | CUSIP: N/A<br>LEI: 2138003P9CSDW7P4MT75       | Long             | DBT              | CORP              | MU        |      14498050 | PA      | $14044985.94    | 0.03%             | 2027-03-25      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Champions Financing, Inc.                                                        | Champions Financing, Inc., 1st Lien Term Loan                                                                                    | CUSIP: 15870MAC0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |        379180 | PA      | $353372.99      | 0.00%             | 2029-02-06      | Variable      | 9.08%                 | No            |                  2 | On Loan: No      |
| Azelis Group NV                                                                  | Azelis Group NV                                                                                                                  | CUSIP: N/A<br>LEI: 699400M9RRMTV264FM70       | Long             | EC               | CORP              | BE        |        313337 | NS      | $5009072.46     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR Currency                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      18164000 | PA      | $28795.77       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Indonesia                                                            | Republic of Indonesia                                                                                                            | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        |  234354000000 | PA      | $16055762.15    | 0.04%             | 2036-05-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd.                                                                     | OCP CLO Ltd., Series 2020-19A, Class A1R2                                                                                        | CUSIP: 670881AU5<br>LEI: 254900ZMV4RGFPV8TK42 | Long             | ABS-CBDO         | CORP              | KY        |       9750000 | PA      | $9742677.75     | 0.02%             | 2038-04-20      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Palladyne AI Corp.                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        128364 | NS      | $49035.05       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   28618000000 | PA      | $429510.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Twin Bridges plc                                                                 | Twin Bridges plc, Series 2022-1, Class C                                                                                         | CUSIP: N/A<br>LEI: 213800OFO3J9U3ZZGO47       | Long             | ABS-MBS          | CORP              | GB        |        830000 | PA      | $1134678.50     | 0.00%             | 2055-12-12      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | ConvaTec Group plc                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |       -632300 | NS      | $10683.98       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                                                                             | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |         19468 | NS      | $5643967.88     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| American Airlines Pass-Through Trust                                             | American Airlines Pass-Through Trust, Series 2017-2, Class A                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |      24270400 | PA      | $23877219.52    | 0.06%             | 2027-12-15      | Fixed         | 3.50%                 | No            |                  3 | On Loan: No      |
| Global Auto Holdings Ltd.                                                        | Global Auto Holdings Ltd.                                                                                                        | CUSIP: 00033YAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |       2436000 | PA      | $2383525.76     | 0.01%             | 2029-08-15      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-207993.95     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Azelis Finance NV                                                                | Azelis Finance NV                                                                                                                | CUSIP: N/A<br>LEI: 699400J0P7A5VXKGK641       | Long             | DBT              | CORP              | BE        |       3242000 | PA      | $3933901.40     | 0.01%             | 2028-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Generate CLO 20 Ltd.                                                             | Generate CLO 20 Ltd., Series 2024-20A, Class A                                                                                   | CUSIP: 370912AA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       3000000 | PA      | $3008280.30     | 0.01%             | 2038-01-25      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-68698.82      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      12940000 | PA      | $69540.37       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $29483.90       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BRAVO                                                                            | BRAVO, Series 2024-NQM6, Class B2                                                                                                | CUSIP: 05613JAH9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        500000 | PA      | $495888.05      | 0.00%             | 2064-08-01      | Variable      | 8.04%                 | No            |                  2 | On Loan: No      |
| Pinnacle Bidco plc                                                               | Pinnacle Bidco plc                                                                                                               | CUSIP: N/A<br>LEI: 2138006Z5V8OBL2A2Q06       | Long             | DBT              | CORP              | GB        |       8709000 | PA      | $12635810.16    | 0.03%             | 2028-10-11      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Asimi Funding plc                                                                | Asimi Funding plc, Series 2025-1, Class C                                                                                        | CUSIP: N/A<br>LEI: 6354002PZBGQEXUI2V51       | Long             | ABS-O            | CORP              | GB        |       2462579 | PA      | $3384020.62     | 0.01%             | 2032-05-16      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| Bayer AG                                                                         | Bayer AG                                                                                                                         | CUSIP: N/A<br>LEI: 549300J4U55H3WP1XT59       | Long             | DBT              | CORP              | DE        |       8200000 | PA      | $9429977.43     | 0.02%             | 2079-11-12      | Variable      | 3.12%                 | No            |                  2 | On Loan: No      |
| Fidelity National Information Services, Inc.                                     | Fidelity National Information Services, Inc.                                                                                     | CUSIP: 31620MBE5<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |       7650000 | PA      | $8598418.94     | 0.02%             | 2030-05-21      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Parkland Corp.                                                                   | Parkland Corp.                                                                                                                   | CUSIP: 70137WAN8<br>LEI: 549300UY5C6HUV0XLS53 | Long             | DBT              | CORP              | CA        |       1083000 | PA      | $1106913.72     | 0.00%             | 2032-08-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust                                                         | Ajax Mortgage Loan Trust, Series 2023-A, Class A1                                                                                | CUSIP: 009692AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      46990418 | PA      | $44423453.27    | 0.10%             | 2062-07-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| ZF Finance GmbH                                                                  | ZF Finance GmbH                                                                                                                  | CUSIP: N/A<br>LEI: 5493001N9T6QDCCXB426       | Long             | DBT              | CORP              | DE        |       1900000 | PA      | $2028515.42     | 0.00%             | 2028-05-03      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson & Co.                                                           | Becton Dickinson & Co.                                                                                                           | CUSIP: 075887BW8<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |        700000 | PA      | $691572.26      | 0.00%             | 2027-06-06      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Legacy Mortgage Asset Trust                                                      | Legacy Mortgage Asset Trust, Series 2019-SL2, Class B                                                                            | CUSIP: 52473FAK1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       4648949 | PA      | $895218.83      | 0.00%             | 2059-02-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      99172878 | PA      | $5353100.18     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CA Magnum Holdings                                                               | CA Magnum Holdings                                                                                                               | CUSIP: N/A<br>LEI: 549300ZRDHFR078MFZ78       | Long             | DBT              | CORP              | MU        |      12657000 | PA      | $12545934.83    | 0.03%             | 2026-10-31      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Motion Bondco DAC                                                                | Motion Bondco DAC                                                                                                                | CUSIP: N/A<br>LEI: 635400KFD3IETNQLA755       | Short            | DBT              | CORP              | IE        |      -3600000 | PA      | $-4050462.12    | -0.01%            | 2027-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Hubbell, Inc.                                                                                                                    | CUSIP: 443510607<br>LEI: N/A                  | N/A              | DE               |  | US        |         -3200 | NS      | $-43904.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Structured Asset Mortgage Investments II Trust                                   | Structured Asset Mortgage Investments II Trust, Series 2006-AR2, Class A1                                                        | CUSIP: 86359LSM2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        678733 | PA      | $629867.40      | 0.00%             | 2036-02-25      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                         | BX Trust, Series 2021-LBA, Class FV                                                                                              | CUSIP: 05609BBK4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       7117288 | PA      | $7068356.49     | 0.02%             | 2036-02-15      | Floating      | 6.83%                 | No            |                  2 | On Loan: No      |
| JFL-Tiger Acquisition Co., Inc.                                                  | JFL-Tiger Acquisition Co., Inc., 1st Lien Term Loan                                                                              | CUSIP: 465966AB5<br>LEI: 254900KPFL42CYD2VY03 | Long             | LON              | CORP              | US        |        659411 | PA      | $660235.47      | 0.00%             | 2030-10-17      | Variable      | 8.07%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |       3749863 | PA      | $666853.23      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Finsbury Square plc                                                              | Finsbury Square plc, Series 2021-2X, Class C                                                                                     | CUSIP: N/A<br>LEI: 635400K1KOJXSMZCI443       | Long             | ABS-MBS          | CORP              | GB        |        371000 | PA      | $508950.15      | 0.00%             | 2071-12-16      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                               | T-Mobile USA, Inc.                                                                                                               | CUSIP: 87264ACA1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |        200000 | PA      | $189036.77      | 0.00%             | 2028-02-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Algoma Steel Group, Inc.                                                         | Algoma Steel Group, Inc.                                                                                                         | CUSIP: 015658107<br>LEI: 549300Q5EU337A1XCX27 | Long             | EC               | CORP              | CA        |       1251408 | NS      | $8622201.12     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Dealer Tire Financial LLC                                                        | Dealer Tire Financial LLC, 1st Lien Term Loan B5                                                                                 | CUSIP: 24228HAR9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       1483780 | PA      | $1474506.37     | 0.00%             | 2031-07-02      | Variable      | 7.33%                 | No            |                  3 | On Loan: No      |
| NagaCorp Ltd.                                                                    | NagaCorp Ltd.                                                                                                                    | CUSIP: N/A<br>LEI: 549300MMNKN0RBJELS20       | Long             | EC               | CORP              | KY        |       1336000 | NS      | $606682.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| Bayview Commercial Asset Trust                                                   | Bayview Commercial Asset Trust, Series 2006-4A, Class A1                                                                         | CUSIP: 07325BAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1484972 | PA      | $1426821.32     | 0.00%             | 2036-12-25      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| Kaspi.KZ JSC                                                                     | Kaspi.KZ JSC                                                                                                                     | CUSIP: N/A<br>LEI: 2549003YU6FARG8OAZ13       | Long             | DBT              | CORP              | KZ        |        230000 | PA      | $231221.30      | 0.00%             | 2030-03-26      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $221328.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   30721000000 | PA      | $197442.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Credit-Based Asset Servicing & Securitization LLC                                | Credit-Based Asset Servicing & Securitization LLC, Series 2006-SL1, Class A2                                                     | CUSIP: 14983AAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      11511710 | PA      | $373362.74      | 0.00%             | 2036-09-25      | Variable      | 6.06%                 | No            |                  2 | On Loan: No      |
| Penta CLO 6 DAC                                                                  | Penta CLO 6 DAC, Series 2019-6A, Class CR                                                                                        | CUSIP: N/A<br>LEI: 635400PEJQMP8HHYYF04       | Long             | ABS-CBDO         | CORP              | IE        |        500000 | PA      | $590538.14      | 0.00%             | 2034-07-25      | Floating      | 4.46%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      24548000 | PA      | $-25004.02      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CIM Trust                                                                        | CIM Trust, Series 2019-J2, Class B4                                                                                              | CUSIP: 12558TBJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1496158 | PA      | $1212781.45     | 0.00%             | 2049-10-25      | Variable      | 3.76%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | HICPXT                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | GB        |     102950000 | PA      | $557266.12      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SELF Commercial Mortgage Trust                                                   | SELF Commercial Mortgage Trust, Series 2024-STRG, Class F                                                                        | CUSIP: 81631WAL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       5690000 | PA      | $5657988.06     | 0.01%             | 2034-11-15      | Floating      | 9.50%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                                  | TransDigm, Inc.                                                                                                                  | CUSIP: 893647BP1<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |       6169000 | PA      | $6053010.40     | 0.01%             | 2029-01-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Loadsmart, Inc., Series C                                                        | Loadsmart, Inc., Series C                                                                                                        | CUSIP: N/A<br>LEI: 21380018SRDTKCVCPR33       | Long             | EC               | CORP              | JE        |        877193 | NS      | $5140350.98     | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Medtronic Global Holdings SCA                                                    | Medtronic Global Holdings SCA                                                                                                    | CUSIP: N/A<br>LEI: 549300JXMTTP8GKYIX14       | Long             | DBT              | CORP              | LU        |      19221000 | PA      | $13630833.45    | 0.03%             | 2050-10-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Ukraine                                                                          | Ukraine Government Bond                                                                                                          | CUSIP: N/A<br>LEI: 6354001WLTJXOMEXPY07       | Long             | DBT              | NUSS              | UA        |        834000 | PA      | $389895.00      | 0.00%             | 2036-02-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| London Cards No. 2 plc                                                           | London Cards No. 2 plc, Series 2, Class A                                                                                        | CUSIP: N/A<br>LEI: 635400SWIULSFYESTP47       | Long             | ABS-O            | CORP              | GB        |       1383000 | PA      | $1917548.54     | 0.00%             | 2034-03-28      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                            | Bank of America Corp.                                                                                                            | CUSIP: N/A<br>LEI: 9DJT3UXIJIZJI4WXO774       | Long             | DBT              | CORP              | US        |      20149000 | PA      | $23645436.09    | 0.06%             | 2034-03-10      | Variable      | 3.48%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    5126760000 | PA      | $-1829534.24    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Kronos International, Inc.                                                       | Kronos International, Inc.                                                                                                       | CUSIP: N/A<br>LEI: 529900NTVDLUSYY9F493       | Long             | DBT              | CORP              | US        |       6916000 | PA      | $8773454.40     | 0.02%             | 2029-03-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       1335000 | PA      | $18773.14       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cassia SRL                                                                       | Cassia SRL, Series 2022-1X, Class A                                                                                              | CUSIP: N/A<br>LEI: 815600A9D6ADF4638276       | Long             | ABS-MBS          | CORP              | IT        |      12235864 | PA      | $14443172.51    | 0.03%             | 2034-05-22      | Floating      | 4.56%                 | No            |                  2 | On Loan: No      |
| CSMC Trust                                                                       | CSMC, Series 2022-ATH3, Class B1                                                                                                 | CUSIP: 12664AAH2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       5136000 | PA      | $5141432.86     | 0.01%             | 2067-08-25      | Variable      | 7.10%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                              | Petroleos Mexicanos                                                                                                              | CUSIP: 71654QDC3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |       8674000 | PA      | $8369542.60     | 0.02%             | 2030-01-23      | Fixed         | 6.84%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-267736.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Vedanta Resources Finance II plc                                                 | Vedanta Resources Finance II plc                                                                                                 | CUSIP: N/A<br>LEI: 8945002DGA3BBXO3N634       | Long             | DBT              | CORP              | GB        |       5350000 | PA      | $5329937.50     | 0.01%             | 2030-07-24      | Fixed         | 9.47%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | NDIRS                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     142841000 | PA      | $196051.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOP                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | FR        |     101477400 | PA      | $3338260.05     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SoftBank Corp.                                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -1165300 | NS      | $-18462.09      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD One-touch barrier option; Barrier price EUR 1.09000                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |       4759956 | PA      | $1436.04        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CIFC European Funding CLO II DAC                                                 | CIFC European Funding CLO II DAC, Series 2X, Class B1                                                                            | CUSIP: N/A<br>LEI: 549300NYQTL91Z5R9B69       | Long             | ABS-CBDO         | CORP              | IE        |        400000 | PA      | $472713.69      | 0.00%             | 2033-04-15      | Floating      | 3.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | China Petroleum & Chemical Corp., Class H                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     -25472000 | NS      | $200442.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ownit Mortgage Loan Trust                                                        | Ownit Mortgage Loan Trust, Series 2006-2, Class A2C                                                                              | CUSIP: 69121PDF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       4077728 | PA      | $3732496.99     | 0.01%             | 2037-01-25      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Post CLO VI Ltd.                                                                 | Post CLO VI Ltd., Series 2024-2A, Class A1                                                                                       | CUSIP: 73742RAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      13800000 | PA      | $13865908.80    | 0.03%             | 2038-01-20      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| LPP SA                                                                           | LPP SA                                                                                                                           | CUSIP: N/A<br>LEI: 259400NUS7MKGPJL4752       | Long             | EC               | CORP              | PL        |           480 | NS      | $1956294.15     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fremont Home Loan Trust                                                          | Fremont Home Loan Trust, Series 2006-3, Class 1A1                                                                                | CUSIP: 35729MAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       4528796 | PA      | $3314466.77     | 0.01%             | 2037-02-25      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| Great Lakes CLO VII Ltd.                                                         | Great Lakes CLO VII Ltd., Series 2024-7A, Class A                                                                                | CUSIP: 39056MAC6<br>LEI: 254900SVXM1EVJDDR583 | Long             | ABS-CBDO         | CORP              | KY        |      16000000 | PA      | $16039020.80    | 0.04%             | 2037-04-20      | Floating      | 6.27%                 | No            |                  2 | On Loan: No      |
| Piramal Finance Ltd.                                                             | Piramal Finance Ltd.                                                                                                             | CUSIP: N/A<br>LEI: 335800M751HM7MSTFQ19       | Long             | DBT              | CORP              | IN        |      11000000 | PA      | $11085800.00    | 0.03%             | 2028-01-29      | Fixed         | 7.80%                 | No            |                  2 | On Loan: No      |
| Median BV                                                                        | Median BV, Facility 1st Lien Term Loan B1                                                                                        | CUSIP: N5554EAB9<br>LEI: N/A                  | Long             | LON              | CORP              | NL        |       3618182 | PA      | $4245458.16     | 0.01%             | 2027-10-14      | Variable      | 7.28%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $376752.87      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDI                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     143544100 | PA      | $-4229712.05    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Soundview Home Loan Trust                                                        | Soundview Home Loan Trust, Series 2007-NS1, Class M1                                                                             | CUSIP: 83612QAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       1080741 | PA      | $1032520.50     | 0.00%             | 2037-01-25      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                         | Electricite de France SA                                                                                                         | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | NUSS              | FR        |       7900000 | PA      | $9106965.73     | 0.02%             | 2045-05-07      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| 1211 Avenue of the Americas Trust                                                | 1211 Avenue of the Americas Trust, Series 2015-1211, Class D                                                                     | CUSIP: 90117PAN5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1235000 | PA      | $1140843.60     | 0.00%             | 2035-08-10      | Variable      | 4.28%                 | No            |                  2 | On Loan: No      |
| Autonoria Spain FT                                                               | Autonoria Spain FT, Series 2023-SP, Class A                                                                                      | CUSIP: N/A<br>LEI: 959800XCSR4Q127ENL67       | Long             | ABS-O            | CORP              | ES        |       3788469 | PA      | $4469566.96     | 0.01%             | 2041-09-30      | Floating      | 2.59%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOP                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   -2999955000 | PA      | $-2920421.69    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| INEOS Finance plc                                                                | INEOS Finance plc                                                                                                                | CUSIP: 44984WAJ6<br>LEI: 2138002D68XDR4LZCG32 | Long             | DBT              | CORP              | GB        |        338000 | PA      | $338700.34      | 0.00%             | 2029-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | iShares iBoxx $ High Yield Corporate Bond ETF                                                                                    | CUSIP: 00PBGSRH5<br>LEI: N/A                  | N/A              | DE               |  | US        |        -23295 | NC      | $-58237.50      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| BankAmerica Manufactured Housing Contract Trust                                  | BankAmerica Manufactured Housing Contract Trust, Series 1998-2, Class B1                                                         | CUSIP: 06606TAK7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       8475000 | PA      | $803932.57      | 0.00%             | 2025-12-10      | Variable      | 7.19%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-51873.45      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LSF12 Crown US Commercial Bidco LLC                                              | LSF12 Crown US Commercial Bidco LLC, 1st Lien Term Loan                                                                          | CUSIP: 50221UAC5<br>LEI: 254900FI2OCFTJ9PAJ18 | Long             | LON              | CORP              | US        |        500000 | PA      | $502190.00      | 0.00%             | 2031-12-02      | Variable      | 8.57%                 | No            |                  2 | On Loan: No      |
| SCF Rahoituspalvelut XIII DAC                                                    | SCF Rahoituspalvelut XIII DAC, Series 13, Class C                                                                                | CUSIP: N/A<br>LEI: 875500BJTX1DZ2QIPK23       | Long             | ABS-O            | CORP              | IE        |        400000 | PA      | $471154.56      | 0.00%             | 2034-06-25      | Floating      | 3.30%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-122.30        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PRKCM Trust                                                                      | PRKCM Trust, Series 2022-AFC1, Class A1A                                                                                         | CUSIP: 69377CAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1446527 | PA      | $1428634.57     | 0.00%             | 2057-04-25      | Variable      | 4.10%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $20655.47       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NCMF Trust                                                                       | NCMF Trust, Series 2025-MFS, Class A                                                                                             | CUSIP: 62887TAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      12841000 | PA      | $12816064.06    | 0.03%             | 2033-06-10      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| Boels Topholding BV                                                              | Boels Topholding BV                                                                                                              | CUSIP: N/A<br>LEI: 724500V913SEHSEW2O75       | Long             | DBT              | CORP              | NL        |       1000000 | PA      | $1221939.37     | 0.00%             | 2030-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Noria DE                                                                         | Noria DE, Series 2024-DE1, Class D                                                                                               | CUSIP: N/A<br>LEI: 9695003DRUTU793B4N34       | Long             | ABS-O            | CORP              | FR        |       1400000 | PA      | $1649042.60     | 0.00%             | 2043-02-25      | Floating      | 3.54%                 | No            |                  2 | On Loan: No      |
| SoftBank Group Corp.                                                             | SoftBank Group Corp.                                                                                                             | CUSIP: N/A<br>LEI: 5493003BZYYYCDIO0R13       | Long             | DBT              | CORP              | JP        |       5559000 | PA      | $6651417.51     | 0.02%             | 2029-01-08      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Star Parent, Inc.                                                                | Star Parent, Inc.                                                                                                                | CUSIP: 855170AA4<br>LEI: 254900GRGCJYRMDRWT73 | Long             | DBT              | CORP              | US        |       6190000 | PA      | $6510758.31     | 0.02%             | 2030-10-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      21177702 | PA      | $45109.72       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                                                         | UnitedHealth Group, Inc.                                                                                                         | CUSIP: 91324PFR8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |       2582000 | PA      | $2622207.99     | 0.01%             | 2055-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Trimaran CAVU Ltd.                                                               | Trimaran CAVU Ltd., Series 2022-1A, Class AR                                                                                     | CUSIP: 89623VAL5<br>LEI: 549300UZ4DECMUVOVS09 | Long             | ABS-CBDO         | CORP              | KY        |      39410223 | PA      | $39563607.59    | 0.09%             | 2037-10-22      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Avis Budget Car Rental LLC                                                       | Avis Budget Car Rental LLC                                                                                                       | CUSIP: 053773BH9<br>LEI: XN8R4HH1TVC1XOCL5P21 | Long             | DBT              | CORP              | US        |       4199000 | PA      | $4349072.26     | 0.01%             | 2031-02-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Federal Republic of Germany                                                      | Federal Republic of Germany                                                                                                      | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |      59992960 | PA      | $69780259.71    | 0.16%             | 2026-04-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      76140000 | PA      | $-44128.61      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Tereos Finance Groupe I SA                                                       | Tereos Finance Groupe I SA                                                                                                       | CUSIP: N/A<br>LEI: 969500183Z46A3QF8W69       | Long             | DBT              | CORP              | FR        |       2000000 | PA      | $2428252.02     | 0.01%             | 2028-04-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Flutter Treasury DAC                                                             | Flutter Treasury DAC                                                                                                             | CUSIP: N/A<br>LEI: 635400JE8VLL9UFVIC38       | Long             | DBT              | CORP              | IE        |       9733000 | PA      | $11482903.23    | 0.03%             | 2031-06-04      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Romark CLO Ltd.                                                                  | Romark CLO Ltd., Series 2017-1A, Class B                                                                                         | CUSIP: 77587UAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       2150000 | PA      | $2154813.85     | 0.01%             | 2030-10-23      | Floating      | 6.69%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Wharf Real Estate Investment Co. Ltd.                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -595000 | NS      | $-89652.60      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       6103000 | PA      | $-60124.54      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Italian Stella Loans SRL                                                         | Italian Stella Loans SRL, Series 2024-2, Class C                                                                                 | CUSIP: N/A<br>LEI: 81560077D223209D3A80       | Long             | ABS-O            | CORP              | IT        |       1025773 | PA      | $1213627.29     | 0.00%             | 2039-05-27      | Floating      | 3.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-141388.28     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Hilcorp Energy I LP                                                              | Hilcorp Energy I LP                                                                                                              | CUSIP: 431318BE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       3518000 | PA      | $3369651.57     | 0.01%             | 2034-05-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Seatrium Ltd.                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -444120 | NS      | $23567.90       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BlueMountain Fuji US CLO II Ltd.                                                 | BlueMountain Fuji US CLO II Ltd., Series 2017-2A, Class A1AR                                                                     | CUSIP: 09629EAL5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       1195278 | PA      | $1197309.54     | 0.00%             | 2030-10-20      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Chase Commercial Mortgage Securities Trust                           | J.P. Morgan Chase Commercial Mortgage Securities Trust, Series 2024-IGLG, Class HRR                                              | CUSIP: 46593KAN1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      14700000 | PA      | $14628868.17    | 0.03%             | 2039-11-09      | Variable      | 9.97%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | NVIDIA Corp.                                                                                                                     | CUSIP: 00PBCMBA4<br>LEI: N/A                  | N/A              | DE               |  | US        |          -600 | NC      | $-112800.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Ayala Land, Inc.                                                                 | Ayala Land, Inc.                                                                                                                 | CUSIP: N/A<br>LEI: 254900EWT10TQ6DKTV34       | Long             | EC               | CORP              | PH        |       1442300 | NS      | $692092.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $361400.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CoreWeave Compute Acquisition Co. IV LLC                                         | CoreWeave Compute Acquisition Co. IV LLC, Delayed Draw 1st Lien Term Loan                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      73445000 | PA      | $72622415.98    | 0.17%             | 2029-05-16      | Variable      | 6.87%                 | No            |                  3 | On Loan: No      |
| Residential Mortgage Loan Trust                                                  | Residential Mortgage Loan Trust, Series 2019-3, Class B2                                                                         | CUSIP: 76119NAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       5659000 | PA      | $5558520.49     | 0.01%             | 2059-09-25      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| RHP Hotel Properties LP                                                          | RHP Hotel Properties LP                                                                                                          | CUSIP: 749571AF2<br>LEI: 549300SJMSMA2471GA96 | Long             | DBT              | CORP              | US        |       1137000 | PA      | $1131409.03     | 0.00%             | 2027-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDSCMBX                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       1360000 | PA      | $36473.74       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JW Commercial Mortgage Trust                                                     | JW Commercial Mortgage Trust, Series 2024-MRCO, Class D                                                                          | CUSIP: 46657XAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       4203000 | PA      | $4185131.79     | 0.01%             | 2039-06-15      | Floating      | 7.50%                 | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                                           | Arab Republic of Egypt                                                                                                           | CUSIP: 03846JAG5<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |       2072000 | PA      | $2088058.00     | 0.00%             | 2033-02-04      | Fixed         | 9.45%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-463759.71     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ashton Woods USA LLC                                                             | Ashton Woods USA LLC                                                                                                             | CUSIP: 045086AM7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       1672000 | PA      | $1596760.00     | 0.00%             | 2029-08-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Rad CLO 15 Ltd.                                                                  | Rad CLO 15 Ltd., Series 2021-15A, Class A                                                                                        | CUSIP: 750103AA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       2714027 | PA      | $2719169.96     | 0.01%             | 2034-01-20      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     815915000 | PA      | $-392961.18     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Kingdom of Morocco                                                               | Kingdom of Morocco                                                                                                               | CUSIP: 617726AK0<br>LEI: 529900F3MBW9XY5K1X07 | Long             | DBT              | NUSS              | MA        |        202000 | PA      | $190132.50      | 0.00%             | 2027-12-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| PrestigeBidCo GmbH                                                               | PrestigeBidCo GmbH                                                                                                               | CUSIP: N/A<br>LEI: 529900CSF1DNOCHMI763       | Long             | DBT              | CORP              | DE        |       1726000 | PA      | $2042799.12     | 0.00%             | 2029-07-01      | Floating      | 6.03%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                                                                             | CUSIP: 46647PER3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Short            | DBT              | CORP              | US        |     -20360000 | PA      | $-20146728.80   | -0.05%            | 2035-10-22      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CME Bitcoin                                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |           -10 | NC      | $-170465.20     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Republic of Chile                                                                | Republic of Chile                                                                                                                | CUSIP: 168863DY1<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |       4800000 | PA      | $4154400.00     | 0.01%             | 2042-03-07      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                         | Electricite de France SA                                                                                                         | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | NUSS              | FR        |      10000000 | PA      | $12965260.76    | 0.03%             | 2028-09-06      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| AMC Networks, Inc.                                                               | AMC Networks, Inc.                                                                                                               | CUSIP: 00164VAK9<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |        957000 | PA      | $969670.68      | 0.00%             | 2032-07-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Polaris plc                                                                      | Polaris plc, Series 2022-1, Class C                                                                                              | CUSIP: N/A<br>LEI: 6354005CHPSGN94O7F86       | Long             | ABS-MBS          | CORP              | GB        |        421000 | PA      | $578994.04      | 0.00%             | 2059-10-23      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| Iliad Holding SASU                                                               | Iliad Holding SASU                                                                                                               | CUSIP: 449691AF1<br>LEI: 9695009PXA7OI9NXN582 | Long             | DBT              | CORP              | FR        |       5900000 | PA      | $6310787.50     | 0.01%             | 2031-04-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Builders FirstSource, Inc.                                                       | Builders FirstSource, Inc.                                                                                                       | CUSIP: 12008RAT4<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |       1000000 | PA      | $1029615.10     | 0.00%             | 2035-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Tallgrass Energy Partners LP                                                     | Tallgrass Energy Partners LP                                                                                                     | CUSIP: 87470LAK7<br>LEI: 549300IQ3DN0F3VERF65 | Long             | DBT              | CORP              | US        |       1109000 | PA      | $1082213.21     | 0.00%             | 2031-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Bleriot US Bidco, Inc.                                                           | Bleriot US Bidco, Inc., 1st Lien Term Loan                                                                                       | CUSIP: 09353TAJ9<br>LEI: 254900ALCQ2A2VYD5Z08 | Long             | LON              | CORP              | US        |       1193104 | PA      | $1195347.41     | 0.00%             | 2030-10-31      | Variable      | 7.05%                 | No            |                  2 | On Loan: No      |
| Oakwood Mortgage Investors, Inc.                                                 | Oakwood Mortgage Investors, Inc., Series 2001-D, Class A2                                                                        | CUSIP: 67087TCU3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       1393120 | PA      | $486511.97      | 0.00%             | 2019-01-15      | Variable      | 5.26%                 | No            |                  2 | On Loan: No      |
| Transocean, Inc.                                                                 | Transocean, Inc.                                                                                                                 | CUSIP: 893830BY4<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | KY        |       6349000 | PA      | $5869917.79     | 0.01%             | 2029-05-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC                                             | Charter Communications Operating LLC                                                                                             | CUSIP: 161175BJ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       1200000 | PA      | $1177807.60     | 0.00%             | 2028-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fortress Intermediate 3, Inc.                                                    | Fortress Intermediate 3, Inc., 1st Lien Term Loan                                                                                | CUSIP: 34966LAB0<br>LEI: 254900NLAZ3JQJW5JP75 | Long             | LON              | CORP              | US        |        992500 | PA      | $993740.63      | 0.00%             | 2031-06-27      | Variable      | 7.83%                 | No            |                  3 | On Loan: No      |
| Barclays Bank plc                                                                | Barclays Bank plc                                                                                                                | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | RA               | CORP              | GB        |        172750 | PA      | $172750.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CBOE Volatility Index                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |            40 | NC      | $-24881.21      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Atlas Funding plc                                                                | Atlas Funding plc, Series 2022-1, Class B                                                                                        | CUSIP: N/A<br>LEI: 635400WJIOHLEFH45L66       | Long             | ABS-MBS          | CORP              | GB        |       2955342 | PA      | $4076353.97     | 0.01%             | 2060-02-25      | Floating      | 6.03%                 | No            |                  2 | On Loan: No      |
| Sirius XM Radio LLC                                                              | Sirius XM Radio LLC                                                                                                              | CUSIP: 82967NBC1<br>LEI: WP5O65E6BMU84LNO4227 | Short            | DBT              | CORP              | US        |      -1975000 | PA      | $-1961996.11    | -0.00%            | 2029-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| American Axle & Manufacturing, Inc.                                              | American Axle & Manufacturing, Inc.                                                                                              | CUSIP: 02406PBA7<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |        322000 | PA      | $322147.80      | 0.00%             | 2028-07-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ACREC LLC                                                                        | ACREC LLC, Series 2023-FL2, Class A                                                                                              | CUSIP: 00501BAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       8038228 | PA      | $8043560.18     | 0.02%             | 2038-02-19      | Floating      | 6.54%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Diamondback Energy, Inc.                                                                                                         | CUSIP: 25278X109<br>LEI: N/A                  | N/A              | DE               |  | GB        |         -7400 | NS      | $27750.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDI                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      40089806 | PA      | $-392328.51     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Seasoned Loans Structured Transaction Trust                                      | Seasoned Loans Structured Transaction Trust, Series 2020-3, Class M1                                                             | CUSIP: 35564CHL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        737958 | PA      | $728762.50      | 0.00%             | 2060-04-26      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| Matador Resources Co.                                                            | Matador Resources Co.                                                                                                            | CUSIP: 576485AG1<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |        343000 | PA      | $343178.62      | 0.00%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Pennantpark CLO VIII LLC                                                         | Pennantpark CLO VIII LLC, Series 2024-8A, Class A1                                                                               | CUSIP: 70806GAA1<br>LEI: 98450005CO91F8584746 | Long             | ABS-CBDO         | CORP              | US        |      13000000 | PA      | $13056228.90    | 0.03%             | 2036-04-18      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-224259.77     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RBC Capital Markets LLC                                                          | RBC Capital Markets LLC                                                                                                          | CUSIP: N/A<br>LEI: 549300LCO2FLSSVFFR64       | Long             | RA               | CORP              | US        |        598500 | PA      | $598500.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Somnigroup International, Inc.                                                   | Somnigroup International, Inc.                                                                                                   | CUSIP: 88023UAH4<br>LEI: 549300HFEKVR3US71V91 | Long             | DBT              | CORP              | US        |        577000 | PA      | $551655.83      | 0.00%             | 2029-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Eurobank SA                                                                      | Eurobank SA                                                                                                                      | CUSIP: N/A<br>LEI: 213800KGF4EFNUQKAT69       | Long             | DBT              | CORP              | GR        |       3750000 | PA      | $4692566.82     | 0.01%             | 2031-04-30      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| Japan                                                                            | Japan Government Bond                                                                                                            | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |    6602950000 | PA      | $39084438.60    | 0.09%             | 2043-12-20      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       1975000 | PA      | $-1401.08       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Alps Alpine Co. Ltd.                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         96200 | NS      | $92088.78       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                            | Bank of America Corp.                                                                                                            | CUSIP: N/A<br>LEI: 9DJT3UXIJIZJI4WXO774       | Long             | DBT              | CORP              | US        |       6000000 | PA      | $7116445.93     | 0.02%             | 2031-01-28      | Variable      | 3.26%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOP                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | FR        |     577310000 | PA      | $1201712.17     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays plc                                                                     | Barclays plc                                                                                                                     | CUSIP: N/A<br>LEI: 213800LBQA1Y9L22JB70       | Long             | DBT              | CORP              | GB        |      23722000 | PA      | $27979858.27    | 0.07%             | 2028-05-08      | Floating      | 2.94%                 | No            |                  2 | On Loan: No      |
| MCR Mortgage Trust                                                               | MCR Mortgage Trust, Series 2024-HTL, Class E                                                                                     | CUSIP: 55286PAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       4594057 | PA      | $4572595.61     | 0.01%             | 2037-02-15      | Floating      | 8.97%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO III Ltd.                                                             | Elmwood CLO III Ltd., Series 2019-3A, Class FRR                                                                                  | CUSIP: 29002JAN5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       3450000 | PA      | $3169688.19     | 0.01%             | 2037-07-18      | Floating      | 12.18%                | No            |                  2 | On Loan: No      |
| GoldenTree Loan Management US CLO 14 Ltd.                                        | GoldenTree Loan Management US CLO 14 Ltd., Series 2022-14A, Class ER                                                             | CUSIP: 38137VAG2<br>LEI: 549300QXPI5JCSVZ9W25 | Long             | ABS-CBDO         | CORP              | JE        |       2300000 | PA      | $2330132.30     | 0.01%             | 2037-07-20      | Floating      | 10.17%                | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       1335000 | PA      | $85713.57       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bear Stearns Asset-Backed Securities I Trust                                     | Bear Stearns Asset-Backed Securities I Trust, Series 2005-AC9, Class A5                                                          | CUSIP: 0738794J4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       2023800 | PA      | $1977550.31     | 0.00%             | 2035-12-25      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | NDIRS                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    1257310000 | PA      | $285712.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Advanced Micro Devices, Inc.                                                     | Advanced Micro Devices, Inc.                                                                                                     | CUSIP: 007903107<br>LEI: R2I72C950HOYXII45366 | Long             | EC               | CORP              | US        |          1550 | NS      | $219945.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Anchorage Capital CLO 9 Ltd.                                                     | Anchorage Capital CLO 9 Ltd., Series 2016-9X, Class SUB                                                                          | CUSIP: N/A<br>LEI: 5493009A4SIPWYPZDB35       | Long             | ABS-CBDO         | CORP              | KY        |       7500000 | PA      | $2184750.00     | 0.01%             | 2029-01-15      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Atlas Funding plc                                                                | Atlas Funding plc, Series 2023-1, Class C                                                                                        | CUSIP: N/A<br>LEI: 635400GE1FMJVQH5B467       | Long             | ABS-MBS          | CORP              | GB        |        987000 | PA      | $1377551.38     | 0.00%             | 2061-01-20      | Floating      | 6.97%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Sumitomo Metal Mining Co. Ltd.                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         -8100 | NS      | $-9479.66       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-335102.14     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Archrock Partners LP                                                             | Archrock Partners LP                                                                                                             | CUSIP: 03959KAC4<br>LEI: 549300YFKOM2XNCKQU76 | Long             | DBT              | CORP              | US        |       1226000 | PA      | $1230058.51     | 0.00%             | 2028-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| SBA Communications Corp.                                                         | SBA Communications Corp.                                                                                                         | CUSIP: 78410GAG9<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | DBT              | CORP              | US        |       1355000 | PA      | $1279767.42     | 0.00%             | 2029-02-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| KeHE Distributors LLC                                                            | KeHE Distributors LLC                                                                                                            | CUSIP: 487526AC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       5289000 | PA      | $5477568.72     | 0.01%             | 2029-02-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                       | US Bancorp                                                                                                                       | CUSIP: 902973BD7<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |       8591000 | PA      | $10123094.31    | 0.02%             | 2028-05-21      | Floating      | 2.87%                 | No            |                  2 | On Loan: No      |
| Apollo Global Management, Inc.                                                   | Apollo Global Management, Inc.                                                                                                   | CUSIP: 03769M106<br>LEI: 254900LMFT1CY9IYB476 | Long             | EC               | CORP              | US        |         55545 | NS      | $7880169.15     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                              | NDIRS                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | FR        |     168249553 | PA      | $-368141.57     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Breeze Aviation Group, Inc., Series B                                            | Breeze Aviation Group, Inc., Series B                                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |         14327 | NS      | $2174122.25     | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Project Kickers                                                                  | Project Kickers, Delayed Draw 1st Lien Term Loan                                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | DE        |      19900000 | PA      | $23428387.36    | 0.06%             | 2030-11-19      | Variable      | 5.12%                 | No            |                  3 | On Loan: No      |
| PRET LLC                                                                         | PRET LLC, Series 2024-NPL5, Class A1                                                                                             | CUSIP: 74143QAA3<br>LEI: 254900YWXIBNNDQF0Y67 | Long             | ABS-O            | CORP              | US        |       9729358 | PA      | $9739890.12     | 0.02%             | 2054-09-25      | Variable      | 5.96%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO 81 B Ltd.                                             | Golub Capital Partners CLO 81 B Ltd., Series 2025-81A, Class A1                                                                  | CUSIP: 38181DAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       3750000 | PA      | $3742901.54     | 0.01%             | 2038-07-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust                                           | Velocity Commercial Capital Loan Trust, Series 2024-1, Class M3                                                                  | CUSIP: 92261CAK0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1145945 | PA      | $1171548.87     | 0.00%             | 2054-01-25      | Variable      | 8.44%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOP                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     -36465000 | PA      | $-2019548.61    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-16613.26      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Hankyu Hanshin Holdings, Inc.                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -53300 | NS      | $-971.52        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Peer Holding III BV                                                              | Peer Holding III BV, 1st Lien Term Loan B                                                                                        | CUSIP: N6872NAP1<br>LEI: N/A                  | Long             | LON              | CORP              | NL        |       1500000 | PA      | $1763974.24     | 0.00%             | 2031-07-01      | Variable      | 4.73%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | NDIRS                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    3780085256 | PA      | $655265.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Rain Carbon, Inc.                                                                | Rain Carbon, Inc., 1st Lien Term Loan                                                                                            | CUSIP: D6423VAD5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       3712665 | PA      | $4305547.53     | 0.01%             | 2028-10-31      | Variable      | 7.02%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      12185000 | PA      | $11645.17       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Irwin Home Equity Loan Trust                                                     | Irwin Home Equity Loan Trust, Series 2006-P1, Class 1A                                                                           | CUSIP: 46412AAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |         44107 | PA      | $42839.25       | 0.00%             | 2036-12-25      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| Lottomatica Group SpA                                                            | Lottomatica Group SpA                                                                                                            | CUSIP: N/A<br>LEI: 549300R72LKEGT4EX026       | Long             | DBT              | CORP              | IT        |       2714000 | PA      | $3211005.00     | 0.01%             | 2031-06-01      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      44840000 | PA      | $3316637.84     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCM Investments Holdings II LLC                                                  | LCM Investments Holdings II LLC                                                                                                  | CUSIP: 50190EAA2<br>LEI: 549300P5V78NNQTG4428 | Long             | DBT              | CORP              | US        |       2696000 | PA      | $2621727.06     | 0.01%             | 2029-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Atos SE                                                                          | Atos SE, 1st Lien Term Loan                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | FR        |       7500000 | PA      | $9375745.79     | 0.02%             | 2029-12-17      | Variable      | 9.00%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                                                         | UnitedHealth Group, Inc.                                                                                                         | CUSIP: 91324PDE9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |        600000 | PA      | $583712.30      | 0.00%             | 2027-10-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Altar Bidco, Inc.                                                                | Altar Bidco, Inc., 2nd Lien Term Loan                                                                                            | CUSIP: 02090CAB6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      35590919 | PA      | $33366486.75    | 0.08%             | 2030-02-01      | Variable      | 9.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $131377.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Flourishing Trade & Investment Ltd.                                              | Flourishing Trade & Investment Ltd.                                                                                              | CUSIP: 343427AA8<br>LEI: 894500SZ5TN63ZJ0Y632 | Long             | DBT              | CORP              | MU        |      58982000 | PA      | $60161640.00    | 0.14%             | 2028-04-02      | Fixed         | 11.04%                | No            |                  3 | On Loan: No      |
| Lt Autorahoitus IV DAC                                                           | LT Autorahoitus IV DAC, Series 4, Class B                                                                                        | CUSIP: N/A<br>LEI: 635400KKBO3HTOD1TP83       | Long             | ABS-O            | CORP              | IE        |       5800000 | PA      | $6984500.22     | 0.02%             | 2033-07-18      | Floating      | 3.96%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | ETRSI                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DE        |       2022388 | PA      | $12144.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Waystar Technologies, Inc.                                                       | Waystar Technologies, Inc., 1st Lien Term Loan                                                                                   | CUSIP: 63939WAM5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |        131027 | PA      | $131272.84      | 0.00%             | 2029-10-22      | Variable      | 6.58%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Chase Commercial Mortgage Securities Trust                           | J.P. Morgan Chase Commercial Mortgage Securities Trust, Series 2024-IGLG, Class A                                                | CUSIP: 46593KAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      15900000 | PA      | $16022304.39    | 0.04%             | 2039-11-09      | Variable      | 5.35%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $351383.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Virtusa Corp.                                                                    | Virtusa Corp., 1st Lien Term Loan B2                                                                                             | CUSIP: 92828KAP7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |        979923 | PA      | $979433.32      | 0.00%             | 2029-02-15      | Variable      | 7.58%                 | No            |                  2 | On Loan: No      |
| Crown PropTech Acquisitions                                                      | Crown PropTech Acquisitions, Class A                                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |        133068 | NS      | $1514313.84     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR Currency                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | FR        |     -36570266 | PA      | $-603348.45     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp. Variable Rate Notes, Series 413, Class F26                                                      | CUSIP: 3133Q3LJ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      47206295 | PA      | $47305435.63    | 0.11%             | 2054-05-25      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                                                                   | CUSIP: N/A<br>LEI: IGJSJL3JD5P30I6NJZ34       | Long             | DBT              | CORP              | US        |      17432000 | PA      | $21145186.99    | 0.05%             | 2030-03-21      | Variable      | 3.79%                 | No            |                  2 | On Loan: No      |
| Stillwater Mining Co.                                                            | Stillwater Mining Co.                                                                                                            | CUSIP: N/A<br>LEI: 6354007DPCY4ZN2MRR73       | Long             | DBT              | CORP              | US        |        284000 | PA      | $253115.00      | 0.00%             | 2029-11-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CoreWeave, Inc.                                                                  | CoreWeave, Inc.                                                                                                                  | CUSIP: N/A<br>LEI: 984500511DP2B6186053       | Long             | EC               | CORP              | US        |        228000 | NS      | $37177680.00    | 0.09%             |  |  |  | Yes           |                  2 | On Loan: No      |
| N/A                                                                              | Santen Pharmaceutical Co. Ltd.                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         86600 | NS      | $-1596.32       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                                                      | Toronto-Dominion Bank (The)                                                                                                      | CUSIP: N/A<br>LEI: PT3QB789TSUIDF371261       | Long             | DBT              | CORP              | CA        |      31520000 | PA      | $37545522.20    | 0.09%             | 2027-09-03      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| Kingdom of Spain                                                                 | Bonos y Obligaciones del Estado                                                                                                  | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Short            | DBT              | NUSS              | ES        |     -40000000 | PA      | $-41145887.76   | -0.10%            | 2031-10-31      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO 53B Ltd.                                              | Golub Capital Partners CLO 53B Ltd., Series 2021-53A, Class ER                                                                   | CUSIP: 38178CAE9<br>LEI: 254900DPK2EA9C8DGV68 | Long             | ABS-CBDO         | CORP              | KY        |       2595000 | PA      | $2582623.93     | 0.01%             | 2034-07-20      | Floating      | 9.01%                 | No            |                  2 | On Loan: No      |
| Polaris plc                                                                      | Polaris plc, Series 2023-1, Class D                                                                                              | CUSIP: N/A<br>LEI: 635400VADRWDQSM8BE46       | Long             | ABS-MBS          | CORP              | GB        |       1093000 | PA      | $1537907.14     | 0.00%             | 2061-02-23      | Floating      | 8.57%                 | No            |                  2 | On Loan: No      |
| NJ Trust                                                                         | NJ Trust, Series 2023-GSP, Class A                                                                                               | CUSIP: 65486XAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       4750000 | PA      | $4995886.13     | 0.01%             | 2029-01-06      | Variable      | 6.70%                 | No            |                  2 | On Loan: No      |
| RMIT Cash Management LLC                                                         | RMIT Cash Management LLC, Class A                                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | CORP              | US        |      43330000 | PA      | $41488475.00    | 0.10%             | 2033-10-17      | Fixed         | 3.88%                 | No            |                  3 | On Loan: No      |
| Glencore Finance Europe Ltd.                                                     | Glencore Finance Europe Ltd.                                                                                                     | CUSIP: N/A<br>LEI: 213800WHKNIC1JQQG433       | Long             | DBT              | CORP              | JE        |       3425000 | PA      | $4648386.68     | 0.01%             | 2026-03-26      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Vertiv Group Corp.                                                               | Vertiv Group Corp., 1st Lien Term Loan B3                                                                                        | CUSIP: 92537EAF5<br>LEI: 549300ZT8RQ5VK10E643 | Long             | LON              | CORP              | US        |        998880 | PA      | $999619.53      | 0.00%             | 2027-03-02      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Alibaba Group Holding Ltd.                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        171700 | NS      | $-38857.62      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Analog Devices, Inc.                                                             | Analog Devices, Inc.                                                                                                             | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |          3636 | NS      | $865440.72      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Var Energi ASA                                                                   | Var Energi ASA                                                                                                                   | CUSIP: N/A<br>LEI: 549300LIVN3FFOJN2K47       | Long             | DBT              | CORP              | NO        |      10387000 | PA      | $13428314.91    | 0.03%             | 2083-11-15      | Variable      | 7.86%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Gen Digital, Inc.                                                                                                                | CUSIP: 668771108<br>LEI: N/A                  | N/A              | DE               |  | GB        |         51700 | NS      | $30503.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CCO Holdings LLC                                                                 | CCO Holdings LLC                                                                                                                 | CUSIP: 1248EPCN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       1601000 | PA      | $1490919.72     | 0.00%             | 2032-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Aeropuertos Dominicanos Siglo XXI SA                                             | Aeropuertos Dominicanos Siglo XXI SA                                                                                             | CUSIP: 007866AE6<br>LEI: 254900KJA5MXNPYB4W32 | Long             | DBT              | CORP              | DO        |       1109000 | PA      | $1150232.62     | 0.00%             | 2034-06-30      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | USCPI                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | GB        |      28580000 | PA      | $-64814.74      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-387040.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | USD Currency                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | FR        |     125414528 | PA      | $5402.95        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Fox Corp., Class A                                                                                                               | CUSIP: 35137L105<br>LEI: N/A                  | N/A              | DE               |  | US        |         51600 | NS      | $-2064.00       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Progress Residential Trust                                                       | Progress Residential Trust, Series 2021-SFR3, Class F                                                                            | CUSIP: 74333VAN4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      12190000 | PA      | $12019464.34    | 0.03%             | 2026-05-17      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| Ukraine                                                                          | Ukraine Government Bond                                                                                                          | CUSIP: 903724CG5<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |       2115589 | PA      | $989037.86      | 0.00%             | 2036-02-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Ashford Hospitality Trust                                                        | Ashford Hospitality Trust, Series 2018-ASHF, Class D                                                                             | CUSIP: 04410RAL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       3816000 | PA      | $3754028.16     | 0.01%             | 2035-04-15      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Weichai Power Co. Ltd., Class H                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        369000 | NS      | $1065.24        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SURA Asset Management SA                                                         | SURA Asset Management SA                                                                                                         | CUSIP: 78486LAB8<br>LEI: 549300013ETMS1C0EA22 | Long             | DBT              | CORP              | CO        |       2730000 | PA      | $2873052.00     | 0.01%             | 2032-05-13      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Carrington Mortgage Loan Trust                                                   | Carrington Mortgage Loan Trust, Series 2006-NC4, Class A3                                                                        | CUSIP: 14453MAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        596774 | PA      | $580821.45      | 0.00%             | 2036-10-25      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Japan Post Holdings Co. Ltd.                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        197100 | NS      | $1773.69        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Svenska Handelsbanken AB, Class A                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |       -117800 | NS      | $-47690.67      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| East One plc                                                                     | East One plc, Series 2024-1, Class A                                                                                             | CUSIP: N/A<br>LEI: 213800PCKNACOVV1MZ66       | Long             | ABS-MBS          | CORP              | GB        |       1408909 | PA      | $1949461.15     | 0.00%             | 2055-12-27      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| Prodigy Finance DAC                                                              | Prodigy Finance DAC, Series 2021-1A, Class C                                                                                     | CUSIP: 742855AC3<br>LEI: 635400HTAZNW3LYYMQ40 | Long             | ABS-O            | CORP              | IE        |        133163 | PA      | $136437.82      | 0.00%             | 2051-07-25      | Floating      | 8.18%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    2596531000 | PA      | $-71132.96      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Go Daddy Operating Co. LLC                                                       | Go Daddy Operating Co. LLC, 1st Lien Term Loan B8                                                                                | CUSIP: 38017BAX4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |        988794 | PA      | $989169.50      | 0.00%             | 2029-11-09      | Variable      | 6.08%                 | No            |                  2 | On Loan: No      |
| Subway Funding LLC                                                               | Subway Funding LLC, Series 2024-1A, Class A2II                                                                                   | CUSIP: 864300AC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      11118130 | PA      | $11390180.63    | 0.03%             | 2054-07-30      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| Edenbrook Mortgage Funding plc                                                   | Edenbrook Mortgage Funding plc, Series 2024-1, Class D                                                                           | CUSIP: N/A<br>LEI: 635400URO7UOS6PWLH17       | Long             | ABS-MBS          | CORP              | GB        |       1133219 | PA      | $1562404.24     | 0.00%             | 2057-03-22      | Floating      | 6.77%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                                            | United Mexican States                                                                                                            | CUSIP: 91087BAX8<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |       1729000 | PA      | $1589815.50     | 0.00%             | 2053-05-04      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| Vantage Data Centers Germany Borrower Lux SARL                                   | Vantage Data Centers Germany Borrower Lux SARL, Series 2025-1X, Class A2                                                         | CUSIP: N/A<br>LEI: 2549008VW14T3IH21H24       | Long             | ABS-O            | CORP              | LU        |      13812000 | PA      | $16330775.98    | 0.04%             | 2050-06-28      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| Dai-ichi Life Insurance Co. Ltd. (The)                                           | Dai-ichi Life Insurance Co. Ltd. (The)                                                                                           | CUSIP: 23381LAA2<br>LEI: 3538001235ACEIORUV72 | Long             | DBT              | CORP              | JP        |      14184000 | PA      | $14312705.62    | 0.03%             | 2035-01-16      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| Sabre GLBL, Inc.                                                                 | Sabre GLBL, Inc., 1st Lien Term Loan B2                                                                                          | CUSIP: 78571YBJ8<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | LON              | CORP              | US        |       7221076 | PA      | $7148865.24     | 0.02%             | 2028-06-30      | Variable      | 9.43%                 | No            |                  2 | On Loan: No      |
| Republic of Italy                                                                | Buoni Poliennali del Tesoro                                                                                                      | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |     139500000 | PA      | $174652776.00   | 0.41%             | 2030-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Rakuten Group, Inc.                                                              | Rakuten Group, Inc.                                                                                                              | CUSIP: 75102WAK4<br>LEI: 529900IMXUCQKUL1H943 | Long             | DBT              | CORP              | JP        |       4299000 | PA      | $4709033.29     | 0.01%             | 2029-04-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | USD/JPY One-touch barrier option; Barrier price USD 135.00000                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | FR        |       5000000 | PA      | $196719.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Banc of America Alternative Loan Trust                                           | Banc of America Alternative Loan Trust, Series 2006-7, Class A4                                                                  | CUSIP: 059469AD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       3651608 | PA      | $969012.12      | 0.00%             | 2036-10-25      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   81579000000 | PA      | $945403.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AIA Group Ltd.                                                                   | AIA Group Ltd.                                                                                                                   | CUSIP: N/A<br>LEI: ZP5ILWVSYE4LJGMMVD57       | Long             | DBT              | CORP              | HK        |       5250000 | PA      | $4206399.92     | 0.01%             | 2035-06-11      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| Medco Cypress Tree Pte. Ltd.                                                     | Medco Cypress Tree Pte. Ltd.                                                                                                     | CUSIP: 58406VAA7<br>LEI: 254900NKZ2Y3YZK4WC46 | Long             | DBT              | CORP              | SG        |       1060000 | PA      | $1085705.00     | 0.00%             | 2030-05-19      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-174728.48     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd.                                                                | CIFC Funding 2021-IV Ltd., Series 2021-4A, Class BR                                                                              | CUSIP: 12547DAN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |        500000 | PA      | $500786.05      | 0.00%             | 2037-07-23      | Floating      | 5.93%                 | No            |                  2 | On Loan: No      |
| Flagstar Financial, Inc.                                                         | Flagstar Financial, Inc.                                                                                                         | CUSIP: 649445400<br>LEI: 529900HVXOTLY61GL030 | Long             | EC               | CORP              | US        |       2082176 | NS      | $22071065.60    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| European Union                                                                   | European Union                                                                                                                   | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | BE        |      21800000 | PA      | $23394362.18    | 0.06%             | 2054-10-05      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Aoyama Trading Co. Ltd.                                                          | Aoyama Trading Co. Ltd.                                                                                                          | CUSIP: N/A<br>LEI: 549300FYZLM486BSOQ14       | Long             | EC               | CORP              | JP        |         76100 | NS      | $1156332.23     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd.                                                                | CIFC Funding Ltd., Series 2024-3A, Class A1                                                                                      | CUSIP: 12575WAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       5500000 | PA      | $5521778.35     | 0.01%             | 2037-07-21      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Isuzu Motors Ltd.                                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       1037400 | NS      | $323094.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-3556.70       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Duke Energy Corp.                                                                | Duke Energy Corp.                                                                                                                | CUSIP: N/A<br>LEI: I1BZKREC126H0VB1BL91       | Long             | DBT              | CORP              | US        |       8834000 | PA      | $10478005.64    | 0.02%             | 2028-06-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Avoca CLO XXII DAC                                                               | Avoca CLO XXII DAC, Series 22A, Class D                                                                                          | CUSIP: N/A<br>LEI: 5493000BN1WPGQDK4X78       | Long             | ABS-CBDO         | CORP              | IE        |        970000 | PA      | $1144277.20     | 0.00%             | 2035-04-15      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $280728.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cleveland-Cliffs, Inc.                                                           | Cleveland-Cliffs, Inc.                                                                                                           | CUSIP: 185899AP6<br>LEI: 549300TM2WLI2BJMDD86 | Short            | DBT              | CORP              | US        |       -159000 | PA      | $-149883.15     | -0.00%            | 2032-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Nomura Asset Acceptance Corp. Alternative Loan Trust                             | Nomura Asset Acceptance Corp. Alternative Loan Trust, Series 2007-2, Class A4                                                    | CUSIP: 655378AE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        600407 | PA      | $502069.57      | 0.00%             | 2037-06-25      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| Warnermedia Holdings, Inc.                                                       | Warnermedia Holdings, Inc.                                                                                                       | CUSIP: 55903VBE2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |      16785000 | PA      | $11707537.50    | 0.03%             | 2052-03-15      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| Promigas SA ESP                                                                  | Promigas SA ESP                                                                                                                  | CUSIP: N/A<br>LEI: 254900IXHTV7LDSFQD65       | Long             | DBT              | CORP              | US        |        875000 | PA      | $810661.25      | 0.00%             | 2029-10-16      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Republic of Turkiye (The)                                                        | Republic of Turkiye (The)                                                                                                        | CUSIP: 900123DK3<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |        200000 | PA      | $205000.00      | 0.00%             | 2034-05-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Apidos CLO LIII                                                                  | Apidos CLO LIII, Series 2025-53A, Class A1                                                                                       | CUSIP: 03771EAA8<br>LEI: 254900V9JISXCX9V0G97 | Long             | ABS-CBDO         | CORP              | KY        |       9750000 | PA      | $9781150.28     | 0.02%             | 2038-07-20      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| Market Bidco Finco plc                                                           | Market Bidco Finco plc                                                                                                           | CUSIP: N/A<br>LEI: 549300UGYX6EBVHRVG53       | Long             | DBT              | CORP              | GB        |       4130000 | PA      | $4839869.37     | 0.01%             | 2027-11-04      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Volta Greentech AB, Series C                                                     | Volta Greentech AB, Series C                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | SE        |         50461 | NS      | $0.59           | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Golub Capital Partners CLO 76 B Ltd.                                             | Golub Capital Partners CLO 76 B Ltd., Series 2024-76A, Class A1                                                                  | CUSIP: 38180BAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |       5530000 | PA      | $5551644.42     | 0.01%             | 2037-10-25      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| Noria DE                                                                         | Noria DE, Series 2024-DE1, Class B                                                                                               | CUSIP: N/A<br>LEI: 9695003DRUTU793B4N34       | Long             | ABS-O            | CORP              | FR        |       3200000 | PA      | $3764867.67     | 0.01%             | 2043-02-25      | Floating      | 2.84%                 | No            |                  2 | On Loan: No      |
| TotalEnergies SE                                                                 | TotalEnergies SE                                                                                                                 | CUSIP: N/A<br>LEI: 529900S21EQ1BO4ESM68       | Long             | DBT              | CORP              | FR        |      63305000 | PA      | $74793835.16    | 0.18%             | 2026-10-06      | Variable      | 3.37%                 | No            |                  2 | On Loan: No      |
| CFSP Mortgage Trust                                                              | CFSP Mortgage Trust, Series 2024-AHP1, Class A                                                                                   | CUSIP: 15723BAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      17091590 | PA      | $16373023.65    | 0.04%             | 2037-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDIO                                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |     725000000 | PA      | $431528.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mosaic Solar Loan Trust                                                          | Mosaic Solar Loan Trust, Series 2023-1A, Class A                                                                                 | CUSIP: 61945VAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        705405 | PA      | $668865.26      | 0.00%             | 2053-06-20      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| VLL International, Inc.                                                          | VLL International, Inc.                                                                                                          | CUSIP: N/A<br>LEI: 549300MM90FMJYBZSV63       | Long             | DBT              | CORP              | KY        |        812000 | PA      | $615707.12      | 0.00%             | 2027-07-20      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| SCC Power plc                                                                    | SCC Power plc                                                                                                                    | CUSIP: 78397YAB8<br>LEI: 529900IYGYC6VSDSDF37 | Long             | DBT              | CORP              | GB        |      11447560 | PA      | $7412295.10     | 0.02%             | 2028-12-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                                                          | JPMorgan Securities LLC                                                                                                          | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | Long             | RA               | CORP              | US        |        968750 | PA      | $968750.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Applied Materials, Inc.                                                          | Applied Materials, Inc.                                                                                                          | CUSIP: 038222105<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | EC               | CORP              | US        |         63271 | NS      | $11583021.97    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Redstone HoldCo 2 LP                                                             | Redstone Holdco 2 LP, 1st Lien Term Loan                                                                                         | CUSIP: 75774EAG0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      20008847 | PA      | $10704732.96    | 0.03%             | 2028-04-27      | Variable      | 9.29%                 | No            |                  2 | On Loan: No      |
| Enel Finance International NV                                                    | Enel Finance International NV                                                                                                    | CUSIP: N/A<br>LEI: 0YQH6LCEF474UTUV4B96       | Long             | DBT              | CORP              | NL        |      17830000 | PA      | $23054924.61    | 0.05%             | 2029-04-11      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-313578.05     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Kansai Paint Co. Ltd.                                                            | Kansai Paint Co. Ltd.                                                                                                            | CUSIP: N/A<br>LEI: 549300ERRV6FTKH9NN70       | Long             | DBT              | CORP              | JP        |      10000000 | PA      | $68851.78       | 0.00%             | 2031-03-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Andiron Financing LLC                                                            | Andiron Financing LLC                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |       1800000 | PA      | $1800000.00     | 0.00%             | 2030-01-21      | Floating      | 7.33%                 | No            |                  3 | On Loan: No      |
| N/A                                                                              | IRS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     273742882 | PA      | $3859.49        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $206276.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Twin Bridges plc                                                                 | Twin Bridges plc, Series 2021-1, Class C                                                                                         | CUSIP: N/A<br>LEI: 213800DOYEU7P7SSOK83       | Long             | ABS-MBS          | CORP              | GB        |        436000 | PA      | $600249.28      | 0.00%             | 2055-03-12      | Floating      | 5.83%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | MakeMyTrip Ltd.                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -104100 | NS      | $-612097.59     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-475102.13     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Singapore                                                            | Republic of Singapore                                                                                                            | CUSIP: N/A<br>LEI: 549300ZSV6VOGFH1ER70       | Long             | DBT              | NUSS              | SG        |      66650000 | PA      | $54966199.96    | 0.13%             | 2035-03-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Experian plc                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         29000 | NS      | $-24419.78      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OCP Aegis CLO Ltd.                                                               | OCP Aegis CLO Ltd., Series 2024-39A, Class A1                                                                                    | CUSIP: 67120EAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |       4410000 | PA      | $4412218.23     | 0.01%             | 2037-01-16      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| Twin Bridges plc                                                                 | Twin Bridges plc, Series 2022-2, Class B                                                                                         | CUSIP: N/A<br>LEI: 2138009CPSZVO86ALM43       | Long             | ABS-MBS          | CORP              | GB        |       5709000 | PA      | $7876189.70     | 0.02%             | 2055-06-12      | Floating      | 6.23%                 | No            |                  2 | On Loan: No      |
| Twin Bridges plc                                                                 | Twin Bridges plc, Series 2023-2, Class D                                                                                         | CUSIP: N/A<br>LEI: 2138006QP9OIWZ8XHY17       | Long             | ABS-MBS          | CORP              | GB        |        890000 | PA      | $1261731.34     | 0.00%             | 2056-05-15      | Floating      | 8.29%                 | No            |                  2 | On Loan: No      |
| SES SA                                                                           | SES SA                                                                                                                           | CUSIP: N/A<br>LEI: 5493008JPA4HYMH1HX51       | Long             | DBT              | CORP              | LU        |       3700000 | PA      | $4400656.76     | 0.01%             | 2033-06-24      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust                                                         | Ajax Mortgage Loan Trust, Series 2021-C, Class C                                                                                 | CUSIP: 009733AC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      14796524 | PA      | $17270037.77    | 0.04%             | 2061-01-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      27220925 | PA      | $-328454.09     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-770.27        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-18162.83      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Mineral Resources Ltd.                                                           | Mineral Resources Ltd.                                                                                                           | CUSIP: 603051AD5<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |       9363000 | PA      | $9316680.30     | 0.02%             | 2030-05-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| TMF Sapphire Bidco BV                                                            | TMF Sapphire Bidco BV, 1st Lien Term Loan B5                                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | NL        |       4000000 | PA      | $4715522.32     | 0.01%             | 2028-05-03      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                                                     | Barclays Mortgage Loan Trust, Series 2025-NQM2, Class B1                                                                         | CUSIP: 066930AE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       3307450 | PA      | $3285166.06     | 0.01%             | 2065-05-25      | Variable      | 7.69%                 | No            |                  2 | On Loan: No      |
| Outfront Media Capital LLC                                                       | Outfront Media Capital LLC                                                                                                       | CUSIP: 69007TAC8<br>LEI: 5493005WC7J0FDMW0610 | Long             | DBT              | CORP              | US        |        638000 | PA      | $609361.39      | 0.00%             | 2030-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Govt of the Hong Kong Special Admin Region of the People Republic of China (The) | Hong Kong Government Bond                                                                                                        | CUSIP: N/A<br>LEI: 549300DSMAD69T7GGN13       | Long             | DBT              | NUSS              | HK        |     120450000 | PA      | $15543519.39    | 0.04%             | 2029-08-27      | Fixed         | 2.24%                 | No            |                  2 | On Loan: No      |
| RBC Capital Markets LLC                                                          | RBC Capital Markets LLC                                                                                                          | CUSIP: N/A<br>LEI: 549300LCO2FLSSVFFR64       | Long             | RA               | CORP              | US        |       1024600 | PA      | $1024600.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IPD 3 BV                                                                         | IPD 3 BV                                                                                                                         | CUSIP: N/A<br>LEI: 724500RBP2J59JMQB629       | Long             | DBT              | CORP              | NL        |       8681000 | PA      | $10366388.48    | 0.02%             | 2031-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust                                                         | Ajax Mortgage Loan Trust, Series 2021-C, Class A                                                                                 | CUSIP: 009733AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      12510533 | PA      | $12475989.38    | 0.03%             | 2061-01-25      | Variable      | 5.11%                 | No            |                  2 | On Loan: No      |
| JPMDB Commercial Mortgage Securities Trust                                       | JPMDB Commercial Mortgage Securities Trust, Series 2016-C4, Class XC                                                             | CUSIP: 46646RAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      14670000 | PA      | $116930.17      | 0.00%             | 2049-12-15      | Variable      | 0.75%                 | No            |                  2 | On Loan: No      |
| Reese Park CLO Ltd.                                                              | REESE PARK CLO Ltd., Series 2020-1A, Class ARR                                                                                   | CUSIP: 758465BL1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       1500000 | PA      | $1504500.00     | 0.00%             | 2038-01-15      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     405709200 | PA      | $4524993.28     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CHF Currency                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      35780000 | PA      | $40052.25       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ascent Resources Utica Holdings LLC                                              | Ascent Resources Utica Holdings LLC                                                                                              | CUSIP: 04364VAX1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        158000 | PA      | $160803.39      | 0.00%             | 2032-10-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                                                       | Progress Residential Trust, Series 2021-SFR4, Class F                                                                            | CUSIP: 74333EAG7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      15230000 | PA      | $14927046.36    | 0.04%             | 2038-05-17      | Fixed         | 3.41%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-211287.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                                              | Intesa Sanpaolo SpA                                                                                                              | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | DBT              | CORP              | IT        |       1100000 | PA      | $1501638.88     | 0.00%             | 2029-09-07      | Variable      | 9.12%                 | No            |                  2 | On Loan: No      |
| Republic of Cote d'Ivoire                                                        | Republic of Cote d'Ivoire                                                                                                        | CUSIP: N/A<br>LEI: 254900ICW11T82O6H590       | Long             | DBT              | NUSS              | CI        |       6553000 | PA      | $6017043.40     | 0.01%             | 2048-03-22      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Gemgarto plc                                                                     | Gemgarto plc, Series 2023-1, Class E                                                                                             | CUSIP: N/A<br>LEI: 635400VBSEGPUXLYKP64       | Long             | ABS-MBS          | CORP              | GB        |        873000 | PA      | $1203568.51     | 0.00%             | 2073-12-16      | Floating      | 8.72%                 | No            |                  2 | On Loan: No      |
| Bolivarian Republic of Venezuela                                                 | Bolivarian Republic of Venezuela                                                                                                 | CUSIP: N/A<br>LEI: 529900XM8PJTJK5OJI77       | Long             | DBT              | NUSS              | VE        |      11813200 | PA      | $2226788.20     | 0.01%             | 2031-08-05      | Fixed         | 11.95%                | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $101024.38      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Capital Four CLO VIII DAC                                                        | Capital Four CLO VIII DAC, Series 8X, Class D                                                                                    | CUSIP: N/A<br>LEI: 2549006Z0XBVN3OW8T93       | Long             | ABS-CBDO         | CORP              | IE        |       2600000 | PA      | $3078130.05     | 0.01%             | 2037-10-25      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| Barbados                                                                         | Barbados Government Bond                                                                                                         | CUSIP: 067070AK8<br>LEI: 529900UD1KUUS4SFD905 | Long             | DBT              | NUSS              | BB        |      10215000 | PA      | $10276290.00    | 0.02%             | 2035-06-26      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Rockford Tower CLO Ltd.                                                          | Rockford Tower CLO Ltd., Series 2017-2A, Class DR                                                                                | CUSIP: 77340GAQ4<br>LEI: 549300G18KVCW7VUKI86 | Long             | ABS-CBDO         | CORP              | KY        |       5360000 | PA      | $5370527.58     | 0.01%             | 2029-10-15      | Floating      | 7.37%                 | No            |                  2 | On Loan: No      |
| TTAN                                                                             | TTAN MHC, Series 2021-MHC, Class F                                                                                               | CUSIP: 87303TAQ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       7375137 | PA      | $7382050.94     | 0.02%             | 2038-03-15      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| Wynn Macau Ltd.                                                                  | Wynn Macau Ltd.                                                                                                                  | CUSIP: 98313RAH9<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |       2781000 | PA      | $2727465.75     | 0.01%             | 2028-08-26      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                         | Electricite de France SA                                                                                                         | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | NUSS              | FR        |      26400000 | PA      | $30631511.63    | 0.07%             | 2026-12-15      | Variable      | 2.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-30814.26      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Adler Financing SARL                                                             | ADLER Financing SARL, Series 1L                                                                                                  | CUSIP: N/A<br>LEI: 213800BAQB59IVKP7S93       | Long             | DBT              | CORP              | LU        |      25851074 | PA      | $31897708.04    | 0.08%             | 2028-12-31      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Belimo Holding AG (Registered)                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          1000 | NS      | $-4987.41       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Orange SA                                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        208000 | NS      | $75301.59       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | News Corp., Class A                                                                                                              | CUSIP: 65249B109<br>LEI: N/A                  | N/A              | DE               |  | US        |        -52500 | NS      | $-45150.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $352728.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Constellium SE                                                                   | Constellium SE                                                                                                                   | CUSIP: N/A<br>LEI: 724500KRJEMC79KAAU28       | Long             | DBT              | CORP              | FR        |       2214000 | PA      | $2640581.07     | 0.01%             | 2032-08-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Alibaba Group Holding Ltd.                                                       | Alibaba Group Holding Ltd.                                                                                                       | CUSIP: 01609W102<br>LEI: 5493001NTNQJDH60PM02 | Long             | EC               | CORP              | KY        |         78208 | NS      | $8869569.28     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PCL Funding VIII plc                                                             | PCL Funding VIII plc, Series 2023-1, Class B                                                                                     | CUSIP: N/A<br>LEI: 21380059YXNYYIS74Q45       | Long             | ABS-O            | CORP              | GB        |       1125000 | PA      | $1554240.96     | 0.00%             | 2028-05-15      | Floating      | 6.72%                 | No            |                  2 | On Loan: No      |
| DigiPlus Interactive Corp.                                                       | DigiPlus Interactive Corp.                                                                                                       | CUSIP: N/A<br>LEI: 254900M9EXJ3M6S66M06       | Long             | EC               | CORP              | PH        |        720320 | NS      | $665113.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-585223.86     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Canyon CLO Ltd.                                                                  | Canyon CLO Ltd., Series 2020-3A, Class A1R                                                                                       | CUSIP: 13876RAN4<br>LEI: 25490032WO5XW3V7KL43 | Long             | ABS-CBDO         | CORP              | KY        |       5820000 | PA      | $5842190.50     | 0.01%             | 2037-10-15      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| Mariner Finance Issuance Trust                                                   | Mariner Finance Issuance Trust, Series 2024-AA, Class E                                                                          | CUSIP: 567928AE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       2472000 | PA      | $2572291.26     | 0.01%             | 2036-09-22      | Fixed         | 9.02%                 | No            |                  2 | On Loan: No      |
| Harvest CLO XXXII DAC                                                            | Harvest CLO XXXII DAC, Series 32X, Class D                                                                                       | CUSIP: N/A<br>LEI: 635400AU6OVIWCGACH33       | Long             | ABS-CBDO         | CORP              | IE        |       1543000 | PA      | $1835163.54     | 0.00%             | 2037-07-25      | Floating      | 5.76%                 | No            |                  2 | On Loan: No      |
| Aethon United BR LP                                                              | Aethon United BR LP                                                                                                              | CUSIP: 00810GAD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       4443000 | PA      | $4660413.76     | 0.01%             | 2029-10-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Nova Alexandre III SAS                                                           | Nova Alexandre III SAS                                                                                                           | CUSIP: N/A<br>LEI: 969500J0AKOB1UHO6I65       | Long             | DBT              | CORP              | FR        |        624000 | PA      | $744249.09      | 0.00%             | 2029-07-15      | Floating      | 7.53%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |      10209000 | PA      | $-269954.41     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $2371602.12     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-121612.07     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ball Corp.                                                                       | Ball Corp.                                                                                                                       | CUSIP: N/A<br>LEI: 0BGI85ALH27ZJP15DY16       | Long             | DBT              | CORP              | US        |       8608000 | PA      | $10273261.88    | 0.02%             | 2032-07-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Tennessee Housing Development Agency                                             | Tennessee Housing Development Agency, Series 2018-3                                                                              | CUSIP: 880461VY1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |        615000 | PA      | $530978.36      | 0.00%             | 2049-01-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                              | Petroleos Mexicanos                                                                                                              | CUSIP: 71654QDP4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |       2588000 | PA      | $2769936.40     | 0.01%             | 2033-02-07      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Nidda Healthcare Holding GmbH                                                    | Nidda Healthcare Holding GmbH, 1st Lien Term Loan B2                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | DE        |      10071717 | PA      | $11858640.26    | 0.03%             | 2030-02-21      | Variable      | 6.05%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | FR        |       1868182 | PA      | $11443.72       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |        310000 | PA      | $7985.40        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | WTI Crude Oil                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |           667 | NC      | $3475070.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Brookfield Residential Properties, Inc.                                          | Brookfield Residential Properties, Inc.                                                                                          | CUSIP: 11283YAG5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       4151000 | PA      | $3777736.27     | 0.01%             | 2029-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                                                                   | CUSIP: N/A<br>LEI: IGJSJL3JD5P30I6NJZ34       | Long             | DBT              | CORP              | US        |      11000000 | PA      | $12020918.43    | 0.03%             | 2029-10-26      | Variable      | 0.49%                 | No            |                  2 | On Loan: No      |
| BofA Securities, Inc.                                                            | BofA Securities, Inc.                                                                                                            | CUSIP: N/A<br>LEI: 549300HN4UKV1E2R3U73       | Long             | RA               | CORP              | US        |        196000 | PA      | $196000.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Super Micro Computer, Inc.                                                       | Super Micro Computer, Inc.                                                                                                       | CUSIP: 86800UAE4<br>LEI: 54930022CZO1N2UGVW07 | Long             | DBT              | CORP              | US        |      15596000 | PA      | $17451924.00    | 0.04%             | 2030-06-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Lenzing AG                                                                       | Lenzing AG                                                                                                                       | CUSIP: N/A<br>LEI: 529900BKFJBI0QRDJH63       | Long             | DBT              | CORP              | AT        |      12300000 | PA      | $14349373.92    | 0.03%             | 2025-09-07      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Corp. Trust                                               | GS Mortgage Securities Corp. Trust, Series 2023-SHIP, Class E                                                                    | CUSIP: 36270GAJ0<br>LEI: 5493005BBCF84ICNQ550 | Long             | ABS-MBS          | CORP              | US        |      34583000 | PA      | $34793686.55    | 0.08%             | 2038-09-10      | Variable      | 7.68%                 | No            |                  2 | On Loan: No      |
| BofA Securities, Inc.                                                            | BofA Securities, Inc.                                                                                                            | CUSIP: N/A<br>LEI: 549300HN4UKV1E2R3U73       | Long             | RA               | CORP              | US        |       5050000 | PA      | $5050000.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NOVA Chemicals Corp.                                                             | NOVA Chemicals Corp.                                                                                                             | CUSIP: 66977WAS8<br>LEI: 549300ZOD6N7RI2FJP09 | Long             | DBT              | CORP              | CA        |       1682000 | PA      | $1617592.02     | 0.00%             | 2029-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $200905.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of South Africa                                                         | Republic of South Africa                                                                                                         | CUSIP: 836205BB9<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |       3780000 | PA      | $2838780.00     | 0.01%             | 2049-09-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                                                     | BX Commercial Mortgage Trust, Series 2024-MDHS, Class A                                                                          | CUSIP: 12433BAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      19165504 | PA      | $19189460.75    | 0.05%             | 2041-05-15      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR Currency                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | FR        |      17833100 | PA      | $11.52          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Sonder Enterprises, Inc.                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       1032088 | NS      | $1517168.80     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                                              | Eli Lilly & Co.                                                                                                                  | CUSIP: 00CBG9C95<br>LEI: N/A                  | N/A              | DE               |  | US        |           100 | NC      | $305250.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CIFC Funding Ltd.                                                                | CIFC Funding Ltd., Series 2017-5A, Class AR                                                                                      | CUSIP: 12551MAL3<br>LEI: 635400BTAKRBKGRV3X14 | Long             | ABS-CBDO         | CORP              | KY        |      18250000 | PA      | $18307474.73    | 0.04%             | 2037-07-17      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| Globe Telecom, Inc.                                                              | Globe Telecom, Inc.                                                                                                              | CUSIP: N/A<br>LEI: 254900GPWI1816YIM923       | Long             | DBT              | CORP              | PH        |      11000000 | PA      | $10826750.00    | 0.03%             | 2026-08-02      | Variable      | 4.20%                 | No            |                  2 | On Loan: No      |
| Intrum AB                                                                        | Intrum AB                                                                                                                        | CUSIP: N/A<br>LEI: 549300UNCO2FCUWXX470       | Long             | DBT              | CORP              | SE        |       6000000 | PA      | $510522.25      | 0.00%             | 2026-09-09      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| Castell plc                                                                      | Castell plc, Series 2025-1, Class E                                                                                              | CUSIP: N/A<br>LEI: 2138002O8DSFIQGKRU14       | Long             | ABS-MBS          | CORP              | GB        |       1165000 | PA      | $1599964.01     | 0.00%             | 2062-01-27      | Floating      | 7.72%                 | No            |                  2 | On Loan: No      |
| SC Germany SA Compartment Consumer                                               | SC Germany SA Compartment Consumer, Series 2024-2, Class C                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | LU        |       2300000 | PA      | $2731300.65     | 0.01%             | 2038-05-14      | Floating      | 3.29%                 | No            |                  2 | On Loan: No      |
| Twin Bridges plc                                                                 | Twin Bridges plc, Series 2023-1, Class B                                                                                         | CUSIP: N/A<br>LEI: 213800UGYTY5Y43KYF61       | Long             | ABS-MBS          | CORP              | GB        |       6190000 | PA      | $8538005.98     | 0.02%             | 2055-06-14      | Floating      | 5.83%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding XLVIII Ltd.                                                 | Madison Park Funding XLVIII Ltd., Series 2021-48A, Class E                                                                       | CUSIP: 55821WAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |        500000 | PA      | $500370.20      | 0.00%             | 2033-04-19      | Floating      | 10.78%                | No            |                  2 | On Loan: No      |
| TCI-Symphony CLO Ltd.                                                            | TCI-Symphony CLO Ltd., Series 2016-1A, Class AR2                                                                                 | CUSIP: 87229WAQ4<br>LEI: 5493005WLG3H3B8NI222 | Long             | ABS-CBDO         | CORP              | KY        |      10366686 | PA      | $10379043.03    | 0.02%             | 2032-10-13      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| HOME EFFICIENCY TR 2024-A-1                                                      | Home Efficiency                                                                                                                  | CUSIP: 43710UAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      37791893 | PA      | $38487263.39    | 0.09%             | 2054-12-31      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| Vedanta Resources Finance II plc                                                 | Vedanta Resources Finance II plc                                                                                                 | CUSIP: 92243XAL5<br>LEI: 8945002DGA3BBXO3N634 | Long             | DBT              | CORP              | GB        |       5482000 | PA      | $5454590.00     | 0.01%             | 2033-04-24      | Fixed         | 9.85%                 | No            |                  2 | On Loan: No      |
| District of Columbia Income Tax                                                  | District of Columbia Income Tax, Series 2025A                                                                                    | CUSIP: 25477GYP4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      15345000 | PA      | $16035279.15    | 0.04%             | 2050-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AMC Networks, Inc.                                                               | AMC Networks, Inc.                                                                                                               | CUSIP: 00164VAF0<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |      10878000 | PA      | $8714474.58     | 0.02%             | 2029-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CSMC Trust                                                                       | CSMC Trust, Series 2014-9R, Class 9A1                                                                                            | CUSIP: 12648UBW5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1668262 | PA      | $1371522.58     | 0.00%             | 2036-08-27      | Floating      | 4.68%                 | No            |                  2 | On Loan: No      |
| Aroundtown Finance SARL                                                          | Aroundtown Finance SARL                                                                                                          | CUSIP: N/A<br>LEI: 8945006LEXV2KWSWVP51       | Long             | DBT              | CORP              | LU        |       9036000 | PA      | $12520476.27    | 0.03%             | 2029-05-07      | Variable      | 8.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDSCMBX                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |        773600 | PA      | $-58083.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Mercer International, Inc.                                                       | Mercer International, Inc.                                                                                                       | CUSIP: 588056BB6<br>LEI: 549300Z5IAG39VRTY874 | Long             | DBT              | CORP              | US        |       8536000 | PA      | $6962844.48     | 0.02%             | 2029-02-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   27688577500 | PA      | $2324387.52     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       1980000 | PA      | $65507.90       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bear Stearns ALT-A Trust                                                         | Bear Stearns ALT-A Trust, Series 2006-6, Class 1A1                                                                               | CUSIP: 073868AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1763834 | PA      | $1516551.13     | 0.00%             | 2036-11-25      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Securitas AB, Class B                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |       -116000 | NS      | $-9180.42       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deephaven Residential Mortgage Trust                                             | Deephaven Residential Mortgage Trust, Series 2024-1, Class A1                                                                    | CUSIP: 24380QAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       4557758 | PA      | $4582109.61     | 0.01%             | 2069-07-25      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| Endo Finance Holdings, Inc.                                                      | Endo Finance Holdings, Inc.                                                                                                      | CUSIP: 29281RAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       5853000 | PA      | $6195739.97     | 0.01%             | 2031-04-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     248990063 | PA      | $7737082.97     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| K+S AG                                                                           | K+S AG (Registered)                                                                                                              | CUSIP: N/A<br>LEI: 529900YURAYD4IJX2J91       | Long             | EC               | CORP              | DE        |        112176 | NS      | $2057660.27     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      71084655 | PA      | $2075.30        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Heathrow Finance plc                                                             | Heathrow Finance plc                                                                                                             | CUSIP: N/A<br>LEI: 549300F740QSGMPHQJ60       | Long             | DBT              | CORP              | GB        |      11724000 | PA      | $15996207.13    | 0.04%             | 2031-03-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Alliant Holdings Intermediate LLC                                                | Alliant Holdings Intermediate LLC                                                                                                | CUSIP: 01883LAF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        348000 | PA      | $359974.68      | 0.00%             | 2031-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $9905.20        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Kyowa Kirin Co. Ltd.                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -79900 | NS      | $8462.70        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ANA Holdings, Inc.                                                               | ANA Holdings, Inc.                                                                                                               | CUSIP: N/A<br>LEI: 5493008IRKIY0G3TE305       | Long             | EC               | CORP              | JP        |         55800 | NS      | $1092567.19     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities plc                                                          | JPMorgan Securities plc                                                                                                          | CUSIP: N/A<br>LEI: K6Q0W1PS1L1O4IQL9C32       | Long             | RA               | CORP              | GB        |      10186300 | PA      | $11998952.09    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      78229203 | PA      | $-264405.59     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Regatta XX Funding Ltd.                                                          | Regatta XX Funding Ltd., Series 2021-2A, Class AR                                                                                | CUSIP: 75884YAK4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       9750000 | PA      | $9757631.33     | 0.02%             | 2038-01-15      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                                                       | Progress Residential Trust, Series 2021-SFR5, Class F                                                                            | CUSIP: 74333FAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       3192000 | PA      | $3094768.17     | 0.01%             | 2038-07-17      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| Bell Telephone Co. of Canada or Bell Canada                                      | Bell Telephone Co. of Canada or Bell Canada                                                                                      | CUSIP: 0778FPAL3<br>LEI: 5493000G3EFX9S7TDE29 | Short            | DBT              | CORP              | CA        |       -148000 | PA      | $-148121.36     | -0.00%            | 2033-05-11      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Johnson Controls International plc                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |        -18000 | NS      | $-40860.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust                                           | Velocity Commercial Capital Loan Trust, Series 2024-1, Class M2                                                                  | CUSIP: 92261CAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1127113 | PA      | $1132871.14     | 0.00%             | 2054-01-25      | Variable      | 7.23%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-212051.91     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Quarz International, Inc.                                                        | Quarz International, Inc.                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | IT        |      16963630 | PA      | $20022332.46    | 0.05%             | 2041-06-15      | Floating      | 2.77%                 | No            |                  2 | On Loan: No      |
| OHA Credit Partners XVII Ltd.                                                    | OHA Credit Partners XVII Ltd., Series 2024-17A, Class B2                                                                         | CUSIP: 67120MAG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       6000000 | PA      | $5966653.80     | 0.01%             | 2038-01-18      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-120055.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | iShares Russell 2000 ETF                                                                                                         | CUSIP: 00PBULNU9<br>LEI: N/A                  | N/A              | DE               |  | US        |           500 | NC      | $3000.00        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| New Mountain CLO 2 Ltd.                                                          | New Mountain CLO 2 Ltd., Series CLO-2A, Class A1R                                                                                | CUSIP: 64754LAL1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      11000000 | PA      | $11032918.60    | 0.03%             | 2038-01-15      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| GSR Mortgage Loan Trust                                                          | GSR Mortgage Loan Trust, Series 2005-AR1, Class 2A1                                                                              | CUSIP: 36242DUM3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        243840 | PA      | $240948.79      | 0.00%             | 2035-01-25      | Variable      | 6.93%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-809896.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-327647.25     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Credit-Based Asset Servicing & Securitization LLC                                | Credit-Based Asset Servicing & Securitization LLC, Series 2007-CB6, Class A4                                                     | CUSIP: 1248RHAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       1242933 | PA      | $814203.93      | 0.00%             | 2037-07-25      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                            | Wells Fargo Commercial Mortgage Trust, Series 2019-C49, Class D                                                                  | CUSIP: 95001WAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        988000 | PA      | $852322.31      | 0.00%             | 2052-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Vanguard Long-Term Corporate Bond ETF                                            | Vanguard Long-Term Corporate Bond ETF                                                                                            | CUSIP: 92206C813<br>LEI: N/A                  | Long             |  | RF                | US        |        570850 | NS      | $43327515.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| Canada Square Funding plc                                                        | Canada Square Funding plc, Series 2021-2, Class C                                                                                | CUSIP: N/A<br>LEI: 6354007J4JIXGCWTSJ05       | Long             | ABS-MBS          | CORP              | GB        |        102000 | PA      | $140023.46      | 0.00%             | 2058-06-17      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Electric Power Authority                                             | Puerto Rico Electric Power Authority, Series 2007TT                                                                              | CUSIP: 74526YBT1<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | PR        |       1915000 | PA      | $923987.50      | 0.00%             | 2018-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Australia 3-Year Bond                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | AU        |           -52 | NC      | $-14659.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                            | Wells Fargo Commercial Mortgage Trust, Series 2024-BPRC, Class D                                                                 | CUSIP: 95004AAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       2300000 | PA      | $2308440.38     | 0.01%             | 2043-07-15      | Fixed         | 7.08%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC                                                                 | CCO Holdings LLC                                                                                                                 | CUSIP: 1248EPCS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       3423000 | PA      | $3491584.12     | 0.01%             | 2029-09-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| MHC Commercial Mortgage Trust                                                    | MHC Commercial Mortgage Trust, Series 2021-MHC, Class E                                                                          | CUSIP: 55316VAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       6797600 | PA      | $6810345.53     | 0.02%             | 2038-04-15      | Floating      | 6.53%                 | No            |                  2 | On Loan: No      |
| Barclays plc                                                                     | Barclays plc                                                                                                                     | CUSIP: 06738EBN4<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |       8279000 | PA      | $8282154.30     | 0.02%             | 2025-12-15      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| Kingdom of Morocco                                                               | Kingdom of Morocco                                                                                                               | CUSIP: N/A<br>LEI: 529900F3MBW9XY5K1X07       | Long             | DBT              | NUSS              | MA        |        283000 | PA      | $266373.75      | 0.00%             | 2027-12-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Weekley Homes LLC                                                                | Weekley Homes LLC                                                                                                                | CUSIP: 948565AD8<br>LEI: 5493009MTTQO8ZN53F13 | Long             | DBT              | CORP              | US        |       3281000 | PA      | $3177913.93     | 0.01%             | 2028-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Bayview Financial Revolving Asset Trust                                          | Bayview Financial Revolving Asset Trust, Series 2005-E, Class A1                                                                 | CUSIP: 073250BV3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        343777 | PA      | $343412.53      | 0.00%             | 2040-12-28      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| ION Trading Technologies SARL                                                    | ION Trading Technologies SARL                                                                                                    | CUSIP: 46205YAA9<br>LEI: 5493009ZVXOKZLQ6QJ12 | Long             | DBT              | CORP              | LU        |       1900000 | PA      | $1833202.46     | 0.00%             | 2028-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Hungary                                                                          | Hungary Government Bond                                                                                                          | CUSIP: N/A<br>LEI: 5299003F3UFKGCCMAP43       | Long             | DBT              | NUSS              | HU        |      41800000 | PA      | $49632216.50    | 0.12%             | 2034-06-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Palmer Square Loan Funding Ltd.                                                  | Palmer Square Loan Funding Ltd., Series 2021-4A, Class D                                                                         | CUSIP: 69702JAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      10000000 | PA      | $10000560.00    | 0.02%             | 2029-10-15      | Floating      | 9.52%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                                  | TransDigm, Inc.                                                                                                                  | CUSIP: 893647BQ9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |        898000 | PA      | $882357.74      | 0.00%             | 2029-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| TK Elevator Midco GmbH                                                           | TK Elevator Midco GmbH                                                                                                           | CUSIP: N/A<br>LEI: 254900K869UN2ZWVB351       | Long             | DBT              | CORP              | DE        |       4325000 | PA      | $5094320.54     | 0.01%             | 2027-07-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Cardiff Auto Receivables Securitisation plc                                      | Cardiff Auto Receivables Securitisation plc, Series 2024-1, Class C                                                              | CUSIP: N/A<br>LEI: 6354006GQBBANLIO8R45       | Long             | ABS-O            | CORP              | GB        |       5216000 | PA      | $7160308.02     | 0.02%             | 2031-08-20      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                     | UBS Group AG                                                                                                                     | CUSIP: N/A<br>LEI: 549300SZJ9VS8SGXAN81       | Long             | DBT              | CORP              | CH        |      10529000 | PA      | $10536896.75    | 0.02%             | 2025-08-07      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| Aeropuerto Internacional de Tocumen SA                                           | Aeropuerto Internacional de Tocumen SA                                                                                           | CUSIP: 00787CAE2<br>LEI: 254900FO1PHX49ZIGB14 | Long             | DBT              | NUSS              | PA        |       1866000 | PA      | $1316463.00     | 0.00%             | 2061-08-11      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Xiaomi Corp., Class B                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         34611 | NS      | $27675.13       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | HP, Inc.                                                                                                                         | CUSIP: 40434L105<br>LEI: N/A                  | N/A              | DE               |  | US        |         73200 | NS      | $-48312.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AGL CLO 12 Ltd.                                                                  | AGL CLO 12 Ltd., Series 2021-12A, Class A1                                                                                       | CUSIP: 00120BAA8<br>LEI: 54930005OE1IFBESDA27 | Long             | ABS-CBDO         | CORP              | KY        |       1000000 | PA      | $1001849.40     | 0.00%             | 2034-07-20      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Lifco AB, Class B                                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |        -25000 | NS      | $794.84         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | China Overseas Land & Investment Ltd.                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        460000 | NS      | $-18518.29      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | TPG Telecom Ltd.                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        720300 | NS      | $-51217.80      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDIT                                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |      93900000 | PA      | $-155849.13     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Dowson plc                                                                       | Dowson plc, Series 2024-1, Class F                                                                                               | CUSIP: N/A<br>LEI: 635400IRBWDPWKGK1C24       | Long             | ABS-O            | CORP              | GB        |       1476000 | PA      | $2014880.13     | 0.00%             | 2031-08-20      | Floating      | 11.17%                | No            |                  2 | On Loan: No      |
| BlueMountain CLO XXVIII Ltd.                                                     | BlueMountain CLO XXVIII Ltd., Series 2021-28A, Class A                                                                           | CUSIP: 09630PAA1<br>LEI: 5493001GLQHON6UV2U40 | Long             | ABS-CBDO         | CORP              | KY        |        560000 | PA      | $560000.00      | 0.00%             | 2034-04-15      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Becton Dickinson & Co.                                                                                                           | CUSIP: 075887109<br>LEI: N/A                  | N/A              | DE               |  | GB        |         -6000 | NS      | $-15180.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Asahi Kasei Corp.                                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        476500 | NS      | $190556.04      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fantasia Holdings Group Co. Ltd.                                                 | Fantasia Holdings Group Co. Ltd.                                                                                                 | CUSIP: N/A<br>LEI: 5493005JQNLB3I01JW62       | Long             | DBT              | CORP              | KY        |      10550000 | PA      | $290125.00      | 0.00%             | 2024-04-17      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $1264.70        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOP                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    -238620000 | PA      | $-273189.63     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fortress Transportation and Infrastructure Investors LLC                         | Fortress Transportation & Infrastructure Investors LLC                                                                           | CUSIP: 34960PAF8<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |       3298000 | PA      | $3414864.63     | 0.01%             | 2031-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Eni SpA                                                                          | Eni SpA                                                                                                                          | CUSIP: N/A<br>LEI: BUCRF72VH5RBN7X3VL35       | Long             | DBT              | CORP              | IT        |       5450000 | PA      | $6467976.21     | 0.02%             | 2031-01-21      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                                                     | Barclays Mortgage Loan Trust, Series 2024-NQM4, Class B2                                                                         | CUSIP: 06745KAF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       2661700 | PA      | $2612381.09     | 0.01%             | 2064-12-26      | Variable      | 7.57%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                                           | Alternative Loan Trust, Series 2006-6CB, Class 2A10                                                                              | CUSIP: 12668BSQ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        413758 | PA      | $155498.58      | 0.00%             | 2036-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GAIL India Ltd.                                                                  | GAIL India Ltd.                                                                                                                  | CUSIP: N/A<br>LEI: 335800N82LJD42ZA5L32       | Long             | EC               | CORP              | IN        |        120501 | NS      | $268263.38      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                                                     | BX Commercial Mortgage Trust, Series 2021-SOAR, Class G                                                                          | CUSIP: 05608WAS3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       6687341 | PA      | $6691520.80     | 0.02%             | 2038-06-15      | Floating      | 7.23%                 | No            |                  2 | On Loan: No      |
| UniCredit SpA                                                                    | UniCredit SpA                                                                                                                    | CUSIP: N/A<br>LEI: 549300TRUWO2CD2G5692       | Long             | DBT              | CORP              | IT        |       4292000 | PA      | $5056417.84     | 0.01%             | 2026-10-24      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC                                                                 | CCO Holdings LLC                                                                                                                 | CUSIP: 1248EPCB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       4816000 | PA      | $4798390.30     | 0.01%             | 2029-06-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Bayview Commercial Asset Trust                                                   | Bayview Commercial Asset Trust, Series 2007-4A, Class A1                                                                         | CUSIP: 07326BAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       4703799 | PA      | $4405098.94     | 0.01%             | 2037-09-25      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| Venture Global LNG, Inc.                                                         | Venture Global LNG, Inc.                                                                                                         | CUSIP: 92332YAB7<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |       8547000 | PA      | $8877219.16     | 0.02%             | 2031-06-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Wells Fargo & Co.                                                                                                                | CUSIP: 00CBR4T39<br>LEI: N/A                  | N/A              | DE               |  | US        |          2700 | NC      | $336150.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |       5589000 | PA      | $769649.04      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INEOS Finance plc                                                                | INEOS Finance plc                                                                                                                | CUSIP: N/A<br>LEI: 2138002D68XDR4LZCG32       | Long             | DBT              | CORP              | GB        |       2415000 | PA      | $2764419.39     | 0.01%             | 2030-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-72468.62      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Cedar Funding XIV CLO Ltd.                                                       | Cedar Funding XIV CLO Ltd., Series 2021-14A, Class ER                                                                            | CUSIP: 15033GAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       4900000 | PA      | $4916235.66     | 0.01%             | 2037-10-15      | Floating      | 11.65%                | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                                                | Barclays Bank plc                                                                                                                | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | RA               | CORP              | GB        |       2426288 | PA      | $2426287.50     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Autonoria Spain                                                                  | Autonoria Spain, Series 2021-SP, Class F                                                                                         | CUSIP: N/A<br>LEI: 959800PAVFGQ48YNAE06       | Long             | ABS-O            | CORP              | ES        |         51705 | PA      | $60661.77       | 0.00%             | 2039-01-31      | Floating      | 5.79%                 | No            |                  2 | On Loan: No      |
| Deutsche Alt-B Securities Mortgage Loan Trust                                    | Deutsche Alt-B Securities Mortgage Loan Trust, Series 2006-AB3, Class A3                                                         | CUSIP: 25151EAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        742237 | PA      | $646247.33      | 0.00%             | 2036-07-25      | Variable      | 6.51%                 | No            |                  2 | On Loan: No      |
| Rakuten Group, Inc.                                                              | Rakuten Group, Inc.                                                                                                              | CUSIP: N/A<br>LEI: 529900IMXUCQKUL1H943       | Long             | DBT              | CORP              | JP        |      21357000 | PA      | $23743627.89    | 0.06%             | 2027-04-22      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| Radar Bidco SARL                                                                 | Radar Bidco SARL, 1st Lien Term Loan B2                                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | LU        |       4258065 | PA      | $5026220.51     | 0.01%             | 2031-04-04      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| Romania                                                                          | Romania Government Bond                                                                                                          | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |        942000 | PA      | $940822.50      | 0.00%             | 2027-11-25      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Greenko Wind Projects Mauritius Ltd.                                             | Greenko Wind Projects Mauritius Ltd.                                                                                             | CUSIP: N/A<br>LEI: 254900MSUXE1FF83DP82       | Long             | DBT              | CORP              | MU        |      12915000 | PA      | $13018320.00    | 0.03%             | 2028-09-27      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Golden Bar Securitisation SRL                                                    | Golden Bar Securitisation SRL, Series 2023-2, Class C                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | IT        |       2611940 | PA      | $3155215.86     | 0.01%             | 2043-09-22      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| Service Properties Trust                                                         | Service Properties Trust                                                                                                         | CUSIP: 81761LAB8<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |       2208000 | PA      | $2187682.65     | 0.01%             | 2027-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | USCPI                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | GB        |      19260000 | PA      | $77436.68       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Axon Enterprise, Inc.                                                            | Axon Enterprise, Inc.                                                                                                            | CUSIP: 05464CAD3<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |        586000 | PA      | $603381.72      | 0.00%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Dun & Bradstreet Corp. (The)                                                     | Dun & Bradstreet Corp. (The), 1st Lien Term Loan B2                                                                              | CUSIP: 26483NAW0<br>LEI: RI37BMPWE56BCJ747E14 | Long             | LON              | CORP              | US        |        982293 | PA      | $981448.65      | 0.00%             | 2029-01-18      | Variable      | 6.57%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | iShares iBoxx $ High Yield Corporate Bond ETF                                                                                    | CUSIP: 00CBGL9F8<br>LEI: N/A                  | N/A              | DE               |  | US        |        -24727 | NC      | $-1508347.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Arab Republic of Egypt                                                           | Arab Republic of Egypt                                                                                                           | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |     350356000 | PA      | $7126142.15     | 0.02%             | 2027-10-01      | Fixed         | 24.46%                | No            |                  2 | On Loan: No      |
| Antero Midstream Partners LP                                                     | Antero Midstream Partners LP                                                                                                     | CUSIP: 03690AAH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       2675000 | PA      | $2654900.32     | 0.01%             | 2029-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-148627.77     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Formosa Plastics Corp.                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -799587 | NS      | $-10848.02      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Starwood Property Trust, Inc.                                                    | Starwood Property Trust, Inc.                                                                                                    | CUSIP: 85571BBC8<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |        117000 | PA      | $118338.83      | 0.00%             | 2030-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      17962325 | PA      | $-108178.19     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                                                     | Barclays Mortgage Loan Trust, Series 2023-NQM3, Class B3                                                                         | CUSIP: 06744FAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       8875906 | PA      | $8538944.65     | 0.02%             | 2063-10-25      | Variable      | 7.98%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Allianz SE (Registered)                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          6000 | NS      | $-41181.97      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOP                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | FR        |    -799187000 | PA      | $-286450.95     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BlueMountain CLO Ltd.                                                            | BlueMountain CLO Ltd., Series 2013-2A, Class BR                                                                                  | CUSIP: 09626YAS9<br>LEI: 549300KGXMRFX2DKIX03 | Long             | ABS-CBDO         | CORP              | KY        |       4000000 | PA      | $4008344.00     | 0.01%             | 2030-10-22      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Dexcom, Inc.                                                                                                                     | CUSIP: 252131107<br>LEI: N/A                  | N/A              | DE               |  | US        |         10500 | NS      | $19763.79       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Allwyn Entertainment Financing UK plc                                            | Allwyn Entertainment Financing UK plc                                                                                            | CUSIP: N/A<br>LEI: 315700J7ZTIN8XGCX365       | Long             | DBT              | CORP              | GB        |       3055000 | PA      | $3823552.08     | 0.01%             | 2030-04-30      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| UK Logistics DAC                                                                 | UK Logistics DAC, Series 2024-2X, Class A                                                                                        | CUSIP: N/A<br>LEI: 635400FRZQXRDV2SLM12       | Long             | ABS-MBS          | CORP              | GB        |       6331563 | PA      | $8700588.77     | 0.02%             | 2035-02-17      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| Freed Hotels & Resorts                                                           | Resort Communities LoanCo. LP                                                                                                    | CUSIP: 76125UAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     110861204 | PA      | $111559629.59   | 0.26%             | 2028-11-21      | Variable      | 12.50%                | No            |                  3 | On Loan: No      |
| Galapagos                                                                        | Galapagos, 1st Lien Term Loan                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | LU        |      25288632 | PA      | $29788744.56    | 0.07%             | 2028-01-01      | Variable      | 6.14%                 | No            |                  3 | On Loan: No      |
| Project Alpha Intermediate Holding, Inc.                                         | Project Alpha Intermediate Holding, Inc., 1st Lien Term Loan                                                                     | CUSIP: 74339DAN8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |        958344 | PA      | $962474.66      | 0.00%             | 2030-10-28      | Variable      | 7.55%                 | No            |                  2 | On Loan: No      |
| Kyrgyz Republic International Bond                                               | Kyrgyz Republic International Bond                                                                                               | CUSIP: 50158LAA6<br>LEI: 253400QJNKYYP2C7PA85 | Long             | DBT              | NUSS              | KG        |       2782000 | PA      | $2735053.75     | 0.01%             | 2030-06-03      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Banco Mercantil del Norte SA                                                     | Banco Mercantil del Norte SA                                                                                                     | CUSIP: 05973KAA5<br>LEI: 549300QTVYRPFHS0J362 | Long             | DBT              | CORP              | MX        |       1620000 | PA      | $1581525.00     | 0.00%             | 2027-01-24      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-46017.09      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HIH Trust                                                                        | HIH Trust, Series 2024-61P, Class D                                                                                              | CUSIP: 40444VAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       4896711 | PA      | $4884469.51     | 0.01%             | 2041-10-15      | Floating      | 7.95%                 | No            |                  2 | On Loan: No      |
| Babcock International Group plc                                                  | Babcock International Group plc                                                                                                  | CUSIP: N/A<br>LEI: 213800TSKOLX4EU6L377       | Long             | DBT              | CORP              | GB        |       2000000 | PA      | $2296814.03     | 0.01%             | 2027-09-13      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $151888.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ADLER Group SA                                                                   | ADLER Group SA                                                                                                                   | CUSIP: N/A<br>LEI: 391200OYYFJ3DWAMEC69       | Long             | EC               | CORP              | LU        |       5755512 | NS      | $67.80          | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Huntington Bank Auto Credit-Linked Notes                                         | Huntington Bank Auto Credit-Linked Notes, Series 2024-2, Class B2                                                                | CUSIP: 44644NAH2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      13746084 | PA      | $13815411.95    | 0.03%             | 2032-10-20      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trust                                                  | CSAIL Commercial Mortgage Trust, Series 2019-C17, Class XA                                                                       | CUSIP: 12597BAW9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      25947661 | PA      | $1082030.43     | 0.00%             | 2052-09-15      | Variable      | 1.46%                 | No            |                  2 | On Loan: No      |
| Apidos CLO XXXI                                                                  | Apidos CLO XXXI, Series 2019-31A, Class BR                                                                                       | CUSIP: 03767VAL2<br>LEI: 549300IG6PHVJ3WBR394 | Long             | ABS-CBDO         | CORP              | KY        |        250000 | PA      | $250455.05      | 0.00%             | 2031-04-15      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| Ontex Group NV                                                                   | Ontex Group NV                                                                                                                   | CUSIP: N/A<br>LEI: 549300AQESC6JJOPW253       | Long             | DBT              | CORP              | BE        |       1028000 | PA      | $1236622.06     | 0.00%             | 2030-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Ramsay Generale de Sante                                                         | Ramsay Generale De Sante SA, Facility 1st Lien Term Loan B5                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | FR        |       3000000 | PA      | $3510773.96     | 0.01%             | 2031-08-13      | Variable      | 5.49%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Trust                                                          | Barclays Mortgage Trust, Series 2021-NPL1, Class B                                                                               | CUSIP: 06744JAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       6294508 | PA      | $6394312.86     | 0.02%             | 2051-11-25      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| Elis SA                                                                          | Elis SA                                                                                                                          | CUSIP: N/A<br>LEI: 969500UX71LCE8MAY492       | Long             | DBT              | CORP              | FR        |       8300000 | PA      | $10056880.53    | 0.02%             | 2030-03-21      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CDW LLC                                                                          | CDW LLC                                                                                                                          | CUSIP: 12513GBL2<br>LEI: N/A                  | Short            | DBT              | CORP              | US        |      -1200000 | PA      | $-1196682.20    | -0.00%            | 2034-08-22      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Republic of Poland                                                               | Republic of Poland                                                                                                               | CUSIP: N/A<br>LEI: 259400R9L8QEP0TPXS31       | Long             | DBT              | NUSS              | PL        |     118000000 | PA      | $32892907.18    | 0.08%             | 2030-01-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Air Water, Inc.                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        124700 | NS      | $49660.84       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Focus Financial Partners LLC                                                     | Focus Financial Partners LLC, 1st Lien Term Loan B                                                                               | CUSIP: 34416DBD9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       1184524 | PA      | $1181716.48     | 0.00%             | 2031-09-15      | Variable      | 7.08%                 | No            |                  2 | On Loan: No      |
| Twin Bridges plc                                                                 | Twin Bridges plc, Series 2021-2, Class B                                                                                         | CUSIP: N/A<br>LEI: 213800NWP6K9BKT6DF77       | Long             | ABS-MBS          | CORP              | GB        |        819000 | PA      | $1122415.12     | 0.00%             | 2055-09-12      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      64111145 | PA      | $-33256.32      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Tower Bridge Funding plc                                                         | Tower Bridge Funding plc, Series 2024-3X, Class B                                                                                | CUSIP: N/A<br>LEI: 635400XMA28GDAPK1E69       | Long             | ABS-MBS          | CORP              | GB        |       2371379 | PA      | $3257462.09     | 0.01%             | 2066-12-20      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                         | BX Trust, Series 2025-LIFE, Class A                                                                                              | CUSIP: 05616HAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       6712000 | PA      | $6836933.81     | 0.02%             | 2047-06-13      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      98149400 | PA      | $1244333.91     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $10524.56       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EMRLD Borrower LP                                                                | EMRLD Borrower LP                                                                                                                | CUSIP: 29103CAA6<br>LEI: 5493000GJYE7GAQCUC61 | Long             | DBT              | CORP              | US        |       1845000 | PA      | $1885907.34     | 0.00%             | 2030-12-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO X Ltd.                                               | Benefit Street Partners CLO X Ltd., Series 2016-10A, Class A2AR                                                                  | CUSIP: 08181LAW7<br>LEI: 549300MYLNCW81S1Y182 | Long             | ABS-CBDO         | CORP              | KY        |        750000 | PA      | $751957.13      | 0.00%             | 2034-04-20      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Wesfarmers Ltd.                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -60700 | NS      | $20696.15       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Rad CLO 7 Ltd.                                                                   | Rad CLO 7 Ltd., Series 2020-7A, Class A1R                                                                                        | CUSIP: 74936GAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |        250000 | PA      | $250375.00      | 0.00%             | 2036-04-17      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                                                     | BX Commercial Mortgage Trust, Series 2021-VINO, Class F                                                                          | CUSIP: 05608KAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1512000 | PA      | $1511527.46     | 0.00%             | 2038-05-15      | Floating      | 7.23%                 | No            |                  2 | On Loan: No      |
| Virgin Media Secured Finance plc                                                 | Virgin Media Secured Finance plc                                                                                                 | CUSIP: N/A<br>LEI: 213800X3RLP4NOTPY579       | Long             | DBT              | CORP              | GB        |       2425000 | PA      | $3041661.15     | 0.01%             | 2030-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Stark Financing DAC                                                              | Stark Financing DAC, Series 2023-1X, Class B                                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | CORP              | IE        |      13404000 | PA      | $18426672.71    | 0.04%             | 2033-08-17      | Floating      | 7.34%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     537595963 | PA      | $-15896.88      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                                    | Commonwealth of Massachusetts, Series 2025C                                                                                      | CUSIP: 57582TDV1<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |      11335000 | PA      | $11556768.96    | 0.03%             | 2051-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Vodafone Group plc                                                               | Vodafone Group plc, Series 60NC10                                                                                                | CUSIP: N/A<br>LEI: 213800TB53ELEUKM7Q61       | Long             | DBT              | CORP              | GB        |       9005000 | PA      | $10062217.35    | 0.02%             | 2080-08-27      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Sixth Street CLO XX Ltd.                                                         | Sixth Street CLO XX Ltd., Series 2021-20A, Class BR                                                                              | CUSIP: 83012QAS3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       5000000 | PA      | $5000000.00     | 0.01%             | 2038-07-17      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Stratton Mortgage Funding plc                                                    | Stratton Mortgage Funding plc, Series 2024-2X, Class C                                                                           | CUSIP: N/A<br>LEI: 635400BEV82LZKPTAB28       | Long             | ABS-MBS          | CORP              | GB        |       2576000 | PA      | $3527997.59     | 0.01%             | 2050-06-28      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                                           | Arab Republic of Egypt                                                                                                           | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |     535251000 | PA      | $10599298.22    | 0.03%             | 2028-02-04      | Fixed         | 21.38%                | No            |                  2 | On Loan: No      |
| Alliant Holdings Intermediate LLC                                                | Alliant Holdings Intermediate LLC                                                                                                | CUSIP: 01883LAG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       2955000 | PA      | $3009960.05     | 0.01%             | 2031-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ILPT Commercial Mortgage Trust                                                   | ILPT Commercial Mortgage Trust, Series 2025-LPF2, Class A                                                                        | CUSIP: 451955AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      23153000 | PA      | $23492612.83    | 0.06%             | 2042-07-15      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| State of California Department of Water Resources                                | State of California Department of Water Resources, Series BC                                                                     | CUSIP: 13067WRM6<br>LEI: 549300X618YEC5LGBQ98 | Long             | DBT              | MUN               | US        |       4600000 | PA      | $3570114.07     | 0.01%             | 2034-12-01      | Fixed         | 1.77%                 | No            |                  2 | On Loan: No      |
| Suburban Propane Partners LP                                                     | Suburban Propane Partners LP                                                                                                     | CUSIP: 864486AL9<br>LEI: JJAX4X60DE65EYFOTY73 | Long             | DBT              | CORP              | US        |       2197000 | PA      | $2078575.44     | 0.00%             | 2031-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BFLD Mortgage Trust                                                              | BFLD Mortgage Trust, Series 2024-VICT, Class A                                                                                   | CUSIP: 05555VAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       8290000 | PA      | $8310725.00     | 0.02%             | 2041-07-15      | Floating      | 6.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Sodexo SA                                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         12400 | NS      | $-47719.33      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan Chase Commercial Mortgage Securities Trust                           | J.P. Morgan Chase Commercial Mortgage Securities Trust, Series 2024-OMNI, Class A                                                | CUSIP: 46593JAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       4640000 | PA      | $4733732.64     | 0.01%             | 2039-10-05      | Variable      | 5.99%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      17520000 | PA      | $747905.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | MatsukiyoCocokara & Co.                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -68900 | NS      | $-12832.03      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-3097.28       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Palomino Funding Trust I                                                         | Palomino Funding Trust I                                                                                                         | CUSIP: 69754AAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       4440000 | PA      | $4690905.02     | 0.01%             | 2028-05-17      | Fixed         | 7.23%                 | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                                                | Barclays Bank plc                                                                                                                | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | RA               | CORP              | GB        |         86625 | PA      | $86625.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PRET LLC                                                                         | PRET LLC, Series 2021-RN4, Class A1                                                                                              | CUSIP: 69359QAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       8402136 | PA      | $8395388.61     | 0.02%             | 2051-10-25      | Variable      | 5.49%                 | No            |                  2 | On Loan: No      |
| Broadcom, Inc.                                                                   | Broadcom, Inc.                                                                                                                   | CUSIP: 11135FBG5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      14290000 | PA      | $10689000.45    | 0.03%             | 2051-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ION Trading Finance Ltd.                                                         | ION Trading Finance Ltd., 1st Lien Term Loan                                                                                     | CUSIP: L5582BAW7<br>LEI: 2138006ZTGCXJPF5GD07 | Long             | LON              | CORP              | IE        |       3000000 | PA      | $3504201.00     | 0.01%             | 2028-03-31      | Variable      | 6.61%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      66600000 | PA      | $-755823.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Swiss RE Subordinated Finance plc                                                | Swiss RE Subordinated Finance plc                                                                                                | CUSIP: N/A<br>LEI: 636700H29EH5Z8ZU8L04       | Long             | DBT              | CORP              | GB        |      12730000 | PA      | $15082852.39    | 0.04%             | 2033-03-26      | Variable      | 3.89%                 | No            |                  2 | On Loan: No      |
| Oversea-Chinese Banking Corp. Ltd.                                               | Oversea-Chinese Banking Corp. Ltd.                                                                                               | CUSIP: 69033DAD9<br>LEI: 5493007O3QFXCPOGWK22 | Long             | DBT              | CORP              | SG        |       3699000 | PA      | $3679025.40     | 0.01%             | 2030-09-10      | Variable      | 1.83%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-120614.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | NDIRS                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     333883140 | PA      | $-59.99         | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Mortimer BTL plc                                                                 | Mortimer BTL plc, Series 2021-1, Class B                                                                                         | CUSIP: N/A<br>LEI: 213800XP3NPPV83PMY32       | Long             | ABS-MBS          | CORP              | GB        |        334000 | PA      | $457954.36      | 0.00%             | 2053-06-23      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                                                     | Barclays Mortgage Loan Trust, Series 2023-NQM3, Class A3                                                                         | CUSIP: 06744FAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       5650075 | PA      | $5736537.37     | 0.01%             | 2063-10-25      | Variable      | 7.69%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      14519433 | PA      | $-19054.24      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Cinemark USA, Inc.                                                               | Cinemark USA, Inc.                                                                                                               | CUSIP: 172441BF3<br>LEI: 54930008H2137JSCPQ09 | Long             | DBT              | CORP              | US        |       1930000 | PA      | $1920855.27     | 0.00%             | 2028-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Chemours Co. (The)                                                               | Chemours Co. (The)                                                                                                               | CUSIP: 163851AE8<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |         91000 | PA      | $90186.12       | 0.00%             | 2027-05-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                                           | Alternative Loan Trust, Series 2007-25, Class 1A3                                                                                | CUSIP: 02151UAS5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      20774845 | PA      | $9217183.75     | 0.02%             | 2037-11-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ANA Holdings, Inc.                                                               | ANA Holdings, Inc.                                                                                                               | CUSIP: N/A<br>LEI: 5493008IRKIY0G3TE305       | Long             | DBT              | CORP              | JP        |    3000000000 | PA      | $22889830.21    | 0.05%             | 2031-12-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MGM China Holdings Ltd.                                                          | MGM China Holdings Ltd.                                                                                                          | CUSIP: 55300RAB7<br>LEI: 529900VZFN87OS7WJM66 | Long             | DBT              | CORP              | KY        |        327000 | PA      | $327032.70      | 0.00%             | 2026-05-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Vonovia SE                                                                       | Vonovia SE, Series A                                                                                                             | CUSIP: N/A<br>LEI: 5299005A2ZEP6AP7KM81       | Long             | DBT              | CORP              | DE        |      15900000 | PA      | $19461597.57    | 0.05%             | 2030-05-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AREIT Ltd.                                                                       | AREIT Ltd., Series 2024-CRE9, Class A                                                                                            | CUSIP: 00193AAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |      24568991 | PA      | $24640570.45    | 0.06%             | 2041-05-17      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $313187.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Tennessee Valley Authority                                                       | Tennessee Valley Authority                                                                                                       | CUSIP: 880591FC1<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGSE             | US        |      33500000 | PA      | $32676308.37    | 0.08%             | 2055-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      62621200 | PA      | $14932659.94    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Hashemite Kingdom of Jordan                                                      | Hashemite Kingdom of Jordan                                                                                                      | CUSIP: N/A<br>LEI: 5493000JZ4MYPVMBVN50       | Long             | DBT              | NUSS              | JO        |      11277000 | PA      | $10797727.50    | 0.03%             | 2030-07-07      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| GM Cruise Holdings LLC, Class G                                                  | GM Cruise Holdings LLC, Class G                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |        285159 | NS      | $285159.00      | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Precise Mortgage Funding plc                                                     | Precise Mortgage Funding plc, Series 2020-1B, Class B                                                                            | CUSIP: N/A<br>LEI: 635400PUIJLOEBLGKA51       | Long             | ABS-MBS          | CORP              | GB        |        115000 | PA      | $158855.86      | 0.00%             | 2056-10-16      | Floating      | 6.40%                 | No            |                  2 | On Loan: No      |
| Brookfield Corp.                                                                 | Brookfield Corp., Class A                                                                                                        | CUSIP: 11271J107<br>LEI: C6J3FGIWG6MBDGTE8F80 | Long             | EC               | CORP              | CA        |         13638 | NS      | $844068.76      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mariner Finance Issuance Trust                                                   | Mariner Finance Issuance Trust, Series 2025-AA, Class C                                                                          | CUSIP: 567920AC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       3257000 | PA      | $3312350.11     | 0.01%             | 2038-05-20      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | D'ieteren Group                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          6600 | NS      | $35591.63       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      38630000 | PA      | $-74922.12      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| iShares Trust                                                                    | iShares China Large-Cap ETF                                                                                                      | CUSIP: 464287184<br>LEI: 5493001YVWPO25CNKN94 | Long             |  | RF                | US        |         26615 | NS      | $978367.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Argent Securities Trust                                                          | Argent Securities Trust, Series 2006-W2, Class A2C                                                                               | CUSIP: 040104RW3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       1809719 | PA      | $991598.33      | 0.00%             | 2036-03-25      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding XXXV Ltd.                                                   | Madison Park Funding XXXV Ltd., Series 2019-35A, Class DR                                                                        | CUSIP: 55819MAY2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       1500000 | PA      | $1515106.95     | 0.00%             | 2032-04-20      | Floating      | 7.53%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | PDD Holdings, Inc.                                                                                                               | CUSIP: 722304102<br>LEI: N/A                  | N/A              | DE               |  | US        |             1 | NS      | $1.87           | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |       5948000 | PA      | $364088.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     400329807 | PA      | $5989841.05     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Conseco Finance Corp.                                                            | Conseco Finance Corp., Series 1997-3, Class M1                                                                                   | CUSIP: 393505TZ5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       1133125 | PA      | $1151941.92     | 0.00%             | 2028-03-15      | Variable      | 7.53%                 | No            |                  2 | On Loan: No      |
| Ping An Insurance Group Co. of China Ltd.                                        | Ping An Insurance Group Co. of China Ltd.                                                                                        | CUSIP: N/A<br>LEI: 529900M9MC28JLN35U89       | Long             | DBT              | CORP              | CN        |      26300000 | PA      | $33466750.00    | 0.08%             | 2029-07-22      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO 22 Ltd.                                                              | Elmwood CLO 22 Ltd., Series 2023-1A, Class AR                                                                                    | CUSIP: 29001YAJ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       4750000 | PA      | $4750950.00     | 0.01%             | 2038-04-17      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                                         | Angel Oak Mortgage Trust, Series 2021-4, Class B1                                                                                | CUSIP: 03464EAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       3150000 | PA      | $2207337.93     | 0.01%             | 2065-01-20      | Variable      | 3.20%                 | No            |                  2 | On Loan: No      |
| Delta Air Lines, Inc.                                                            | Delta Air Lines, Inc.                                                                                                            | CUSIP: 247361702<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | EC               | CORP              | US        |        138989 | NS      | $6835479.02     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ORLEN SA                                                                         | ORLEN SA                                                                                                                         | CUSIP: 68666UAA3<br>LEI: 259400VVMM70CQREJT74 | Long             | DBT              | CORP              | PL        |       1983000 | PA      | $2033566.50     | 0.00%             | 2035-01-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC                                                                 | CCO Holdings LLC                                                                                                                 | CUSIP: 1248EPCE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        157000 | PA      | $149680.60      | 0.00%             | 2030-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Kuaishou Technology                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -42000 | NS      | $-23408.08      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp. Variable Rate Notes, Series 5469, Class F                                                       | CUSIP: 3137HHH53<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      19709162 | PA      | $19557298.60    | 0.05%             | 2054-09-25      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| Hilcorp Energy I LP                                                              | Hilcorp Energy I LP                                                                                                              | CUSIP: 431318BG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        615000 | PA      | $601378.49      | 0.00%             | 2035-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Origin Energy Finance Ltd.                                                       | Origin Energy Finance Ltd.                                                                                                       | CUSIP: N/A<br>LEI: 5493002W5C9Z753C7Q57       | Long             | DBT              | CORP              | AU        |      18657000 | PA      | $20053645.85    | 0.05%             | 2029-09-17      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners XVI Ltd.                                             | Octagon Investment Partners XVI Ltd., Series 2013-1A, Class A1R                                                                  | CUSIP: 67590BAQ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       1216730 | PA      | $1218555.71     | 0.00%             | 2030-07-17      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| Mavis Tire Express Services Topco Corp.                                          | Mavis Tire Express Services Topco Corp., 1st Lien Term Loan                                                                      | CUSIP: 57777YAG1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       5105408 | PA      | $5099741.35     | 0.01%             | 2028-05-04      | Variable      | 7.33%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      23751486 | PA      | $-1559.65       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Vedanta Resources Finance II plc                                                 | Vedanta Resources Finance II plc                                                                                                 | CUSIP: 92243XAH4<br>LEI: 8945002DGA3BBXO3N634 | Long             | DBT              | CORP              | GB        |      18573000 | PA      | $19246271.25    | 0.05%             | 2029-09-17      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-329539.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-902859.79     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Olympus Corp.                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        142200 | NS      | $-199321.24     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Navoi Mining & Metallurgical Combinat                                            | Navoi Mining & Metallurgical Combinat                                                                                            | CUSIP: 63890CAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | UZ        |        511000 | PA      | $518920.50      | 0.00%             | 2030-05-14      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                                                       | AT&T, Inc.                                                                                                                       | CUSIP: 00206RGE6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      67895000 | PA      | $91144282.93    | 0.21%             | 2026-12-04      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Telefonica Emisiones SA                                                          | Telefonica Emisiones SA                                                                                                          | CUSIP: N/A<br>LEI: 549300Y5MFC4SW5Z3K71       | Long             | DBT              | CORP              | ES        |        700000 | PA      | $814234.89      | 0.00%             | 2034-01-23      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust                                                       | J.P. Morgan Mortgage Trust, Series 2021-INV5, Class A5A                                                                          | CUSIP: 46653XAP5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      16697996 | PA      | $13507117.66    | 0.03%             | 2051-12-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| First Citizens BancShares, Inc.                                                  | First Citizens BancShares, Inc., Class A                                                                                         | CUSIP: 31946M103<br>LEI: 549300N3Z00ZHE2XC526 | Long             | EC               | CORP              | US        |          4673 | NS      | $9142584.31     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     200466000 | PA      | $-885082.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Service Properties Trust                                                         | Service Properties Trust                                                                                                         | CUSIP: 44106MAX0<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |        379000 | PA      | $350069.51      | 0.00%             | 2028-01-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Vantage Data Centers Jersey Borrower Spv Ltd.                                    | Vantage Data Centers Jersey Borrower Spv Ltd., Series 2024-1X                                                                    | CUSIP: N/A<br>LEI: 213800S5S638C9IBQ379       | Long             | ABS-O            | CORP              | JE        |      12433000 | PA      | $17492965.00    | 0.04%             | 2039-05-28      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                                                        | Nelnet Student Loan Trust, Series 2021-DA, Class B                                                                               | CUSIP: 64034YAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      16396000 | PA      | $14621416.65    | 0.03%             | 2062-04-20      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | MarketAxess Holdings, Inc.                                                                                                       | CUSIP: 57060D108<br>LEI: N/A                  | N/A              | DE               |  | GB        |          6400 | NS      | $16192.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Extended Stay America Trust                                                      | Extended Stay America Trust, Series 2021-ESH, Class D                                                                            | CUSIP: 30227FAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       5777654 | PA      | $5784876.22     | 0.01%             | 2038-07-15      | Floating      | 6.68%                 | No            |                  2 | On Loan: No      |
| Republic of Indonesia                                                            | Republic of Indonesia                                                                                                            | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        |  564151000000 | PA      | $35019568.21    | 0.08%             | 2030-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                              | Petroleos Mexicanos                                                                                                              | CUSIP: 71654QDE9<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |       2395000 | PA      | $2159332.00     | 0.01%             | 2031-01-28      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| gategroup Finance Luxembourg SA                                                  | gategroup Finance Luxembourg SA                                                                                                  | CUSIP: N/A<br>LEI: 529900Q1OR7LI4GOGW68       | Long             | DBT              | CORP              | LU        |      13920000 | PA      | $17259065.81    | 0.04%             | 2027-02-28      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Starwood Property Trust, Inc.                                                    | Starwood Property Trust, Inc.                                                                                                    | CUSIP: 85571BBB0<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |        174000 | PA      | $183016.75      | 0.00%             | 2029-04-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Continuum Energy Aura Pte. Ltd.                                                  | Continuum Energy Aura Pte. Ltd.                                                                                                  | CUSIP: N/A<br>LEI: 984500AB52D7C8GC2E33       | Long             | DBT              | CORP              | SG        |      17000000 | PA      | $17488750.00    | 0.04%             | 2027-02-24      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | NDIRS                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     102804000 | PA      | $223844.11      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fiber Midco SpA                                                                  | Fiber Midco SpA                                                                                                                  | CUSIP: N/A<br>LEI: 8156000AFE5C06C4D309       | Long             | DBT              | CORP              | IT        |        891000 | PA      | $956659.43      | 0.00%             | 2029-06-15      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Natural Foods                                                                    | Natra SA                                                                                                                         | CUSIP: N/A<br>LEI: 335800EO444T7JOWXS50       | Long             | DBT              | CORP              | IN        |      21501100 | PA      | $25296828.09    | 0.06%             | 2029-10-13      | Floating      | 0.00%                 | No            |                  3 | On Loan: No      |
| Prime Security Services Borrower LLC                                             | Prime Security Services Borrower LLC                                                                                             | CUSIP: 74166MAE6<br>LEI: 549300O6QPZVWXV2DC15 | Long             | DBT              | CORP              | US        |       5001000 | PA      | $5008831.57     | 0.01%             | 2028-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Hellenic Republic                                                                | Hellenic Republic                                                                                                                | CUSIP: N/A<br>LEI: 2138003EKTMKZ5598902       | Long             | DBT              | NUSS              | GR        |      55250000 | PA      | $64860620.38    | 0.15%             | 2054-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $190438.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Battalion CLO IX Ltd.                                                            | Battalion CLO IX Ltd., Series 2015-9A, Class DR                                                                                  | CUSIP: 07132EAQ8<br>LEI: 549300JMWGEYZEC6GK98 | Long             | ABS-CBDO         | CORP              | KY        |        450000 | PA      | $441182.48      | 0.00%             | 2031-07-15      | Floating      | 7.77%                 | No            |                  2 | On Loan: No      |
| TCI-Flatiron CLO Ltd.                                                            | TCI-Flatiron CLO Ltd., Series 2018-1A, Class ANR                                                                                 | CUSIP: 87232AAL8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |         74962 | PA      | $75014.51       | 0.00%             | 2032-01-29      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      26484000 | PA      | $-852037.66     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Park Intermediate Holdings LLC                                                   | Park Intermediate Holdings LLC                                                                                                   | CUSIP: 70052LAC7<br>LEI: 549300HJUVLG7EAGZV92 | Long             | DBT              | CORP              | US        |      11079000 | PA      | $10734496.28    | 0.03%             | 2029-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Thunder Logistics DAC                                                            | Thunder Logistics DAC, Series 2024-1X, Class B                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | CORP              | IE        |       1308453 | PA      | $1543598.31     | 0.00%             | 2036-11-17      | Floating      | 4.18%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      95777262 | PA      | $2456767.15     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                                                | Barclays Bank plc                                                                                                                | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | RA               | CORP              | GB        |        379500 | PA      | $379500.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     157050036 | PA      | $26395915.78    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| CSX Corp.                                                                        | CSX Corp.                                                                                                                        | CUSIP: 126408GW7<br>LEI: 549300JVQR4N1MMP3Q88 | Short            | DBT              | CORP              | US        |       -500000 | PA      | $-457676.69     | -0.00%            | 2042-05-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                                                        | Nelnet Student Loan Trust, Series 2021-BA, Class B                                                                               | CUSIP: 64034QAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      24341000 | PA      | $21422438.64    | 0.05%             | 2062-04-20      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Tencent Holdings Ltd.                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         26800 | NS      | $-12576.29      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Medco Laurel Tree Pte. Ltd.                                                      | Medco Laurel Tree Pte. Ltd.                                                                                                      | CUSIP: N/A<br>LEI: 254900SX7FFGRREZD046       | Long             | DBT              | CORP              | SG        |      15120000 | PA      | $14962600.80    | 0.04%             | 2028-11-12      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| ZF Europe Finance BV                                                             | ZF Europe Finance BV                                                                                                             | CUSIP: N/A<br>LEI: 549300RI533US2G6G542       | Long             | DBT              | CORP              | NL        |       3300000 | PA      | $3895631.43     | 0.01%             | 2030-06-12      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Sprint Spectrum Co. LLC                                                          | Sprint Spectrum Co. LLC                                                                                                          | CUSIP: 85208NAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       1014750 | PA      | $1021707.24     | 0.00%             | 2028-03-20      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp.        | Uniform Mortgage-Backed Securities                                                                                               | CUSIP: 01F060675<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4342807760 | PA      | $4412826154.67  | 10.41%            | 2055-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Option One Mortgage Loan Trust                                                   | Option One Mortgage Loan Trust, Series 2007-FXD1, Class 1A1                                                                      | CUSIP: 68402VAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      13394807 | PA      | $11435653.34    | 0.03%             | 2037-01-25      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | USD Currency                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      67835100 | PA      | $110962.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Chroma ATE, Inc.                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        116000 | NS      | $411130.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust                                                             | BBCMS Mortgage Trust, Series 2018-TALL, Class B                                                                                  | CUSIP: 05548WAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       2134000 | PA      | $1963763.56     | 0.00%             | 2037-03-15      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Formosa Chemicals & Fibre Corp.                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          1393 | NS      | $-59.41         | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Avoca CLO XIV DAC                                                                | Avoca CLO XIV DAC, Series 14X, Class FR                                                                                          | CUSIP: N/A<br>LEI: 635400IIKEI9HL8LKL36       | Long             | ABS-CBDO         | CORP              | IE        |       1100000 | PA      | $1296567.54     | 0.00%             | 2031-01-12      | Floating      | 8.62%                 | No            |                  2 | On Loan: No      |
| CNX Resources Corp.                                                              | CNX Resources Corp.                                                                                                              | CUSIP: 12653CAL2<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |        805000 | PA      | $833506.66      | 0.00%             | 2032-03-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | Johnson & Johnson                                                                                                                | CUSIP: N/A<br>LEI: 549300G0CFPGEF6X2043       | Long             | DBT              | CORP              | US        |       5024000 | PA      | $5866297.30     | 0.01%             | 2037-02-26      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA                                            | Banque Federative du Credit Mutuel SA                                                                                            | CUSIP: N/A<br>LEI: VBHFXSYT7OG62HNT8T76       | Long             | DBT              | CORP              | FR        |       1300000 | PA      | $1608121.50     | 0.00%             | 2033-06-14      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Lendmark Funding Trust                                                           | Lendmark Funding Trust, Series 2025-1A, Class C                                                                                  | CUSIP: 52604QAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        996000 | PA      | $1010894.88     | 0.00%             | 2034-09-20      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| Veritas, Inc.                                                                    | Veritas, Inc.                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |         53806 | NS      | $1210641.30     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Palmer Square CLO Ltd.                                                           | Palmer Square CLO Ltd., Series 2021-4A, Class A1R                                                                                | CUSIP: 69702EAL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       4750000 | PA      | $4750000.00     | 0.01%             | 2038-07-15      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Antero Midstream Partners LP                                                     | Antero Midstream Partners LP                                                                                                     | CUSIP: 03690AAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        243000 | PA      | $242589.55      | 0.00%             | 2028-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     180919200 | PA      | $3550312.84     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Findango Mezz Revolving                                                          | Findango Mezz Rev, 1st Lien Term Loan                                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      27075000 | PA      | $31892996.27    | 0.08%             | 2032-05-01      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| N/A                                                                              | EURO STOXX 50 Index                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DE        |          -634 | NC      | $-9708.66       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                                                                             | CUSIP: 46647PCJ3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Short            | DBT              | CORP              | US        |       -200000 | PA      | $-187584.96     | -0.00%            | 2029-06-01      | Variable      | 2.07%                 | No            |                  2 | On Loan: No      |
| Golden Bar Securitisation SRL                                                    | Golden Bar Securitisation SRL, Series 2023-2, Class D                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | IT        |       2198323 | PA      | $2673350.71     | 0.01%             | 2043-09-22      | Floating      | 7.73%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOP                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     -10935000 | PA      | $-605615.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       3623000 | PA      | $-215145.86     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Apidos CLO XVIII-R                                                               | Apidos CLO XVIII-R, Series 2018-18A, Class A1R2                                                                                  | CUSIP: 03767NAW6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      26200000 | PA      | $26265683.40    | 0.06%             | 2038-01-22      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | USCPI                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | GB        |     132790000 | PA      | $25392.04       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Voya Euro CLO III DAC                                                            | Voya Euro CLO III DAC, Series 3X, Class B1                                                                                       | CUSIP: N/A<br>LEI: 635400K38PBPFZARQW28       | Long             | ABS-CBDO         | CORP              | IE        |        439000 | PA      | $514802.63      | 0.00%             | 2033-04-15      | Floating      | 3.93%                 | No            |                  2 | On Loan: No      |
| Starwood Property Trust, Inc.                                                    | Starwood Property Trust, Inc.                                                                                                    | CUSIP: 85571BAY1<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |       2264000 | PA      | $2242777.94     | 0.01%             | 2027-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Reperforming Loan REMIC Trust                                                    | Reperforming Loan REMIC Trust, Series 2005-R3, Class AS                                                                          | CUSIP: 126694JH2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        930075 | PA      | $36343.81       | 0.00%             | 2035-09-25      | Variable      | 1.52%                 | No            |                  2 | On Loan: No      |
| MIRA Trust                                                                       | MIRA Trust, Series 2023-MILE, Class A                                                                                            | CUSIP: 55318EAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       6775000 | PA      | $7050824.48     | 0.02%             | 2038-06-10      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Autonoria Spain                                                                  | Autonoria Spain, Series 2021-SP, Class D                                                                                         | CUSIP: N/A<br>LEI: 959800PAVFGQ48YNAE06       | Long             | ABS-O            | CORP              | ES        |        232672 | PA      | $274461.56      | 0.00%             | 2039-01-31      | Floating      | 3.44%                 | No            |                  2 | On Loan: No      |
| Ambac Assurance Corp.                                                            | Ambac Assurance Corp.                                                                                                            | CUSIP: 023138AA8<br>LEI: 549300RYYRVPPB8NC636 | Long             | DBT              | CORP              | US        |       1407415 | PA      | $1900010.71     | 0.00%             | 2174-06-07      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| London Wall Mortgage Capital plc                                                 | London Wall Mortgage Capital plc, Series 2021-FL1, Class A                                                                       | CUSIP: N/A<br>LEI: 213800QSO8J75OTK5919       | Long             | ABS-MBS          | CORP              | GB        |        981723 | PA      | $1347595.83     | 0.00%             | 2051-05-15      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd.                                                           | Palmer Square CLO Ltd., Series 2020-3A, Class ER2                                                                                | CUSIP: 69701TAN3<br>LEI: 549300IUW4WDDDVSMS20 | Long             | ABS-CBDO         | CORP              | KY        |       3150000 | PA      | $3003159.29     | 0.01%             | 2036-11-15      | Floating      | 12.93%                | No            |                  2 | On Loan: No      |
| Twin Bridges plc                                                                 | Twin Bridges plc, Series 2021-2, Class D                                                                                         | CUSIP: N/A<br>LEI: 213800NWP6K9BKT6DF77       | Long             | ABS-MBS          | CORP              | GB        |        187000 | PA      | $255572.04      | 0.00%             | 2055-09-12      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| Redstone HoldCo 2 LP                                                             | Redstone HoldCo 2 LP, 2nd Lien Term Loan                                                                                         | CUSIP: 75774EAK1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      10460000 | PA      | $2418875.00     | 0.01%             | 2029-04-27      | Variable      | 12.29%                | No            |                  2 | On Loan: No      |
| Brignole Co.                                                                     | Brignole Co., Series 2024, Class A                                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | IT        |       9756572 | PA      | $11508854.84    | 0.03%             | 2042-02-24      | Floating      | 2.65%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-118925.33     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NY Commercial Mortgage Trust                                                     | NY Commercial Mortgage Trust, Series 2025-299P, Class B                                                                          | CUSIP: 62957FAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1856000 | PA      | $1919835.45     | 0.00%             | 2047-02-10      | Variable      | 6.13%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Disco Corp.                                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |         -3300 | NS      | $-122004.96     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                         | Electricite de France SA                                                                                                         | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | NUSS              | FR        |       2800000 | PA      | $3380922.81     | 0.01%             | 2029-09-17      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| Finsbury Square plc                                                              | Finsbury Square plc, Series 2021-2X, Class D                                                                                     | CUSIP: N/A<br>LEI: 635400K1KOJXSMZCI443       | Long             | ABS-MBS          | CORP              | GB        |        200000 | PA      | $272986.87      | 0.00%             | 2071-12-16      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Asset-Backed European Securitisation Transaction Twenty-Three SARL               | Asset-Backed European Securitisation Transaction Twenty-Three SARL, Series 23, Class E                                           | CUSIP: N/A<br>LEI: 213800WQKYRCMTF4FR47       | Long             | ABS-O            | CORP              | LU        |        500000 | PA      | $593560.17      | 0.00%             | 2034-03-21      | Floating      | 4.28%                 | No            |                  2 | On Loan: No      |
| Tiramisu (Cabot)                                                                 | Tiramisu (Cabot), Revolving 1st Lien Term Loan                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | GB        |      35000000 | PA      | $47144350.61    | 0.11%             | 2031-11-30      | Variable      | 7.90%                 | No            |                  3 | On Loan: No      |
| Bank of America Corp.                                                            | Bank of America Corp.                                                                                                            | CUSIP: 06051GKY4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Short            | DBT              | CORP              | US        |       -300000 | PA      | $-303512.48     | -0.00%            | 2033-07-22      | Variable      | 5.01%                 | No            |                  2 | On Loan: No      |
| Empire State Development Corp.                                                   | Empire State Development Corp., Series 2020E                                                                                     | CUSIP: 650036DC7<br>LEI: 54930039Y2EMGXN6LM88 | Long             | DBT              | MUN               | US        |       2745000 | PA      | $2711219.23     | 0.01%             | 2038-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CMS Energy Corp.                                                                 | CMS Energy Corp.                                                                                                                 | CUSIP: 125896BY5<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |       9408000 | PA      | $9430513.34     | 0.02%             | 2055-06-01      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Infroneer Holdings, Inc.                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -136000 | NS      | $-12910.57      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Yum! Brands, Inc.                                                                | Yum! Brands, Inc.                                                                                                                | CUSIP: 988498AL5<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |       2104000 | PA      | $2084171.06     | 0.00%             | 2030-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $1973325.38     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HOMES Trust                                                                      | HOMES Trust, Series 2025-NQM3, Class A1                                                                                          | CUSIP: 40446GAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      14401261 | PA      | $14504705.26    | 0.03%             | 2070-02-25      | Variable      | 5.63%                 | No            |                  2 | On Loan: No      |
| Castell plc                                                                      | Castell plc, Series 2025-1, Class D                                                                                              | CUSIP: N/A<br>LEI: 2138002O8DSFIQGKRU14       | Long             | ABS-MBS          | CORP              | GB        |        407000 | PA      | $558966.32      | 0.00%             | 2062-01-27      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| Winchester 1 plc                                                                 | Winchester 1 plc, Series 1, Class C                                                                                              | CUSIP: N/A<br>LEI: 213800AWJGG72JJNBW66       | Long             | ABS-MBS          | CORP              | GB        |        886000 | PA      | $1212938.98     | 0.00%             | 2056-10-21      | Floating      | 5.80%                 | No            |                  2 | On Loan: No      |
| Insightful Corp.                                                                 | Insightful Corp., Series D                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      12737258 | NS      | $2897726.20     | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| Washington Mutual Mortgage Pass-Through Certificates WMALT Trust                 | Washington Mutual Mortgage Pass-Through Certificates WMALT Trust, Series 2007-OA1, Class 2A                                      | CUSIP: 93935NAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       4955609 | PA      | $3995246.17     | 0.01%             | 2046-12-25      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| Viper Energy, Inc.                                                               | Viper Energy, Inc., Class A                                                                                                      | CUSIP: 927959106<br>LEI: 5299009LINL232255G03 | Long             | EC               | CORP              | US        |        120230 | NS      | $4584369.90     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      18500000 | PA      | $-528535.11     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republic Finance Issuance Trust                                                  | Republic Finance Issuance Trust, Series 2024-B, Class A                                                                          | CUSIP: 76042GAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      20532000 | PA      | $20836982.33    | 0.05%             | 2037-11-20      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| VistaJet Malta Finance plc                                                       | VistaJet Malta Finance plc                                                                                                       | CUSIP: 92841HAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       2150000 | PA      | $2209753.88     | 0.01%             | 2028-06-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Post Holdings, Inc.                                                              | Post Holdings, Inc.                                                                                                              | CUSIP: 737446AX2<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |       2567000 | PA      | $2581577.99     | 0.01%             | 2034-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Altice France SA                                                                 | Altice France SA                                                                                                                 | CUSIP: N/A<br>LEI: 5493001ZMCICV4N02J21       | Long             | DBT              | CORP              | FR        |       2936000 | PA      | $2906109.22     | 0.01%             | 2029-01-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                              | Societe Generale SA                                                                                                              | CUSIP: 83370RAC2<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |       1664000 | PA      | $1765868.42     | 0.00%             | 2027-11-22      | Variable      | 9.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR Currency                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |       4841700 | PA      | $101.66         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Transurban Group                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        497600 | NS      | $-94023.04      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust                                                         | Ajax Mortgage Loan Trust, Series 2021-D, Class A                                                                                 | CUSIP: 009723AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      26582892 | PA      | $26611056.65    | 0.06%             | 2060-03-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Tereos Finance Groupe I SA                                                       | Tereos Finance Groupe I SA                                                                                                       | CUSIP: N/A<br>LEI: 969500183Z46A3QF8W69       | Long             | DBT              | CORP              | FR        |       1302000 | PA      | $1523721.91     | 0.00%             | 2031-04-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-391061.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $1826324.48     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WaMu Mortgage Pass-Through Certificates Trust                                    | Washington Mutual Mortgage Pass-Through Certificates Trust, Series 2007-HY3, Class 4A1                                           | CUSIP: 933634AJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |         47928 | PA      | $44683.22       | 0.00%             | 2037-03-25      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| Rocket Mortgage LLC                                                              | Rocket Mortgage LLC                                                                                                              | CUSIP: 77313LAB9<br>LEI: 549300FGXN1K3HLB1R50 | Long             | DBT              | CORP              | US        |        351000 | PA      | $314028.52      | 0.00%             | 2033-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                                                       | Progress Residential Trust, Series 2021-SFR10, Class F                                                                           | CUSIP: 74333WAN2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       5962435 | PA      | $5792836.27     | 0.01%             | 2040-12-17      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-132882.51     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-39613.88      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-63693.97      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OneMain Financial Issuance Trust                                                 | OneMain Financial Issuance Trust, Series 2023-1A, Class D                                                                        | CUSIP: 68269JAH4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      12005000 | PA      | $12470459.06    | 0.03%             | 2038-06-14      | Fixed         | 7.49%                 | No            |                  2 | On Loan: No      |
| JetBlue Pass-Through Trust                                                       | JetBlue Pass-Through Trust, Series 2019-1, Class AA                                                                              | CUSIP: 477143AH4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       2678220 | PA      | $2343732.02     | 0.01%             | 2032-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Engie SA                                                                         | Engie SA                                                                                                                         | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | DBT              | CORP              | FR        |        400000 | PA      | $464266.05      | 0.00%             | 2044-03-06      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $15773.34       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MFB Magyar Fejlesztesi Bank Zrt.                                                 | MFB Magyar Fejlesztesi Bank Zrt.                                                                                                 | CUSIP: N/A<br>LEI: 549300KCFVCFTUJZYT59       | Long             | DBT              | NUSS              | HU        |       1550000 | PA      | $1597786.50     | 0.00%             | 2028-06-29      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $427959.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Madison Park Funding LXXI Ltd.                                                   | Madison Park Funding LXXI Ltd., Series 2025-71A, Class A1                                                                        | CUSIP: 55817DAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      32000000 | PA      | $31952822.40    | 0.08%             | 2038-04-23      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                         | Electricite de France SA                                                                                                         | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | NUSS              | FR        |       3900000 | PA      | $4582168.78     | 0.01%             | 2044-06-17      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA                                            | Banque Federative du Credit Mutuel SA                                                                                            | CUSIP: N/A<br>LEI: VBHFXSYT7OG62HNT8T76       | Long             | DBT              | CORP              | FR        |        400000 | PA      | $482709.33      | 0.00%             | 2033-02-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | USD Currency                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      12465000 | PA      | $226153.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Red & Black Auto Italy SRL                                                       | Red & Black Auto Italy SRL, Series 2, Class A1                                                                                   | CUSIP: N/A<br>LEI: 8156003B1C9DCDE30892       | Long             | ABS-O            | CORP              | IT        |       1479569 | PA      | $1750701.73     | 0.00%             | 2034-07-28      | Floating      | 2.93%                 | No            |                  2 | On Loan: No      |
| NatWest Group plc                                                                | NatWest Group plc                                                                                                                | CUSIP: N/A<br>LEI: 2138005O9XJIJN4JPN90       | Long             | DBT              | CORP              | GB        |       6475000 | PA      | $8820360.65     | 0.02%             | 2032-02-28      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Federal National Mortgage Association, Series T                                                                                  | CUSIP: 313586737<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | EP               | CORP              | US        |       1500000 | NS      | $20610000.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CHL Mortgage Pass-Through Trust                                                  | CHL Mortgage Pass-Through Trust, Series 2006-17, Class A6                                                                        | CUSIP: 17025AAF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1199274 | PA      | $529482.51      | 0.00%             | 2036-12-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Asimi Funding plc                                                                | Asimi Funding plc, Series 2025-1, Class A                                                                                        | CUSIP: N/A<br>LEI: 6354002PZBGQEXUI2V51       | Long             | ABS-O            | CORP              | GB        |       2936187 | PA      | $4037220.71     | 0.01%             | 2032-05-16      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      70960938 | PA      | $-2648.69       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | NVIDIA Corp.                                                                                                                     | CUSIP: 00CBFZT09<br>LEI: N/A                  | N/A              | DE               |  | US        |           850 | NC      | $650250.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                              | iShares iBoxx $ High Yield Corporate Bond ETF                                                                                    | CUSIP: 00CBGL9G6<br>LEI: N/A                  | N/A              | DE               |  | US        |        -29727 | NC      | $-193225.50     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                              | FDJ UNITED                                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         39200 | NS      | $61177.25       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Dominican Republic                                                               | Dominican Republic Government Bond                                                                                               | CUSIP: N/A<br>LEI: 254900EHU7Q8FGVPI369       | Long             | DBT              | NUSS              | DO        |       4104000 | PA      | $4140936.00     | 0.01%             | 2027-01-25      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Boels Topholding BV                                                              | Boels Topholding BV                                                                                                              | CUSIP: N/A<br>LEI: 724500V913SEHSEW2O75       | Long             | DBT              | CORP              | NL        |       7780000 | PA      | $9506688.26     | 0.02%             | 2030-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Krung Thai Bank PCL                                                              | Krung Thai Bank PCL                                                                                                              | CUSIP: N/A<br>LEI: 54930007ZQMYCRFQGE36       | Long             | DBT              | CORP              | TH        |      11980000 | PA      | $11794310.00    | 0.03%             | 2026-03-25      | Variable      | 4.40%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | New York Community Bancorp, Inc.                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          3551 | NS      | $6781202.66     | 0.02%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Madison Park Funding XXI Ltd.                                                    | Madison Park Funding XXI Ltd., Series 2016-21A, Class AARR                                                                       | CUSIP: 55820JBC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       1226065 | PA      | $1228518.88     | 0.00%             | 2032-10-15      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-13215.44      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HUB International Ltd.                                                           | HUB International Ltd., 1st Lien Term Loan                                                                                       | CUSIP: 44332EAZ9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |        849665 | PA      | $852018.17      | 0.00%             | 2030-06-20      | Variable      | 6.79%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | 3 Month CORRA Futures                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | CA        |          -234 | NC      | $-31969.90      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Ford Motor Credit Co. LLC                                                        | Ford Motor Credit Co. LLC                                                                                                        | CUSIP: 345397G31<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |        800000 | PA      | $795873.28      | 0.00%             | 2031-11-05      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Loanpal Solar Loan Ltd.                                                          | Loanpal Solar Loan Ltd., Series 2021-1GS, Class A                                                                                | CUSIP: 53948PAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |       6402037 | PA      | $5335658.44     | 0.01%             | 2048-01-20      | Fixed         | 2.29%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      14626000 | PA      | $6595.50        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Studio City Finance Ltd.                                                         | Studio City Finance Ltd.                                                                                                         | CUSIP: N/A<br>LEI: 254900D6R731QAUIG324       | Long             | DBT              | CORP              | VG        |       9866000 | PA      | $9020483.80     | 0.02%             | 2029-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| One Market Plaza Trust                                                           | One Market Plaza Trust, Series 2017-1MKT, Class XNCP                                                                             | CUSIP: 68245HAU8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      25265216 | PA      | $66093.80       | 0.00%             | 2032-02-10      | Variable      | 0.22%                 | No            |                  2 | On Loan: No      |
| Fugue Finance BV                                                                 | Fugue Finance BV, 1st Lien Term Loan                                                                                             | CUSIP: N3430BAJ3<br>LEI: N/A                  | Long             | LON              | CORP              | NL        |       4000000 | PA      | $4697664.60     | 0.01%             | 2032-01-09      | Variable      | 5.26%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Bankinter SA                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        291000 | NS      | $-133428.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Bradespar SA (Preference)                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        518300 | NS      | $29834.12       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Paramount Global                                                                 | Paramount Global, Class B                                                                                                        | CUSIP: 92556H206<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | EC               | CORP              | US        |        192484 | NS      | $2483043.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Oncor Electric Delivery Co. LLC                                                  | Oncor Electric Delivery Co. LLC                                                                                                  | CUSIP: 68233JCV4<br>LEI: 549300SP2X2BS1KERD24 | Short            | DBT              | CORP              | US        |       -400000 | PA      | $-404607.97     | -0.00%            | 2029-11-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| PAX HoldCo Spain SL                                                              | PAX HoldCo Spain SL, Facility 1st Lien Term Loan B3                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | ES        |       8528192 | PA      | $10026998.15    | 0.02%             | 2029-12-31      | Variable      | 6.04%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDIO                                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |      41445000 | PA      | $21859.82       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       3000000 | PA      | $20710.37       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | NTT Data Group Corp.                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -72400 | NS      | $4241.92        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      10049000 | PA      | $-59652.25      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Shift4 Payments, LLC                                                             | Shift4 Payments LLC, 1st Lien Term Loan                                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        370000 | PA      | $372889.70      | 0.00%             | 2032-05-07      | Variable      | 6.80%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOP                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     797066000 | PA      | $824765.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CIT Mortgage Loan Trust                                                          | CIT Mortgage Loan Trust, Series 2007-1, Class 2M2                                                                                | CUSIP: 12559QAJ1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       1803279 | PA      | $1684053.95     | 0.00%             | 2037-10-25      | Floating      | 7.06%                 | No            |                  2 | On Loan: No      |
| TRK Trust                                                                        | TRK Trust, Series 2021-INV1, Class B1                                                                                            | CUSIP: 89688WAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1876000 | PA      | $1532741.34     | 0.00%             | 2056-07-25      | Variable      | 3.29%                 | No            |                  2 | On Loan: No      |
| Planet US Buyer LLC                                                              | Planet US Buyer LLC, 1st Lien Term Loan                                                                                          | CUSIP: 72706RAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |        951390 | PA      | $954720.23      | 0.00%             | 2031-02-07      | Variable      | 7.32%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | U.S. Treasury 10-Year Note                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |            95 | NC      | $50468.75       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ocado Group plc                                                                  | Ocado Group plc                                                                                                                  | CUSIP: N/A<br>LEI: 213800LO8F61YB8MBC74       | Long             | DBT              | CORP              | GB        |       2753000 | PA      | $3675498.28     | 0.01%             | 2030-06-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      49460044 | PA      | $-865829.90     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOP                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   -1030693000 | PA      | $-1009463.76    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Kadokawa Corp.                                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |        -36200 | NS      | $-28524.47      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Bank of Queensland Ltd.                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -304400 | NS      | $58095.20       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Power Finance Corp. Ltd.                                                         | Power Finance Corp. Ltd.                                                                                                         | CUSIP: N/A<br>LEI: 3358003Q6D9LIJJZ1614       | Long             | DBT              | NUSS              | IN        |        834000 | PA      | $932602.10      | 0.00%             | 2028-09-21      | Fixed         | 1.84%                 | No            |                  2 | On Loan: No      |
| Domi BV                                                                          | Domi BV, Series 2025-1, Class A                                                                                                  | CUSIP: N/A<br>LEI: 72450072GIRER22FKI26       | Long             | ABS-MBS          | CORP              | NL        |       5734000 | PA      | $6756391.61     | 0.02%             | 2057-04-16      | Floating      | 3.01%                 | No            |                  2 | On Loan: No      |
| Nexa Resources SA                                                                | Nexa Resources SA                                                                                                                | CUSIP: 65290DAB9<br>LEI: 549300QRMRHM7GAU7L47 | Long             | DBT              | CORP              | LU        |       1117000 | PA      | $1163076.25     | 0.00%             | 2034-04-09      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Palladyne AI Corp.                                                               | Palladyne AI Corp.                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |        833632 | NS      | $7219254.56     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Ashton Woods USA LLC                                                             | Ashton Woods USA LLC                                                                                                             | CUSIP: 045086AP0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       5691000 | PA      | $5411829.70     | 0.01%             | 2030-04-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                     | UBS Group AG                                                                                                                     | CUSIP: N/A<br>LEI: 549300SZJ9VS8SGXAN81       | Long             | DBT              | CORP              | CH        |       2438000 | PA      | $3084301.58     | 0.01%             | 2032-03-17      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-4893765.88    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Owens-Brockway Glass Container, Inc.                                             | Owens-Brockway Glass Container, Inc.                                                                                             | CUSIP: 69073TAU7<br>LEI: V2UQUCDZJ9WY98W8QU33 | Long             | DBT              | CORP              | US        |       2697000 | PA      | $2763917.96     | 0.01%             | 2031-05-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Atlas Funding plc                                                                | Atlas Funding plc, Series 2024-1, Class B                                                                                        | CUSIP: N/A<br>LEI: 635400BMBKLDPBSN2U43       | Long             | ABS-MBS          | CORP              | GB        |       1601381 | PA      | $2213889.45     | 0.01%             | 2061-09-20      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      55662000 | PA      | $1471653.72     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Tata Consultancy Services Ltd.                                                   | Tata Consultancy Services Ltd.                                                                                                   | CUSIP: N/A<br>LEI: 335800ZJKU9GPQRE2U66       | Long             | EC               | CORP              | IN        |          8551 | NS      | $345293.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citicorp Mortgage Securities Trust                                               | Citicorp Mortgage Securities Trust, Series 2007-9, Class 1A1                                                                     | CUSIP: 17313VAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       2344839 | PA      | $2207962.26     | 0.01%             | 2037-12-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                         | BX Trust, Series 2021-LBA, Class GJV                                                                                             | CUSIP: 05609BAR0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       2184868 | PA      | $2157557.15     | 0.01%             | 2036-02-15      | Floating      | 7.43%                 | No            |                  2 | On Loan: No      |
| FirstKey Homes Trust                                                             | FirstKey Homes Trust, Series 2022-SFR1, Class E2                                                                                 | CUSIP: 33768NAL6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       5000000 | PA      | $4936644.00     | 0.01%             | 2039-05-19      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SCIL IV LLC                                                                      | SCIL IV LLC                                                                                                                      | CUSIP: N/A<br>LEI: 9845009F6D37C41A8572       | Long             | DBT              | CORP              | US        |       2347000 | PA      | $2770984.37     | 0.01%             | 2026-11-01      | Floating      | 6.55%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                             | Glencore Funding LLC                                                                                                             | CUSIP: 378272BN7<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |        700000 | PA      | $732439.09      | 0.00%             | 2028-10-06      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     150281541 | PA      | $-9347.18       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| REXLot Holdings Ltd.                                                             | REXLot Holdings Ltd.                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | BM        |       1102805 | PA      | $0.01           | 0.00%             | 2017-04-28      | Fixed         | 6.00%                 | No            |                  3 | On Loan: No      |
| Edwards Lifesciences Corp.                                                       | Edwards Lifesciences Corp.                                                                                                       | CUSIP: 28176E108<br>LEI: YA13X31F3V31L8TMPR58 | Long             | EC               | CORP              | US        |         10034 | NS      | $784759.14      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic of the Philippines                                                      | Philippine Government Bond                                                                                                       | CUSIP: N/A<br>LEI: 529900RAHBALMYIJ3T08       | Long             | DBT              | NUSS              | PH        |     898370000 | PA      | $15919175.41    | 0.04%             | 2035-04-28      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Vistra Corp.                                                                     | Vistra Corp.                                                                                                                     | CUSIP: 92840M102<br>LEI: 549300KP43CPCUJOOG15 | Long             | EC               | CORP              | US        |         63900 | NS      | $12384459.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Melange Secondaries Partners                                                     | Melange Secondaries Partners                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      13515229 | NS      | $16623731.83    | 0.04%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-136540.45     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SCIH Salt Holdings, Inc.                                                         | SCIH Salt Holdings, Inc.                                                                                                         | CUSIP: 78433BAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       5464000 | PA      | $5323515.10     | 0.01%             | 2028-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-4887205.91    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Aurorus BV                                                                       | Aurorus BV, Series 2023-1, Class D                                                                                               | CUSIP: N/A<br>LEI: 724500Q9IUHAPFT3D811       | Long             | ABS-O            | CORP              | NL        |       1010739 | PA      | $1207623.92     | 0.00%             | 2049-08-13      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| Northern Oil & Gas, Inc.                                                         | Northern Oil & Gas, Inc.                                                                                                         | CUSIP: 665530AB7<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |       2258000 | PA      | $2326857.71     | 0.01%             | 2031-06-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Momentive Performance Materials, Inc.                                            | Momentive Performance Materials, Inc., 1st Lien Term Loan                                                                        | CUSIP: 60877JAG7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |        917441 | PA      | $919348.92      | 0.00%             | 2028-03-29      | Variable      | 8.33%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EURO STOXX 50 Index                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DE        |           411 | NC      | $159286.55      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| United Rentals North America, Inc.                                               | United Rentals North America, Inc.                                                                                               | CUSIP: 911365BF0<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |        428000 | PA      | $428147.66      | 0.00%             | 2027-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co.                                                                  | Eli Lilly & Co.                                                                                                                  | CUSIP: N/A<br>LEI: FRDRIPF3EKNDJ2CQJL29       | Long             | DBT              | CORP              | US        |      14165000 | PA      | $8291055.28     | 0.02%             | 2061-09-14      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                                           | Arab Republic of Egypt                                                                                                           | CUSIP: 03846JAC4<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |      16074000 | PA      | $11681779.50    | 0.03%             | 2061-02-16      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-549171.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| KBR, Inc.                                                                        | KBR, Inc., 1st Lien Term Loan B                                                                                                  | CUSIP: 48242YAW2<br>LEI: 254900OFQDXZRKRCV808 | Long             | LON              | CORP              | US        |        304150 | PA      | $304952.96      | 0.00%             | 2031-01-17      | Variable      | 6.33%                 | No            |                  2 | On Loan: No      |
| Kingdom of Spain                                                                 | Bonos y Obligaciones del Estado                                                                                                  | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Short            | DBT              | NUSS              | ES        |     -40000000 | PA      | $-41093775.25   | -0.10%            | 2032-04-30      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| 1345T                                                                            | 1345T, Series 2025-AOA, Class A                                                                                                  | CUSIP: 68271CAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       6027000 | PA      | $6036405.74     | 0.01%             | 2030-06-15      | Floating      | 5.90%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                                                    | UBS Commercial Mortgage Trust, Series 2019-C18, Class XA                                                                         | CUSIP: 90278PBB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      66136592 | PA      | $2072317.37     | 0.00%             | 2052-12-15      | Variable      | 1.11%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      71368137 | PA      | $-134488.01     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | JD.com, Inc., Class A                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         66100 | NS      | $-48776.47      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Texas Capital Bancshares, Inc.                                                   | Texas Capital Bancshares, Inc.                                                                                                   | CUSIP: 88224QAA5<br>LEI: 549300466Q2SXRX0YM48 | Long             | DBT              | CORP              | US        |      15257000 | PA      | $14808450.46    | 0.03%             | 2031-05-06      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| GLP Pte. Ltd.                                                                    | GLP Pte. Ltd.                                                                                                                    | CUSIP: N/A<br>LEI: 254900PC2NNG9BLIJO15       | Long             | DBT              | CORP              | SG        |       4794000 | PA      | $4578270.00     | 0.01%             | 2028-05-20      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Western Alliance Bank                                                            | Western Alliance Bank, Series 2021-CL2, Class M2                                                                                 | CUSIP: 95763PND9<br>LEI: SI7YQSVPFZBSQ878IC17 | Long             | ABS-MBS          | CORP              | US        |      15140926 | PA      | $15777142.67    | 0.04%             | 2059-07-25      | Floating      | 8.01%                 | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                                                | Barclays Bank plc                                                                                                                | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | RA               | CORP              | GB        |       1770572 | PA      | $1770572.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Kansai Paint Co. Ltd.                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    1170000000 | NC      | $482217.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      28419104 | PA      | $954043.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sensata Technologies BV                                                          | Sensata Technologies BV                                                                                                          | CUSIP: 81725WAK9<br>LEI: PUCKW5P5O3XMOZVH7T53 | Long             | DBT              | CORP              | NL        |        710000 | PA      | $675267.38      | 0.00%             | 2029-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Dryden 77 CLO Ltd.                                                               | Dryden 77 CLO Ltd., Series 2020-77A, Class XR                                                                                    | CUSIP: 26252VAQ4<br>LEI: 254900XGNUOV0Y3IBA68 | Long             | ABS-CBDO         | CORP              | KY        |         62500 | PA      | $62497.21       | 0.00%             | 2034-05-20      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| Danaos Corp.                                                                     | Danaos Corp.                                                                                                                     | CUSIP: 23585WAA2<br>LEI: 734IM3DNDNT36T7YTD24 | Long             | DBT              | CORP              | MH        |       6825000 | PA      | $6913349.63     | 0.02%             | 2028-03-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Brants Bridge plc                                                                | Brants Bridge plc, Series 2023-1, Class A                                                                                        | CUSIP: N/A<br>LEI: 213800NJ1MKTCTWHO378       | Long             | ABS-MBS          | CORP              | GB        |        980521 | PA      | $1348881.99     | 0.00%             | 2066-06-14      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| ZF Europe Finance BV                                                             | ZF Europe Finance BV                                                                                                             | CUSIP: N/A<br>LEI: 549300RI533US2G6G542       | Long             | DBT              | CORP              | NL        |       1900000 | PA      | $2106616.33     | 0.00%             | 2027-10-23      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOP                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |    -249540000 | PA      | $-61.69         | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Auto1 Car Funding SARL                                                           | Auto1 Car Funding SARL, Series 2024-1, Class A                                                                                   | CUSIP: N/A<br>LEI: 984500380CAE46K6F380       | Long             | ABS-O            | CORP              | LU        |       2830217 | PA      | $3338051.97     | 0.01%             | 2033-12-15      | Floating      | 2.59%                 | No            |                  2 | On Loan: No      |
| Finsbury Square Green plc                                                        | Finsbury Square Green plc, Series 2021-1GRX, Class C                                                                             | CUSIP: N/A<br>LEI: 213800Q5AVM95R2E6915       | Long             | ABS-MBS          | CORP              | GB        |       1045000 | PA      | $1437124.57     | 0.00%             | 2067-12-16      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | ETRS                                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        914300 | PA      | $721367.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KKR CLO 10 Ltd.                                                                  | KKR CLO 10 Ltd., Series 10, Class BR                                                                                             | CUSIP: 48250GAS9<br>LEI: 549300N7FISC1W1QKR21 | Long             | ABS-CBDO         | CORP              | KY        |       1093706 | PA      | $1094324.04     | 0.00%             | 2029-09-15      | Floating      | 6.28%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDIO                                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |     -25000000 | PA      | $-7170.50       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan Alternative Loan Trust                                               | J.P. Morgan Alternative Loan Trust, Series 2007-A2, Class 2A1                                                                    | CUSIP: 466278AR9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        656015 | PA      | $582384.54      | 0.00%             | 2037-05-25      | Variable      | 4.83%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Trust                                                          | Barclays Mortgage Trust, Series 2022-RPL1, Class A                                                                               | CUSIP: 06745CAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      22126771 | PA      | $21696279.06    | 0.05%             | 2028-02-25      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| Tongyang Life Insurance Co. Ltd.                                                 | Tongyang Life Insurance Co. Ltd.                                                                                                 | CUSIP: N/A<br>LEI: 9884007L6E9UAWKGCX42       | Long             | DBT              | CORP              | KR        |       9053000 | PA      | $9048473.50     | 0.02%             | 2025-09-22      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| India Cleantech Energy                                                           | India Cleantech Energy                                                                                                           | CUSIP: N/A<br>LEI: 254900DGTS4HHR3Q6F66       | Long             | DBT              | CORP              | MU        |      14220000 | PA      | $13988925.00    | 0.03%             | 2026-08-10      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Sixth Street CLO XXV Ltd.                                                        | Sixth Street CLO XXV Ltd., Series 2024-25A, Class A                                                                              | CUSIP: 83011VAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       3000000 | PA      | $3009403.50     | 0.01%             | 2037-07-24      | Floating      | 5.76%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Rumo SA                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -399100 | NS      | $49484.78       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CarVal CLO I Ltd.                                                                | CarVal CLO I Ltd., Series 2018-1A, Class D                                                                                       | CUSIP: 146865AG5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       1705000 | PA      | $1693348.71     | 0.00%             | 2031-07-16      | Floating      | 7.41%                 | No            |                  2 | On Loan: No      |
| British Telecommunications plc                                                   | British Telecommunications plc                                                                                                   | CUSIP: N/A<br>LEI: 549300OWFMSO9NYV4H90       | Long             | DBT              | CORP              | GB        |      10725000 | PA      | $15775810.79    | 0.04%             | 2083-12-20      | Variable      | 8.38%                 | No            |                  2 | On Loan: No      |
| Bletchley Park Funding plc                                                       | Bletchley Park Funding plc, Series 2025-1, Class C                                                                               | CUSIP: N/A<br>LEI: 635400OJVL3HJJTKNB05       | Long             | ABS-MBS          | CORP              | GB        |        746000 | PA      | $1024354.27     | 0.00%             | 2070-01-27      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | NDIRS                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      73634133 | PA      | $6624.52        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AusNet Services Holdings Pty. Ltd.                                               | AusNet Services Holdings Pty. Ltd.                                                                                               | CUSIP: N/A<br>LEI: TTMIG9TE1S0X3ZPDHD61       | Long             | DBT              | CORP              | AU        |       6000000 | PA      | $7038299.08     | 0.02%             | 2035-05-08      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Rubix Group Finco Ltd.                                                           | Rubix Group Finco Ltd., 1st Lien Term Loan B                                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | GB        |       4000000 | PA      | $4714485.73     | 0.01%             | 2028-09-29      | Variable      | 6.14%                 | No            |                  2 | On Loan: No      |
| Czech Republic                                                                   | Czech Republic                                                                                                                   | CUSIP: N/A<br>LEI: 3157007EFDLQABN47912       | Long             | DBT              | NUSS              | CZ        |    1342660000 | PA      | $67537583.28    | 0.16%             | 2030-09-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                       | Verus Securitization Trust, Series 2021-6, Class M1                                                                              | CUSIP: 92538MAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1567000 | PA      | $1150439.06     | 0.00%             | 2066-10-25      | Variable      | 2.94%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO VII Ltd.                                                             | Elmwood CLO VII Ltd., Series 2020-4A, Class A1RR                                                                                 | CUSIP: 29002QAS8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       2750000 | PA      | $2759992.95     | 0.01%             | 2037-10-17      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| Constellium SE                                                                   | Constellium SE                                                                                                                   | CUSIP: 21039CAB0<br>LEI: 724500KRJEMC79KAAU28 | Long             | DBT              | CORP              | FR        |        250000 | PA      | $234919.58      | 0.00%             | 2029-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Massachusetts School Building Authority                                          | Massachusetts School Building Authority, Series 2019B                                                                            | CUSIP: 576000XM0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |       9240000 | PA      | $8336846.26     | 0.02%             | 2032-10-15      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| Rossini SARL                                                                     | Rossini SARL                                                                                                                     | CUSIP: N/A<br>LEI: 549300EC5JCCW6F83R11       | Long             | DBT              | CORP              | LU        |      11310000 | PA      | $14063751.55    | 0.03%             | 2029-12-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-224280.43     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     168651825 | PA      | $76.03          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | AutoZone, Inc.                                                                                                                   | CUSIP: 053332102<br>LEI: N/A                  | N/A              | DE               |  | GB        |          -300 | NS      | $-807.00        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Micron Technology, Inc.                                                          | Micron Technology, Inc.                                                                                                          | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |         76158 | NS      | $9386473.50     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-385.99        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $2844.43        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trust                                                  | CSAIL Commercial Mortgage Trust, Series 2018-CX12, Class C                                                                       | CUSIP: 12595XAZ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1586000 | PA      | $1454643.20     | 0.00%             | 2051-08-15      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| Republic of Singapore                                                            | Republic of Singapore                                                                                                            | CUSIP: N/A<br>LEI: 549300ZSV6VOGFH1ER70       | Long             | DBT              | NUSS              | SG        |      12050000 | PA      | $11285917.22    | 0.03%             | 2054-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Miltonia Mortgage Finance SRL                                                    | Miltonia Mortgage Finance SRL, Series 1, Class B                                                                                 | CUSIP: N/A<br>LEI: 815600BC278905BA4594       | Long             | ABS-MBS          | CORP              | IT        |       8612000 | PA      | $10001599.76    | 0.02%             | 2062-04-28      | Floating      | 3.46%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | RapidSOS, Inc.                                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       6073125 | NS      | $6316050.00     | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| PG&E Corp.                                                                       | PG&E Corp., Series A                                                                                                             | CUSIP: 69331C306<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EP               | CORP              | US        |        186000 | NS      | $6993600.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Mortgage Loan Trust                                                     | Barclays Mortgage Loan Trust, Series 2024-NQM1, Class A2                                                                         | CUSIP: 06745AAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       5878147 | PA      | $5895685.42     | 0.01%             | 2064-01-25      | Variable      | 6.11%                 | No            |                  2 | On Loan: No      |
| BAHA Trust                                                                       | BAHA Trust, Series 2024-MAR, Class B                                                                                             | CUSIP: 05493XAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1980000 | PA      | $2069053.87     | 0.00%             | 2041-12-10      | Variable      | 7.07%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Argenx SE                                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |          1400 | NS      | $6132.45        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RCI Banque SA                                                                    | RCI Banque SA                                                                                                                    | CUSIP: N/A<br>LEI: 96950001WI712W7PQG45       | Long             | DBT              | CORP              | FR        |       5300000 | PA      | $6566274.86     | 0.02%             | 2034-10-09      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Builders FirstSource, Inc.                                                                                                       | CUSIP: 12008R107<br>LEI: N/A                  | N/A              | DE               |  | GB        |         -6500 | NS      | $15860.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $135276.89      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR Currency                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |     -16437000 | PA      | $-10207.58      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | TOTO Ltd.                                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         56400 | NS      | $4967.58        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Asahi Intecc Co. Ltd.                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         75600 | NS      | $-7287.78       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Oji Holdings Corp.                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -40500 | NS      | $-10333.34      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Asbury Automotive Group, Inc.                                                    | Asbury Automotive Group, Inc.                                                                                                    | CUSIP: 043436AX2<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |       2398000 | PA      | $2281621.46     | 0.01%             | 2032-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust                                           | Velocity Commercial Capital Loan Trust, Series 2025-3, Class M3                                                                  | CUSIP: 92262RAK6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       3646545 | PA      | $3682294.63     | 0.01%             | 2055-06-25      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| Krakatau Posco PT                                                                | Krakatau Posco PT                                                                                                                | CUSIP: N/A<br>LEI: 98450003F1F2D08D9C16       | Long             | DBT              | CORP              | ID        |       3000000 | PA      | $3013560.00     | 0.01%             | 2027-06-11      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Acquisition Trust                                           | J.P. Morgan Mortgage Acquisition Trust, Series 2007-CH1, Class MF1                                                               | CUSIP: 46630LAH7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      11339000 | PA      | $11613874.37    | 0.03%             | 2036-11-25      | Variable      | 4.47%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Ping An Insurance Group Co. of China Ltd., Class H                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -5004000 | NS      | $-1248596.86    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Trinitas CLO XIV Ltd.                                                            | Trinitas CLO XIV Ltd., Series 2020-14A, Class A1R                                                                                | CUSIP: 89641QAN0<br>LEI: 549300095MXHZZMH2053 | Long             | ABS-CBDO         | CORP              | KY        |       7000000 | PA      | $7008066.80     | 0.02%             | 2034-01-25      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | ONEOK, Inc.                                                                                                                      | CUSIP: 682680103<br>LEI: N/A                  | N/A              | DE               |  | US        |        -13200 | NS      | $-23496.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Romania                                                                          | Romania Government Bond                                                                                                          | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |        660000 | PA      | $798585.78      | 0.00%             | 2026-09-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-18948.80      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chemours Co. (The)                                                               | Chemours Co. (The), 1st Lien Term Loan B                                                                                         | CUSIP: 16384YAJ6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |        910778 | PA      | $907362.08      | 0.00%             | 2028-08-18      | Variable      | 7.33%                 | No            |                  2 | On Loan: No      |
| Centrica plc                                                                     | Centrica plc                                                                                                                     | CUSIP: N/A<br>LEI: E26EDV109X6EEPBKVH76       | Long             | DBT              | CORP              | GB        |       7473000 | PA      | $10373213.86    | 0.02%             | 2055-05-21      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     540713156 | PA      | $2756939.55     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AutoNoria Spain FT                                                               | AutoNoria Spain FT, Series 2025-SP, Class B                                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | ES        |       3300000 | PA      | $3888381.74     | 0.01%             | 2043-04-30      | Floating      | 2.89%                 | No            |                  2 | On Loan: No      |
| Arsenal AIC Parent LLC                                                           | Arsenal AIC Parent LLC, 1st Lien Term Loan B                                                                                     | CUSIP: 04287KAG6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       1448967 | PA      | $1445706.66     | 0.00%             | 2030-08-19      | Variable      | 7.08%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | 3 Month SONIA Index                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |          1231 | NC      | $415889.18      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                              | Fresenius SE & Co. KGaA                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -34800 | NS      | $-38604.60      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     382640000 | PA      | $-1689669.45    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bancolombia SA                                                                   | Bancolombia SA                                                                                                                   | CUSIP: 05968LAN2<br>LEI: 54930052NWJRPNMP1W58 | Long             | DBT              | CORP              | CO        |       1796000 | PA      | $1886177.16     | 0.00%             | 2034-12-24      | Variable      | 8.62%                 | No            |                  2 | On Loan: No      |
| RCI Banque SA                                                                    | RCI Banque SA                                                                                                                    | CUSIP: N/A<br>LEI: 96950001WI712W7PQG45       | Long             | DBT              | CORP              | FR        |       6343000 | PA      | $7493404.89     | 0.02%             | 2025-12-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Ono Pharmaceutical Co. Ltd.                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -219400 | NS      | $-31540.75      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Corp. Trust                                               | GS Mortgage Securities Corp. Trust, Series 2017-GPTX, Class A                                                                    | CUSIP: 36257CAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       5184584 | PA      | $4515815.26     | 0.01%             | 2034-05-10      | Fixed         | 2.86%                 | No            |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust                                                         | Ajax Mortgage Loan Trust, Series 2021-E, Class A1                                                                                | CUSIP: 009740AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      36919124 | PA      | $32420307.54    | 0.08%             | 2060-12-25      | Variable      | 1.74%                 | No            |                  2 | On Loan: No      |
| Canada Square Funding plc                                                        | Canada Square Funding plc, Series 6, Class D                                                                                     | CUSIP: N/A<br>LEI: 6354009BNGSKPMISBP18       | Long             | ABS-MBS          | CORP              | GB        |        178000 | PA      | $243368.31      | 0.00%             | 2059-01-17      | Floating      | 6.10%                 | No            |                  2 | On Loan: No      |
| Restaurant Brands Iberia                                                         | Elvis UK Holdco Ltd., Facility 1st Lien Term Loan B                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | GB        |       3500000 | PA      | $4117671.47     | 0.01%             | 2028-10-16      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| Trinitas CLO XXX Ltd.                                                            | Trinitas CLO XXX Ltd., Series 2024-30A, Class E                                                                                  | CUSIP: 89643EAA3<br>LEI: 254900TSX6348DURD845 | Long             | ABS-CBDO         | CORP              | KY        |       1500000 | PA      | $1525802.25     | 0.00%             | 2037-10-23      | Floating      | 11.18%                | No            |                  2 | On Loan: No      |
| N/A                                                                              | Daiwa House Industry Co. Ltd.                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -135000 | NS      | $-85383.59      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Newgate Funding plc                                                              | Newgate Funding plc, Series 2006-1, Class BB                                                                                     | CUSIP: N/A<br>LEI: 2138006KF4KS6D5P1697       | Long             | ABS-MBS          | CORP              | GB        |        948743 | PA      | $1066248.41     | 0.00%             | 2050-12-01      | Floating      | 2.27%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC                                                                 | CCO Holdings LLC                                                                                                                 | CUSIP: 1248EPBT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       9303000 | PA      | $9273072.53     | 0.02%             | 2027-05-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | NDIRS                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   66734960000 | PA      | $25811.44       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Republic Services, Inc.                                                                                                          | CUSIP: 760759100<br>LEI: N/A                  | N/A              | DE               |  | GB        |         -6000 | NS      | $24420.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Quarzo SRL                                                                       | Quarzo SRL, Series 2023-1, Class A2                                                                                              | CUSIP: N/A<br>LEI: 815600702F68B2ED0B22       | Long             | ABS-O            | CORP              | IT        |       2289656 | PA      | $2704888.36     | 0.01%             | 2039-12-15      | Floating      | 2.92%                 | No            |                  2 | On Loan: No      |
| Pinewood Finco plc                                                               | Pinewood Finco plc                                                                                                               | CUSIP: N/A<br>LEI: 984500EF3F7CA63ND769       | Long             | DBT              | CORP              | GB        |      14421000 | PA      | $19547627.52    | 0.05%             | 2030-03-27      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                                                | Barclays Bank plc                                                                                                                | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | RA               | CORP              | GB        |       3246145 | PA      | $3246145.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Verisure Holding AB                                                              | Verisure Holding AB                                                                                                              | CUSIP: N/A<br>LEI: 549300VQQCWGISM3N408       | Long             | DBT              | CORP              | SE        |        984000 | PA      | $1207874.55     | 0.00%             | 2027-10-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EURO STOXX 50 Index                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DE        |         -1352 | NC      | $-1336977.96    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| BANK                                                                             | BANK, Series 2019-BN20, Class XB                                                                                                 | CUSIP: 06540AAF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      86048000 | PA      | $1228326.60     | 0.00%             | 2062-09-15      | Variable      | 0.46%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |       2960000 | PA      | $115931.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Corning, Inc.                                                                                                                    | CUSIP: 219350105<br>LEI: N/A                  | N/A              | DE               |  | GB        |        -27600 | NS      | $-21804.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-49674.79      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Komatsu Ltd.                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         67500 | NS      | $132175.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA                                            | Banque Federative du Credit Mutuel SA                                                                                            | CUSIP: N/A<br>LEI: VBHFXSYT7OG62HNT8T76       | Long             | DBT              | CORP              | FR        |        700000 | PA      | $862020.95      | 0.00%             | 2029-03-13      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| GoodLeap Home Improvement Solutions Trust                                        | GoodLeap Home Improvement Solutions Trust, Series 2024-1A, Class A                                                               | CUSIP: 381935AA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      28654168 | PA      | $28980240.65    | 0.07%             | 2046-10-20      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-2443972.81    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| College Avenue Student Loans LLC                                                 | College Avenue Student Loans LLC, Series 2021-A, Class B                                                                         | CUSIP: 19424KAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       3982206 | PA      | $3661198.23     | 0.01%             | 2051-07-25      | Fixed         | 2.32%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | HICPXT                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | GB        |      39720000 | PA      | $-222696.52     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Charter Next Generation, Inc.                                                    | Charter Next Generation, Inc., 1st Lien Term Loan                                                                                | CUSIP: 16125TAM4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       1254283 | PA      | $1258209.14     | 0.00%             | 2030-11-29      | Variable      | 7.06%                 | No            |                  2 | On Loan: No      |
| SC Germany SA Compartment Consumer                                               | SC Germany SA Compartment Consumer, Series 2024-2, Class B                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | LU        |       3000000 | PA      | $3549006.68     | 0.01%             | 2038-05-14      | Floating      | 2.99%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman Loan Advisers CLO 33 Ltd.                                       | Neuberger Berman Loan Advisers CLO 33 Ltd., Series 2019-33A, Class AR2                                                           | CUSIP: 64132TAU7<br>LEI: 549300RVE5T2OYI2H743 | Long             | ABS-CBDO         | CORP              | KY        |      11300000 | PA      | $11305650.00    | 0.03%             | 2039-04-16      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| LT Rahoitus DAC                                                                  | LT Rahoitus DAC, Series 6, Class B                                                                                               | CUSIP: N/A<br>LEI: 635400OFIJ3A8BN2BV40       | Long             | ABS-O            | CORP              | IE        |        300000 | PA      | $352974.72      | 0.00%             | 2036-07-18      | Floating      | 2.81%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Vnet Group, Inc.                                                                                                                 | CUSIP: 90138A103<br>LEI: N/A                  | N/A              | DE               |  | US        |       -358350 | NS      | $-437187.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Korea                                                                | Republic of Korea                                                                                                                | CUSIP: N/A<br>LEI: 549300O0QCVSQGPGDT58       | Long             | DBT              | NUSS              | KR        |   56098040000 | PA      | $41585519.45    | 0.10%             | 2030-03-10      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-226291.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WR Grace Holdings LLC                                                            | WR Grace Holdings LLC                                                                                                            | CUSIP: 92943GAD3<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |       4102000 | PA      | $4078301.93     | 0.01%             | 2027-06-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| TML Holdings Pte. Ltd.                                                           | TML Holdings Pte. Ltd.                                                                                                           | CUSIP: N/A<br>LEI: 254900EBGMM47QH02V57       | Long             | DBT              | CORP              | SG        |       5799000 | PA      | $5749128.60     | 0.01%             | 2026-06-09      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Deutsche Telekom International Finance BV                                        | Deutsche Telekom International Finance BV                                                                                        | CUSIP: 25156PAR4<br>LEI: 529900ERDFHS6C1M4U58 | Long             | DBT              | CORP              | NL        |        150000 | PA      | $137225.02      | 0.00%             | 2042-03-06      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| W.R. Grace Holdings LLC                                                          | WR Grace Holdings LLC, 1st Lien Term Loan                                                                                        | CUSIP: 92943HAB5<br>LEI: 549300WNOVFRGYOAEB12 | Long             | LON              | CORP              | US        |        984694 | PA      | $985107.45      | 0.00%             | 2028-09-22      | Variable      | 7.55%                 | No            |                  2 | On Loan: No      |
| BASF SE                                                                          | BASF SE                                                                                                                          | CUSIP: N/A<br>LEI: 529900PM64WH8AF1E917       | Long             | EC               | CORP              | DE        |         87323 | NS      | $4318953.88     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd.                                                                | CIFC Funding Ltd., Series 2013-1A, Class A2R                                                                                     | CUSIP: 12549AAN0<br>LEI: 549300PC4RPZFE70AI24 | Long             | ABS-CBDO         | CORP              | KY        |       1250000 | PA      | $1254177.38     | 0.00%             | 2030-07-16      | Floating      | 6.27%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                       | Verus Securitization Trust, Series 2022-INV1, Class B1                                                                           | CUSIP: 92539JAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        840000 | PA      | $822701.63      | 0.00%             | 2067-08-25      | Variable      | 5.79%                 | No            |                  2 | On Loan: No      |
| Solaris Energy Infrastructure LLC                                                | Solaris Energy Infrastructure LLC, 1st Lien Term Loan                                                                            | CUSIP: 83418UAB1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      43531000 | PA      | $43531000.00    | 0.10%             | 2029-09-11      | Variable      | 10.30%                | No            |                  3 | On Loan: No      |
| Petroleos Mexicanos                                                              | Petroleos Mexicanos                                                                                                              | CUSIP: 71654QDH2<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |       1450000 | PA      | $1447767.00     | 0.00%             | 2025-10-16      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Public Service Enterprise Group, Inc.                                                                                            | CUSIP: 744573106<br>LEI: N/A                  | N/A              | DE               |  | GB        |        -12800 | NS      | $-10752.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-105942.65     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Quartz AcquireCo LLC                                                             | Quartz AcquireCo LLC, 1st Lien Term Loan B2                                                                                      | CUSIP: 74773KAE5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       1546898 | PA      | $1550765.59     | 0.00%             | 2030-06-28      | Variable      | 6.55%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd.                                                                     | OCP CLO Ltd., Series 2024-37A, Class A1                                                                                          | CUSIP: 67120AAA9<br>LEI: 213800VGDQYISNVLCT08 | Long             | ABS-CBDO         | CORP              | JE        |       4820000 | PA      | $4838323.23     | 0.01%             | 2037-10-15      | Floating      | 5.93%                 | No            |                  2 | On Loan: No      |
| Option One Mortgage Loan Trust                                                   | Option One Mortgage Loan Trust, Series 2007-FXD1, Class 2A1                                                                      | CUSIP: 68402VAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      10918913 | PA      | $9406605.69     | 0.02%             | 2037-01-25      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| Navient Private Education Refi Loan Trust                                        | Navient Private Education Refi Loan Trust, Series 2024-A, Class A                                                                | CUSIP: 63943CAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      25779206 | PA      | $26112154.65    | 0.06%             | 2072-10-15      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| Epic Games, Inc.                                                                 | Epic Games, Inc.                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |         45487 | NS      | $33462056.68    | 0.08%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Doutor Nichires Holdings Co. Ltd.                                                | Doutor Nichires Holdings Co. Ltd.                                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |         66900 | NS      | $1218292.07     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Alfresa Holdings Corp.                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        113600 | NS      | $9237.17        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR Currency                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |       8924700 | PA      | $5.76           | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | NDIRS                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    1674046000 | PA      | $-296260.90     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ION Trading Technologies SARL                                                    | ION Trading Technologies SARL                                                                                                    | CUSIP: 46205YAB7<br>LEI: 5493009ZVXOKZLQ6QJ12 | Long             | DBT              | CORP              | LU        |       4630000 | PA      | $4755014.63     | 0.01%             | 2029-05-30      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| American Express Co.                                                             | American Express Co.                                                                                                             | CUSIP: 025816CX5<br>LEI: R4PP93JZOLY261QX3811 | Short            | DBT              | CORP              | US        |       -600000 | PA      | $-601381.60     | -0.00%            | 2033-05-26      | Variable      | 4.99%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-189468.95     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | iShares China Large-Cap ETF                                                                                                      | CUSIP: 00CBWH522<br>LEI: N/A                  | N/A              | DE               |  | US        |        -22684 | NC      | $-158788.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Seashell Bidco SL                                                                | Seashell Bidco SL, Delayed Draw Facility 1st Lien Term Loan B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | ES        |       9118832 | PA      | $10728638.68    | 0.03%             | 2029-10-10      | Variable      | 2.17%                 | No            |                  3 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-522708.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | ETRSI                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       2797172 | PA      | $0.00           | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HarborView Mortgage Loan Trust                                                   | HarborView Mortgage Loan Trust, Series 2007-4, Class 2A2                                                                         | CUSIP: 41164YAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        950283 | PA      | $885764.62      | 0.00%             | 2047-07-19      | Floating      | 4.68%                 | No            |                  2 | On Loan: No      |
| Molossus Btl plc                                                                 | Molossus Btl plc, Series 2024-1, Class A                                                                                         | CUSIP: N/A<br>LEI: 635400TPGD2VZXFZMM69       | Long             | ABS-MBS          | CORP              | GB        |       2197304 | PA      | $3021860.22     | 0.01%             | 2061-04-18      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| Eternal Ltd.                                                                     | Eternal Ltd.                                                                                                                     | CUSIP: N/A<br>LEI: 335800T4VOF9ETHF8W59       | Long             | EC               | CORP              | IN        |        370000 | NS      | $1139525.61     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nationstar Home Equity Loan Trust                                                | Nationstar Home Equity Loan Trust, Series 2007-B, Class M1                                                                       | CUSIP: 63860LAF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       5455000 | PA      | $5223208.87     | 0.01%             | 2037-04-25      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | USCPI                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | GB        |     132790000 | PA      | $724284.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OCP SA                                                                           | OCP SA                                                                                                                           | CUSIP: 67091TAG0<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | NUSS              | MA        |       2920000 | PA      | $2909692.40     | 0.01%             | 2054-05-02      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Alimentation Couche-Tard, Inc.                                                                                                   | CUSIP: 01626P148<br>LEI: N/A                  | N/A              | DE               |  | US        |         25500 | NS      | $-48350.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      53425509 | PA      | $3112623.48     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| California Buyer Ltd.                                                            | California Buyer Ltd.                                                                                                            | CUSIP: 13005HAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |        621000 | PA      | $622012.23      | 0.00%             | 2032-02-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-42199.26      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust                                               | Ellington Financial Mortgage Trust, Series 2022-4, Class B2                                                                      | CUSIP: 268432AF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       4577750 | PA      | $3962179.39     | 0.01%             | 2067-09-25      | Variable      | 5.91%                 | No            |                  2 | On Loan: No      |
| Equinix Asia Financing Corp. Pte. Ltd.                                           | Equinix Asia Financing Corp. Pte. Ltd.                                                                                           | CUSIP: N/A<br>LEI: 2549002E9B0F5FQ3X427       | Long             | DBT              | CORP              | SG        |       6500000 | PA      | $5182363.35     | 0.01%             | 2030-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA                                            | Banque Federative du Credit Mutuel SA                                                                                            | CUSIP: N/A<br>LEI: VBHFXSYT7OG62HNT8T76       | Long             | DBT              | CORP              | FR        |       1200000 | PA      | $1416867.33     | 0.00%             | 2031-10-17      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Arkema SA                                                                        | Arkema SA                                                                                                                        | CUSIP: N/A<br>LEI: 9695000EHMS84KKP2785       | Long             | EC               | CORP              | FR        |        100754 | NS      | $7440038.04     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CHL Mortgage Pass-Through Trust                                                  | CHL Mortgage Pass-Through Trust, Series 2007-9, Class A11                                                                        | CUSIP: 12544XAV7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1340633 | PA      | $627105.27      | 0.00%             | 2037-07-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Merck KGaA                                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         10700 | NS      | $8618.10        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Lendmark Funding Trust                                                           | Lendmark Funding Trust, Series 2021-2A, Class C                                                                                  | CUSIP: 52604DAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       5450000 | PA      | $5076521.86     | 0.01%             | 2032-04-20      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                                                                             | CUSIP: 46647PBX3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Short            | DBT              | CORP              | US        |       -200000 | PA      | $-173441.93     | -0.00%            | 2032-02-04      | Variable      | 1.95%                 | No            |                  2 | On Loan: No      |
| Hilcorp Energy I LP                                                              | Hilcorp Energy I LP                                                                                                              | CUSIP: 431318AV6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        126000 | PA      | $121511.79      | 0.00%             | 2031-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Tunisian Republic                                                                | Tunisian Republic                                                                                                                | CUSIP: N/A<br>LEI: 254900B5LFB16S9T2T11       | Long             | DBT              | NUSS              | TN        |       2023000 | PA      | $2348939.88     | 0.01%             | 2026-07-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Regional Management Issuance Trust                                               | Regional Management Issuance Trust, Series 2024-2, Class A                                                                       | CUSIP: 75907AAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       3687000 | PA      | $3707173.05     | 0.01%             | 2033-12-15      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| Prysmian SpA                                                                     | Prysmian SpA                                                                                                                     | CUSIP: N/A<br>LEI: 529900X0H1IO3RS1A464       | Long             | DBT              | CORP              | IT        |      10699000 | PA      | $12843306.66    | 0.03%             | 2028-11-28      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $147566.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |       2905000 | PA      | $-80173.13      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chemours Co. (The)                                                               | Chemours Co. (The)                                                                                                               | CUSIP: 163851AF5<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |       2081000 | PA      | $1950531.91     | 0.00%             | 2028-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Fortuna Consumer Loan Abs DAC                                                    | Fortuna Consumer Loan Abs DAC, Series 2025-1, Class B                                                                            | CUSIP: N/A<br>LEI: 635400DRZLOPFVGZUR29       | Long             | ABS-O            | CORP              | IE        |       2200000 | PA      | $2591627.35     | 0.01%             | 2035-04-18      | Floating      | 2.91%                 | No            |                  2 | On Loan: No      |
| CVR Energy, Inc.                                                                 | CVR Energy, Inc.                                                                                                                 | CUSIP: 12662PAF5<br>LEI: 529900SOYZIXZBTXB558 | Long             | DBT              | CORP              | US        |       4161000 | PA      | $4162631.11     | 0.01%             | 2029-01-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd.                                                                | CIFC Funding Ltd., Series 2015-1A, Class BRR                                                                                     | CUSIP: 12548MBG9<br>LEI: 5493001TP5YQV9X08Z14 | Long             | ABS-CBDO         | CORP              | KY        |        400000 | PA      | $400443.76      | 0.00%             | 2031-01-22      | Floating      | 5.98%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings, Inc.                                                          | Quikrete Holdings, Inc.                                                                                                          | CUSIP: 74843PAB6<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |       9722000 | PA      | $10031412.37    | 0.02%             | 2033-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD Up-and-out barrier option; Barrier price EUR 1.25000                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |     124435000 | PA      | $1383318.11     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-83044.08      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | LY Corp.                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        297500 | NS      | $13947.50       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| XPLR Infrastructure Operating Partners LP                                        | XPLR Infrastructure Operating Partners LP                                                                                        | CUSIP: 65342QAM4<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |       4084000 | PA      | $4186639.37     | 0.01%             | 2029-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Foreign Exchange Option                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      44183000 | PA      | $927.71         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Contra Costa Community College District                                          | Contra Costa Community College District, Series 2010B                                                                            | CUSIP: 212204FA4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |       3205000 | PA      | $3463797.54     | 0.01%             | 2034-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Western Digital Corp.                                                            | Western Digital Corp.                                                                                                            | CUSIP: 958102AM7<br>LEI: 549300QQXOOYEF89IC56 | Short            | DBT              | CORP              | US        |       -652000 | PA      | $-650284.44     | -0.00%            | 2026-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Banc of America Funding Trust                                                    | Banc of America Funding Trust, Series 2014-R2, Class 1C                                                                          | CUSIP: 05968KAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       8643344 | PA      | $2995376.09     | 0.01%             | 2036-11-26      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Booking Holdings, Inc.                                                           | Booking Holdings, Inc.                                                                                                           | CUSIP: 09857LBK3<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |        515000 | PA      | $611879.59      | 0.00%             | 2046-05-09      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| RALI Trust                                                                       | RALI Trust, Series 2007-QH9, Class A1                                                                                            | CUSIP: 749241AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        526956 | PA      | $441163.76      | 0.00%             | 2037-11-25      | Variable      | 6.10%                 | No            |                  2 | On Loan: No      |
| One Bryant Park Trust                                                            | One Bryant Park Trust, Series 2019-OBP, Class A                                                                                  | CUSIP: 68236JAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       4638000 | PA      | $4222442.16     | 0.01%             | 2054-09-15      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Electric Power Authority                                             | Puerto Rico Electric Power Authority, Series 2003NN                                                                              | CUSIP: 74526YEY7<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | PR        |       2060000 | PA      | $993950.00      | 0.00%             | 2020-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                   | BNP Paribas SA                                                                                                                   | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |        400000 | PA      | $467368.44      | 0.00%             | 2032-03-31      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |       2960000 | PA      | $36446.64       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sappi Papier Holding GmbH                                                        | Sappi Papier Holding GmbH                                                                                                        | CUSIP: N/A<br>LEI: 549300XBCUMUR5CI0181       | Long             | DBT              | CORP              | AT        |       1735000 | PA      | $2007601.70     | 0.00%             | 2032-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BASF SE                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |        -42400 | NS      | $-34484.06      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Coinstar Funding LLC                                                             | Coinstar Funding LLC, Series 2017-1A, Class A2                                                                                   | CUSIP: 19260MAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       7360000 | PA      | $6808073.60     | 0.02%             | 2047-04-25      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| Westjet Loyalty LP                                                               | WestJet Loyalty LP, 1st Lien Term Loan                                                                                           | CUSIP: C9763HAB3<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |        942480 | PA      | $942008.76      | 0.00%             | 2031-02-14      | Variable      | 7.55%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |       3460000 | PA      | $120801.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Stratus CLO Ltd.                                                                 | Stratus CLO Ltd., Series 2021-1A, Class SUB                                                                                      | CUSIP: 863171AE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       2820000 | PA      | $3130.20        | 0.00%             | 2029-12-29      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Whitebox CLO I Ltd.                                                              | Whitebox CLO I Ltd., Series 2019-1A, Class A1RR                                                                                  | CUSIP: 96467FAU4<br>LEI: 549300E4AC0513DYO913 | Long             | ABS-CBDO         | CORP              | KY        |       3135000 | PA      | $3137933.73     | 0.01%             | 2036-07-24      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CBOE Volatility Index                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |           464 | NC      | $-395321.04     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| RBC Capital Markets LLC                                                          | RBC Capital Markets LLC                                                                                                          | CUSIP: N/A<br>LEI: 549300LCO2FLSSVFFR64       | Long             | RA               | CORP              | US        |        153938 | PA      | $153937.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Rainbow Finco SARL                                                               | Rainbow Finco SARL, Facility 1st Lien Term Loan B2                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | LU        |       6600000 | PA      | $7733887.27     | 0.02%             | 2029-02-26      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                                           | Alternative Loan Trust, Series 2006-28CB, Class A14                                                                              | CUSIP: 02147TAP1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       2118930 | PA      | $1044829.93     | 0.00%             | 2036-10-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Octagon 57 Ltd.                                                                  | Octagon 57 Ltd., Series 2021-1A, Class C                                                                                         | CUSIP: 67592XAJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       2750000 | PA      | $2756775.18     | 0.01%             | 2034-10-15      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| Last Mile Logistics Pan Euro Finance DAC                                         | Last Mile Logistics Pan Euro Finance DAC, Series 1X, Class D                                                                     | CUSIP: N/A<br>LEI: 635400NOPX1IKIAX7N90       | Long             | ABS-MBS          | CORP              | IE        |       1030949 | PA      | $1209584.02     | 0.00%             | 2033-08-17      | Floating      | 4.03%                 | No            |                  2 | On Loan: No      |
| Together Asset-Backed Securitisation plc                                         | Together Asset-Backed Securitisation plc, Series 2023-1ST2X, Class A                                                             | CUSIP: N/A<br>LEI: 635400JKBWLFDKJDAA39       | Long             | ABS-MBS          | CORP              | GB        |       3060015 | PA      | $4229777.82     | 0.01%             | 2065-04-20      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-1171973.86    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Ecuador                                                              | Republic of Ecuador                                                                                                              | CUSIP: N/A<br>LEI: 5299003Y2U5XK0A35H71       | Long             | DBT              | NUSS              | EC        |       1254000 | PA      | $1087218.00     | 0.00%             | 2030-07-31      | Variable      | 6.90%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     250231850 | PA      | $7757874.49     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Ziggo Financing Partnership                                                      | Ziggo Financing Partnership, 1st Lien Term Loan I                                                                                | CUSIP: N9833RAJ8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       1000000 | PA      | $976140.00      | 0.00%             | 2028-04-28      | Variable      | 6.93%                 | No            |                  2 | On Loan: No      |
| AmWINS Group, Inc.                                                               | AmWINS Group, Inc.                                                                                                               | CUSIP: 031921AC3<br>LEI: 549300SJE7MUB8NMRG61 | Long             | DBT              | CORP              | US        |       1637000 | PA      | $1668489.33     | 0.00%             | 2029-02-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | NDIRS                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       4687163 | PA      | $-65448.03      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp.        | Uniform Mortgage-Backed Securities                                                                                               | CUSIP: 01F042673<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |   -1695262217 | PA      | $-1621385198.57 | -3.82%            | 2055-07-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                       | Verus Securitization Trust, Series 2023-2, Class B1                                                                              | CUSIP: 92539DAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       4333000 | PA      | $4328243.67     | 0.01%             | 2068-03-25      | Variable      | 7.47%                 | No            |                  2 | On Loan: No      |
| Arbor Realty Commercial Real Estate Notes Ltd.                                   | Arbor Realty Commercial Real Estate Notes Ltd., Series 2022-FL1, Class A                                                         | CUSIP: 03880XAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |        323015 | PA      | $323015.14      | 0.00%             | 2037-01-15      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| Mariner Finance Issuance Trust                                                   | Mariner Finance Issuance Trust, Series 2024-AA, Class A                                                                          | CUSIP: 567928AA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      11386000 | PA      | $11531378.73    | 0.03%             | 2036-09-22      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Dotdash Meredith, Inc.                                                           | Dotdash Meredith, Inc.                                                                                                           | CUSIP: 25849JAA8<br>LEI: 549300R2AA7U9CJUQO13 | Long             | DBT              | CORP              | US        |       2280000 | PA      | $2210916.00     | 0.01%             | 2032-06-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Zegona Finance plc                                                               | Zegona Finance plc                                                                                                               | CUSIP: N/A<br>LEI: 254900B3KC1SS7T2TE92       | Long             | DBT              | CORP              | GB        |      12277000 | PA      | $15365547.92    | 0.04%             | 2029-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                                           | UBS AG                                                                                                                           | CUSIP: 22550L2M2<br>LEI: 254900R882POXXVAK772 | Long             | DBT              | CORP              | CH        |        700000 | PA      | $755133.94      | 0.00%             | 2028-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Together Asset-Backed Securitisation plc                                         | Together Asset-Backed Securitisation plc, Series 2025-2ND1X, Class B                                                             | CUSIP: N/A<br>LEI: 635400YLGUIWG9EKBV27       | Long             | ABS-MBS          | CORP              | GB        |       1672000 | PA      | $2297326.86     | 0.01%             | 2056-09-12      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Nagoya Railroad Co., Ltd.                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | JP        |      11000000 | NS      | $398897.56      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | FR        |      11360931 | PA      | $114758.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FWD Group Holdings Ltd.                                                          | FWD Group Holdings Ltd.                                                                                                          | CUSIP: N/A<br>LEI: 254900HEGGDS8WU5QZ97       | Long             | DBT              | CORP              | KY        |       5215000 | PA      | $5043556.88     | 0.01%             | 2025-08-01      | Variable      | 6.67%                 | No            |                  2 | On Loan: No      |
| Polaris plc                                                                      | Polaris plc, Series 2022-1, Class E                                                                                              | CUSIP: N/A<br>LEI: 6354005CHPSGN94O7F86       | Long             | ABS-MBS          | CORP              | GB        |        538000 | PA      | $738173.33      | 0.00%             | 2059-10-23      | Floating      | 7.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       1520000 | PA      | $67197.48       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Anglo American Capital plc                                                       | Anglo American Capital plc                                                                                                       | CUSIP: N/A<br>LEI: TINT358G1SSHR3L3PW36       | Long             | DBT              | CORP              | GB        |       2356000 | PA      | $2919035.91     | 0.01%             | 2028-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| RMF Buyout Issuance Trust                                                        | RMF Buyout Issuance Trust, Series 2021-HB1, Class M6                                                                             | CUSIP: 74969TAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       4636137 | PA      | $4116028.41     | 0.01%             | 2031-11-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Round One Corp.                                                                  | Round One Corp.                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |        154200 | NS      | $1573852.03     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nomura Securities International, Inc.                                            | Nomura Securities International, Inc.                                                                                            | CUSIP: N/A<br>LEI: OXTKY6Q8X53C9ILVV871       | Long             | RA               | CORP              | US        |        572000 | PA      | $572000.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RR 37 Ltd.                                                                       | RR 37 Ltd., Series 2025-37A, Class A1A                                                                                           | CUSIP: 78110XAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | BM        |       2390000 | PA      | $2390603.00     | 0.01%             | 2038-04-15      | Floating      | 5.49%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | ORLEN SA                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -68200 | NS      | $-193022.99     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Hill FL BV                                                                       | Hill FL BV, Series 2024-2FL, Class A                                                                                             | CUSIP: N/A<br>LEI: 724500H2AN902EY7W191       | Long             | ABS-O            | CORP              | NL        |       4300000 | PA      | $5068482.44     | 0.01%             | 2032-10-18      | Floating      | 2.63%                 | No            |                  2 | On Loan: No      |
| JPMorgan Securities plc                                                          | JPMorgan Securities plc                                                                                                          | CUSIP: N/A<br>LEI: K6Q0W1PS1L1O4IQL9C32       | Long             | RA               | CORP              | GB        |       2550520 | PA      | $3004385.04     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust                                                         | Ajax Mortgage Loan Trust, Series 2023-C, Class C                                                                                 | CUSIP: 009926AG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      13832964 | PA      | $9961850.67     | 0.02%             | 2063-05-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Democratic Socialist Republic of Sri Lanka                                       | Sri Lanka Government Bond                                                                                                        | CUSIP: N/A<br>LEI: 254900IG6Y30I2QE2R92       | Long             | DBT              | NUSS              | LK        |       1700000 | PA      | $1381250.00     | 0.00%             | 2036-05-15      | Variable      | 3.60%                 | No            |                  2 | On Loan: No      |
| Telefonica Europe BV                                                             | Telefonica Europe BV                                                                                                             | CUSIP: N/A<br>LEI: 7245007FZS0M65WUGP67       | Long             | DBT              | CORP              | NL        |      18600000 | PA      | $22017447.47    | 0.05%             | 2026-06-22      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Chase Commercial Mortgage Securities Trust                           | J.P. Morgan Chase Commercial Mortgage Securities Trust, Series 2016-JP3, Class XC                                                | CUSIP: 46590RAM1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      37589000 | PA      | $250865.23      | 0.00%             | 2049-08-15      | Variable      | 0.75%                 | No            |                  2 | On Loan: No      |
| Minejesa Capital BV                                                              | Minejesa Capital BV                                                                                                              | CUSIP: N/A<br>LEI: 549300KS7ERCP10BKC35       | Long             | DBT              | CORP              | NL        |       5462648 | PA      | $5339738.42     | 0.01%             | 2030-08-10      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Aldar Properties PJSC                                                            | Aldar Properties PJSC                                                                                                            | CUSIP: N/A<br>LEI: 98450048CD8AEF13B480       | Long             | DBT              | CORP              | AE        |       7675000 | PA      | $7803556.25     | 0.02%             | 2055-04-15      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| USS Co. Ltd.                                                                     | USS Co. Ltd.                                                                                                                     | CUSIP: N/A<br>LEI: 5299000RRQD6UZXG4W72       | Long             | EC               | CORP              | JP        |        115100 | NS      | $1268509.21     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDIT                                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | FR        |      42497000 | PA      | $1184979.74     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-291628.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barracuda Networks, Inc.                                                         | Barracuda Networks, Inc., 1st Lien Term Loan                                                                                     | CUSIP: 06832FAB3<br>LEI: 549300CXGRZWNMPU8080 | Long             | LON              | CORP              | US        |        984848 | PA      | $814715.91      | 0.00%             | 2029-08-15      | Variable      | 8.78%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Renesas Electronics Corp.                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        313700 | NS      | $-377531.70     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO VIII Ltd.                                            | Benefit Street Partners CLO VIII Ltd., Series 2015-8A, Class A1AR                                                                | CUSIP: 08180XAN2<br>LEI: 549300D98ZLKNSI8CN63 | Long             | ABS-CBDO         | CORP              | KY        |        923520 | PA      | $923594.84      | 0.00%             | 2031-01-20      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-731.80        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SoftBank Group Corp.                                                             | SoftBank Group Corp.                                                                                                             | CUSIP: N/A<br>LEI: 5493003BZYYYCDIO0R13       | Long             | DBT              | CORP              | JP        |       3813000 | PA      | $4570125.01     | 0.01%             | 2028-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | USCPI                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | GB        |     102620000 | PA      | $184459.23      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HawkEye 360, Inc.                                                                | HawkEye 360, Inc., Series D1                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | US        |       1684066 | NS      | $22953819.58    | 0.05%             |  |  |  | No            |                  3 | On Loan: No      |
| Flutter Treasury DAC                                                             | Flutter Treasury DAC                                                                                                             | CUSIP: N/A<br>LEI: 635400JE8VLL9UFVIC38       | Long             | DBT              | CORP              | IE        |       2897000 | PA      | $4002136.38     | 0.01%             | 2031-06-04      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |        309125 | PA      | $55879.31       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Expand Energy Corp.                                                              | Expand Energy Corp.                                                                                                              | CUSIP: 165ESCAE4<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |       4795000 | PA      | $0.48           | 0.00%             | 2026-06-15      | Fixed         | 5.38%                 | No            |                  3 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      38332186 | PA      | $-438549.99     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FLYR, Inc.                                                                       | FLYR, Inc.                                                                                                                       | CUSIP: N/A<br>LEI: 254900L455D7HKO4YW76       | Long             | DBT              | CORP              | US        |      12352635 | PA      | $11487950.63    | 0.03%             | 2027-01-20      | Fixed         | 7.74%                 | No            |                  3 | On Loan: No      |
| First Citizens BancShares, Inc.                                                  | First Citizens BancShares, Inc.                                                                                                  | CUSIP: 31959XAF0<br>LEI: 549300N3Z00ZHE2XC526 | Long             | DBT              | CORP              | US        |      30107000 | PA      | $29957750.57    | 0.07%             | 2040-03-12      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| Japan                                                                            | Japan Government Bond                                                                                                            | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |    1698900000 | PA      | $10825510.43    | 0.03%             | 2055-03-20      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-175974.68     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd.                                                           | Palmer Square CLO Ltd., Series 2021-4A, Class E                                                                                  | CUSIP: 69702GAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       1000000 | PA      | $1000000.00     | 0.00%             | 2034-10-15      | Floating      | 10.57%                | No            |                  2 | On Loan: No      |
| Avis Budget Car Rental LLC                                                       | Avis Budget Car Rental LLC                                                                                                       | CUSIP: 053773BF3<br>LEI: XN8R4HH1TVC1XOCL5P21 | Long             | DBT              | CORP              | US        |       3588000 | PA      | $3458109.95     | 0.01%             | 2029-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-11143.60      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      10729000 | PA      | $-72495.20      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $61063.65       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Netflix, Inc.                                                                    | Netflix, Inc.                                                                                                                    | CUSIP: N/A<br>LEI: 549300Y7VHGU0I7CE873       | Long             | DBT              | CORP              | US        |        398000 | PA      | $479103.54      | 0.00%             | 2027-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR Currency                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | FR        |      37933727 | PA      | $598079.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pass-Through Certificates WMALT Trust                 | Washington Mutual Mortgage Pass-Through Certificates WMALT Trust, Series 2006-4, Class 1A1                                       | CUSIP: 939344AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       2322433 | PA      | $2183498.21     | 0.01%             | 2036-04-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-9891.68       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HUB International Ltd.                                                           | HUB International Ltd.                                                                                                           | CUSIP: 44332PAH4<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |      10695000 | PA      | $11176649.33    | 0.03%             | 2030-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Walt Disney Co. (The)                                                                                                            | CUSIP: 00PBFWJ60<br>LEI: N/A                  | N/A              | DE               |  | US        |          -400 | NC      | $-59400.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-131503.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Kuehne + Nagel International AG (Registered)                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          7900 | NS      | $-165925.45     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GCAT Trust                                                                       | GCAT Trust, Series 2025-NQM3, Class A1                                                                                           | CUSIP: 36171MAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      15000000 | PA      | $15047384.05    | 0.04%             | 2070-05-25      | Variable      | 5.55%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co.                                                            | Kraft Heinz Foods Co.                                                                                                            | CUSIP: N/A<br>LEI: 5493003STKEZ2S0RNU91       | Long             | DBT              | CORP              | US        |       1960000 | PA      | $2674179.00     | 0.01%             | 2027-07-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United Kingdom of Great Britain and Northern Ireland                             | U.K. Treasury Bonds                                                                                                              | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |      33536000 | PA      | $36665436.18    | 0.09%             | 2045-01-22      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BofA Securities, Inc.                                                            | BofA Securities, Inc.                                                                                                            | CUSIP: N/A<br>LEI: 549300HN4UKV1E2R3U73       | Long             | RA               | CORP              | US        |       7055419 | PA      | $7055418.75     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                         | CUSIP: 21H052678<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     405721000 | PA      | $406253423.61   | 0.96%             | 2055-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Sunrise Financing Partnership                                                    | Sunrise Financing Partnership, Facility 1st Lien Term Loan B                                                                     | CUSIP: N9000DAK3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |        912596 | PA      | $909931.60      | 0.00%             | 2032-02-16      | Variable      | 6.79%                 | No            |                  2 | On Loan: No      |
| Univision Communications, Inc.                                                   | Univision Communications, Inc.                                                                                                   | CUSIP: 914906AY8<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |       4133000 | PA      | $4194081.61     | 0.01%             | 2028-08-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Praxair, Inc.                                                                                                                    | CUSIP: 00PBFEUD2<br>LEI: N/A                  | N/A              | DE               |  | US        |            15 | NC      | $82725.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Asimi Funding plc                                                                | Asimi Funding plc, Series 2024-1, Class C                                                                                        | CUSIP: N/A<br>LEI: 635400ED9TX8KJO28Q39       | Long             | ABS-O            | CORP              | GB        |       1654000 | PA      | $2277019.81     | 0.01%             | 2031-09-16      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Allied Universal Holdco LLC                                                      | Allied Universal Holdco LLC, 1st Lien Term Loan                                                                                  | CUSIP: 01957TAH0<br>LEI: 98450038B4549046D794 | Long             | LON              | CORP              | US        |      13143504 | PA      | $13201598.09    | 0.03%             | 2028-05-12      | Variable      | 8.18%                 | No            |                  2 | On Loan: No      |
| Ukraine                                                                          | Ukraine Government Bond                                                                                                          | CUSIP: N/A<br>LEI: 6354001WLTJXOMEXPY07       | Long             | DBT              | NUSS              | UA        |         58000 | PA      | $27737.92       | 0.00%             | 2030-02-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| United Rentals North America, Inc.                                               | United Rentals North America, Inc.                                                                                               | CUSIP: 911365BR4<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |        839000 | PA      | $864189.30      | 0.00%             | 2034-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| TUI AG                                                                           | TUI AG                                                                                                                           | CUSIP: N/A<br>LEI: 529900SL2WSPV293B552       | Long             | EC               | CORP              | DE        |        465966 | NS      | $4083398.21     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $71674.20       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GSAA Home Equity Trust                                                           | GSAA Home Equity Trust, Series 2007-2, Class AF3                                                                                 | CUSIP: 3622EUAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       1408517 | PA      | $251072.00      | 0.00%             | 2037-03-25      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd.                                                                | CIFC Funding Ltd., Series 2021-7A, Class A1                                                                                      | CUSIP: 12567HAC6<br>LEI: 54930089HD7KU5NUS092 | Long             | ABS-CBDO         | CORP              | KY        |       5000000 | PA      | $5011222.50     | 0.01%             | 2035-01-23      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                                                 | CSC Holdings LLC                                                                                                                 | CUSIP: 126307BH9<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |       4075000 | PA      | $2867516.01     | 0.01%             | 2031-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VC GB Holdings I Corp.                                                           | VC GB Holdings I Corp., 1st Lien Term Loan                                                                                       | CUSIP: 91823JAC6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |        982188 | PA      | $973702.19      | 0.00%             | 2028-07-23      | Variable      | 8.06%                 | No            |                  2 | On Loan: No      |
| Ardagh Packaging Finance plc                                                     | Ardagh Packaging Finance plc                                                                                                     | CUSIP: N/A<br>LEI: 6354001JXMLKNZDZR978       | Long             | DBT              | CORP              | IE        |       3936000 | PA      | $4438102.62     | 0.01%             | 2026-08-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      11800000 | PA      | $-93830.34      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Midea Group Co. Ltd., Class H                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         85000 | NS      | $-7766.49       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Cali                                                                             | Cali, Series 2024-SUN, Class A                                                                                                   | CUSIP: 12988DAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       6660000 | PA      | $6668325.00     | 0.02%             | 2041-07-15      | Floating      | 6.20%                 | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                                 | NRG Energy, Inc.                                                                                                                 | CUSIP: 629377CR1<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |       3002000 | PA      | $2762754.41     | 0.01%             | 2031-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Magellan Financial Group Ltd.                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        247800 | NS      | $20367.32       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EchoStar Corp.                                                                   | EchoStar Corp.                                                                                                                   | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |       4726000 | PA      | $4867780.00     | 0.01%             | 2029-11-30      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| LOTTE Property & Development Co. Ltd.                                            | LOTTE Property & Development Co. Ltd.                                                                                            | CUSIP: N/A<br>LEI: 988400OLPNHXNWSTMB93       | Long             | DBT              | CORP              | KR        |       1845000 | PA      | $1845461.25     | 0.00%             | 2025-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| RTX Corp.                                                                        | RTX Corp.                                                                                                                        | CUSIP: 75513ECS8<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |      11152000 | PA      | $10674852.42    | 0.03%             | 2053-02-27      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       1975000 | PA      | $63925.51       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Lightning eMotors, Inc.                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        375043 | NS      | $0.38           | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Lamb Weston Holdings, Inc.                                                       | Lamb Weston Holdings, Inc.                                                                                                       | CUSIP: 513272AC8<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |        754000 | PA      | $749341.47      | 0.00%             | 2028-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Japan                                                                            | Japan Government Bond                                                                                                            | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   19404000000 | PA      | $119316982.05   | 0.28%             | 2043-09-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Broom Holdings Bidco Ltd.                                                        | Broom Holdings Bidco Ltd., Facility 1st Lien Term Loan B                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | IE        |       4500000 | PA      | $5272362.85     | 0.01%             | 2028-08-24      | Variable      | 5.13%                 | No            |                  2 | On Loan: No      |
| Rizal Commercial Banking Corp.                                                   | Rizal Commercial Banking Corp.                                                                                                   | CUSIP: N/A<br>LEI: CIKZWI6KV077KV2E2J69       | Long             | DBT              | CORP              | PH        |      18000000 | PA      | $17955000.00    | 0.04%             | 2025-08-27      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Wartsila OYJ Abp                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |        -77800 | NS      | $-43606.40      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     265000000 | PA      | $-1219182.83    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BAMLL Commercial Mortgage Securities Trust                                       | BAMLL Commercial Mortgage Securities Trust, Series 2016-SS1, Class XA                                                            | CUSIP: 05525JAC7<br>LEI: 5493002AJGYQZUG0NT80 | Long             | ABS-MBS          | CORP              | US        |      19140000 | PA      | $276.57         | 0.00%             | 2035-12-15      | Variable      | 0.70%                 | No            |                  2 | On Loan: No      |
| Zayo Group Holdings, Inc.                                                        | Zayo Group Holdings, Inc.                                                                                                        | CUSIP: 98919VAA3<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | DBT              | CORP              | US        |       1916000 | PA      | $1796779.77     | 0.00%             | 2027-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| OBX Trust                                                                        | OBX Trust, Series 2025-NQM11, Class A1A                                                                                          | CUSIP: 67449BAL7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      14282469 | PA      | $14296039.22    | 0.03%             | 2065-05-25      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| Amentum Holdings, Inc.                                                           | Amentum Holdings, Inc., 1st Lien Term Loan                                                                                       | CUSIP: 02351XAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      17526194 | PA      | $17482378.36    | 0.04%             | 2031-09-29      | Variable      | 6.58%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                                                | HSBC Holdings plc                                                                                                                | CUSIP: 404280EP0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      15000000 | PA      | $15011550.00    | 0.04%             | 2030-11-19      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | State of California, Series 2009                                                                                                 | CUSIP: 13063A7D0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |       3720000 | PA      | $4301720.56     | 0.01%             | 2039-10-01      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-246491.55     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | FR        |      17400000 | PA      | $124437.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KeyCorp Student Loan Trust                                                       | KeyCorp Student Loan Trust, Series 2005-A, Class 2C                                                                              | CUSIP: 493268CL8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       6922478 | PA      | $6775211.61     | 0.02%             | 2038-12-27      | Floating      | 5.86%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       8640000 | PA      | $13179.39       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BX Trust                                                                         | BX Trust, Series 2023-DELC, Class D                                                                                              | CUSIP: 05610DAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        907000 | PA      | $915503.13      | 0.00%             | 2038-05-15      | Floating      | 8.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Target Corp.                                                                                                                     | CUSIP: 87612E106<br>LEI: N/A                  | N/A              | DE               |  | GB        |        -16800 | NS      | $-35616.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     279327928 | PA      | $-6371222.98    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| RR 24 Ltd.                                                                       | RR 24 Ltd., Series 2022-24A, Class A1A2                                                                                          | CUSIP: 75000HBA1<br>LEI: 2549005CH9FMTJFP8I04 | Long             | ABS-CBDO         | CORP              | BM        |       2000000 | PA      | $2006484.00     | 0.00%             | 2037-01-15      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| Sixth Street CLO XVI Ltd.                                                        | Sixth Street CLO XVI Ltd., Series 2020-16A, Class ER                                                                             | CUSIP: 83012EAE1<br>LEI: 549300YD05LZSDNMVF16 | Long             | ABS-CBDO         | CORP              | KY        |       6500000 | PA      | $6536975.90     | 0.02%             | 2037-01-20      | Floating      | 11.69%                | No            |                  2 | On Loan: No      |
| Greenwood Park CLO Ltd.                                                          | Greenwood Park CLO Ltd., Series 2018-1A, Class D                                                                                 | CUSIP: 39729RAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |        925000 | PA      | $938409.36      | 0.00%             | 2031-04-15      | Floating      | 7.02%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     113361448 | PA      | $-10745.03      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                                           | Alternative Loan Trust, Series 2006-OA14, Class 1A1                                                                              | CUSIP: 02146SAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       8221314 | PA      | $6785079.85     | 0.02%             | 2046-11-25      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| Oregon School Boards Association                                                 | Oregon School Boards Association, Series 2005A                                                                                   | CUSIP: 686053GG8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |       2109844 | PA      | $2113702.72     | 0.00%             | 2028-06-30      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| Republic of Colombia                                                             | Republic of Colombia                                                                                                             | CUSIP: 195325EF8<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |       3108000 | PA      | $3215226.00     | 0.01%             | 2033-04-20      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                                   | Morgan Stanley Capital I Trust, Series 2024-NSTB, Class A                                                                        | CUSIP: 61690BAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       6191932 | PA      | $5990547.00     | 0.01%             | 2057-09-24      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| Outfront Media Capital LLC                                                       | Outfront Media Capital LLC                                                                                                       | CUSIP: 69007TAE4<br>LEI: 5493005WC7J0FDMW0610 | Long             | DBT              | CORP              | US        |       2005000 | PA      | $1918130.77     | 0.00%             | 2029-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Clarios Global LP                                                                | Clarios Global LP, 1st Lien Term Loan B                                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4000000 | PA      | $4690219.96     | 0.01%             | 2031-07-16      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                                                     | Barclays Mortgage Loan Trust, Series 2024-NQM1, Class B1                                                                         | CUSIP: 06745AAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       2899900 | PA      | $2936584.89     | 0.01%             | 2064-01-25      | Variable      | 8.09%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                                                     | BX Commercial Mortgage Trust, Series 2024-BRBK, Class A                                                                          | CUSIP: 05613NAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      34140000 | PA      | $34352944.84    | 0.08%             | 2041-10-15      | Floating      | 7.19%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Mosaic Co. (The)                                                                                                                 | CUSIP: 61945C103<br>LEI: N/A                  | N/A              | DE               |  | US        |         39800 | NS      | $17512.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD Down-and-out barrier option; Barrier price EUR 0.96000                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |     166458443 | PA      | $437.79         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Marble Point CLO XXIII Ltd.                                                      | Marble Point CLO XXIII Ltd., Series 2021-4A, Class D1                                                                            | CUSIP: 56607TAN5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |        500000 | PA      | $498317.70      | 0.00%             | 2035-01-22      | Floating      | 8.18%                 | No            |                  2 | On Loan: No      |
| Noble Finance II LLC                                                             | Noble Finance II LLC                                                                                                             | CUSIP: 65505PAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       3318000 | PA      | $3378463.55     | 0.01%             | 2030-04-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| OHA Credit Funding 5 Ltd.                                                        | OHA Credit Funding 5 Ltd., Series 2020-5A, Class ER                                                                              | CUSIP: 67113NAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       1000000 | PA      | $1007943.80     | 0.00%             | 2037-10-18      | Floating      | 9.67%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                                                     | Barclays Mortgage Loan Trust, Series 2024-NQM1, Class B3                                                                         | CUSIP: 06745AAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       5703647 | PA      | $5530009.16     | 0.01%             | 2064-01-25      | Variable      | 8.70%                 | No            |                  2 | On Loan: No      |
| Commerzbank AG                                                                   | Commerzbank AG                                                                                                                   | CUSIP: N/A<br>LEI: 851WYGNLUQLFZBSYGB56       | Long             | DBT              | CORP              | DE        |       4000000 | PA      | $4595211.22     | 0.01%             | 2027-10-09      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |        980000 | PA      | $-133220.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | ETRSI                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |       4847662 | PA      | $23517.54       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Unique Pub Finance Co. plc (The)                                                 | Unique Pub Finance Co. plc (The), Series N                                                                                       | CUSIP: N/A<br>LEI: 213800FOMWLKHQTI5562       | Long             | ABS-O            | CORP              | GB        |      13147000 | PA      | $18888573.96    | 0.04%             | 2032-03-30      | Fixed         | 6.46%                 | No            |                  2 | On Loan: No      |
| Seasoned Loans Structured Transaction Trust                                      | Seasoned Loans Structured Transaction Trust, Series 2020-2, Class M1                                                             | CUSIP: 35564CGD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      10885297 | PA      | $10771208.35    | 0.03%             | 2060-09-25      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| PRKCM Trust                                                                      | PRKCM Trust, Series 2022-AFC2, Class A1                                                                                          | CUSIP: 69377TAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      10508021 | PA      | $10471290.93    | 0.02%             | 2057-08-25      | Variable      | 5.33%                 | No            |                  2 | On Loan: No      |
| Arcano Euro CLO I DAC                                                            | Arcano Euro CLO I DAC, Series 1X, Class A                                                                                        | CUSIP: N/A<br>LEI: 635400KVFUOP733LMF93       | Long             | ABS-CBDO         | CORP              | IE        |       6840000 | PA      | $8068673.18     | 0.02%             | 2039-04-25      | Floating      | 3.45%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $28008.90       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Citigroup, Inc.                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         -1500 | NC      | $-168000.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Sirius XM Radio LLC                                                              | Sirius XM Radio LLC                                                                                                              | CUSIP: 82967NBA5<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |      11509000 | PA      | $11410410.68    | 0.03%             | 2027-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Rakuten Group, Inc.                                                              | Rakuten Group, Inc.                                                                                                              | CUSIP: N/A<br>LEI: 529900IMXUCQKUL1H943       | Long             | DBT              | CORP              | JP        |       4300000 | PA      | $4710128.67     | 0.01%             | 2029-04-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Federal Realty Investment Trust                                                                                                  | CUSIP: 313745101<br>LEI: N/A                  | N/A              | DE               |  | GB        |         18600 | NS      | $-25854.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AutoNoria Spain FT                                                               | AutoNoria Spain FT, Series 2025-SP, Class E                                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | ES        |       1500000 | PA      | $1767423.27     | 0.00%             | 2043-04-30      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| College Avenue Student Loans LLC                                                 | College Avenue Student Loans LLC, Series 2021-A, Class C                                                                         | CUSIP: 19424KAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        761177 | PA      | $709668.35      | 0.00%             | 2051-07-25      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| Republic of North Macedonia                                                      | Republic of North Macedonia                                                                                                      | CUSIP: N/A<br>LEI: 635400RD1N6RVNCE4958       | Long             | DBT              | NUSS              | MK        |       1600000 | PA      | $1970437.07     | 0.00%             | 2027-03-13      | Fixed         | 6.96%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                                           | Sequoia Mortgage Trust, Series 2007-3, Class 2AA1                                                                                | CUSIP: 81744MAM4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1300784 | PA      | $1027539.59     | 0.00%             | 2037-07-20      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| FCT Pixel                                                                        | FCT Pixel, Series 2021-1, Class D                                                                                                | CUSIP: N/A<br>LEI: 549300YL2EZ0WMNNP528       | Long             | ABS-O            | CORP              | FR        |         46836 | PA      | $55208.33       | 0.00%             | 2038-02-25      | Floating      | 3.80%                 | No            |                  2 | On Loan: No      |
| Hermitage 2023 plc                                                               | Hermitage plc, Series 2023-1, Class B                                                                                            | CUSIP: N/A<br>LEI: 213800HDJNNMA7VXZZ69       | Long             | ABS-O            | CORP              | GB        |        891000 | PA      | $1226170.68     | 0.00%             | 2033-09-21      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                          | Hyundai Capital America                                                                                                          | CUSIP: N/A<br>LEI: 549300RIPPWJB5Z0FK07       | Long             | DBT              | CORP              | US        |       4300000 | PA      | $5067545.38     | 0.01%             | 2031-06-26      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Regatta XXVII Funding Ltd.                                                       | Regatta XXVII Funding Ltd., Series 2024-1A, Class E                                                                              | CUSIP: 758973AA9<br>LEI: 213800A3LAH3GG226R43 | Long             | ABS-CBDO         | CORP              | JE        |       1250000 | PA      | $1266269.63     | 0.00%             | 2037-04-26      | Floating      | 10.78%                | No            |                  2 | On Loan: No      |
| N/A                                                                              | Ricoh Co. Ltd.                                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -105300 | NS      | $-56073.72      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MF1 LLC                                                                          | MF1 Multifamily Housing Mortgage Loan Trust, Series 2024-FL14, Class A                                                           | CUSIP: 55416AAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       3340000 | PA      | $3352555.69     | 0.01%             | 2039-03-19      | Floating      | 6.05%                 | No            |                  2 | On Loan: No      |
| Lamar Media Corp.                                                                | Lamar Media Corp.                                                                                                                | CUSIP: 513075BW0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       2558000 | PA      | $2528629.30     | 0.01%             | 2029-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Country Garden Holdings Co. Ltd.                                                 | Country Garden Holdings Co. Ltd.                                                                                                 | CUSIP: N/A<br>LEI: 549300MGHLPT1EFHGF84       | Long             | DBT              | CORP              | KY        |       1000000 | PA      | $73750.00       | 0.00%             | 2024-01-27      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Federal Republic of Nigeria                                                      | Federal Republic of Nigeria                                                                                                      | CUSIP: N/A<br>LEI: 549300GSBZD84TNEQ285       | Long             | DBT              | NUSS              | NG        |      12719000 | PA      | $12038533.50    | 0.03%             | 2032-02-16      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Neptune Bidco US, Inc.                                                           | Neptune Bidco US, Inc., 1st Lien Term Loan B                                                                                     | CUSIP: 64069JAD4<br>LEI: 549300VG15T3VCYZ4531 | Long             | LON              | CORP              | US        |       1989848 | PA      | $2226744.06     | 0.01%             | 2029-04-11      | Variable      | 7.30%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                                                     | Barclays Mortgage Loan Trust, Series 2024-NQM1, Class A3                                                                         | CUSIP: 06745AAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       4489244 | PA      | $4505840.33     | 0.01%             | 2064-01-25      | Variable      | 6.31%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                              | Petroleos Mexicanos                                                                                                              | CUSIP: N/A<br>LEI: 549300CAZKPF4HKMPX17       | Long             | DBT              | NUSS              | MX        |        422000 | PA      | $473174.69      | 0.00%             | 2027-04-21      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Eesti Energia A/S                                                                | Eesti Energia A/S                                                                                                                | CUSIP: N/A<br>LEI: 5493005044RTLQ5RZU70       | Long             | DBT              | NUSS              | EE        |       4542000 | PA      | $5540015.81     | 0.01%             | 2029-07-15      | Variable      | 7.88%                 | No            |                  2 | On Loan: No      |
| Volkswagen International Finance NV                                              | Volkswagen International Finance NV                                                                                              | CUSIP: N/A<br>LEI: 5299004PWNHKYTR23649       | Long             | DBT              | CORP              | NL        |      15000000 | PA      | $17708696.43    | 0.04%             | 2028-06-27      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| Alpha Star Holding IX Ltd.                                                       | Alpha Star Holding IX Ltd.                                                                                                       | CUSIP: N/A<br>LEI: 254900IL2SBV9ANGBE89       | Long             | DBT              | CORP              | AE        |       5220000 | PA      | $5287755.60     | 0.01%             | 2028-08-26      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Vita Global Finco Ltd.                                                           | Vita Global Finco Ltd., 1st Lien Term Loan B                                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | JE        |      12466797 | PA      | $12555899.91    | 0.03%             | 2027-04-23      | Variable      | 9.66%                 | No            |                  3 | On Loan: No      |
| GCAT Trust                                                                       | GCAT Trust, Series 2020-NQM2, Class B1                                                                                           | CUSIP: 36166RAF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       4430000 | PA      | $4153808.99     | 0.01%             | 2065-04-25      | Variable      | 4.85%                 | No            |                  2 | On Loan: No      |
| MCR Mortgage Trust                                                               | MCR Mortgage Trust, Series 2024-TWA, Class A                                                                                     | CUSIP: 582923AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       7000000 | PA      | $7084550.90     | 0.02%             | 2039-06-12      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| UKG, Inc.                                                                        | UKG, Inc.                                                                                                                        | CUSIP: 90279XAA0<br>LEI: 529900FKHWSTQ1GXK240 | Long             | DBT              | CORP              | US        |       6806000 | PA      | $7061735.45     | 0.02%             | 2031-02-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Tenneco, Inc.                                                                    | Tenneco, Inc.                                                                                                                    | CUSIP: 880349AU9<br>LEI: 549300U0EXXFAQFAD785 | Long             | DBT              | CORP              | US        |      16820000 | PA      | $16633254.27    | 0.04%             | 2028-11-17      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Comstock Resources, Inc.                                                         | Comstock Resources, Inc.                                                                                                         | CUSIP: 205768AS3<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |       1362000 | PA      | $1365049.52     | 0.00%             | 2029-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| AGL Core CLO 36 Ltd.                                                             | AGL Core CLO 36 Ltd., Series 2024-36A, Class X                                                                                   | CUSIP: 00121WAA1<br>LEI: 2549000U240BORO02Z85 | Long             | ABS-CBDO         | CORP              | KY        |       1320000 | PA      | $1320084.88     | 0.00%             | 2038-01-23      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| MCR Mortgage Trust                                                               | MCR Mortgage Trust, Series 2024-HF1, Class A                                                                                     | CUSIP: 55287FAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       6110000 | PA      | $6113818.75     | 0.01%             | 2041-12-15      | Floating      | 6.10%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  225153000000 | PA      | $-11030.62      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | NDIRS                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | FR        |       4813000 | PA      | $2388.20        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association, Series 2021-76, Class JI                                                               | CUSIP: 38382RNJ3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      21750936 | PA      | $3728669.46     | 0.01%             | 2050-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ACAS CLO Ltd.                                                                    | ACAS CLO Ltd., Series 2015-1A, Class CRR                                                                                         | CUSIP: 55320RAL1<br>LEI: 5493005EOEZ6JX072G15 | Long             | ABS-CBDO         | CORP              | KY        |       3690000 | PA      | $3698199.18     | 0.01%             | 2028-10-18      | Floating      | 6.73%                 | No            |                  2 | On Loan: No      |
| Foundation Finance Trust                                                         | Foundation Finance Trust, Series 2025-1A, Class A                                                                                | CUSIP: 35040WAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      18917016 | PA      | $19027803.56    | 0.04%             | 2050-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| RBC Capital Markets LLC                                                          | RBC Capital Markets LLC                                                                                                          | CUSIP: N/A<br>LEI: 549300LCO2FLSSVFFR64       | Long             | RA               | CORP              | US        |        410188 | PA      | $410188.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nomura Securities International, Inc.                                            | Nomura Securities International, Inc.                                                                                            | CUSIP: N/A<br>LEI: OXTKY6Q8X53C9ILVV871       | Long             | RA               | CORP              | US        |        445000 | PA      | $445000.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic Finance Issuance Trust                                                  | Republic Finance Issuance Trust, Series 2021-A, Class B                                                                          | CUSIP: 76042UAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       5960000 | PA      | $5840596.76     | 0.01%             | 2031-12-22      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Hikari Tsushin, Inc.                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |         -3800 | NS      | $-15961.77      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |        612150 | PA      | $47587.48       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-242402.21     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHNGE Mortgage Trust                                                             | CHNGE Mortgage Trust, Series 2022-4, Class A1                                                                                    | CUSIP: 12551SAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1111008 | PA      | $1114888.91     | 0.00%             | 2057-10-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                  | Goldman Sachs Group, Inc. (The)                                                                                                  | CUSIP: 38141GC28<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |       1000000 | PA      | $1031988.26     | 0.00%             | 2030-02-10      | Variable      | 6.85%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | USD Currency                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CH        |    -206945766 | PA      | $-941250.03     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Worley Ltd.                                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        172700 | NS      | $-19508.36      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Foundation Finance Trust                                                         | Foundation Finance Trust, Series 2021-2A, Class A                                                                                | CUSIP: 35042PAA8<br>LEI: 54930021B3TF4B4HKE86 | Long             | ABS-O            | CORP              | US        |       4235685 | PA      | $4024562.11     | 0.01%             | 2042-01-15      | Fixed         | 2.19%                 | No            |                  2 | On Loan: No      |
| Mercer International, Inc.                                                       | Mercer International, Inc.                                                                                                       | CUSIP: 588056BC4<br>LEI: 549300Z5IAG39VRTY874 | Long             | DBT              | CORP              | US        |       1183000 | PA      | $1199874.31     | 0.00%             | 2028-10-01      | Fixed         | 12.88%                | No            |                  2 | On Loan: No      |
| McAfee Corp.                                                                     | McAfee Corp., 1st Lien Term Loan B1                                                                                              | CUSIP: 57906HAF4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      12000000 | PA      | $11637479.93    | 0.03%             | 2029-03-01      | Variable      | 7.32%                 | No            |                  2 | On Loan: No      |
| Adani Ports & Special Economic Zone Ltd.                                         | Adani Ports & Special Economic Zone Ltd.                                                                                         | CUSIP: N/A<br>LEI: 335800QOAXP5TM7OYP69       | Long             | DBT              | CORP              | IN        |       3000000 | PA      | $2362500.00     | 0.01%             | 2041-08-02      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Vedanta Resources Finance II plc                                                 | Vedanta Resources Finance II plc                                                                                                 | CUSIP: 92243XAM3<br>LEI: 8945002DGA3BBXO3N634 | Long             | DBT              | CORP              | GB        |       5141000 | PA      | $5121721.25     | 0.01%             | 2030-07-24      | Fixed         | 9.47%                 | No            |                  2 | On Loan: No      |
| First Brands Group LLC                                                           | First Brands Group LLC, 1st Lien Term Loan                                                                                       | CUSIP: 31935HAH0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       8663701 | PA      | $9839746.64     | 0.02%             | 2027-03-30      | Variable      | 7.19%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Sofina SA                                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |         -6600 | NS      | $-156524.88     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RALI Trust                                                                       | RALI Trust, Series 2006-QA10, Class A2                                                                                           | CUSIP: 74922NAB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       3095922 | PA      | $2703360.15     | 0.01%             | 2036-12-25      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| UniCredit SpA                                                                    | UniCredit SpA                                                                                                                    | CUSIP: N/A<br>LEI: 549300TRUWO2CD2G5692       | Long             | EC               | CORP              | IT        |         50623 | NS      | $3395962.12     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BFLD Commercial Mortgage Trust                                                   | BFLD Commercial Mortgage Trust, Series 2024-UNIV, Class A                                                                        | CUSIP: 08861RAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       7260000 | PA      | $7269075.00     | 0.02%             | 2041-11-15      | Floating      | 5.80%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      71907000 | PA      | $2827.29        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Travel + Leisure Co.                                                             | Travel + Leisure Co.                                                                                                             | CUSIP: 98310WAN8<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |        254000 | PA      | $256254.61      | 0.00%             | 2027-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Gainwell Acquisition Corp.                                                       | Gainwell Acquisition Corp., 1st Lien Term Loan B                                                                                 | CUSIP: 59909TAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |        987080 | PA      | $949324.29      | 0.00%             | 2027-10-01      | Variable      | 8.40%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | iShares Preferred & Income Securities ETF                                                                                        | CUSIP: 464288687<br>LEI: N/A                  | N/A              | DE               |  | US        |       -815000 | NS      | $-374900.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | FinVolution Group                                                                                                                | CUSIP: 31810T101<br>LEI: N/A                  | N/A              | DE               |  | US        |       -477398 | NS      | $14321.94       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Atrium Hotel Portfolio Trust                                                     | Atrium Hotel Portfolio Trust, Series 2017-ATRM, Class D                                                                          | CUSIP: 04965JAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       8386000 | PA      | $7882838.32     | 0.02%             | 2036-12-15      | Floating      | 6.56%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Santos Ltd.                                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        176800 | NS      | $115371.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Anduril Investors LLC                                                            | Anduril Investors LLC, Series G                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |        176206 | NS      | $7203301.28     | 0.02%             |  |  |  | No            |                  3 | On Loan: No      |
| CIFC Funding Ltd.                                                                | CIFC Funding Ltd., Series 2025-2A, Class A                                                                                       | CUSIP: 17181DAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      12250000 | PA      | $12232066.00    | 0.03%             | 2038-04-15      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust                                                         | Ajax Mortgage Loan Trust, Series 2023-C, Class A2                                                                                | CUSIP: 009926AB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       2968200 | PA      | $2619349.83     | 0.01%             | 2063-05-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Motability Operations Group plc                                                  | Motability Operations Group plc                                                                                                  | CUSIP: N/A<br>LEI: AZ3NL8JCZDCNUXFWI720       | Long             | DBT              | CORP              | GB        |       5853000 | PA      | $7173035.39     | 0.02%             | 2030-01-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-12768.97      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republic of South Africa                                                         | Republic of South Africa                                                                                                         | CUSIP: N/A<br>LEI: 378900AAFB4F17004C49       | Long             | DBT              | NUSS              | ZA        |    2257595533 | PA      | $117301214.46   | 0.28%             | 2031-02-28      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment, Inc.                                                      | Caesars Entertainment, Inc., 1st Lien Term Loan B1                                                                               | CUSIP: 12768EAH9<br>LEI: 549300FA4CTCW903Y781 | Long             | LON              | CORP              | US        |       8583779 | PA      | $8567727.23     | 0.02%             | 2031-02-06      | Variable      | 6.58%                 | No            |                  2 | On Loan: No      |
| Country Garden Holdings Co. Ltd.                                                 | Country Garden Holdings Co. Ltd.                                                                                                 | CUSIP: N/A<br>LEI: 549300MGHLPT1EFHGF84       | Long             | DBT              | CORP              | KY        |       1000000 | PA      | $73750.00       | 0.00%             | 2026-07-12      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Axis Bank Ltd.                                                                   | Axis Bank Ltd.                                                                                                                   | CUSIP: N/A<br>LEI: 549300HVNWMJPOFVNI41       | Long             | DBT              | CORP              | IN        |       9000000 | PA      | $8730000.00     | 0.02%             | 2026-09-08      | Variable      | 4.10%                 | No            |                  2 | On Loan: No      |
| EIS Group Ltd.                                                                   | EIS Group Ltd., 1st Lien Term Loan                                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | BM        |      28918576 | PA      | $27906425.84    | 0.07%             | 2028-07-10      | Variable      | 11.33%                | No            |                  3 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                                              | CUSIP: 912810TN8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      45000000 | PA      | $36734765.40    | 0.09%             | 2053-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Gemgarto plc                                                                     | Gemgarto plc, Series 2023-1, Class C                                                                                             | CUSIP: N/A<br>LEI: 635400VBSEGPUXLYKP64       | Long             | ABS-MBS          | CORP              | GB        |       1294000 | PA      | $1789516.46     | 0.00%             | 2073-12-16      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| DK Trust                                                                         | DK Trust, Series 2024-SPBX, Class E                                                                                              | CUSIP: 23346LAN8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      26040000 | PA      | $26085299.18    | 0.06%             | 2034-03-15      | Floating      | 8.31%                 | No            |                  2 | On Loan: No      |
| Light & Wonder International, Inc.                                               | Light & Wonder International, Inc.                                                                                               | CUSIP: 80874YBE9<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |       2086000 | PA      | $2149113.41     | 0.01%             | 2029-11-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   23290095000 | PA      | $993202.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Telefonica Europe BV                                                             | Telefonica Europe BV                                                                                                             | CUSIP: N/A<br>LEI: 7245007FZS0M65WUGP67       | Long             | DBT              | CORP              | NL        |       2200000 | PA      | $2536420.84     | 0.01%             | 2027-02-05      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| iHeartCommunications, Inc.                                                       | iHeartCommunications, Inc.                                                                                                       | CUSIP: 45174HBJ5<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |       4714000 | PA      | $3871372.50     | 0.01%             | 2029-05-01      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| BlackRock Liquidity Funds                                                        | BlackRock Liquidity Funds, T-Fund, Institutional Class                                                                           | CUSIP: 09248U718<br>LEI: 5493002L9DNZ83RX7V61 | Long             | STIV             | RF                | US        |     312282358 | NS      | $312282357.88   | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Mortgage Loan Trust                                               | Morgan Stanley Mortgage Loan Trust, Series 2006-16AX, Class 2A3                                                                  | CUSIP: 617487AD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       1895710 | PA      | $516718.10      | 0.00%             | 2036-11-25      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                                                     | Barclays Mortgage Loan Trust, Series 2025-NQM1, Class B1                                                                         | CUSIP: 06744WAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       3997850 | PA      | $3938809.35     | 0.01%             | 2065-01-25      | Variable      | 6.94%                 | No            |                  2 | On Loan: No      |
| AIMCO CLO                                                                        | AIMCO CLO, Series 2018-BA, Class ER                                                                                              | CUSIP: 00900KAG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       1000000 | PA      | $1012407.30     | 0.00%             | 2037-04-16      | Floating      | 10.56%                | No            |                  2 | On Loan: No      |
| Mariner Finance Issuance Trust                                                   | Mariner Finance Issuance Trust, Series 2021-AA, Class C                                                                          | CUSIP: 56848DAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       1190000 | PA      | $1137623.22     | 0.00%             | 2036-03-20      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Erie Indemnity Co., Class A                                                                                                      | CUSIP: 29530P102<br>LEI: N/A                  | N/A              | DE               |  | US        |          3400 | NS      | $-37468.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Schaeffler AG                                                                    | Schaeffler AG                                                                                                                    | CUSIP: N/A<br>LEI: 549300Q7E782X7GC1P43       | Long             | DBT              | CORP              | DE        |       2600000 | PA      | $3081777.08     | 0.01%             | 2028-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Performance Food Group, Inc.                                                     | Performance Food Group, Inc.                                                                                                     | CUSIP: 71376LAF7<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |       1189000 | PA      | $1216268.53     | 0.00%             | 2032-09-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Henley CLO X DAC                                                                 | Henley CLO X DAC, Series 10A, Class SUB                                                                                          | CUSIP: N/A<br>LEI: 635400SUYBCVULAPDB42       | Long             | ABS-CBDO         | CORP              | IE        |       4000000 | PA      | $3719966.10     | 0.01%             | 2037-07-20      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Chase Commercial Mortgage Securities Trust                           | J.P. Morgan Chase Commercial Mortgage Securities Trust, Series 2021-MHC, Class A                                                 | CUSIP: 466330AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        908379 | PA      | $908378.76      | 0.00%             | 2038-04-15      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Electric Power Authority                                             | Puerto Rico Electric Power Authority, Series 2008WW                                                                              | CUSIP: 74526YEJ0<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | PR        |       1530000 | PA      | $738225.00      | 0.00%             | 2024-07-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Wilsonart LLC                                                                    | Wilsonart LLC, 1st Lien Term Loan                                                                                                | CUSIP: 97246FAM8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |        992500 | PA      | $976064.20      | 0.00%             | 2031-08-05      | Variable      | 8.55%                 | No            |                  2 | On Loan: No      |
| National Bank of Greece SA                                                       | National Bank of Greece SA                                                                                                       | CUSIP: N/A<br>LEI: 5UMCZOEYKCVFAW8ZLO05       | Long             | DBT              | CORP              | GR        |      11496000 | PA      | $14441132.41    | 0.03%             | 2035-06-28      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| Golden Bar Securitisation SRL                                                    | Golden Bar Securitisation SRL, Series 2024-1, Class B                                                                            | CUSIP: N/A<br>LEI: 549300GESLGUWWGJRM09       | Long             | ABS-O            | CORP              | IT        |       4475088 | PA      | $5320264.61     | 0.01%             | 2043-09-22      | Floating      | 3.54%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC                                             | Charter Communications Operating LLC                                                                                             | CUSIP: 161175BS2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       1664000 | PA      | $1383554.17     | 0.00%             | 2049-07-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Asset-Backed European Securitisation Transaction Twenty-Five SRL                 | Asset-Backed European Securitisation Transaction Twenty-Five SRL, Series 25, Class E                                             | CUSIP: N/A<br>LEI: 8156006F7517955B5E95       | Long             | ABS-O            | CORP              | IT        |        921000 | PA      | $1087277.63     | 0.00%             | 2039-11-15      | Floating      | 5.89%                 | No            |                  2 | On Loan: No      |
| Terranea Resort                                                                  | Terranea Resort, 1st Lien Term Loan                                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      16500000 | PA      | $16500000.00    | 0.04%             | 2027-01-01      | Variable      | 8.66%                 | No            |                  3 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp. Variable Rate Notes, Series 2017-KGX1, Class BFX                                                | CUSIP: 30305QAG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2876000 | PA      | $2700382.81     | 0.01%             | 2027-10-25      | Variable      | 3.71%                 | No            |                  2 | On Loan: No      |
| Regatta VI Funding Ltd.                                                          | Regatta VI Funding Ltd., Series 2016-1A, Class DR2                                                                               | CUSIP: 75887NBC2<br>LEI: 2549001NU08X5ZRD6A39 | Long             | ABS-CBDO         | CORP              | KY        |       3000000 | PA      | $2988500.10     | 0.01%             | 2034-04-20      | Floating      | 7.63%                 | No            |                  2 | On Loan: No      |
| Trevise Holdings 1                                                               | Trevise Holdings 1 SAS, Facility 1st Lien Term Loan                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | FR        |       3000000 | PA      | $3542684.63     | 0.01%             | 2029-07-09      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| ACE Securities Manufactured Housing Loan Trust                                   | ACE Securities Manufactured Housing Loan Trust, Series 2003-MH1, Class B2                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | US        |       1051914 | PA      | $994483.56      | 0.00%             | 2030-08-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| MASTR Asset-Backed Securities Trust                                              | MASTR Asset-Backed Securities Trust, Series 2006-AM2, Class A4                                                                   | CUSIP: 57645FAQ0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       2814233 | PA      | $2617060.71     | 0.01%             | 2036-06-25      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| Six Flags Entertainment Corp.                                                    | Six Flags Entertainment Corp.                                                                                                    | CUSIP: 83001AAD4<br>LEI: 529900AS2CYWYFHRS781 | Long             | DBT              | CORP              | US        |       1974000 | PA      | $2028651.81     | 0.00%             | 2031-05-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Tongyang Life Insurance Co. Ltd.                                                 | Tongyang Life Insurance Co. Ltd.                                                                                                 | CUSIP: N/A<br>LEI: 9884007L6E9UAWKGCX42       | Long             | DBT              | CORP              | KR        |       9000000 | PA      | $9235350.00     | 0.02%             | 2035-05-07      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| Cedar Funding VII CLO Ltd.                                                       | Cedar Funding VII CLO Ltd., Series 2018-7A, Class F                                                                              | CUSIP: 15033AAE6<br>LEI: 549300G87EGFMLOYN341 | Long             | ABS-CBDO         | CORP              | KY        |       2000000 | PA      | $1868720.60     | 0.00%             | 2031-01-20      | Floating      | 11.43%                | No            |                  2 | On Loan: No      |
| Nationstar Mortgage Holdings, Inc.                                               | Nationstar Mortgage Holdings, Inc.                                                                                               | CUSIP: 63861CAG4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        723000 | PA      | $738511.24      | 0.00%             | 2029-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust                                                    | Citigroup Mortgage Loan Trust, Series 2007-AHL2, Class A3B                                                                       | CUSIP: 17312TAJ2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      11229900 | PA      | $7336163.52     | 0.02%             | 2037-05-25      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| TenneT Holding BV                                                                | TenneT Holding BV                                                                                                                | CUSIP: N/A<br>LEI: 724500LTUWK3JQG63903       | Long             | DBT              | NUSS              | NL        |      20100000 | PA      | $19303523.81    | 0.05%             | 2032-11-30      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |       1474286 | PA      | $156908.43      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |       6435000 | PA      | $132227.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Meta Platforms, Inc.                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |           200 | NC      | $782500.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                              | HICPXT                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | GB        |       5790000 | PA      | $-10811.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $133987.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Arches Buyer, Inc.                                                               | Arches Buyer, Inc.                                                                                                               | CUSIP: 039524AA1<br>LEI: 2549009ADY4208OH2Y47 | Long             | DBT              | CORP              | US        |       5324000 | PA      | $5095817.09     | 0.01%             | 2028-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     590947909 | PA      | $6256183.01     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Albea Beauty Holdings SA                                                         | Albea Beauty Holdings SARL, 1st Lien Term Loan B                                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | LU        |       3000000 | PA      | $3536606.40     | 0.01%             | 2027-12-31      | Variable      | 6.98%                 | No            |                  2 | On Loan: No      |
| Rockies Express Pipeline LLC                                                     | Rockies Express Pipeline LLC                                                                                                     | CUSIP: 77340RAR8<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |       2617000 | PA      | $2569096.86     | 0.01%             | 2029-07-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| DCert Buyer, Inc.                                                                | DCert Buyer, Inc., 1st Lien Term Loan                                                                                            | CUSIP: 24022KAB5<br>LEI: 549300EF826JEEUCHZ67 | Long             | LON              | CORP              | US        |        497375 | PA      | $492192.68      | 0.00%             | 2026-10-16      | Variable      | 8.33%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley ABS Capital I, Inc. Trust                                         | Morgan Stanley ABS Capital I, Inc. Trust, Series 2006-HE8, Class A2FP                                                            | CUSIP: 61750SAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       3741254 | PA      | $1620207.45     | 0.00%             | 2036-10-25      | Floating      | 4.50%                 | No            |                  2 | On Loan: No      |
| Palmer Square Loan Funding Ltd.                                                  | Palmer Square Loan Funding Ltd., Series 2024-3A, Class C                                                                         | CUSIP: 69690EAG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       2000000 | PA      | $1993056.20     | 0.00%             | 2032-08-08      | Floating      | 7.26%                 | No            |                  2 | On Loan: No      |
| Barclays plc                                                                     | Barclays plc                                                                                                                     | CUSIP: N/A<br>LEI: 213800LBQA1Y9L22JB70       | Long             | DBT              | CORP              | GB        |       8731000 | PA      | $12809633.87    | 0.03%             | 2032-11-14      | Variable      | 8.41%                 | No            |                  2 | On Loan: No      |
| Sandstone Peak Ltd.                                                              | Sandstone Peak Ltd., Series 2021-1A, Class A1R                                                                                   | CUSIP: 800130AN6<br>LEI: 5493000VXRKO2Z5KET86 | Long             | ABS-CBDO         | CORP              | KY        |       9730000 | PA      | $9755541.25     | 0.02%             | 2034-10-15      | Floating      | 5.54%                 | No            |                  2 | On Loan: No      |
| Maverick Gaming LLC                                                              | Maverick Gaming LLC, 1st Lien Term Loan                                                                                          | CUSIP: 57770JAD8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       3056427 | PA      | $2766066.57     | 0.01%             | 2028-06-05      | Variable      | 11.78%                | No            |                  2 | On Loan: No      |
| CoreWeave, Inc.                                                                  | CoreWeave, Inc.                                                                                                                  | CUSIP: N/A<br>LEI: 984500511DP2B6186053       | Long             | EC               | CORP              | US        |      20264000 | NS      | $71329280.00    | 0.17%             |  |  |  | No            |                  3 | On Loan: No      |
| Regional Management Issuance Trust                                               | Regional Management Issuance Trust, Series 2021-2, Class B                                                                       | CUSIP: 75907UAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        560000 | PA      | $518367.58      | 0.00%             | 2033-08-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SPDR S&P 500 ETF Trust                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          5006 | NC      | $3699434.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Nationstar Mortgage Holdings, Inc.                                               | Nationstar Mortgage Holdings, Inc.                                                                                               | CUSIP: 63861CAE9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        872000 | PA      | $885596.22      | 0.00%             | 2031-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| WESCO Distribution, Inc.                                                         | WESCO Distribution, Inc.                                                                                                         | CUSIP: 95081QAQ7<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |        451000 | PA      | $464003.23      | 0.00%             | 2029-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDIO                                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |      25000000 | PA      | $8168.86        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Oriental Republic of Uruguay                                                     | Oriental Republic of Uruguay                                                                                                     | CUSIP: 760942BF8<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |     159650914 | PA      | $4215134.39     | 0.01%             | 2033-07-20      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| OZLM XXIV Ltd.                                                                   | OZLM XXIV Ltd., Series 2019-24A, Class A1AR                                                                                      | CUSIP: 67113DAW4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       2666859 | PA      | $2670742.38     | 0.01%             | 2032-07-20      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| Fibercop SpA                                                                     | Fibercop SpA                                                                                                                     | CUSIP: 683879AD2<br>LEI: 8156007022402E114A31 | Long             | DBT              | CORP              | IT        |       4400000 | PA      | $4117700.40     | 0.01%             | 2034-09-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Schaeffler AG                                                                    | Schaeffler AG                                                                                                                    | CUSIP: N/A<br>LEI: 549300Q7E782X7GC1P43       | Long             | DBT              | CORP              | DE        |       1700000 | PA      | $2045278.71     | 0.00%             | 2031-04-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Hermitage 2025 plc                                                               | Hermitage plc, Series 2025-1, Class E                                                                                            | CUSIP: N/A<br>LEI: 635400MSBHAPT1EQBW93       | Long             | ABS-O            | CORP              | GB        |        928000 | PA      | $1274144.02     | 0.00%             | 2033-04-21      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| Agence France Locale-Societe Territoriale SA                                     | Agence France Locale                                                                                                             | CUSIP: N/A<br>LEI: 969500NMI4UP00IO8G47       | Long             | DBT              | NUSS              | FR        |      10100000 | PA      | $11830432.21    | 0.03%             | 2031-06-17      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| HLTN Commercial Mortgage Trust                                                   | HLTN Commercial Mortgage Trust, Series 2024-DPLO, Class A                                                                        | CUSIP: 40424UAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       6118000 | PA      | $6121823.75     | 0.01%             | 2041-06-15      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| Ballyrock CLO 29 Ltd.                                                            | Ballyrock CLO 29 Ltd., Series 2025-29A, Class A1A                                                                                | CUSIP: 05876GAA2<br>LEI: 254900DD7OSYIC2KWA70 | Long             | ABS-CBDO         | CORP              | KY        |        500000 | PA      | $500125.00      | 0.00%             | 2038-07-25      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-247161.24     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Modernland Overseas Pte. Ltd.                                                    | Modernland Overseas Pte. Ltd.                                                                                                    | CUSIP: N/A<br>LEI: 254900HQ9F9WCPKERQ02       | Long             | DBT              | CORP              | SG        |      13746053 | PA      | $4643691.62     | 0.01%             | 2027-04-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust                                                    | Citigroup Mortgage Loan Trust, Series 2007-AMC1, Class A1                                                                        | CUSIP: 17311BAS2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       6312917 | PA      | $3439200.78     | 0.01%             | 2036-12-25      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Federal National Mortgage Association Variable Rate Notes, Series 2025-13, Class FB                                              | CUSIP: 3136BU2R0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     127622113 | PA      | $127791416.16   | 0.30%             | 2055-03-25      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| Trimaran CAVU Ltd.                                                               | Trimaran CAVU Ltd., Series 2021-2A, Class D1                                                                                     | CUSIP: 89624UAJ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       1550000 | PA      | $1566790.38     | 0.00%             | 2034-10-25      | Floating      | 7.79%                 | No            |                  2 | On Loan: No      |
| Republic of Colombia                                                             | Republic of Colombia                                                                                                             | CUSIP: 195325EG6<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |        586000 | PA      | $583216.50      | 0.00%             | 2034-02-02      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Castell plc                                                                      | Castell plc, Series 2025-1, Class C                                                                                              | CUSIP: N/A<br>LEI: 2138002O8DSFIQGKRU14       | Long             | ABS-MBS          | CORP              | GB        |        712000 | PA      | $977852.61      | 0.00%             | 2062-01-27      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| Kaiser Aluminum Corp.                                                            | Kaiser Aluminum Corp.                                                                                                            | CUSIP: 483007AL4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       1600000 | PA      | $1496816.96     | 0.00%             | 2031-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Novelis Corp.                                                                    | Novelis Corp.                                                                                                                    | CUSIP: 670001AG1<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |        226000 | PA      | $222378.44      | 0.00%             | 2026-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Carlsberg Breweries A/S                                                          | Carlsberg Breweries A/S                                                                                                          | CUSIP: N/A<br>LEI: 5493008YL42784DMWN61       | Long             | DBT              | CORP              | DK        |      11815000 | PA      | $13884077.31    | 0.03%             | 2032-02-28      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BBCMS Trust                                                                      | BBCMS Trust, Series 2015-SRCH, Class XB                                                                                          | CUSIP: 05547HAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      42790000 | PA      | $161159.98      | 0.00%             | 2035-08-10      | Variable      | 0.30%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO XXI Ltd.                                                    | Neuberger Berman CLO XXI Ltd., Series 2016-21A, Class A1R3                                                                       | CUSIP: 64130DBS8<br>LEI: 549300VBBLOSKH8XQ869 | Long             | ABS-CBDO         | CORP              | KY        |       6750000 | PA      | $6770250.68     | 0.02%             | 2039-01-20      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      15576000 | PA      | $3748233.03     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Pitney BOWES, Inc.                                                               | Pitney Bowes, Inc., 1st Lien Term Loan B                                                                                         | CUSIP: 72448FAW5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      11700675 | PA      | $11666509.03    | 0.03%             | 2032-03-19      | Variable      | 8.08%                 | No            |                  2 | On Loan: No      |
| Univision Communications, Inc.                                                   | Univision Communications, Inc.                                                                                                   | CUSIP: 914906AV4<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |       4324000 | PA      | $3931388.32     | 0.01%             | 2029-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Venture Global Calcasieu Pass LLC                                                | Venture Global Calcasieu Pass LLC                                                                                                | CUSIP: 92328MAE3<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |       2730000 | PA      | $2815653.75     | 0.01%             | 2030-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Development Bank of Kazakhstan JSC                                               | Development Bank of Kazakhstan JSC                                                                                               | CUSIP: N/A<br>LEI: 213800LCDPGJ1BI7KX98       | Long             | DBT              | NUSS              | KZ        |     587000000 | PA      | $1140706.33     | 0.00%             | 2028-07-03      | Fixed         | 17.30%                | No            |                  2 | On Loan: No      |
| Fontainebleau Miami Beach Mortgage Trust                                         | Fontainebleau Miami Beach Mortgage Trust, Series 2024-FBLU, Class G                                                              | CUSIP: 34461WAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       4418000 | PA      | $4413203.38     | 0.01%             | 2039-12-15      | Floating      | 9.96%                 | No            |                  2 | On Loan: No      |
| Cairn CLO XVI DAC                                                                | Cairn CLO XVI DAC, Series 2023-16A, Class C                                                                                      | CUSIP: N/A<br>LEI: 635400R6LXK7VH6CDK32       | Long             | ABS-CBDO         | CORP              | IE        |       1520000 | PA      | $1809303.24     | 0.00%             | 2037-01-15      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| Autonoria Spain                                                                  | Autonoria Spain, Series 2022-SP, Class C                                                                                         | CUSIP: N/A<br>LEI: 959800TU6P30TL2EN703       | Long             | ABS-O            | CORP              | ES        |        738890 | PA      | $890506.29      | 0.00%             | 2040-01-27      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| Screaming Eagle Acquistion Corp.                                                 | Screaming Eagle Acquistion Corp.                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |        250000 | NS      | $1437440.48     | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| N/A                                                                              | Russell 2000 E-Mini Index                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         -1870 | NC      | $-6727388.15    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| BAMLL Trust                                                                      | BAMLL Trust, Series 2024-BHP, Class A                                                                                            | CUSIP: 05493WAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      11500000 | PA      | $11557379.25    | 0.03%             | 2039-08-15      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | TC Energy Corp.                                                                                                                  | CUSIP: 87807B107<br>LEI: N/A                  | N/A              | DE               |  | US        |         36600 | NS      | $44125.91       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Avoca CLO XVIII DAC                                                              | Avoca CLO XVIII DAC, Series 18X, Class BR                                                                                        | CUSIP: N/A<br>LEI: 549300K6K5XESJRIKM24       | Long             | ABS-CBDO         | CORP              | IE        |       5800000 | PA      | $6848815.88     | 0.02%             | 2038-01-15      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                            | Wells Fargo Commercial Mortgage Trust, Series 2024-BPRC, Class C                                                                 | CUSIP: 95004AAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       5427000 | PA      | $5457507.39     | 0.01%             | 2043-07-15      | Fixed         | 6.43%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Finance Corp. International Ltd.                                   | Goldman Sachs Finance Corp. International Ltd., Series 1MTN                                                                      | CUSIP: N/A<br>LEI: 549300KQWCT26VXWW684       | Long             | DBT              | CORP              | JE        |       2900000 | PA      | $2724840.00     | 0.01%             | 2028-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| SC Germany SA Compartment Consumer                                               | SC Germany SA Compartment Consumer, Series 2025-1, Class D                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | LU        |       1300000 | PA      | $1542205.95     | 0.00%             | 2038-12-14      | Floating      | 3.66%                 | No            |                  2 | On Loan: No      |
| Structured Adjustable Rate Mortgage Loan Trust                                   | Structured Adjustable Rate Mortgage Loan Trust, Series 2006-3, Class 4A                                                          | CUSIP: 863579Y69<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1293377 | PA      | $676073.14      | 0.00%             | 2036-04-25      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| RRE 18 Loan Management DAC                                                       | RRE 18 Loan Management DAC, Series 18X, Class A1                                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-CBDO         | CORP              | IE        |       5750000 | PA      | $6819419.36     | 0.02%             | 2039-04-15      | Floating      | 3.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Ricoh Co. Ltd.                                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         -4300 | NS      | $-2475.95       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MFA Trust                                                                        | MFA Trust, Series 2020-NQM1, Class A3                                                                                            | CUSIP: 552754AC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        147004 | PA      | $138969.53      | 0.00%             | 2049-08-25      | Variable      | 3.30%                 | No            |                  2 | On Loan: No      |
| Scentre Group Trust 1                                                            | Scentre Group Trust 1                                                                                                            | CUSIP: N/A<br>LEI: 549300SQ859FBKRKSI77       | Long             | DBT              | CORP              | AU        |       6000000 | PA      | $3913359.90     | 0.01%             | 2055-03-31      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     128608984 | PA      | $131665.43      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | USD Currency                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      -6232500 | PA      | $-41234.81      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FTA Consumo Santander                                                            | FTA Consumo Santander, Series 8, Class B                                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | ES        |       2700000 | PA      | $3184917.65     | 0.01%             | 2040-01-21      | Floating      | 3.29%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EURO STOXX 50 Index                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DE        |           676 | NC      | $244462.32      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                              | Samsung Electronics Co. Ltd.                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         63464 | NS      | $144389.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CarVal CLO VC Ltd.                                                               | CarVal CLO VC Ltd., Series 2021-2A, Class D                                                                                      | CUSIP: 14687MAG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |        500000 | PA      | $498064.75      | 0.00%             | 2034-10-15      | Floating      | 7.77%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       7536000 | PA      | $-46339.97      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Crown PropTech Acquisitions                                                      | Crown PropTech Acquisitions                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |        116435 | NS      | $1.16           | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Federal National Mortgage Association                                            | Federal National Mortgage Association Variable Rate Notes, Series 2024-P015, Class A1                                            | CUSIP: 3137HDJN1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       4172154 | PA      | $4087216.31     | 0.01%             | 2032-11-25      | Variable      | 4.45%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      17900000 | PA      | $322240.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GSR Mortgage Loan Trust                                                          | GSR Mortgage Loan Trust, Series 2007-OA2, Class 2A1                                                                              | CUSIP: 3622NCAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1298913 | PA      | $761552.35      | 0.00%             | 2047-06-25      | Variable      | 2.86%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDSCMBX                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | DE        |         18964 | PA      | $8834.00        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Crescent Energy Finance LLC                                                      | Crescent Energy Finance LLC                                                                                                      | CUSIP: 45344LAD5<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |       2767000 | PA      | $2701699.35     | 0.01%             | 2032-04-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Commercial Mortgage Trust                                                        | Commercial Mortgage Trust, Series 2024-WCL1, Class B                                                                             | CUSIP: 20047DAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       5615000 | PA      | $5592189.06     | 0.01%             | 2041-06-15      | Floating      | 6.90%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   47067000000 | PA      | $-468524.62     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Petroleos de Venezuela SA                                                        | Petroleos de Venezuela SA                                                                                                        | CUSIP: N/A<br>LEI: 549300YWR8TN1OFD4P06       | Long             | DBT              | NUSS              | VE        |       9226800 | PA      | $1167190.20     | 0.00%             | 2026-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Five Point Operating Co. LP                                                      | Five Point Operating Co. LP                                                                                                      | CUSIP: 33834YAB4<br>LEI: N/A                  | Long             | SN               | CORP              | US        |       9355509 | PA      | $9517929.99     | 0.02%             | 2028-01-15      | Variable      | 10.50%                | No            |                  2 | On Loan: No      |
| Siemens Financieringsmaatschappij NV                                             | Siemens Financieringsmaatschappij NV                                                                                             | CUSIP: 82620KBE2<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |        250000 | PA      | $222008.23      | 0.00%             | 2031-03-11      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | DE        |       1827000 | PA      | $98711.60       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Paramount Global, Class B                                                                                                        | CUSIP: 92556H206<br>LEI: N/A                  | N/A              | DE               |  | US        |         48187 | NS      | $43368.30       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | USCPI                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | GB        |      42930000 | PA      | $20198.93       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-50801.55      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| One New York Plaza Trust                                                         | One New York Plaza Trust, Series 2020-1NYP, Class D                                                                              | CUSIP: 68249DAJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1660000 | PA      | $1549364.98     | 0.00%             | 2036-01-15      | Floating      | 7.18%                 | No            |                  2 | On Loan: No      |
| French Republic                                                                  | French Republic                                                                                                                  | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |      21185000 | PA      | $24810980.98    | 0.06%             | 2035-05-25      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Innio Group Holding GmbH                                                         | Innio Group Holding GmbH, Facility 1st Lien Term Loan B                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | AT        |       3000000 | PA      | $3535334.22     | 0.01%             | 2028-11-02      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Starbucks Corp.                                                                                                                  | CUSIP: 855244109<br>LEI: N/A                  | N/A              | DE               |  | GB        |        -23100 | NS      | $16401.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE SA, Series NC5.                                                                                                             | CUSIP: N/A<br>LEI: 9695005MSX1OYEMGDF46       | Long             | DBT              | CORP              | FR        |      28800000 | PA      | $33056413.19    | 0.08%             | 2042-01-13      | Variable      | 1.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SCSK Corp.                                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -43200 | NS      | $6863.44        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GreenSky Home Improvement Trust                                                  | GreenSky Home Improvement Trust, Series 2024-1, Class A4                                                                         | CUSIP: 39571MAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      14372377 | PA      | $14655274.35    | 0.03%             | 2059-06-25      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                                           | Arab Republic of Egypt                                                                                                           | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |       3269000 | PA      | $2506146.16     | 0.01%             | 2048-02-21      | Fixed         | 7.90%                 | No            |                  2 | On Loan: No      |
| Asset-Backed European Securitisation Transaction Twenty-Three SARL               | Asset-Backed European Securitisation Transaction Twenty-Three SARL, Series 23, Class B                                           | CUSIP: N/A<br>LEI: 213800WQKYRCMTF4FR47       | Long             | ABS-O            | CORP              | LU        |       2900000 | PA      | $3437388.27     | 0.01%             | 2034-03-21      | Floating      | 3.18%                 | No            |                  2 | On Loan: No      |
| FCT Noria                                                                        | FCT Noria, Series 2021-1, Class C                                                                                                | CUSIP: N/A<br>LEI: 5493003C5ECZD3NDSV63       | Long             | ABS-O            | CORP              | FR        |        221400 | PA      | $260232.99      | 0.00%             | 2049-10-25      | Floating      | 2.99%                 | No            |                  2 | On Loan: No      |
| SoftBank Group Corp.                                                             | SoftBank Group Corp.                                                                                                             | CUSIP: N/A<br>LEI: 5493003BZYYYCDIO0R13       | Long             | DBT              | CORP              | JP        |       2879000 | PA      | $2831951.09     | 0.01%             | 2026-07-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Edge Finco plc                                                                   | Edge Finco plc                                                                                                                   | CUSIP: N/A<br>LEI: 648835NI8LJE5190NT73       | Long             | DBT              | CORP              | GB        |      16609000 | PA      | $23746299.00    | 0.06%             | 2031-08-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      22000000 | PA      | $-45515.31      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Fastenal Co.                                                                                                                     | CUSIP: 311900104<br>LEI: N/A                  | N/A              | DE               |  | US        |        -39700 | NS      | $-27790.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Canada                                                                           | Canadian Government Bond                                                                                                         | CUSIP: 135087S47<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     121270000 | PA      | $88746396.77    | 0.21%             | 2030-03-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $267403.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |        785000 | PA      | $16184.09       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Texas A&M University                                                             | Texas A&M University, Series 2017B                                                                                               | CUSIP: 88213AKE4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |       5965000 | PA      | $5835763.04     | 0.01%             | 2027-05-15      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Steadfast Group Ltd.                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -237200 | NS      | $-5275.25       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     242415000 | PA      | $4282258.54     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Kawasaki Heavy Industries Ltd.                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -10100 | NS      | $-15152.22      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Democratic Socialist Republic of Sri Lanka                                       | Sri Lanka Government Bond                                                                                                        | CUSIP: N/A<br>LEI: 254900IG6Y30I2QE2R92       | Long             | DBT              | NUSS              | LK        |        497541 | PA      | $443062.75      | 0.00%             | 2030-01-15      | Variable      | 3.10%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE SA                                                                                                                          | CUSIP: N/A<br>LEI: 9695005MSX1OYEMGDF46       | Long             | DBT              | CORP              | FR        |      11200000 | PA      | $14441536.59    | 0.03%             | 2032-11-30      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Asset-Backed CertificatesTrust                                 | Washington Mutual Asset-Backed CertificatesTrust, Series 2006-HE5, Class 1A                                                      | CUSIP: 93934XAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       3404877 | PA      | $2562436.29     | 0.01%             | 2036-10-25      | Floating      | 4.42%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-32122.30      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-159299.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-33928.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Viasat, Inc.                                                                     | Viasat, Inc., 1st Lien Term Loan                                                                                                 | CUSIP: 92555WAF2<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | LON              | CORP              | US        |        460980 | PA      | $439516.77      | 0.00%             | 2030-05-30      | Variable      | 8.93%                 | No            |                  2 | On Loan: No      |
| Cotiviti, Inc.                                                                   | Cotiviti, Inc., 1st Lien Term Loan B                                                                                             | CUSIP: 22164MAB3<br>LEI: 254900YAQHVRTG4IFI64 | Long             | LON              | CORP              | US        |       1286274 | PA      | $1279044.92     | 0.00%             | 2031-05-01      | Variable      | 7.07%                 | No            |                  2 | On Loan: No      |
| Aston Martin Capital Holdings Ltd.                                               | Aston Martin Capital Holdings Ltd.                                                                                               | CUSIP: N/A<br>LEI: 213800H4GKEF3CJ8C774       | Long             | DBT              | CORP              | JE        |      15996000 | PA      | $20457120.75    | 0.05%             | 2029-03-31      | Fixed         | 10.38%                | No            |                  2 | On Loan: No      |
| Dowson plc                                                                       | Dowson plc, Series 2024-1, Class B                                                                                               | CUSIP: N/A<br>LEI: 635400IRBWDPWKGK1C24       | Long             | ABS-O            | CORP              | GB        |       3281000 | PA      | $4503705.19     | 0.01%             | 2031-08-20      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| MCR Mortgage Trust                                                               | MCR Mortgage Trust, Series 2024-HTL, Class A                                                                                     | CUSIP: 55286PAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        572847 | PA      | $572310.10      | 0.00%             | 2037-02-15      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $485.44         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Diameter Capital CLO 3 Ltd.                                                      | Diameter Capital CLO 3 Ltd., Series 2022-3A, Class A1R                                                                           | CUSIP: 25255JAL1<br>LEI: 254900L1QJX98W5ORK78 | Long             | ABS-CBDO         | CORP              | KY        |       4146431 | PA      | $4160152.78     | 0.01%             | 2038-01-15      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| Amber Finco plc                                                                  | Amber Finco plc                                                                                                                  | CUSIP: N/A<br>LEI: 9845004C0870D380O790       | Long             | DBT              | CORP              | GB        |       3344000 | PA      | $4121443.50     | 0.01%             | 2029-07-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Starz Entertainment Corp.                                                        | Starz Entertainment Corp.                                                                                                        | CUSIP: 855919106<br>LEI: 5493000JSMHPHZURLM72 | Long             | EC               | CORP              | CA        |         64848 | NS      | $1042107.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| KWG Group Holdings Ltd.                                                          | KWG Group Holdings Ltd.                                                                                                          | CUSIP: N/A<br>LEI: 549300LK82ZOM9ZE7H90       | Long             | DBT              | CORP              | KY        |       1000000 | PA      | $65000.00       | 0.00%             | 2026-08-14      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| VeriFone Systems, Inc.                                                           | VeriFone Systems, Inc., 1st Lien Term Loan                                                                                       | CUSIP: 92346NAH2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      21610067 | PA      | $20167595.25    | 0.05%             | 2028-08-18      | Variable      | 10.21%                | No            |                  2 | On Loan: No      |
| N/A                                                                              | Kansai Paint Co. Ltd.                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -236600 | NS      | $-38360.90      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Texas Debt Capital Euro CLO DAC                                                  | Texas Debt Capital Euro CLO DAC, Series 2025-1X, Class A                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-CBDO         | CORP              | IE        |       9070000 | PA      | $10675524.48    | 0.03%             | 2039-04-16      | Floating      | 3.38%                 | No            |                  2 | On Loan: No      |
| Alliant Holdings Intermediate LLC                                                | Alliant Holdings Intermediate LLC                                                                                                | CUSIP: 01883LAB9<br>LEI: 5493006Q26653NF8SI73 | Long             | DBT              | CORP              | US        |       2829000 | PA      | $2776949.51     | 0.01%             | 2027-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CWABS Asset-Backed Certificates Trust                                            | CWABS Asset-Backed Certificates Trust, Series 2006-18, Class M1                                                                  | CUSIP: 23243WAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      12922503 | PA      | $12909773.91    | 0.03%             | 2037-03-25      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA                                            | Banque Federative du Credit Mutuel SA                                                                                            | CUSIP: N/A<br>LEI: VBHFXSYT7OG62HNT8T76       | Long             | DBT              | CORP              | FR        |      28400000 | PA      | $33163841.12    | 0.08%             | 2035-05-07      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $380056.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VanEck Semiconductor ETF                                                         | VanEck Semiconductor ETF                                                                                                         | CUSIP: 92189F676<br>LEI: 549300MJTG2N9QRH7I02 | Long             |  | RF                | US        |         56000 | NS      | $15617280.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       6749000 | PA      | $-37093.49      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO 56M Ltd.                                              | Golub Capital Partners CLO 56M Ltd., Series 2021-56A, Class A                                                                    | CUSIP: 38172RAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       6250000 | PA      | $6262981.88     | 0.01%             | 2033-10-25      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust                                                       | J.P. Morgan Mortgage Trust, Series 2021-INV5, Class AX1                                                                          | CUSIP: 46653XAR1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     179279408 | PA      | $1938010.40     | 0.00%             | 2051-12-25      | Variable      | 0.19%                 | No            |                  2 | On Loan: No      |
| Nissan Motor Acceptance Co. LLC                                                  | Nissan Motor Acceptance Co. LLC                                                                                                  | CUSIP: 65480CAF2<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |       2858000 | PA      | $2919476.29     | 0.01%             | 2028-09-15      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Sanrio Co. Ltd.                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | JP        |      10000000 | NS      | $12424756.08    | 0.03%             |  |  |  | No            |                  3 | On Loan: No      |
| Barclays Mortgage Loan Trust                                                     | Barclays Mortgage Loan Trust, Series 2024-NQM1, Class B2                                                                         | CUSIP: 06745AAF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       2658200 | PA      | $2674187.48     | 0.01%             | 2064-01-25      | Variable      | 8.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Fujitsu Ltd.                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -104300 | NS      | $-24815.61      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Regional Management Issuance Trust                                               | Regional Management Issuance Trust, Series 2021-1, Class A                                                                       | CUSIP: 75907VAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |         89578 | PA      | $89389.20       | 0.00%             | 2031-03-17      | Fixed         | 1.68%                 | No            |                  2 | On Loan: No      |
| Lebanese Republic                                                                | Lebanese Republic                                                                                                                | CUSIP: N/A<br>LEI: 529900QPC4K9S1KHL354       | Long             | DBT              | NUSS              | LB        |       7525000 | PA      | $1422225.00     | 0.00%             | 2027-03-23      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| Romania                                                                          | Romania Government Bond                                                                                                          | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |       4000000 | PA      | $4744499.89     | 0.01%             | 2034-09-10      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |       7710000 | PA      | $1764720.97     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                                                | HSBC Holdings plc                                                                                                                | CUSIP: 404280FA2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      15000000 | PA      | $15173340.00    | 0.04%             | 2030-06-05      | Variable      | 7.05%                 | No            |                  2 | On Loan: No      |
| Poste Italiane SpA                                                               | Poste Italiane SpA                                                                                                               | CUSIP: N/A<br>LEI: 815600354DEDBD0BA991       | Long             | DBT              | NUSS              | IT        |       4860000 | PA      | $5431439.11     | 0.01%             | 2029-03-24      | Variable      | 2.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-247455.17     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Western Digital Corp.                                                            | Western Digital Corp.                                                                                                            | CUSIP: 958102AM7<br>LEI: 549300QQXOOYEF89IC56 | Long             | DBT              | CORP              | US        |        170000 | PA      | $169552.69      | 0.00%             | 2026-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Frontier Communications Holdings LLC                                             | Frontier Communications Holdings LLC                                                                                             | CUSIP: 35906ABE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       1262000 | PA      | $1262478.30     | 0.00%             | 2027-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Mars, Inc.                                                                       | Mars, Inc.                                                                                                                       | CUSIP: 571676AT2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |       1500000 | PA      | $1514507.78     | 0.00%             | 2028-04-20      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Hindustan Petroleum Corp. Ltd.                                                   | Hindustan Petroleum Corp. Ltd.                                                                                                   | CUSIP: N/A<br>LEI: 335800DWLXIP7HFFY564       | Long             | EC               | CORP              | IN        |         27400 | NS      | $140021.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-569547.98     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust                                                    | Citigroup Mortgage Loan Trust, Series 2007-AHL3, Class A3B                                                                       | CUSIP: 17312GAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       5328876 | PA      | $3684369.64     | 0.01%             | 2045-07-25      | Floating      | 4.60%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp. Variable Rate Notes, Series 5448, Class CF                                                      | CUSIP: 3137HFLW3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      71313660 | PA      | $70964166.48    | 0.17%             | 2054-09-25      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                     | UBS Group AG                                                                                                                     | CUSIP: N/A<br>LEI: 549300SZJ9VS8SGXAN81       | Long             | DBT              | CORP              | CH        |      29506000 | PA      | $32897949.16    | 0.08%             | 2028-11-05      | Variable      | 0.25%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd.                                                                    | Voya CLO Ltd., Series 2014-2A, Class A1RR                                                                                        | CUSIP: 92912VAY1<br>LEI: 549300L8S87K3SMP0R77 | Long             | ABS-CBDO         | CORP              | KY        |        103439 | PA      | $103446.32      | 0.00%             | 2030-04-17      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| RR 29 Ltd.                                                                       | RR 29 Ltd., Series 2024-29RA, Class A1R                                                                                          | CUSIP: 74989VAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       1000000 | PA      | $1003195.70     | 0.00%             | 2039-07-15      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| Republic of Ghana                                                                | Republic of Ghana                                                                                                                | CUSIP: N/A<br>LEI: 213800PP4399SNNXZ126       | Long             | DBT              | NUSS              | GH        |        372000 | PA      | $287686.20      | 0.00%             | 2035-07-03      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-229.08        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| One Market Plaza Trust                                                           | One Market Plaza Trust, Series 2017-1MKT, Class XCP                                                                              | CUSIP: 68245HAS3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     126326078 | PA      | $393354.14      | 0.00%             | 2032-02-10      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC                                             | Charter Communications Operating LLC                                                                                             | CUSIP: 161175CC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       6002000 | PA      | $4208516.93     | 0.01%             | 2061-12-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Asimi Funding plc                                                                | Asimi Funding plc, Series 2024-1, Class B                                                                                        | CUSIP: N/A<br>LEI: 635400ED9TX8KJO28Q39       | Long             | ABS-O            | CORP              | GB        |       1786000 | PA      | $2452131.47     | 0.01%             | 2031-09-16      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| Emirates Reit Sukuk III Ltd.                                                     | Emirates Reit Sukuk III Ltd.                                                                                                     | CUSIP: N/A<br>LEI: 254900O98LGR8HB3GT84       | Long             | DBT              | CORP              | KY        |       2500000 | PA      | $2493750.00     | 0.01%             | 2028-12-12      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Harmony Gold Mining Co. Ltd.                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         57800 | NS      | $-31883.93      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | HICPXT                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | GB        |      14952000 | PA      | $854.44         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OneMain Direct Auto Receivables Trust                                            | OneMain Direct Auto Receivables Trust, Series 2025-1A, Class D                                                                   | CUSIP: 682684AD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       3016000 | PA      | $3061777.45     | 0.01%             | 2037-07-14      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                     | ING Groep NV                                                                                                                     | CUSIP: N/A<br>LEI: 549300NYKK9MWM7GGW15       | Long             | DBT              | CORP              | NL        |       6250000 | PA      | $6351562.50     | 0.01%             | 2034-11-16      | Variable      | 7.25%                 | No            |                  2 | On Loan: No      |
| Auto ABS Spanish Loans FT                                                        | Auto ABS Spanish Loans FT, Series 2024-1, Class A                                                                                | CUSIP: N/A<br>LEI: 9598007LTXPL84RD7W58       | Long             | ABS-O            | CORP              | ES        |      10011388 | PA      | $11820168.40    | 0.03%             | 2038-09-28      | Floating      | 2.78%                 | No            |                  2 | On Loan: No      |
| Chariot Buyer LLC                                                                | Chariot Buyer LLC, 1st Lien Term Loan                                                                                            | CUSIP: 15963CAC0<br>LEI: 25490092IFNOZBRVE539 | Long             | LON              | CORP              | US        |        497423 | PA      | $497930.05      | 0.00%             | 2028-11-03      | Variable      | 7.68%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-158809.87     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| 280 Park Avenue Mortgage Trust                                                   | 280 Park Avenue Mortgage Trust, Series 2017-280P, Class D                                                                        | CUSIP: 90205FAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       3660000 | PA      | $3559350.00     | 0.01%             | 2034-09-15      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| Haidilao International Holding Ltd.                                              | Haidilao International Holding Ltd.                                                                                              | CUSIP: N/A<br>LEI: 3003009Q8GV4VNKZWI24       | Long             | DBT              | CORP              | KY        |       5000000 | PA      | $4906250.00     | 0.01%             | 2026-01-14      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Fibercop SpA                                                                     | Fibercop SpA                                                                                                                     | CUSIP: N/A<br>LEI: 8156007022402E114A31       | Long             | DBT              | CORP              | IT        |       3872000 | PA      | $4567407.83     | 0.01%             | 2032-06-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Asset-Backed CertificatesTrust                                 | Washington Mutual Asset-Backed CertificatesTrust, Series 2006-HE4, Class 2A2                                                     | CUSIP: 93934QAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      11974609 | PA      | $3033967.09     | 0.01%             | 2036-09-25      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| Republic of Poland                                                               | Republic of Poland                                                                                                               | CUSIP: N/A<br>LEI: 259400R9L8QEP0TPXS31       | Long             | DBT              | NUSS              | PL        |      42228203 | PA      | $10383429.35    | 0.02%             | 2036-08-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Together Asset-Backed Securitisation plc                                         | Together Asset-Backed Securitisation plc, Series 2021-1ST1, Class A                                                              | CUSIP: N/A<br>LEI: 635400SL9S6ASYM6DX74       | Long             | ABS-MBS          | CORP              | GB        |        405536 | PA      | $556850.96      | 0.00%             | 2063-07-12      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| Gray Media, Inc.                                                                 | Gray Media, Inc.                                                                                                                 | CUSIP: 389375AM8<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |       4168000 | PA      | $4477578.20     | 0.01%             | 2029-07-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-1009.83       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AB BSL CLO 3 Ltd.                                                                | AB BSL CLO 3 Ltd., Series 2021-3A, Class A1R                                                                                     | CUSIP: 00037QAJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       3000000 | PA      | $3004262.40     | 0.01%             | 2038-04-20      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-5398.39       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-609.99        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO XXVIII Ltd.                                          | Benefit Street Partners CLO XXVIII Ltd., Series 2022-28A, Class AR                                                               | CUSIP: 08179KAN3<br>LEI: 549300VHDAICRAGZNJ35 | Long             | ABS-CBDO         | CORP              | JE        |       1220000 | PA      | $1223660.49     | 0.00%             | 2037-10-20      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| AutoFlorence SRL                                                                 | AutoFlorence 2 SRL, Series 2, Class B                                                                                            | CUSIP: N/A<br>LEI: 815600C91B7AF7C88210       | Long             | ABS-O            | CORP              | IT        |        208681 | PA      | $245446.76      | 0.00%             | 2044-12-24      | Floating      | 2.65%                 | No            |                  2 | On Loan: No      |
| Citizen Irish Auto Receivables Trust DAC                                         | Citizen Irish Auto Receivables Trust, Series 2023-1, Class B                                                                     | CUSIP: N/A<br>LEI: 635400MYX7WSO6NKWI32       | Long             | ABS-O            | CORP              | IE        |       1000000 | PA      | $1184173.11     | 0.00%             | 2032-12-15      | Floating      | 3.37%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust                                                    | Citigroup Mortgage Loan Trust, Series 2022-A, Class A1                                                                           | CUSIP: 17330VAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      10353861 | PA      | $10345322.74    | 0.02%             | 2062-09-25      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| VEGAS Trust                                                                      | VEGAS Trust, Series 2024-TI, Class A                                                                                             | CUSIP: 92254AAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       4830000 | PA      | $4894602.70     | 0.01%             | 2039-11-10      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| AES Andes SA                                                                     | AES Andes SA                                                                                                                     | CUSIP: 00111VAC1<br>LEI: 549300IF4IFG0FS0RM26 | Long             | DBT              | CORP              | CL        |      12700000 | PA      | $13099669.00    | 0.03%             | 2055-06-10      | Variable      | 8.15%                 | No            |                  2 | On Loan: No      |
| Standard Industries, Inc.                                                        | Standard Industries, Inc.                                                                                                        | CUSIP: 853496AH0<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |       2763000 | PA      | $2477847.35     | 0.01%             | 2031-01-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| SHR Trust                                                                        | SHR Trust, Series 2024-LXRY, Class A                                                                                             | CUSIP: 784234AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      38145000 | PA      | $38121159.38    | 0.09%             | 2041-10-15      | Floating      | 6.26%                 | No            |                  2 | On Loan: No      |
| Autonoria Spain                                                                  | Autonoria Spain, Series 2021-SP, Class B                                                                                         | CUSIP: N/A<br>LEI: 959800PAVFGQ48YNAE06       | Long             | ABS-O            | CORP              | ES        |        336082 | PA      | $395938.53      | 0.00%             | 2039-01-31      | Floating      | 2.69%                 | No            |                  2 | On Loan: No      |
| California Resources Corp.                                                       | California Resources Corp.                                                                                                       | CUSIP: 13057QAK3<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | DBT              | CORP              | US        |       4771000 | PA      | $4897321.77     | 0.01%             | 2029-06-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $3109.49        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Ghana                                                                | Republic of Ghana                                                                                                                | CUSIP: N/A<br>LEI: 213800PP4399SNNXZ126       | Long             | DBT              | NUSS              | GH        |         70006 | PA      | $58209.66       | 0.00%             | 2030-01-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Republic of Italy                                                                | Buoni Poliennali del Tesoro                                                                                                      | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |      64768000 | PA      | $77683227.41    | 0.18%             | 2035-08-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| ATI, Inc.                                                                        | ATI, Inc.                                                                                                                        | CUSIP: 01741RAN2<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |       4658000 | PA      | $4881132.17     | 0.01%             | 2030-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| GoldenTree Loan Management US CLO 24 Ltd.                                        | GoldenTree Loan Management US CLO 24 Ltd., Series 2025-24A, Class A                                                              | CUSIP: 38139VAC9<br>LEI: 254900PS1VHPJR2OTF82 | Long             | ABS-CBDO         | CORP              | KY        |       6000000 | PA      | $5991895.20     | 0.01%             | 2038-10-20      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association, Series 2022-85, Class IK                                                               | CUSIP: 38383R2G1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       5452070 | PA      | $937484.50      | 0.00%             | 2051-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SoftBank Group Corp.                                                             | SoftBank Group Corp.                                                                                                             | CUSIP: N/A<br>LEI: 5493003BZYYYCDIO0R13       | Long             | DBT              | CORP              | JP        |        100000 | PA      | $106898.96      | 0.00%             | 2032-07-06      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Techtronic Industries Co. Ltd.                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         79500 | NS      | $-24142.45      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Kapla Holding SAS                                                                | Kapla Holding SAS                                                                                                                | CUSIP: N/A<br>LEI: 894500PJ28XTH66K4X83       | Long             | DBT              | CORP              | FR        |       2880000 | PA      | $3409424.56     | 0.01%             | 2030-07-31      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| Discovery Energy Holding Corp.                                                   | Discovery Energy Holding Corp., 1st Lien Term Loan                                                                               | CUSIP: 25472PAB6<br>LEI: 254900T31FAYMRQSAA12 | Long             | LON              | CORP              | US        |        500000 | PA      | $499845.00      | 0.00%             | 2031-05-01      | Variable      | 8.05%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Treasury Wine Estates Ltd.                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -167656 | NS      | $38633.84       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Boluda Towage SL                                                                 | Boluda Towage SL, Facility 1st Lien Term Loan B3                                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | ES        |       4513000 | PA      | $5328155.87     | 0.01%             | 2030-01-31      | Variable      | 5.54%                 | No            |                  2 | On Loan: No      |
| AI Sirona Luxembourg Acquisition SARL                                            | AI Sirona Luxembourg Acquisition SARL, Facility 1st Lien Term Loan B3                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | LU        |       4000000 | PA      | $4707700.74     | 0.01%             | 2028-09-29      | Variable      | 5.43%                 | No            |                  2 | On Loan: No      |
| Digicel Group Holdings Ltd.                                                      | Digicel Group Holdings Ltd., Series 2B14                                                                                         | CUSIP: 25381HAH1<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |       2510328 | PA      | $150619.68      | 0.00%             | 2030-12-31      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Care Bidco SAS                                                                   | Care Bidco SAS, Facility 1st Lien Term Loan B                                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | FR        |       3000000 | PA      | $3529432.69     | 0.01%             | 2028-11-06      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| Lehman ABS Mortgage Loan Trust                                                   | Lehman ABS Mortgage Loan Trust, Series 2007-1, Class 2A1                                                                         | CUSIP: 52521MAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        851262 | PA      | $563313.87      | 0.00%             | 2037-06-25      | Floating      | 4.52%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOP                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     811740266 | PA      | $626356.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bay Area Toll Authority                                                          | Bay Area Toll Authority, Series 2010S-1                                                                                          | CUSIP: 072024NU2<br>LEI: 5493001FUZGUQMIP5D78 | Long             | DBT              | MUN               | US        |       3115000 | PA      | $3484257.21     | 0.01%             | 2040-04-01      | Fixed         | 6.92%                 | No            |                  2 | On Loan: No      |
| Wildfire Intermediate Holdings LLC                                               | Wildfire Intermediate Holdings LLC                                                                                               | CUSIP: 96812HAA6<br>LEI: 5493003RHEMQJZEXIR02 | Long             | DBT              | CORP              | US        |       4119000 | PA      | $4091697.62     | 0.01%             | 2029-10-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association Variable Rate Notes, Series 2024-96, Class FL                                           | CUSIP: 38384PC32<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      14112567 | PA      | $14082568.11    | 0.03%             | 2054-06-20      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| Foundation Finance Trust                                                         | Foundation Finance Trust, Series 2025-2A, Class E                                                                                | CUSIP: 35042NAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       2466000 | PA      | $2465746.50     | 0.01%             | 2052-04-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK HoldCo 4 Ltd.                                                         | VMED O2 UK HoldCo 4 Ltd., Facility 1st Lien Term Loan Z                                                                          | CUSIP: G9368PBJ2<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |       4000000 | PA      | $4672173.76     | 0.01%             | 2031-10-15      | Variable      | 5.32%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $477543.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NBK Tier 1 Ltd.                                                                  | NBK Tier 1 Ltd.                                                                                                                  | CUSIP: N/A<br>LEI: 5493000G4QCCEE8YHF19       | Long             | DBT              | CORP              | AE        |       4000000 | PA      | $3855000.00     | 0.01%             | 2026-08-24      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| State of New York                                                                | State of New York, Series 2019B                                                                                                  | CUSIP: 649791PX2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      11215000 | PA      | $10205238.44    | 0.02%             | 2032-02-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Vmed O2 UK Financing I plc                                                       | Vmed O2 UK Financing I plc                                                                                                       | CUSIP: 92858RAD2<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |       3324000 | PA      | $3454124.63     | 0.01%             | 2032-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Lehman ABS Manufactured Housing Contract Trust                                   | Lehman ABS Manufactured Housing Contract Trust, Series 2002-A, Class C                                                           | CUSIP: 52519SAX1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        422306 | PA      | $417933.56      | 0.00%             | 2033-06-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | Banco Santander SA                                                                                                               | CUSIP: 05971KAQ2<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |       6600000 | PA      | $7697065.20     | 0.02%             | 2033-05-21      | Variable      | 9.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Federal National Mortgage Association Variable Rate Notes, Series 2025-31, Class FA                                              | CUSIP: 3136BVYM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      59153192 | PA      | $59239827.79    | 0.14%             | 2054-06-25      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOP                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     588763669 | PA      | $3760399.35     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Commercial Mortgage Trust                                                        | Commercial Mortgage Trust, Series 2015-LC23, Class A4                                                                            | CUSIP: 12636FBJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       2008000 | PA      | $1999810.97     | 0.00%             | 2048-10-10      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| Czech Republic                                                                   | Czech Republic                                                                                                                   | CUSIP: N/A<br>LEI: 3157007EFDLQABN47912       | Long             | DBT              | NUSS              | CZ        |     267710000 | PA      | $12528113.27    | 0.03%             | 2036-12-04      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategies CLO Ltd.                                        | Carlyle Global Market Strategies CLO Ltd., Series 2014-3RA, Class A1A                                                            | CUSIP: 14315LAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       6463385 | PA      | $6462825.97     | 0.02%             | 2031-07-27      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| AGL Core CLO 36 Ltd.                                                             | AGL Core CLO 36 Ltd., Series 2024-36A, Class A                                                                                   | CUSIP: 00121WAC7<br>LEI: 2549000U240BORO02Z85 | Long             | ABS-CBDO         | CORP              | KY        |       2500000 | PA      | $2506162.25     | 0.01%             | 2038-01-23      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| Enbridge, Inc.                                                                   | Enbridge, Inc.                                                                                                                   | CUSIP: 29250NCJ2<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |       2933000 | PA      | $2962371.33     | 0.01%             | 2030-06-20      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $336.44         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Insight M, Inc.                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      13198015 | NS      | $1296045.07     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   61783000000 | PA      | $-75650.74      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EchoStar Corp.                                                                   | EchoStar Corp.                                                                                                                   | CUSIP: 278768AA4<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |       1251809 | PA      | $1142438.90     | 0.00%             | 2030-11-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Wynn Macau Ltd.                                                                  | Wynn Macau Ltd.                                                                                                                  | CUSIP: 98313RAJ5<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |      21000000 | PA      | $20853000.00    | 0.05%             | 2029-03-07      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   61997580997 | PA      | $866042.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      19517100 | PA      | $4645976.17     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                                                | HSBC Holdings plc                                                                                                                | CUSIP: N/A<br>LEI: MLU0ZO3ML4LN2LL2TL39       | Long             | DBT              | CORP              | GB        |      24800000 | PA      | $29441283.53    | 0.07%             | 2030-05-13      | Variable      | 3.31%                 | No            |                  2 | On Loan: No      |
| Boxer Parent Co., Inc.                                                           | Boxer Parent Co., Inc., 1st Lien Term Loan                                                                                       | CUSIP: 05988HAP2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      10667753 | PA      | $12536423.88    | 0.03%             | 2031-07-30      | Variable      | 5.51%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                                            | United Mexican States                                                                                                            | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |        283078 | PA      | $1504758.44     | 0.00%             | 2029-05-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Essential Utilities, Inc.                                                        | Essential Utilities, Inc.                                                                                                        | CUSIP: 29670GAJ1<br>LEI: 549300ILTEOF3E3QY357 | Short            | DBT              | CORP              | US        |       -300000 | PA      | $-303159.73     | -0.00%            | 2027-08-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Genesys Cloud Services, Inc.                                                     | Genesys Cloud Services, Inc., 1st Lien Term Loan                                                                                 | CUSIP: 39479UAY9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |        625883 | PA      | $625420.00      | 0.00%             | 2032-01-30      | Variable      | 9.33%                 | No            |                  2 | On Loan: No      |
| ZF Finance GmbH                                                                  | ZF Finance GmbH                                                                                                                  | CUSIP: N/A<br>LEI: 5493001N9T6QDCCXB426       | Long             | DBT              | CORP              | DE        |       5100000 | PA      | $6055605.36     | 0.01%             | 2026-08-03      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CSMC Mortgage-Backed Trust                                                       | CSMC Mortgage-Backed Trust, Series 2006-4, Class 1A3                                                                             | CUSIP: 12637HAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        637215 | PA      | $338026.98      | 0.00%             | 2036-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Domino's Pizza Enterprises Ltd.                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        103000 | NS      | $-71214.65      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $92525.57       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-96861.82      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     831684166 | PA      | $-5162051.32    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-104616.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SM Energy Co.                                                                    | SM Energy Co.                                                                                                                    | CUSIP: 78454LAN0<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |        539000 | PA      | $539254.41      | 0.00%             | 2026-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| WHARF Commercial Mortgage Trust                                                  | WHARF Commercial Mortgage Trust, Series 2025-DC, Class E                                                                         | CUSIP: 92987LAL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       6082000 | PA      | $6230427.56     | 0.01%             | 2040-07-15      | Variable      | 7.72%                 | No            |                  2 | On Loan: No      |
| Auto ABS Spanish Loans FT                                                        | Auto ABS Spanish Loans FT, Series 2024-1, Class B                                                                                | CUSIP: N/A<br>LEI: 9598007LTXPL84RD7W58       | Long             | ABS-O            | CORP              | ES        |       3673904 | PA      | $4344548.82     | 0.01%             | 2038-09-28      | Floating      | 3.23%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOP                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    -588763669 | PA      | $-1433235.09    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State of Oregon                                                                  | State of Oregon, Series 2003                                                                                                     | CUSIP: 68607LXQ5<br>LEI: 549300R5SUGZRD8KP359 | Long             | DBT              | MUN               | US        |       2141353 | PA      | $2190691.18     | 0.01%             | 2027-06-01      | Fixed         | 5.89%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $5964.20        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia (The)                                                        | Bank of Nova Scotia (The)                                                                                                        | CUSIP: 06417XAP6<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Short            | DBT              | CORP              | CA        |       -100000 | PA      | $-101899.61     | -0.00%            | 2030-02-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Republic of Indonesia                                                            | Republic of Indonesia                                                                                                            | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        | 1915139000000 | PA      | $118923844.44   | 0.28%             | 2035-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CommScope Technologies LLC                                                       | CommScope Technologies LLC                                                                                                       | CUSIP: 20338HAB9<br>LEI: M4TWC4QDOKW45N7T6Y12 | Short            | DBT              | CORP              | US        |      -1090000 | PA      | $-1061610.08    | -0.00%            | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority                                     | New York City Transitional Finance Authority Future Tax Secured, Series 2019B, Sub-Series B-3                                    | CUSIP: 64971XGG7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      11870000 | PA      | $11503720.95    | 0.03%             | 2031-08-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding XXIII Ltd.                                                  | Madison Park Funding XXIII Ltd., Series 2017-23A, Class BR                                                                       | CUSIP: 55820TAL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       2000000 | PA      | $2003276.00     | 0.00%             | 2031-07-27      | Floating      | 6.09%                 | No            |                  2 | On Loan: No      |
| Hashemite Kingdom of Jordan                                                      | Hashemite Kingdom of Jordan                                                                                                      | CUSIP: N/A<br>LEI: 5493000JZ4MYPVMBVN50       | Long             | DBT              | NUSS              | JO        |       1930000 | PA      | $1928842.00     | 0.00%             | 2025-07-07      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                                  | Citigroup, Inc.                                                                                                                  | CUSIP: N/A<br>LEI: 6SHGI4ZSSLCXXQSBB395       | Long             | DBT              | CORP              | US        |       6500000 | PA      | $7841051.57     | 0.02%             | 2032-05-14      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | NEC Corp.                                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -51000 | NS      | $-58449.22      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ziggo Bond Co. BV                                                                | Ziggo Bond Co. BV                                                                                                                | CUSIP: N/A<br>LEI: 213800JYI4P7V5QDOG59       | Long             | DBT              | CORP              | NL        |       5378000 | PA      | $5950954.81     | 0.01%             | 2032-11-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-101927.99     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ukraine                                                                          | Ukraine Government Bond                                                                                                          | CUSIP: 903724CE0<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |       4176201 | PA      | $1599484.98     | 0.00%             | 2034-02-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Regatta XXV Funding Ltd.                                                         | Regatta XXV Funding Ltd., Series 2023-1A, Class A1R                                                                              | CUSIP: 758978AL4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       5000000 | PA      | $5000000.00     | 0.01%             | 2038-07-15      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Chow Tai Fook Jewellery Group Ltd.                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -5609200 | NS      | $-447381.55     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Trestles CLO VII Ltd.                                                            | Trestles CLO VII Ltd., Series 2024-7A, Class A1                                                                                  | CUSIP: 89532XAC1<br>LEI: 254900F81BZ53L0B6092 | Long             | ABS-CBDO         | CORP              | KY        |      11000000 | PA      | $11022000.00    | 0.03%             | 2037-10-25      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association, Series 2021-96, Class MI                                                               | CUSIP: 38382UVU2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      37962556 | PA      | $6527031.39     | 0.02%             | 2051-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Crown Americas LLC                                                               | Crown Americas LLC                                                                                                               | CUSIP: 22819KAB6<br>LEI: RPPGGRL1J75WGF2DFO04 | Long             | DBT              | CORP              | US        |       1095000 | PA      | $1088853.44     | 0.00%             | 2026-09-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Seagate HDD Cayman                                                               | Seagate HDD Cayman                                                                                                               | CUSIP: 81180WBN0<br>LEI: 529900BD50TRWEG1SF63 | Long             | DBT              | CORP              | KY        |      11213000 | PA      | $11941822.57    | 0.03%             | 2029-12-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      25240000 | PA      | $-72053.97      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-39458.64      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                                 | Deutsche Bank AG                                                                                                                 | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | DBT              | CORP              | DE        |       7000000 | PA      | $7926131.07     | 0.02%             | 2027-10-30      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| Republic of Colombia                                                             | Republic of Colombia                                                                                                             | CUSIP: N/A<br>LEI: 549300MHDRBVRF6B9117       | Long             | DBT              | NUSS              | CO        |  336183600000 | PA      | $75631537.82    | 0.18%             | 2027-11-03      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Liberty                                                                          | Liberty, Series 2024-1A, Class A                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | AU        |       2066397 | PA      | $1362093.45     | 0.00%             | 2032-05-25      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-1015.13       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Venture Global Plaquemines LNG LLC                                               | Venture Global Plaquemines LNG LLC                                                                                               | CUSIP: 922966AB2<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |        312000 | PA      | $337715.66      | 0.00%             | 2035-05-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| OHA Credit Funding 5 Ltd.                                                        | OHA Credit Funding 5 Ltd., Series 2020-5A, Class AR                                                                              | CUSIP: 67113GAS6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      24220000 | PA      | $24305438.47    | 0.06%             | 2037-10-18      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $358636.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Loanpal Solar Loan Ltd.                                                          | Loanpal Solar Loan Ltd., Series 2020-2GF, Class A                                                                                | CUSIP: 53948KAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |       3079952 | PA      | $2599598.76     | 0.01%             | 2047-07-20      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands II BV                                    | Teva Pharmaceutical Finance Netherlands II BV                                                                                    | CUSIP: N/A<br>LEI: 549300HSQCIKJAOYIT23       | Long             | DBT              | CORP              | NL        |       4876000 | PA      | $5758445.47     | 0.01%             | 2027-05-09      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Trimaran CAVU Ltd.                                                               | Trimaran CAVU Ltd., Series 2024-1A, Class E                                                                                      | CUSIP: 89625LAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       2000000 | PA      | $2020272.80     | 0.00%             | 2038-01-25      | Floating      | 10.51%                | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-184457.61     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                                                     | Barclays Mortgage Loan Trust, Series 2024-NQM3, Class A2                                                                         | CUSIP: 066941AB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       3954831 | PA      | $3979859.33     | 0.01%             | 2064-06-25      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust                                                         | Ajax Mortgage Loan Trust, Series 2021-G, Class A                                                                                 | CUSIP: 009703AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      53876108 | PA      | $53683748.58    | 0.13%             | 2061-06-25      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| Federative Republic of Brazil                                                    | Federative Republic of Brazil                                                                                                    | CUSIP: N/A<br>LEI: 254900ZFY40OYEADAP90       | Long             | DBT              | NUSS              | BR        |        332909 | PA      | $58126263.11    | 0.14%             | 2027-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| China City Construction International Co. Ltd.                                   | China City Construction International Co. Ltd.                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | HK        |       2989562 | PA      | $0.04           | 0.00%             | 2017-07-03      | Fixed         | 5.35%                 | No            |                  3 | On Loan: No      |
| Angel Oak Mortgage Trust                                                         | Angel Oak Mortgage Trust, Series 2024-10, Class A1                                                                               | CUSIP: 034933AA9<br>LEI: 254900QN92XYN8GJBJ44 | Long             | ABS-MBS          | CORP              | US        |      11588105 | PA      | $11562482.97    | 0.03%             | 2069-10-25      | Variable      | 5.35%                 | No            |                  2 | On Loan: No      |
| Riverbank Park CLO Ltd.                                                          | Riverbank Park CLO Ltd., Series 2024-1A, Class E                                                                                 | CUSIP: 76857KAA7<br>LEI: 391200XRMVMR7GI9DR39 | Long             | ABS-CBDO         | CORP              | KY        |       2500000 | PA      | $2502366.75     | 0.01%             | 2038-01-25      | Floating      | 9.09%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     249476024 | PA      | $-12697869.10   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd.                                                           | Palmer Square CLO Ltd., Series 2025-1A, Class E                                                                                  | CUSIP: 69703UAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       1000000 | PA      | $993193.20      | 0.00%             | 2038-04-20      | Floating      | 8.81%                 | No            |                  2 | On Loan: No      |
| Newday Funding Master Issuer plc                                                 | Newday Funding Master Issuer plc, Series 2023-1X, Class B                                                                        | CUSIP: N/A<br>LEI: 213800GBPRAJHSB5YK19       | Long             | ABS-O            | CORP              | GB        |       4377000 | PA      | $6123444.36     | 0.01%             | 2031-11-15      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| NewDay Funding                                                                   | NewDay Funding, Series 2025-2X, Class B                                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | GB        |       3002000 | PA      | $4120695.30     | 0.01%             | 2033-07-15      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                                                     | BX Commercial Mortgage Trust, Series 2024-BRBK, Class D                                                                          | CUSIP: 05613NAL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1863000 | PA      | $1867648.56     | 0.00%             | 2041-10-15      | Floating      | 10.28%                | No            |                  2 | On Loan: No      |
| Walt Disney Co. (The)                                                            | Walt Disney Co. (The)                                                                                                            | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |         38498 | NS      | $4774136.98     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Starwood Mortgage Residential Trust                                              | Starwood Mortgage Residential Trust, Series 2020-3, Class B1                                                                     | CUSIP: 85573MAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       4942000 | PA      | $4554412.28     | 0.01%             | 2065-04-25      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       3496000 | PA      | $-177085.76     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Lendmark Funding Trust                                                           | Lendmark Funding Trust, Series 2024-2A, Class B                                                                                  | CUSIP: 52590AAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       2556000 | PA      | $2546532.83     | 0.01%             | 2034-02-21      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOP                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    2999955000 | PA      | $15038183.29    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| United Mexican States                                                            | United Mexican States                                                                                                            | CUSIP: 91087BBF6<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |       7358000 | PA      | $7435259.00     | 0.02%             | 2038-01-29      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Periama Holdings LLC                                                             | Periama Holdings LLC                                                                                                             | CUSIP: N/A<br>LEI: 254900NINXO00BLT2Z47       | Long             | DBT              | CORP              | US        |      11500000 | PA      | $11493215.00    | 0.03%             | 2026-04-19      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                                            | United Mexican States                                                                                                            | CUSIP: 91087BAU4<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |        703000 | PA      | $716708.50      | 0.00%             | 2028-02-09      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Pacific National Finance Pty. Ltd.                                               | Pacific National Finance Pty. Ltd.                                                                                               | CUSIP: N/A<br>LEI: 213800SSTRDXLWWVF948       | Long             | DBT              | CORP              | AU        |       7580000 | PA      | $4951810.16     | 0.01%             | 2054-12-11      | Variable      | 7.75%                 | No            |                  2 | On Loan: No      |
| Elevance Health, Inc.                                                            | Elevance Health, Inc.                                                                                                            | CUSIP: 036752BG7<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |       2595000 | PA      | $2603432.35     | 0.01%             | 2026-10-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Informatica, Inc.                                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          1908 | NC      | $14310.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Derby Buyer LLC                                                                  | Derby Buyer LLC, 1st Lien Term Loan                                                                                              | CUSIP: 24968CAE3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |        514507 | PA      | $511991.13      | 0.00%             | 2030-11-01      | Variable      | 7.31%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | DE        |       3483851 | PA      | $9177.49        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ELM Trust                                                                        | ELM Trust, Series 2024-ELM, Class XP10                                                                                           | CUSIP: 26860XAW1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      98981000 | PA      | $209998.09      | 0.00%             | 2039-06-10      | Variable      | 0.24%                 | No            |                  2 | On Loan: No      |
| COLT Mortgage Loan Trust                                                         | COLT Mortgage Loan Trust, Series 2022-8, Class B1                                                                                | CUSIP: 19688MAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       2315000 | PA      | $2304195.20     | 0.01%             | 2067-08-25      | Variable      | 6.49%                 | No            |                  2 | On Loan: No      |
| United Group BV                                                                  | United Group BV                                                                                                                  | CUSIP: N/A<br>LEI: 213800PC85O8BJ7DU398       | Long             | DBT              | CORP              | NL        |        562000 | PA      | $677721.77      | 0.00%             | 2031-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Belron UK Finance plc                                                            | Belron Uk Finance plc, 1st Lien Term Loan                                                                                        | CUSIP: 08078UAL7<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |      13676506 | PA      | $16077214.26    | 0.04%             | 2031-10-16      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     597999148 | PA      | $1412438.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | HICPXT                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | GB        |      43703800 | PA      | $-225170.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-48839.01      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust                                                       | J.P. Morgan Mortgage Trust, Series 2021-INV5, Class A5X                                                                          | CUSIP: 46653XAQ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      13296033 | PA      | $371965.84      | 0.00%             | 2051-12-25      | Variable      | 0.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOP                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |    -495916000 | PA      | $-1132302.69    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |       8886000 | PA      | $-71453.72      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Taurus UK DAC                                                                    | Taurus UK DAC, Series 2025-UK2X, Class D                                                                                         | CUSIP: N/A<br>LEI: 635400ZUSGYHROR9ZX12       | Long             | ABS-MBS          | CORP              | IE        |      15737397 | PA      | $21650909.96    | 0.05%             | 2035-02-18      | Floating      | 7.44%                 | No            |                  2 | On Loan: No      |
| BofA Securities, Inc.                                                            | BofA Securities, Inc.                                                                                                            | CUSIP: N/A<br>LEI: 549300HN4UKV1E2R3U73       | Long             | RA               | CORP              | US        |         90375 | PA      | $90375.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK Logistics DAC                                                                 | UK Logistics DAC, Series 2024-1X, Class A                                                                                        | CUSIP: N/A<br>LEI: 635400H22JMICKOJRJ36       | Long             | ABS-MBS          | CORP              | IE        |        564000 | PA      | $775722.95      | 0.00%             | 2034-05-17      | Floating      | 5.89%                 | No            |                  2 | On Loan: No      |
| AES Panama Generation Holdings SRL                                               | AES Panama Generation Holdings SRL                                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | PA        |        409265 | PA      | $372430.74      | 0.00%             | 2030-05-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       9090909 | PA      | $-808.96        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SK Hynix, Inc.                                                                   | SK Hynix, Inc.                                                                                                                   | CUSIP: N/A<br>LEI: 988400XAIK6XISWQV045       | Long             | EC               | CORP              | KR        |          5190 | NS      | $1118349.57     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mortimer 2024-Mix plc                                                            | Mortimer 2024-Mix plc, Series 2024-MIX, Class B                                                                                  | CUSIP: N/A<br>LEI: 213800F12CZ391USLI51       | Long             | ABS-MBS          | CORP              | GB        |       2390000 | PA      | $3284334.06     | 0.01%             | 2067-09-22      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| Jefferies GmbH                                                                   | Jefferies GmbH                                                                                                                   | CUSIP: N/A<br>LEI: 5493004I3LZM39BWHQ75       | Long             | DBT              | CORP              | DE        |       9000000 | PA      | $10586389.79    | 0.02%             | 2026-07-22      | Floating      | 3.43%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Trust                                                     | Chase Mortgage Finance Trust, Series 2007-S6, Class 1A1                                                                          | CUSIP: 161636AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      49552585 | PA      | $19933379.54    | 0.05%             | 2037-12-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                                           | Alternative Loan Trust, Series 2006-11CB, Class 3A1                                                                              | CUSIP: 12668BWF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       3550154 | PA      | $1602163.69     | 0.00%             | 2036-05-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $2934677.39     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Warwick Capital CLO 1 Ltd.                                                       | Warwick Capital CLO 1 Ltd., Series 2023-1A, Class A                                                                              | CUSIP: 936919AA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |       2000000 | PA      | $2012153.40     | 0.00%             | 2036-10-20      | Floating      | 6.37%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-349321.28     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Odido Holding BV                                                                 | Odido Holding BV, Facility 1st Lien Term Loan B2                                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | NL        |       4000000 | PA      | $4691209.44     | 0.01%             | 2029-03-30      | Variable      | 5.13%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-116469.84     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       6146000 | PA      | $64843.67       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KWG Group Holdings Ltd.                                                          | KWG Group Holdings Ltd.                                                                                                          | CUSIP: N/A<br>LEI: 549300LK82ZOM9ZE7H90       | Long             | DBT              | CORP              | KY        |       2000000 | PA      | $130000.00      | 0.00%             | 2024-11-10      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Long Gilt                                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |          -586 | NC      | $115889.01      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $218.11         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Albertsons Cos., Inc.                                                            | Albertsons Cos., Inc.                                                                                                            | CUSIP: 01309QAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        694000 | PA      | $715393.24      | 0.00%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BofA Securities, Inc.                                                            | BofA Securities, Inc.                                                                                                            | CUSIP: N/A<br>LEI: 549300HN4UKV1E2R3U73       | Long             | RA               | CORP              | US        |       5912325 | PA      | $5912325.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     306486719 | PA      | $-91807.05      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Corp. Trust                                               | GS Mortgage Securities Corp. Trust, Series 2025-800D, Class C                                                                    | CUSIP: 36273XAL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      12276000 | PA      | $12232204.14    | 0.03%             | 2041-11-25      | Floating      | 9.01%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | USD/JPY Down-and-out barrier option; Barrier price USD 136.00000                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CH        |      66615921 | PA      | $591994.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-436518.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-102273.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Last Mile Logistics Pan Euro Finance DAC                                         | Last Mile Logistics Pan Euro Finance DAC, Series 1X, Class C                                                                     | CUSIP: N/A<br>LEI: 635400NOPX1IKIAX7N90       | Long             | ABS-MBS          | CORP              | IE        |       1331397 | PA      | $1561180.18     | 0.00%             | 2033-08-17      | Floating      | 3.53%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                              | CUSIP: 91282CNH0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     395000000 | PA      | $397098437.50   | 0.94%             | 2028-06-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Quarzo SRL                                                                       | Quarzo SRL, Series 2024-1, Class D                                                                                               | CUSIP: N/A<br>LEI: 815600702F68B2ED0B22       | Long             | ABS-O            | CORP              | IT        |        695835 | PA      | $828359.91      | 0.00%             | 2041-06-15      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | GS Yuasa Corp.                                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |        -54400 | NS      | $-37335.75      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Topgolf Callaway Brands Corp.                                                    | Topgolf Callaway Brands Corp., 1st Lien Term Loan                                                                                | CUSIP: 89071LAB6<br>LEI: 5493005UB0KFRKBPCU72 | Long             | LON              | CORP              | US        |        939850 | PA      | $923872.43      | 0.00%             | 2030-03-18      | Variable      | 7.33%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-1780788.69    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ukraine                                                                          | Ukraine Government Bond                                                                                                          | CUSIP: N/A<br>LEI: 6354001WLTJXOMEXPY07       | Long             | DBT              | NUSS              | UA        |        928000 | PA      | $477920.00      | 0.00%             | 2034-02-01      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| Hiday Hidaka Corp.                                                               | Hiday Hidaka Corp.                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |         56900 | NS      | $1305203.35     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Conseco Finance Securitizations Corp.                                            | Conseco Finance Securitizations Corp., Series 2000-5, Class A6                                                                   | CUSIP: 20846QEQ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       6271039 | PA      | $1240420.97     | 0.00%             | 2031-05-01      | Fixed         | 7.96%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |       3940000 | PA      | $330756.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-2167014.28    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Booking Holdings, Inc.                                                                                                           | CUSIP: 09857L108<br>LEI: N/A                  | N/A              | DE               |  | GB        |           200 | NS      | $91164.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       2290000 | PA      | $26349.83       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cervantes Bidco SL                                                               | Cervantes Bidco SL, 1st Lien Term Loan B                                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | ES        |       4746234 | PA      | $5588645.92     | 0.01%             | 2031-12-03      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| Bayfront Infrastructure Capital Pte. Ltd.                                        | Bayfront Infrastructure Capital Pte. Ltd., Series 2025-1, Class A1SU                                                             | CUSIP: N/A<br>LEI: 254900OCG10BRFBMON33       | Long             | ABS-CBDO         | CORP              | SG        |       4020000 | PA      | $4003920.00     | 0.01%             | 2045-04-11      | Floating      | 5.63%                 | No            |                  3 | On Loan: No      |
| Gabonese Republic                                                                | Gabon Government Bond                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GA        |      11932000 | PA      | $10890813.68    | 0.03%             | 2029-02-18      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Dassault Systemes SE                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         33100 | NS      | $-48168.78      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                                           | Alternative Loan Trust, Series 2006-OA11, Class A4                                                                               | CUSIP: 02147DAU5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       2796520 | PA      | $2598278.60     | 0.01%             | 2046-09-25      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Nihon Kohden Corp.                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        143500 | NS      | $13674.95       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Japan-10-Year Bond                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | JP        |           -36 | NC      | $-5496.27       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Draegerwerk AG & Co. KGaA                                                        | Draegerwerk AG & Co. KGaA                                                                                                        | CUSIP: N/A<br>LEI: 5493005UFVHY0PPNKD75       | Long             | EP               | CORP              | DE        |         30094 | NS      | $2383538.30     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Indicor LLC                                                                      | Indicor LLC, 1st Lien Term Loan D                                                                                                | CUSIP: 77669LAK9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       1825414 | PA      | $1820284.12     | 0.00%             | 2029-11-22      | Variable      | 7.05%                 | No            |                  2 | On Loan: No      |
| Cairn CLO XVI DAC                                                                | Cairn CLO XVI DAC, Series 2023-16A, Class D                                                                                      | CUSIP: N/A<br>LEI: 635400R6LXK7VH6CDK32       | Long             | ABS-CBDO         | CORP              | IE        |        939000 | PA      | $1118388.41     | 0.00%             | 2037-01-15      | Floating      | 7.48%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Continental AG                                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |         -9400 | NS      | $-362.25        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Worldline SA                                                                     | Worldline SA                                                                                                                     | CUSIP: N/A<br>LEI: 549300CJMQNCA0U4TS33       | Long             | DBT              | CORP              | FR        |       1500000 | PA      | $1549768.00     | 0.00%             | 2029-11-27      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp.        | Uniform Mortgage-Backed Securities                                                                                               | CUSIP: 01F042681<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |   -1943900000 | PA      | $-1858580246.22 | -4.38%            | 2055-08-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Jupiter Mortgage No. 1 plc                                                       | Jupiter Mortgage No. 1 plc, Series 1X, Class CR                                                                                  | CUSIP: N/A<br>LEI: 6354009QIELPOGEAFS09       | Long             | ABS-MBS          | CORP              | GB        |       9209000 | PA      | $12776735.51    | 0.03%             | 2055-07-20      | Floating      | 6.50%                 | No            |                  2 | On Loan: No      |
| KSL Commercial Mortgage Trust                                                    | KSL Commercial Mortgage Trust, Series 2024-HT2, Class A                                                                          | CUSIP: 500937AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       9740000 | PA      | $9721205.70     | 0.02%             | 2039-12-15      | Floating      | 5.85%                 | No            |                  2 | On Loan: No      |
| GSAMP Trust                                                                      | GSAMP Trust, Series 2007-HS1, Class M6                                                                                           | CUSIP: 362429AG7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       3414000 | PA      | $3362593.35     | 0.01%             | 2047-02-25      | Floating      | 7.81%                 | No            |                  2 | On Loan: No      |
| Hungary                                                                          | Hungary Government Bond                                                                                                          | CUSIP: 445545AP1<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |       4406000 | PA      | $4439045.00     | 0.01%             | 2029-06-16      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Arini European CLO II DAC                                                        | Arini European CLO II DAC, Series 2X, Class A                                                                                    | CUSIP: N/A<br>LEI: 635400I3AJDMBZIMZK57       | Long             | ABS-CBDO         | CORP              | IE        |       5750000 | PA      | $6792659.75     | 0.02%             | 2038-04-15      | Floating      | 3.83%                 | No            |                  2 | On Loan: No      |
| Sage AR Funding                                                                  | Sage AR Funding, Series 2025-1X, Class D                                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | CORP              | GB        |       4728000 | PA      | $6527634.40     | 0.02%             | 2037-05-17      | Floating      | 8.14%                 | No            |                  2 | On Loan: No      |
| SCIL IV LLC                                                                      | SCIL IV LLC                                                                                                                      | CUSIP: N/A<br>LEI: 9845009F6D37C41A8572       | Long             | DBT              | CORP              | US        |       6219000 | PA      | $7700653.04     | 0.02%             | 2028-07-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Magnera Corp.                                                                    | Magnera Corp.                                                                                                                    | CUSIP: 377320AA4<br>LEI: 549300LDQLQBT38QDY28 | Long             | DBT              | CORP              | US        |       2479000 | PA      | $2190668.50     | 0.01%             | 2029-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Eurogrid GmbH                                                                    | Eurogrid GmbH                                                                                                                    | CUSIP: N/A<br>LEI: 967600Q53854Z2NBCC81       | Long             | DBT              | CORP              | DE        |      13700000 | PA      | $16011602.25    | 0.04%             | 2035-10-18      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| Henley CLO XII DAC                                                               | Henley CLO XII DAC, Series 12X, Class D                                                                                          | CUSIP: N/A<br>LEI: 635400SQELBB2FR6QN30       | Long             | ABS-CBDO         | CORP              | IE        |       1320000 | PA      | $1570941.59     | 0.00%             | 2038-01-15      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                                               | Banco Bilbao Vizcaya Argentaria SA                                                                                               | CUSIP: N/A<br>LEI: K8MS7FD7N5Z2WQ51AZ71       | Long             | DBT              | CORP              | ES        |       3800000 | PA      | $4739187.34     | 0.01%             | 2030-12-13      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp., Series 2019-KW08, Class X2A                                                                    | CUSIP: 30297YAA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     265919798 | PA      | $691604.21      | 0.00%             | 2029-01-25      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Corp. Trust                                               | GS Mortgage Securities Corp. Trust, Series 2017-375H, Class A                                                                    | CUSIP: 36254JAA3<br>LEI: 5493005BBCF84ICNQ550 | Long             | ABS-MBS          | CORP              | US        |       1460000 | PA      | $1406493.19     | 0.00%             | 2037-09-10      | Variable      | 3.59%                 | No            |                  2 | On Loan: No      |
| RBC Capital Markets LLC                                                          | RBC Capital Markets LLC                                                                                                          | CUSIP: N/A<br>LEI: 549300LCO2FLSSVFFR64       | Long             | RA               | CORP              | US        |       1360031 | PA      | $1360031.25     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| iShares Trust                                                                    | iShares iBoxx $ High Yield Corporate Bond ETF                                                                                    | CUSIP: 464288513<br>LEI: 549300FCCXHK7O37PQ68 | Short            |  | RF                | US        |      -1608000 | NS      | $-129685200.00  | -0.31%            |  |  |  | No            |                  1 | On Loan: No      |
| Webuild SpA                                                                      | Webuild SpA                                                                                                                      | CUSIP: N/A<br>LEI: 549300UKR289DF4UXQ47       | Short            | DBT              | CORP              | IT        |      -2970000 | PA      | $-3519355.63    | -0.01%            | 2027-01-28      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Muangthai Capital PCL                                                            | Muangthai Capital PCL                                                                                                            | CUSIP: N/A<br>LEI: 254900ZI1FO2W9132C98       | Long             | DBT              | CORP              | TH        |       7700000 | PA      | $7651875.00     | 0.02%             | 2028-09-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Tennessee Housing Development Agency                                             | Tennessee Housing Development Agency, Series 2018-3                                                                              | CUSIP: 880461VX3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |        765000 | PA      | $681842.03      | 0.00%             | 2043-07-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| SC Germany SA Compartment Consumer                                               | SC Germany SA Compartment Consumer, Series 2024-1, Class B                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | LU        |       1900000 | PA      | $2239998.44     | 0.01%             | 2038-01-14      | Floating      | 2.91%                 | No            |                  2 | On Loan: No      |
| Option One Mortgage Loan Trust                                                   | Option One Mortgage Loan Trust, Series 2007-FXD1, Class 3A4                                                                      | CUSIP: 68402VAF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        549838 | PA      | $536429.26      | 0.00%             | 2037-01-25      | Variable      | 5.86%                 | No            |                  2 | On Loan: No      |
| FirstCash, Inc.                                                                  | FirstCash, Inc.                                                                                                                  | CUSIP: 33767DAD7<br>LEI: 549300V2X3UU7K0DG350 | Long             | DBT              | CORP              | US        |       1866000 | PA      | $1930923.74     | 0.00%             | 2032-03-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Flatiron CLO 25 Ltd.                                                             | Flatiron CLO 25 Ltd., Series 2024-2A, Class C                                                                                    | CUSIP: 33883XAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |        310000 | PA      | $310316.39      | 0.00%             | 2037-10-17      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| OCP SA                                                                           | OCP SA                                                                                                                           | CUSIP: N/A<br>LEI: 213800D26TAPVTCVWG40       | Long             | DBT              | NUSS              | MA        |       4882000 | PA      | $4860031.00     | 0.01%             | 2025-10-22      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Sixth Street CLO XVII Ltd.                                                       | Sixth Street CLO XVII Ltd., Series 2021-17A, Class D2R                                                                           | CUSIP: 83012FAW8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       1500000 | PA      | $1512543.90     | 0.00%             | 2038-04-17      | Floating      | 8.13%                 | No            |                  2 | On Loan: No      |
| Market Bidco Finco plc                                                           | Market Bidco Finco plc                                                                                                           | CUSIP: N/A<br>LEI: 549300UGYX6EBVHRVG53       | Long             | DBT              | CORP              | GB        |       8725000 | PA      | $11737203.12    | 0.03%             | 2027-11-04      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOP                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     -36465000 | PA      | $-1389441.35    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chemours Co. (The)                                                               | Chemours Co. (The), 1st Lien Term Loan B3                                                                                        | CUSIP: 16384YAK3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       6000000 | PA      | $7041196.13     | 0.02%             | 2028-08-18      | Variable      | 5.26%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SPDR S&P 500 ETF Trust                                                                                                           | CUSIP: 00CBPA2P7<br>LEI: N/A                  | N/A              | DE               |  | US        |         -3998 | NC      | $-991504.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                              | Pan Pacific International Holdings Corp.                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |        -31900 | NS      | $-30719.77      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Hermitage 2024 plc                                                               | Hermitage 2024 plc, Series 2024-1, Class C                                                                                       | CUSIP: N/A<br>LEI: 635400OUUMGTAI2EJA52       | Long             | ABS-O            | CORP              | GB        |       1570005 | PA      | $2161255.04     | 0.01%             | 2033-04-21      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment, Inc.                                                      | Caesars Entertainment, Inc., 1st Lien Term Loan B                                                                                | CUSIP: 12768EAG1<br>LEI: 549300FA4CTCW903Y781 | Long             | LON              | CORP              | US        |        821608 | PA      | $819964.83      | 0.00%             | 2030-02-06      | Variable      | 6.58%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-924.13        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-126963.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-1609330.25    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                                           | Arab Republic of Egypt                                                                                                           | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | STIV             | NUSS              | EG        |     108275000 | PA      | $1970976.10     | 0.00%             | 2025-11-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Banijay Entertainment SAS                                                        | Banijay Entertainment SAS, Facility 1st Lien Term Loan B4                                                                        | CUSIP: F6456UAG8<br>LEI: N/A                  | Long             | LON              | CORP              | FR        |        932203 | PA      | $1095464.09     | 0.00%             | 2032-02-10      | Variable      | 5.59%                 | No            |                  2 | On Loan: No      |
| Western Alliance Bank                                                            | Western Alliance Bank, Series 2021-CL2, Class M1                                                                                 | CUSIP: 95763PNC1<br>LEI: SI7YQSVPFZBSQ878IC17 | Long             | ABS-MBS          | CORP              | US        |      11086208 | PA      | $11532622.85    | 0.03%             | 2059-07-25      | Floating      | 7.46%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Symrise AG                                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         11200 | NS      | $-93147.19      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Mosaic Solar Loan Trust                                                          | Mosaic Solar Loan Trust, Series 2019-1A, Class A                                                                                 | CUSIP: 61946CAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      10163952 | PA      | $9540553.33     | 0.02%             | 2043-12-21      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| Ambipar Lux SARL                                                                 | Ambipar Lux SARL                                                                                                                 | CUSIP: 02319WAB7<br>LEI: 9845008C0E14F9BDEK55 | Long             | DBT              | CORP              | LU        |       4140000 | PA      | $3929108.40     | 0.01%             | 2033-02-05      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $665984.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-13335.55      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CSMC Trust                                                                       | CSMC Trust, Series 2017-2, Class CERT                                                                                            | CUSIP: 12651N106<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       1575982 | PA      | $1364579.38     | 0.00%             | 2047-02-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $368750.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Residential Mortgage Loan Trust                                                  | Residential Mortgage Loan Trust, Series 2019-2, Class B2                                                                         | CUSIP: 76119DAF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       4847000 | PA      | $4784414.57     | 0.01%             | 2059-05-25      | Variable      | 6.04%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust                                                       | J.P. Morgan Mortgage Trust, Series 2021-INV7, Class A2X                                                                          | CUSIP: 46654CAF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      56455081 | PA      | $1601907.28     | 0.00%             | 2052-02-25      | Variable      | 0.50%                 | No            |                  2 | On Loan: No      |
| Republic of Peru                                                                 | Republic of Peru                                                                                                                 | CUSIP: 715638FB3<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     245758000 | PA      | $71452731.94    | 0.17%             | 2035-08-12      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd.                                                                | CIFC Funding 2018-II Ltd., Series 2018-2A, Class BR                                                                              | CUSIP: 17180WAN5<br>LEI: 635400A7PBKNR7KBOY58 | Long             | ABS-CBDO         | CORP              | KY        |        500000 | PA      | $501290.95      | 0.00%             | 2037-10-20      | Floating      | 6.02%                 | No            |                  2 | On Loan: No      |
| Bertelsmann SE & Co. KGaA                                                        | Bertelsmann SE & Co. KGaA                                                                                                        | CUSIP: N/A<br>LEI: 5299001BUUGXAREGE533       | Long             | DBT              | CORP              | DE        |       7900000 | PA      | $9304083.43     | 0.02%             | 2075-04-23      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                     | ING Groep NV                                                                                                                     | CUSIP: N/A<br>LEI: 549300NYKK9MWM7GGW15       | Long             | DBT              | CORP              | NL        |       3300000 | PA      | $4485715.88     | 0.01%             | 2026-02-18      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MGM Resorts International                                                        | MGM Resorts International                                                                                                        | CUSIP: 552953CH2<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |       1142000 | PA      | $1128301.14     | 0.00%             | 2028-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                                           | Arab Republic of Egypt                                                                                                           | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |        252000 | PA      | $249921.00      | 0.00%             | 2028-02-21      | Fixed         | 6.59%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      95244813 | PA      | $48716.94       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |       7485000 | PA      | $-179896.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Together Asset-Backed Securitisation plc                                         | Together Asset-Backed Securitisation plc, Series 2024-1ST1X, Class A                                                             | CUSIP: N/A<br>LEI: 635400TPBBDP9FM5EY24       | Long             | ABS-MBS          | CORP              | GB        |       9804803 | PA      | $13509597.22    | 0.03%             | 2064-08-15      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| Czech Republic                                                                   | Czech Republic                                                                                                                   | CUSIP: N/A<br>LEI: 3157007EFDLQABN47912       | Long             | DBT              | NUSS              | CZ        |     744800000 | PA      | $31055125.84    | 0.07%             | 2030-05-15      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| Lendmark Funding Trust                                                           | Lendmark Funding Trust, Series 2024-1A, Class D                                                                                  | CUSIP: 52603DAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       1790000 | PA      | $1832282.31     | 0.00%             | 2032-06-21      | Fixed         | 7.21%                 | No            |                  2 | On Loan: No      |
| Vedanta Resources Finance II plc                                                 | Vedanta Resources Finance II plc                                                                                                 | CUSIP: N/A<br>LEI: 8945002DGA3BBXO3N634       | Long             | DBT              | CORP              | GB        |      22515000 | PA      | $23331168.75    | 0.06%             | 2029-09-17      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| Rockford Tower CLO Ltd.                                                          | Rockford Tower CLO Ltd., Series 2021-1A, Class C                                                                                 | CUSIP: 77341KAG6<br>LEI: 5493000QG193Z8ZVLY16 | Long             | ABS-CBDO         | CORP              | KY        |        250000 | PA      | $250577.68      | 0.00%             | 2034-07-20      | Floating      | 6.53%                 | No            |                  2 | On Loan: No      |
| Lenzing AG                                                                       | Lenzing AG                                                                                                                       | CUSIP: N/A<br>LEI: 529900BKFJBI0QRDJH63       | Long             | DBT              | CORP              | AT        |       3000000 | PA      | $3499847.30     | 0.01%             | 2025-09-07      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOP                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |     171939075 | PA      | $3566426.11     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDIT                                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | FR        |       8560000 | PA      | $369185.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $125403.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Advantest Corp.                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |           700 | NS      | $6524.88        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fondo MIVIVIENDA SA                                                              | Fondo MIVIVIENDA SA                                                                                                              | CUSIP: N/A<br>LEI: 549300X41PNOK11PZ670       | Long             | DBT              | NUSS              | PE        |        789000 | PA      | $785930.79      | 0.00%             | 2027-04-12      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Thames Water Utilities Ltd.                                                      | Thames Water Utilities Ltd., Series 144.                                                                                         | CUSIP: 882918AA3<br>LEI: 213800JKM5UQHFJOTZ25 | Long             | DBT              | CORP              | GB        |        205755 | PA      | $235568.26      | 0.00%             | 2027-03-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Banco de Sabadell SA                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        653800 | NS      | $-101738.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Covestro AG                                                                      | Covestro AG                                                                                                                      | CUSIP: N/A<br>LEI: 3912005AWHKLQ1CPLV11       | Long             | EC               | CORP              | DE        |        134578 | NS      | $9574979.77     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $294058.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | U.S. Treasury 10-Year Ultra Note                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        -18310 | NC      | $-49416012.44   | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| Duomo Bidco SpA                                                                  | Duomo Bidco SpA                                                                                                                  | CUSIP: N/A<br>LEI: 8156008BEDB552B30829       | Long             | DBT              | CORP              | IT        |       3384000 | PA      | $4006113.72     | 0.01%             | 2031-07-15      | Floating      | 6.40%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment, Inc.                                                      | Caesars Entertainment, Inc.                                                                                                      | CUSIP: 12769G100<br>LEI: 549300FA4CTCW903Y781 | Long             | EC               | CORP              | US        |        278230 | NS      | $7898949.70     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust                                       | JPMBB Commercial Mortgage Securities Trust, Series 2014-C22, Class XA                                                            | CUSIP: 46642NBF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        457845 | PA      | $4.76           | 0.00%             | 2047-09-15      | Variable      | 0.55%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    1402269981 | PA      | $53793.81       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $157373.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GSAA Home Equity Trust                                                           | GSAA Home Equity Trust, Series 2006-18, Class AF2A                                                                               | CUSIP: 3622ELAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        206131 | PA      | $56474.14       | 0.00%             | 2036-11-25      | Variable      | 5.63%                 | No            |                  2 | On Loan: No      |
| Veritas Corp.                                                                    | Veritas Corp., 1st Lien Term Loan B                                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4119576 | PA      | $4119575.50     | 0.01%             | 2031-06-30      | Variable      | 16.80%                | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                            | Bank of America Corp.                                                                                                            | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |         89284 | NS      | $4224918.88     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| United Kingdom of Great Britain and Northern Ireland                             | U.K. Treasury Bonds                                                                                                              | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Short            | DBT              | NUSS              | GB        |     -28217415 | PA      | $-25626266.85   | -0.06%            | 2046-03-22      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| GCAT Trust                                                                       | GCAT Trust, Series 2022-NQM4, Class A1                                                                                           | CUSIP: 36170HAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      11127973 | PA      | $11087020.56    | 0.03%             | 2067-08-25      | Variable      | 5.27%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | O'Reilly Automotive, Inc.                                                                                                        | CUSIP: 67103H107<br>LEI: N/A                  | N/A              | DE               |  | GB        |        -16900 | NS      | $19097.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GoTo Group, Inc.                                                                 | GoTo Group, Inc.                                                                                                                 | CUSIP: 38349YAA3<br>LEI: 549300D12V5KRBV00592 | Long             | DBT              | CORP              | US        |       7427800 | PA      | $6090796.00     | 0.01%             | 2028-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Global Markets Holdings, Inc.                                          | Citigroup Global Markets Holdings, Inc., Series 388                                                                              | CUSIP: N/A<br>LEI: 82VOJDD5PTRDMVVMGV31       | Long             | DBT              | CORP              | US        |       6000000 | PA      | $6547500.00     | 0.02%             | 2028-10-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Republic of Cote d'Ivoire                                                        | Republic of Cote d'Ivoire                                                                                                        | CUSIP: 221625AU0<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |       1091000 | PA      | $1046683.58     | 0.00%             | 2037-01-30      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Versa Networks, Inc., Series E                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       1143143 | NS      | $4618297.72     | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Republic of Kenya                                                                | Republic of Kenya                                                                                                                | CUSIP: N/A<br>LEI: 549300VVURQQYU45PR87       | Long             | DBT              | NUSS              | KE        |      12632000 | PA      | $11731401.56    | 0.03%             | 2032-05-22      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Standard Chartered plc                                                           | Standard Chartered plc                                                                                                           | CUSIP: N/A<br>LEI: U4LOSYZ7YG4W3S5F2G91       | Long             | DBT              | CORP              | GB        |       1203000 | PA      | $1319063.93     | 0.00%             | 2029-11-17      | Variable      | 0.80%                 | No            |                  2 | On Loan: No      |
| MHC Commercial Mortgage Trust                                                    | MHC Commercial Mortgage Trust, Series 2021-MHC, Class A                                                                          | CUSIP: 55316VAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        512081 | PA      | $512081.07      | 0.00%             | 2038-04-15      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                                           | Arab Republic of Egypt                                                                                                           | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |       4165000 | PA      | $4194946.35     | 0.01%             | 2029-03-01      | Fixed         | 7.60%                 | No            |                  2 | On Loan: No      |
| Sage AR Funding                                                                  | Sage AR Funding, Series 2025-1X, Class B                                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | CORP              | GB        |       6759000 | PA      | $9345969.87     | 0.02%             | 2037-05-17      | Floating      | 6.24%                 | No            |                  2 | On Loan: No      |
| Titanium 2l Bondco SARL                                                          | Titanium 2l Bondco SARL                                                                                                          | CUSIP: N/A<br>LEI: 636700S4QMU2DWYOSF67       | Long             | DBT              | CORP              | LU        |      38898200 | PA      | $13384061.35    | 0.03%             | 2031-01-14      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Republic of Costa Rica                                                           | Republic of Costa Rica                                                                                                           | CUSIP: N/A<br>LEI: 549300S1EK2VN6XVJP58       | Long             | DBT              | NUSS              | CR        |       7830000 | PA      | $8113837.50     | 0.02%             | 2045-03-12      | Fixed         | 7.16%                 | No            |                  2 | On Loan: No      |
| Sands China Ltd.                                                                 | Sands China Ltd.                                                                                                                 | CUSIP: 80007RAL9<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |       9000000 | PA      | $8583750.00     | 0.02%             | 2030-06-18      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| DEMIRE Deutsche Mittelstand Real Estate AG                                       | DEMIRE Deutsche Mittelstand Real Estate AG                                                                                       | CUSIP: N/A<br>LEI: 391200FHEFGXUKL2BO93       | Long             | DBT              | CORP              | DE        |       5580000 | PA      | $6177538.11     | 0.01%             | 2027-12-31      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Barings CLO Ltd.                                                                 | Barings CLO Ltd., Series 2015-IA, Class AR                                                                                       | CUSIP: 056162AN0<br>LEI: 549300QR3VQZ1T0JUI29 | Long             | ABS-CBDO         | CORP              | KY        |        951031 | PA      | $952364.53      | 0.00%             | 2031-01-20      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| Northwestern Mutual Global Funding                                               | Northwestern Mutual Global Funding                                                                                               | CUSIP: 66815L2Q1<br>LEI: 635400LZXFVELZDVP257 | Short            | DBT              | CORP              | US        |       -100000 | PA      | $-101088.82     | -0.00%            | 2029-01-10      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| Cassia SRL                                                                       | Cassia SRL, Series 2022-1X, Class B                                                                                              | CUSIP: N/A<br>LEI: 815600A9D6ADF4638276       | Long             | ABS-MBS          | CORP              | IT        |       5922311 | PA      | $6955466.51     | 0.02%             | 2034-05-22      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| Point Au Roche Park CLO Ltd.                                                     | Point Au Roche Park CLO Ltd., Series 2021-1A, Class A                                                                            | CUSIP: 73052VAA3<br>LEI: 5493000RMLD359CPH591 | Long             | ABS-CBDO         | CORP              | KY        |       1000000 | PA      | $1002527.50     | 0.00%             | 2034-07-20      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| Vodafone Group plc                                                               | Vodafone Group plc                                                                                                               | CUSIP: 92857WBQ2<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |       2500000 | PA      | $2608362.50     | 0.01%             | 2079-04-04      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Tower Bridge Funding plc                                                         | Tower Bridge Funding plc, Series 2023-1X, Class B                                                                                | CUSIP: N/A<br>LEI: 635400CDNN2YH4YB6Q06       | Long             | ABS-MBS          | CORP              | GB        |       1469000 | PA      | $2017834.35     | 0.00%             | 2064-10-20      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| Romania                                                                          | Romania Government Bond                                                                                                          | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |       4238000 | PA      | $5030891.20     | 0.01%             | 2032-07-11      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Mehilainen Yhtiot Oy                                                             | Mehilainen Yhtiot Oy                                                                                                             | CUSIP: N/A<br>LEI: 2138006X78HGYRHS5865       | Long             | DBT              | CORP              | FI        |       7659000 | PA      | $9060171.99     | 0.02%             | 2032-06-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $404117.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       1480000 | PA      | $79063.94       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                                                  | BRAVO Residential Funding Trust, Series 2024-NQM1, Class B1                                                                      | CUSIP: 10570FAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        565000 | PA      | $571795.20      | 0.00%             | 2063-12-01      | Fixed         | 8.04%                 | No            |                  2 | On Loan: No      |
| Polaris plc                                                                      | Polaris plc, Series 2025-1, Class B                                                                                              | CUSIP: N/A<br>LEI: 635400MKPQQD5URNMC45       | Long             | ABS-MBS          | CORP              | GB        |       1631000 | PA      | $2239372.00     | 0.01%             | 2068-02-26      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| Lakeside Park CLO Ltd.                                                           | Lakeside Park CLO Ltd., Series 2025-1A, Class E                                                                                  | CUSIP: 51219AAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       2000000 | PA      | $1983993.20     | 0.00%             | 2038-04-15      | Floating      | 8.86%                 | No            |                  2 | On Loan: No      |
| Emirate of Dubai United Arab Emirates                                            | United Arab Emirates Government Bond                                                                                             | CUSIP: N/A<br>LEI: 549300IY6A4IPIRLLX57       | Long             | DBT              | NUSS              | AE        |       2995000 | PA      | $2114380.15     | 0.00%             | 2050-09-09      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     193842500 | PA      | $5120907.24     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NYMT Trust                                                                       | NYMT Trust, Series 2024-RR1, Class A                                                                                             | CUSIP: 62956VAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      13396602 | PA      | $13319047.30    | 0.03%             | 2064-05-25      | Variable      | 7.37%                 | No            |                  2 | On Loan: No      |
| BofA Securities, Inc.                                                            | BofA Securities, Inc.                                                                                                            | CUSIP: N/A<br>LEI: 549300HN4UKV1E2R3U73       | Long             | RA               | CORP              | US        |       6779250 | PA      | $6779250.00     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Equity Option Index                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | FR        |          1200 | NC      | $19676.23       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Verdelite Static CLO Ltd.                                                        | Verdelite Static CLO Ltd., Series 2024-1A, Class A                                                                               | CUSIP: 92338VAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |       5886436 | PA      | $5891470.90     | 0.01%             | 2032-07-20      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | ETRS                                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |       1365317 | PA      | $-2253545.18    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                                           | Arab Republic of Egypt                                                                                                           | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | STIV             | NUSS              | EG        |      14825000 | PA      | $270698.22      | 0.00%             | 2025-11-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Vmed O2 UK Financing I plc                                                       | Vmed O2 UK Financing I plc                                                                                                       | CUSIP: 92858RAB6<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |       5341000 | PA      | $4940565.52     | 0.01%             | 2031-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Hilton Worldwide Holdings, Inc.                                                                                                  | CUSIP: 00PBL4GD3<br>LEI: N/A                  | N/A              | DE               |  | US        |          -750 | NC      | $-183750.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                              | NIKE, Inc.                                                                                                                       | CUSIP: 00PBNMST3<br>LEI: N/A                  | N/A              | DE               |  | US        |          7728 | NC      | $30912.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Navient Education Loan Trust                                                     | Navient Education Loan Trust, Series 2025-A, Class D                                                                             | CUSIP: 63943EAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        911000 | PA      | $917441.05      | 0.00%             | 2055-07-15      | Fixed         | 6.03%                 | No            |                  2 | On Loan: No      |
| Treasury Corp. of Victoria                                                       | Treasury Corp. of Victoria                                                                                                       | CUSIP: N/A<br>LEI: 549300ZJM7BQW1P9UV75       | Long             | DBT              | NUSS              | AU        |      27590000 | PA      | $18332860.32    | 0.04%             | 2039-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Prysmian SpA                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          3181 | NS      | $9221.31        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Investor AB, Class B                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         82000 | NS      | $66853.02       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal Republic of Nigeria                                                      | Federal Republic of Nigeria                                                                                                      | CUSIP: N/A<br>LEI: 549300GSBZD84TNEQ285       | Long             | DBT              | NUSS              | NG        |       9486000 | PA      | $9014640.66     | 0.02%             | 2030-02-23      | Fixed         | 7.14%                 | No            |                  2 | On Loan: No      |
| Virgin Media Vendor Financing Notes IV DAC                                       | Virgin Media Vendor Financing Notes IV DAC                                                                                       | CUSIP: 92770QAA5<br>LEI: 635400ZZNJSEA4CAJR23 | Long             | DBT              | CORP              | IE        |       2511000 | PA      | $2458232.84     | 0.01%             | 2028-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Mariner Finance issuance Trust                                                   | Mariner Finance issuance Trust, Series 2024-BA, Class E                                                                          | CUSIP: 56847GAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      19480000 | PA      | $20319907.47    | 0.05%             | 2038-11-20      | Fixed         | 8.80%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-25170.98      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Midwest Gaming Borrower LLC                                                      | Midwest Gaming Borrower LLC                                                                                                      | CUSIP: 59833DAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       5183000 | PA      | $4992609.75     | 0.01%             | 2029-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| 3M Co.                                                                           | 3M Co.                                                                                                                           | CUSIP: 88579YAN1<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |      13328000 | PA      | $14860818.90    | 0.04%             | 2030-05-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                                                                   | CUSIP: 61747YFH3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Short            | DBT              | CORP              | US        |       -200000 | PA      | $-211844.35     | -0.00%            | 2029-11-01      | Variable      | 6.41%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |        220000 | PA      | $7314.04        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDIO                                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |    -725000000 | PA      | $-587337.24     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GreenSky Home Improvement Trust                                                  | GreenSky Home Improvement Trust, Series 2024-1, Class B                                                                          | CUSIP: 39571MAF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       2127000 | PA      | $2165067.34     | 0.01%             | 2059-06-25      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| Banca Transilvania SA                                                            | Banca Transilvania SA                                                                                                            | CUSIP: N/A<br>LEI: 549300RG3H390KEL8896       | Long             | EC               | CORP              | RO        |        117228 | NS      | $844322.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust                                                         | Ajax Mortgage Loan Trust, Series 2021-C, Class B                                                                                 | CUSIP: 009733AB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       6230258 | PA      | $6143812.66     | 0.01%             | 2061-01-25      | Variable      | 6.72%                 | No            |                  2 | On Loan: No      |
| Fantasia Holdings Group Co. Ltd.                                                 | Fantasia Holdings Group Co. Ltd.                                                                                                 | CUSIP: N/A<br>LEI: 5493005JQNLB3I01JW62       | Long             | DBT              | CORP              | KY        |       3180000 | PA      | $87450.00       | 0.00%             | 2024-12-17      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Telenet Finance Luxembourg Notes SARL                                            | Telenet Finance Luxembourg Notes SARL                                                                                            | CUSIP: N/A<br>LEI: 2138007RI9GLJPCC3E25       | Long             | DBT              | CORP              | LU        |      16000000 | PA      | $15831747.84    | 0.04%             | 2028-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     117820000 | PA      | $-474945.48     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| KKR Group Finance Co. VI LLC                                                     | KKR Group Finance Co. VI LLC                                                                                                     | CUSIP: 48252AAA9<br>LEI: 549300TUJWGHJM3FSJ07 | Short            | DBT              | CORP              | US        |       -300000 | PA      | $-291335.78     | -0.00%            | 2029-07-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Mineral Resources Ltd.                                                           | Mineral Resources Ltd.                                                                                                           | CUSIP: 603051AC7<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |        300000 | PA      | $301398.00      | 0.00%             | 2027-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                                                      | Toronto-Dominion Bank (The)                                                                                                      | CUSIP: N/A<br>LEI: PT3QB789TSUIDF371261       | Long             | DBT              | CORP              | CA        |       3266000 | PA      | $4360624.20     | 0.01%             | 2027-04-05      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Polus US CLO II Ltd.                                                             | Polus US CLO II Ltd., Series 2025-2A, Class A1                                                                                   | CUSIP: 73163VAC5<br>LEI: 254900AGAA5TXFLBCL85 | Long             | ABS-CBDO         | CORP              | KY        |       3010000 | PA      | $3022040.30     | 0.01%             | 2038-07-20      | Floating      | 5.80%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz International Finance BV                                           | Mercedes-Benz International Finance BV                                                                                           | CUSIP: N/A<br>LEI: 529900RUGCXMPEENHQ31       | Long             | DBT              | CORP              | NL        |       2704000 | PA      | $3222142.33     | 0.01%             | 2026-05-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDI                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      67169025 | PA      | $5060956.79     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Klabin SA                                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -300800 | NS      | $-65607.33      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FactSet Research Systems, Inc.                                                   | FactSet Research Systems, Inc.                                                                                                   | CUSIP: 303075105<br>LEI: 549300ZSJE7NBK6K9P30 | Long             | EC               | CORP              | US        |          1714 | NS      | $766637.92      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SP Distribution plc                                                              | SP Distribution plc                                                                                                              | CUSIP: N/A<br>LEI: 213800V3K259FGE7VX47       | Long             | DBT              | CORP              | GB        |       2566000 | PA      | $3568692.07     | 0.01%             | 2026-07-17      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Silver Point CLO 8 Ltd.                                                          | Silver Point CLO 8 Ltd., Series 2025-8A, Class A1                                                                                | CUSIP: 827918AA1<br>LEI: 254900U97WKD6RJ07L38 | Long             | ABS-CBDO         | CORP              | KY        |       7440000 | PA      | $7436785.92     | 0.02%             | 2038-04-15      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Norwegian Cruise Line Holdings Ltd.                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |        -70900 | NS      | $-119112.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CAFL Issuer LLC                                                                  | CAFL Issuer LLC, Series 2024-RTL1, Class A1                                                                                      | CUSIP: 12770DAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       3230000 | PA      | $3274293.96     | 0.01%             | 2031-11-28      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| LBA Trust                                                                        | LBA Trust, Series 2024-7IND, Class D                                                                                             | CUSIP: 52109XAL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1628000 | PA      | $1631052.50     | 0.00%             | 2041-10-15      | Floating      | 6.95%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp.                                                            | Westpac Banking Corp.                                                                                                            | CUSIP: N/A<br>LEI: EN5TNI6CI43VEPAMHL14       | Long             | DBT              | CORP              | AU        |      11710000 | PA      | $7769979.24     | 0.02%             | 2040-06-04      | Variable      | 5.82%                 | No            |                  2 | On Loan: No      |
| Brand Industrial Services, Inc.                                                  | Brand Industrial Services, Inc., 1st Lien Term Loan C                                                                            | CUSIP: 10524MAS6<br>LEI: 549300B658W2BPDQMW42 | Long             | LON              | CORP              | US        |       1081585 | PA      | $900960.23      | 0.00%             | 2030-08-01      | Variable      | 8.78%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-206953.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Avoca CLO XIV DAC                                                                | Avoca CLO XIV DAC, Series 14X, Class SUB                                                                                         | CUSIP: N/A<br>LEI: 635400IIKEI9HL8LKL36       | Long             | ABS-CBDO         | CORP              | IE        |       4510000 | PA      | $2656277.25     | 0.01%             | 2031-01-12      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Islamic Republic of Pakistan                                                     | Islamic Republic of Pakistan                                                                                                     | CUSIP: N/A<br>LEI: 529900LOP29R5WKHOD86       | Long             | DBT              | NUSS              | PK        |        638000 | PA      | $628111.00      | 0.00%             | 2026-04-08      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Anchorage Credit Funding Ltd.                                                    | Anchorage Credit Funding Ltd., Series 2021-14A, Class SUB                                                                        | CUSIP: 03331CAC1<br>LEI: 5493004401VVOEJOJK67 | Long             | ABS-CBDO         | CORP              | KY        |      10000000 | PA      | $7271000.00     | 0.02%             | 2040-01-21      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| TAGUS-Sociedade de Titularizacao de Creditos SA                                  | TAGUS-Sociedade de Titularizacao de Creditos SA, Series 2, Class D                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | PT        |       1400000 | PA      | $1661074.65     | 0.00%             | 2042-10-27      | Floating      | 5.98%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust                                           | Velocity Commercial Capital Loan Trust, Series 2024-6, Class M4                                                                  | CUSIP: 92261BAF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        975880 | PA      | $973004.98      | 0.00%             | 2054-12-25      | Variable      | 9.67%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-51020.62      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Grand City Properties SA                                                         | Grand City Properties SA                                                                                                         | CUSIP: N/A<br>LEI: 5299002QLUYKK2WBMB18       | Long             | DBT              | CORP              | LU        |       2700000 | PA      | $3081605.24     | 0.01%             | 2026-03-09      | Variable      | 1.50%                 | No            |                  2 | On Loan: No      |
| Allied Universal HoldCo LLC                                                      | Atlas Luxco 4 SARL, 1st Lien Term Loan                                                                                           | CUSIP: 01957TAK3<br>LEI: 549300ONXPZT3KQZDR65 | Long             | LON              | CORP              | US        |       3941144 | PA      | $4638616.96     | 0.01%             | 2028-05-12      | Variable      | 5.68%                 | No            |                  2 | On Loan: No      |
| Saudi Electricity Sukuk Programme Co.                                            | Saudi Electricity Sukuk Programme Co.                                                                                            | CUSIP: N/A<br>LEI: 549300KZ4IZK3RMUO096       | Long             | DBT              | CORP              | KY        |        487000 | PA      | $495339.88      | 0.00%             | 2030-02-18      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| AG Group Holdings, Inc.                                                          | AG Group Holdings, Inc., 1st Lien Term Loan                                                                                      | CUSIP: 00117EAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |        925059 | PA      | $859537.19      | 0.00%             | 2028-12-29      | Variable      | 8.58%                 | No            |                  2 | On Loan: No      |
| Global Auto Holdings Ltd.                                                        | Global Auto Holdings Ltd.                                                                                                        | CUSIP: 00033GAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |       2219000 | PA      | $1891697.50     | 0.00%             | 2032-01-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      29700000 | PA      | $-206556.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ACEN Finance Ltd.                                                                | ACEN Finance Ltd.                                                                                                                | CUSIP: N/A<br>LEI: 54930080P6CVPPSROL50       | Long             | DBT              | CORP              | KY        |      14059000 | PA      | $9138350.00     | 0.02%             | 2025-09-08      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | State of California, Series 2009                                                                                                 | CUSIP: 13063A5G5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |       4840000 | PA      | $5802168.60     | 0.01%             | 2039-04-01      | Fixed         | 7.55%                 | No            |                  2 | On Loan: No      |
| Federal Republic of Nigeria                                                      | Federal Republic of Nigeria                                                                                                      | CUSIP: 65412AFD9<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |       8209000 | PA      | $8627659.00     | 0.02%             | 2034-12-09      | Fixed         | 10.38%                | No            |                  2 | On Loan: No      |
| Gruenenthal GmbH                                                                 | Gruenenthal GmbH                                                                                                                 | CUSIP: N/A<br>LEI: 529900SH895E31PGLA72       | Long             | DBT              | CORP              | DE        |       2833000 | PA      | $3520814.80     | 0.01%             | 2030-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Federal Republic of Nigeria                                                      | Federal Republic of Nigeria                                                                                                      | CUSIP: N/A<br>LEI: 549300GSBZD84TNEQ285       | Long             | DBT              | NUSS              | NG        |        991000 | PA      | $997193.75      | 0.00%             | 2025-11-21      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Commerzbank AG                                                                   | Commerzbank AG                                                                                                                   | CUSIP: N/A<br>LEI: 851WYGNLUQLFZBSYGB56       | Long             | DBT              | CORP              | DE        |        600000 | PA      | $784878.69      | 0.00%             | 2031-10-09      | Variable      | 7.88%                 | No            |                  2 | On Loan: No      |
| British Telecommunications plc                                                   | British Telecommunications plc                                                                                                   | CUSIP: N/A<br>LEI: 549300OWFMSO9NYV4H90       | Long             | DBT              | CORP              | GB        |      10700000 | PA      | $15739037.34    | 0.04%             | 2083-12-20      | Variable      | 8.38%                 | No            |                  2 | On Loan: No      |
| Mariner Finance Issuance Trust                                                   | Mariner Finance Issuance Trust, Series 2025-AA, Class A                                                                          | CUSIP: 567920AA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      23374000 | PA      | $23691152.46    | 0.06%             | 2038-05-20      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| La Financiere Atalian                                                            | La Financiere Atalian                                                                                                            | CUSIP: N/A<br>LEI: 969500ICOLJMB33J0L87       | Long             | DBT              | CORP              | FR        |      10144615 | PA      | $4230117.93     | 0.01%             | 2028-06-30      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Galaxy Universal LLC                                                             | Galaxy Universal LLC, 1st Lien Term Loan                                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      27448778 | PA      | $27311534.04    | 0.06%             | 2026-11-12      | Variable      | 10.75%                | No            |                  3 | On Loan: No      |
| Snorkel AI, Inc.                                                                 | Snorkel AI, Inc.                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |         40613 | NS      | $389072.54      | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Harvest Commercial Capital Loan Trust                                            | Harvest Commercial Capital Loan Trust, Series 2020-1, Class M4                                                                   | CUSIP: 41754FAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1181000 | PA      | $1171415.83     | 0.00%             | 2052-04-25      | Variable      | 5.96%                 | No            |                  2 | On Loan: No      |
| OCP SA                                                                           | OCP SA                                                                                                                           | CUSIP: N/A<br>LEI: 213800D26TAPVTCVWG40       | Long             | DBT              | NUSS              | MA        |        922000 | PA      | $699567.50      | 0.00%             | 2051-06-23      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | iShares Russell 2000 ETF                                                                                                         | CUSIP: 00PBVDGB6<br>LEI: N/A                  | N/A              | DE               |  | US        |          7004 | NC      | $252144.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $1340276.74     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOP                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    -238620000 | PA      | $-632784.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust                                                       | J.P. Morgan Mortgage Trust, Series 2021-INV7, Class AX1                                                                          | CUSIP: 46654CAR6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     110652065 | PA      | $1730244.20     | 0.00%             | 2052-02-25      | Variable      | 0.26%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                                              | GS Mortgage-Backed Securities Trust, Series 2023-CCM1, Class B1                                                                  | CUSIP: 362918AE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       2130000 | PA      | $2118575.96     | 0.00%             | 2053-08-25      | Variable      | 7.40%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                              | CUSIP: 91282CGQ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     220000000 | PA      | $222139843.20   | 0.52%             | 2030-02-28      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Volkswagen International Finance NV                                              | Volkswagen International Finance NV                                                                                              | CUSIP: N/A<br>LEI: 5299004PWNHKYTR23649       | Long             | DBT              | CORP              | NL        |      17700000 | PA      | $21009576.24    | 0.05%             | 2026-03-24      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| Lion/Polaris Lux 4 SA                                                            | Lion/Polaris Lux 4 SA                                                                                                            | CUSIP: N/A<br>LEI: 984500BFD3F99A7UB874       | Long             | DBT              | CORP              | LU        |       4720000 | PA      | $5585193.86     | 0.01%             | 2029-07-01      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| Matador Resources Co.                                                            | Matador Resources Co.                                                                                                            | CUSIP: 576485AH9<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |        457000 | PA      | $453621.44      | 0.00%             | 2033-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| EIG Pearl Holdings SARL                                                          | EIG Pearl Holdings SARL                                                                                                          | CUSIP: N/A<br>LEI: 549300KIMRL45BWA5H76       | Long             | DBT              | CORP              | LU        |       4963213 | PA      | $4415708.37     | 0.01%             | 2036-08-31      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| BPR Commercial Mortgage Trust                                                    | BPR Commercial Mortgage Trust, Series 2024-PARK, Class D                                                                         | CUSIP: 05593UAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        620000 | PA      | $632228.26      | 0.00%             | 2039-11-05      | Variable      | 7.23%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    1071860304 | PA      | $-488735.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                         | Electricite de France SA                                                                                                         | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | NUSS              | FR        |       3200000 | PA      | $3905538.72     | 0.01%             | 2032-06-17      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-7811.31       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ursa Major Technologies, Inc., Series C                                          | Ursa Major Technologies, Inc., Series C                                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       1312920 | NS      | $5028483.60     | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| BX Commercial Mortgage Trust                                                     | BX Commercial Mortgage Trust, Series 2024-MF, Class A                                                                            | CUSIP: 05612EAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       2056190 | PA      | $2059402.94     | 0.00%             | 2039-02-15      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd.                                                                | CIFC Funding Ltd., Series 2013-2A, Class A1L2                                                                                    | CUSIP: 12549BAY4<br>LEI: 2549009RG3XZEWMXDF59 | Long             | ABS-CBDO         | CORP              | KY        |        252900 | PA      | $253204.58      | 0.00%             | 2030-10-18      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| DIRECTV Financing LLC                                                            | DIRECTV Financing LLC, 1st Lien Term Loan B                                                                                      | CUSIP: 25460HAF9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      17201010 | PA      | $16366761.02    | 0.04%             | 2031-02-17      | Variable      | 9.83%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $99813.38       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Grupo Posadas SAB de CV                                                          | Grupo Posadas SAB de CV                                                                                                          | CUSIP: N/A<br>LEI: 529900NRFIXN5G8NUX35       | Long             | DBT              | CORP              | MX        |       7804732 | PA      | $7380388.72     | 0.02%             | 2027-12-30      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDI                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     165688727 | PA      | $5917010.01     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     250132059 | PA      | $-13431249.33   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $405109.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                                                     | BX Commercial Mortgage Trust, Series 2023-VLT3, Class A                                                                          | CUSIP: 05611GAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       3410000 | PA      | $3410000.00     | 0.01%             | 2028-11-15      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | FR        |       3113636 | PA      | $19099.15       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | USD/CNH Up-and-out barrier option; Barrier price USD 7.74000                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      53417900 | PA      | $0.00           | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Ecolab, Inc.                                                                                                                     | CUSIP: 278865100<br>LEI: N/A                  | N/A              | DE               |  | US        |        -11000 | NS      | $-38390.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Alstria Office AG                                                                | Alstria Office AG                                                                                                                | CUSIP: N/A<br>LEI: 529900QIJIGPI0DRL085       | Long             | DBT              | CORP              | DE        |        900000 | PA      | $1079449.82     | 0.00%             | 2031-03-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ammega Group BV                                                                  | Ammega Group BV, Facility 1st Lien Term Loan B3                                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | NL        |       4000000 | PA      | $4531196.71     | 0.01%             | 2029-01-01      | Variable      | 6.73%                 | No            |                  2 | On Loan: No      |
| Skopima Consilio Parent LLC                                                      | Skopima Consilio Parent LLC, 1st Lien Term Loan                                                                                  | CUSIP: 36171NAG1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |        497500 | PA      | $490390.73      | 0.00%             | 2028-05-12      | Variable      | 8.08%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Northern Data AG                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |        123000 | NS      | $-234928.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Wildwood Park CLO Ltd.                                                           | Wildwood Park CLO Ltd., Series 2024-1A, Class E                                                                                  | CUSIP: 96820DAA5<br>LEI: 254900BZ1VFIEIOEK304 | Long             | ABS-CBDO         | CORP              | JE        |       1600000 | PA      | $1627937.28     | 0.00%             | 2037-10-20      | Floating      | 10.02%                | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     251131279 | PA      | $721082.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NACC Reperforming Loan REMIC Trust                                               | NACC Reperforming Loan REMIC Trust, Series 2004-R1, Class A1                                                                     | CUSIP: 62951MAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       2568931 | PA      | $2334393.23     | 0.01%             | 2034-03-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| LendingClub Rated Notes Issuer Trust                                             | LendingClub Rated Notes Issuer Trust, Series 2025-P1, Class C                                                                    | CUSIP: 525943AC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       3919000 | PA      | $3937396.96     | 0.01%             | 2031-06-16      | Fixed         | 6.56%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Loews Corp.                                                                                                                      | CUSIP: 540424108<br>LEI: N/A                  | N/A              | DE               |  | GB        |        -15900 | NS      | $-15741.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | DE        |       3040000 | PA      | $-298285.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Prosus NV                                                                        | Prosus NV                                                                                                                        | CUSIP: N/A<br>LEI: 635400Z5LQ5F9OLVT688       | Long             | DBT              | CORP              | NL        |        200000 | PA      | $195562.50      | 0.00%             | 2027-01-19      | Fixed         | 3.26%                 | No            |                  2 | On Loan: No      |
| Finsbury Square plc                                                              | Finsbury Square plc, Series 2021-2X, Class A                                                                                     | CUSIP: N/A<br>LEI: 635400K1KOJXSMZCI443       | Long             | ABS-MBS          | CORP              | GB        |        840568 | PA      | $1155917.80     | 0.00%             | 2071-12-16      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| First Franklin Mortgage Loan Trust                                               | First Franklin Mortgage Loan Trust, Series 2006-FF16, Class 2A4                                                                  | CUSIP: 320275AE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       4732866 | PA      | $1908441.13     | 0.00%             | 2036-12-25      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Bilibili, Inc., Class Z                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        132460 | NS      | $131977.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Deutsche Post AG                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |        -27500 | NS      | $14344.16       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Toray Industries, Inc.                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |       -202900 | NS      | $-32150.22      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |       2651000 | PA      | $-94535.10      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Together Asset-Backed Securitisation plc                                         | Together Asset-Backed Securitisation plc, Series 2024-2ND1X, Class B                                                             | CUSIP: N/A<br>LEI: 635400IODF9CE3RX8L03       | Long             | ABS-MBS          | CORP              | GB        |       2576000 | PA      | $3570163.75     | 0.01%             | 2055-08-20      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $41303.01       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Creative Artists Agency LLC                                                      | Creative Artists Agency LLC, 1st Lien Term Loan B                                                                                | CUSIP: 22526WAS7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |        267936 | PA      | $268603.19      | 0.00%             | 2031-10-01      | Variable      | 7.08%                 | No            |                  2 | On Loan: No      |
| Boels Topholding BV                                                              | Boels Topholding BV, Facility 1st Lien Term Loan B3                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | NL        |       4417241 | PA      | $5195588.61     | 0.01%             | 2031-05-23      | Variable      | 4.66%                 | No            |                  2 | On Loan: No      |
| UBS Switzerland AG                                                               | UBS Switzerland AG                                                                                                               | CUSIP: N/A<br>LEI: 549300WOIFUSNYH0FL22       | Long             | DBT              | CORP              | CH        |      16150000 | PA      | $19497590.67    | 0.05%             | 2029-03-05      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $67806.96       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                                         | Cooperatieve Rabobank UA                                                                                                         | CUSIP: N/A<br>LEI: DG3RU1DBUFHT4ZF9WN62       | Long             | DBT              | CORP              | NL        |       5800000 | PA      | $6811545.35     | 0.02%             | 2027-06-29      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| Bangkok Bank PCL                                                                 | Bangkok Bank PCL                                                                                                                 | CUSIP: N/A<br>LEI: 549300CCL2BKJGMYXV60       | Long             | DBT              | CORP              | TH        |      10000000 | PA      | $9968000.00     | 0.02%             | 2025-09-23      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Summit Acquisition, Inc.                                                         | Summit Acquisition, Inc., 1st Lien Term Loan                                                                                     | CUSIP: 86600DAF1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |        389025 | PA      | $388538.72      | 0.00%             | 2031-10-16      | Variable      | 8.08%                 | No            |                  2 | On Loan: No      |
| Industrias Penoles SAB de CV                                                     | Industrias Penoles SAB de CV                                                                                                     | CUSIP: N/A<br>LEI: 549300WA2HB7776CB324       | Long             | DBT              | CORP              | MX        |        323000 | PA      | $314521.25      | 0.00%             | 2029-09-12      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Central Parent, Inc.                                                             | Central Parent, Inc.                                                                                                             | CUSIP: 15477CAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       8396000 | PA      | $6823095.04     | 0.02%             | 2029-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Trinitas CLO XXIV Ltd.                                                           | Trinitas CLO XXIV Ltd., Series 2024-24A, Class E                                                                                 | CUSIP: 89643AAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | BM        |       5000000 | PA      | $5027094.50     | 0.01%             | 2037-04-25      | Floating      | 11.62%                | No            |                  2 | On Loan: No      |
| Adani Transmission Step-One Ltd.                                                 | Adani Transmission Step-One Ltd.                                                                                                 | CUSIP: N/A<br>LEI: 335800Z8CGS7O7D72N41       | Long             | DBT              | CORP              | IN        |       5000000 | PA      | $4925000.00     | 0.01%             | 2026-08-03      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Volkswagen AG (Preference)                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |         -6500 | NS      | $-20311.08      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DIRECTV Financing LLC                                                            | DIRECTV Financing LLC, 1st Lien Term Loan B                                                                                      | CUSIP: 25460HAD4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |        818798 | PA      | $810978.70      | 0.00%             | 2029-08-02      | Variable      | 9.79%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp. Variable Rate Notes, Series 5467, Class FC                                                      | CUSIP: 3137HFPP4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      84918491 | PA      | $84552254.05    | 0.20%             | 2054-10-25      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Asset-Backed Securities I Trust                                     | Bear Stearns Asset-Backed Securities I Trust, Series 2004-HE7, Class M2                                                          | CUSIP: 073879EV6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |         12716 | PA      | $12543.52       | 0.00%             | 2034-08-25      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| Home Equity Mortgage Trust                                                       | Home Equity Mortgage Trust, Series 2006-2, Class 1A1                                                                             | CUSIP: 225470W25<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       6821476 | PA      | $642034.61      | 0.00%             | 2036-07-25      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO 76 B Ltd.                                             | Golub Capital Partners CLO 76 B Ltd., Series 2024-76A, Class B                                                                   | CUSIP: 38180BAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |        310000 | PA      | $310620.53      | 0.00%             | 2037-10-25      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $49910.61       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Atos SE                                                                          | Atos SE                                                                                                                          | CUSIP: N/A<br>LEI: 5493001EZOOA66PTBR68       | Long             | SN               | CORP              | FR        |       6469739 | PA      | $6476086.28     | 0.02%             | 2030-12-18      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                                                     | Barclays Mortgage Loan Trust, Series 2023-NQM3, Class A1                                                                         | CUSIP: 06744FAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      58852482 | PA      | $59599549.12    | 0.14%             | 2063-10-25      | Variable      | 6.90%                 | No            |                  2 | On Loan: No      |
| Emerson Electric Co.                                                             | Emerson Electric Co.                                                                                                             | CUSIP: 291011104<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | EC               | CORP              | US        |          6604 | NS      | $880511.32      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Capital, Inc.                                                           | Barclays Capital, Inc.                                                                                                           | CUSIP: N/A<br>LEI: AC28XWWI3WIBK2824319       | Long             | RA               | CORP              | US        |       5696681 | PA      | $5696680.55     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SCI PH Parent, Inc., Series A                                                    | SCI PH Parent, Inc., Series A                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |          7993 | NS      | $10251582.01    | 0.02%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       3697000 | PA      | $18575.27       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Axon Enterprise, Inc.                                                                                                            | CUSIP: 05464C101<br>LEI: N/A                  | N/A              | DE               |  | GB        |          -900 | NS      | $-40230.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Citigroup, Inc.                                                                                                                  | CUSIP: 172967424<br>LEI: N/A                  | N/A              | DE               |  | US        |         33200 | NS      | $234060.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     343829084 | PA      | $-4964663.32    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CarVal CLO VC Ltd.                                                               | CarVal CLO VC Ltd., Series 2021-2A, Class E                                                                                      | CUSIP: 14687LAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |        250000 | PA      | $242165.78      | 0.00%             | 2034-10-15      | Floating      | 11.27%                | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-879203.17     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp. Variable Rate Notes, Series 5458, Class DF                                                      | CUSIP: 3137HFWR2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      46668789 | PA      | $46323972.04    | 0.11%             | 2054-10-25      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust                                           | Velocity Commercial Capital Loan Trust, Series 2024-5, Class A                                                                   | CUSIP: 92261ABA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       8431198 | PA      | $8413162.45     | 0.02%             | 2054-10-25      | Variable      | 5.49%                 | No            |                  2 | On Loan: No      |
| WMRK Commercial Mortgage Trust                                                   | WMRK Commercial Mortgage Trust, Series 2022-WMRK, Class B                                                                        | CUSIP: 929342AB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       4950000 | PA      | $4950000.00     | 0.01%             | 2027-11-15      | Floating      | 7.75%                 | No            |                  2 | On Loan: No      |
| Henley CLO IV DAC                                                                | Henley CLO IV DAC, Series 4A, Class D                                                                                            | CUSIP: N/A<br>LEI: 6354009HFM8XXW6PPK55       | Long             | ABS-CBDO         | CORP              | IE        |        500000 | PA      | $593476.12      | 0.00%             | 2034-04-25      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO XX Ltd.                                                     | Neuberger Berman CLO XX Ltd., Series 2015-20A, Class A1R3                                                                        | CUSIP: 64130TBJ3<br>LEI: 549300NPF57YF6WBDP72 | Long             | ABS-CBDO         | CORP              | KY        |       6689000 | PA      | $6685266.87     | 0.02%             | 2039-04-15      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-86271.14      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                                                     | BX Commercial Mortgage Trust, Series 2024-PURE, Class A                                                                          | CUSIP: 74625PAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       2655000 | PA      | $1969878.20     | 0.00%             | 2041-11-15      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      44005223 | PA      | $13479.15       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Aqua Finance Trust                                                               | Aqua Finance Trust, Series 2021-A, Class A                                                                                       | CUSIP: 03842VAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        457944 | PA      | $421398.67      | 0.00%             | 2046-07-17      | Fixed         | 1.54%                 | No            |                  2 | On Loan: No      |
| BofA Securities, Inc.                                                            | BofA Securities, Inc.                                                                                                            | CUSIP: N/A<br>LEI: 549300HN4UKV1E2R3U73       | Long             | RA               | CORP              | US        |        404000 | PA      | $404000.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-307418.68     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Stonegate Pub Co. Financing 2019 plc                                             | Stonegate Pub Co. Financing plc                                                                                                  | CUSIP: N/A<br>LEI: 254900L5266ML3505282       | Long             | DBT              | CORP              | GB        |       4812000 | PA      | $6847575.92     | 0.02%             | 2029-07-31      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| First Horizon Corp.                                                              | First Horizon Corp.                                                                                                              | CUSIP: 320517105<br>LEI: TF3RXI1ZB1TQ30H9JV10 | Long             | EC               | CORP              | US        |        141967 | NS      | $3009700.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Light & Wonder International, Inc.                                               | Light & Wonder International, Inc.                                                                                               | CUSIP: 531968AA3<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |       2268000 | PA      | $2373262.42     | 0.01%             | 2031-09-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-395488.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Navient Private Education Refi Loan Trust                                        | Navient Private Education Refi Loan Trust, Series 2021-DA, Class B                                                               | CUSIP: 63942CAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       1567521 | PA      | $1405559.84     | 0.00%             | 2060-04-15      | Fixed         | 2.61%                 | No            |                  2 | On Loan: No      |
| Republic of Panama                                                               | Republic of Panama                                                                                                               | CUSIP: 698299BX1<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |      11078000 | PA      | $11786992.00    | 0.03%             | 2031-03-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| NatWest Group plc                                                                | NatWest Group plc                                                                                                                | CUSIP: N/A<br>LEI: 2138005O9XJIJN4JPN90       | Long             | DBT              | CORP              | GB        |       3266000 | PA      | $4437856.15     | 0.01%             | 2027-03-28      | Variable      | 3.12%                 | No            |                  2 | On Loan: No      |
| Vedanta Holdings Mauritius II Ltd.                                               | Vedanta Holdings Mauritius II Ltd., 1st Lien Term Loan                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      17060120 | PA      | $17230721.21    | 0.04%             | 2030-12-01      | Variable      | 18.00%                | No            |                  3 | On Loan: No      |
| N/A                                                                              | SOP                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    -325104780 | PA      | $-67163.29      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Cote d'Ivoire                                                        | Republic of Cote d'Ivoire                                                                                                        | CUSIP: N/A<br>LEI: 254900ICW11T82O6H590       | Long             | DBT              | NUSS              | CI        |      12876000 | PA      | $14508455.30    | 0.03%             | 2030-03-22      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| RMAC Securities No.1 plc                                                         | RMAC Securities No.1 plc, Series 2006-NS1X, Class M1C                                                                            | CUSIP: N/A<br>LEI: 213800C48M2JTBGZT736       | Long             | ABS-MBS          | CORP              | GB        |         85085 | PA      | $98161.39       | 0.00%             | 2044-06-12      | Floating      | 2.20%                 | No            |                  2 | On Loan: No      |
| SoFi Consumer Loan Program Trust                                                 | SoFi Consumer Loan Program Trust, Series 2025-1, Class A                                                                         | CUSIP: 83406YAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      43409196 | PA      | $43490102.45    | 0.10%             | 2034-02-27      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| SC Germany SA Compartment Consumer                                               | SC Germany SA Compartment Consumer, Series 2025-1, Class C                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | LU        |       1700000 | PA      | $2017627.98     | 0.00%             | 2038-12-14      | Floating      | 3.11%                 | No            |                  2 | On Loan: No      |
| Olympus Water US Holding Corp.                                                   | Olympus Water US Holding Corp.                                                                                                   | CUSIP: N/A<br>LEI: 549300YU2GGVCBN3MY89       | Long             | DBT              | CORP              | US        |       4531000 | PA      | $5604156.03     | 0.01%             | 2028-11-15      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-135578.41     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ILPT Commercial Mortgage Trust                                                   | ILPT Commercial Mortgage Trust, Series 2022-LPF2, Class A                                                                        | CUSIP: 449652AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      19679000 | PA      | $19654401.25    | 0.05%             | 2039-10-15      | Floating      | 6.56%                 | No            |                  2 | On Loan: No      |
| LBA Trust                                                                        | LBA Trust, Series 2024-BOLT, Class F                                                                                             | CUSIP: 50177BAQ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       2039000 | PA      | $2028218.38     | 0.00%             | 2039-06-15      | Floating      | 8.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | iShares iBoxx $ Investment Grade Corporate Bond ETF                                                                              | CUSIP: 00PBLU2K4<br>LEI: N/A                  | N/A              | DE               |  | US        |        -18870 | NC      | $-3792870.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $253772.07      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Parkland Corp.                                                                   | Parkland Corp.                                                                                                                   | CUSIP: 70137TAP0<br>LEI: 549300UY5C6HUV0XLS53 | Long             | DBT              | CORP              | CA        |       2536000 | PA      | $2537498.78     | 0.01%             | 2027-07-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                              | CUSIP: 91282CNJ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       1644000 | PA      | $1645284.38     | 0.00%             | 2032-06-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | FR        |       1202247 | PA      | $-102660.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Rocket Software, Inc.                                                            | Rocket Software, Inc., 1st Lien Term Loan                                                                                        | CUSIP: 77313DAX9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       4000000 | PA      | $4721930.37     | 0.01%             | 2028-11-28      | Variable      | 6.18%                 | No            |                  2 | On Loan: No      |
| Citigroup Global Markets Holdings, Inc.                                          | Citigroup Global Markets Holdings, Inc., Series gtmn                                                                             | CUSIP: N/A<br>LEI: 82VOJDD5PTRDMVVMGV31       | Long             | SN               | CORP              | US        |      13000000 | PA      | $13257821.20    | 0.03%             | 2031-06-20      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-463576.72     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GreenSky Home Improvement Issuer Trust                                           | GreenSky Home Improvement Issuer Trust, Series 2024-2, Class D                                                                   | CUSIP: 39571XAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       2938000 | PA      | $2974894.82     | 0.01%             | 2059-10-27      | Fixed         | 6.43%                 | No            |                  2 | On Loan: No      |
| Tower Bridge Funding plc                                                         | Tower Bridge Funding plc, Series 2024-3X, Class A                                                                                | CUSIP: N/A<br>LEI: 635400XMA28GDAPK1E69       | Long             | ABS-MBS          | CORP              | GB        |       3533043 | PA      | $4856420.77     | 0.01%             | 2066-12-20      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| Level 3 Financing, Inc.                                                          | Level 3 Financing, Inc.                                                                                                          | CUSIP: 527298CK7<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |       3725380 | PA      | $3762605.11     | 0.01%             | 2032-10-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     494278804 | PA      | $7338928.18     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Park Blue CLO Ltd.                                                               | Park Blue CLO Ltd., Series 2022-2A, Class A1R                                                                                    | CUSIP: 70018CAQ9<br>LEI: 2138008W8XU9WO8BZO09 | Long             | ABS-CBDO         | CORP              | KY        |       9750000 | PA      | $9789018.53     | 0.02%             | 2037-07-20      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| American Axle & Manufacturing, Inc.                                              | American Axle & Manufacturing, Inc.                                                                                              | CUSIP: 02406PBB5<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |       5786000 | PA      | $5294930.03     | 0.01%             | 2029-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Trimaran Cavu Ltd.                                                               | Trimaran Cavu Ltd., Series 2021-2A, Class D2                                                                                     | CUSIP: 89624UAL6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       3000000 | PA      | $3001361.10     | 0.01%             | 2034-10-25      | Floating      | 9.29%                 | No            |                  2 | On Loan: No      |
| Nationwide Building Society                                                      | Nationwide Building Society                                                                                                      | CUSIP: N/A<br>LEI: 549300XFX12G42QIKN82       | Long             | DBT              | CORP              | GB        |       2500000 | PA      | $4461112.50     | 0.01%             | 2079-12-31      | Floating      | 10.25%                | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                     | UBS Group AG                                                                                                                     | CUSIP: N/A<br>LEI: 549300SZJ9VS8SGXAN81       | Long             | DBT              | CORP              | CH        |       2275000 | PA      | $2212767.83     | 0.01%             | 2027-02-12      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     251214000 | PA      | $-1447852.73    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| STAR Trust                                                                       | STAR Trust, Series 2021-SFR1, Class F                                                                                            | CUSIP: 85521DAL6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       1870000 | PA      | $1863432.19     | 0.00%             | 2038-04-17      | Floating      | 6.83%                 | No            |                  2 | On Loan: No      |
| 1345T                                                                            | 1345T, Series 2025-AOA, Class E                                                                                                  | CUSIP: 68271CAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      11864000 | PA      | $11863798.67    | 0.03%             | 2030-06-15      | Floating      | 8.80%                 | No            |                  2 | On Loan: No      |
| PG&E Corp.                                                                       | PG&E Corp.                                                                                                                       | CUSIP: 69331CAM0<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |      11776000 | PA      | $11152109.29    | 0.03%             | 2055-03-15      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| UniCredit SpA                                                                    | UniCredit SpA                                                                                                                    | CUSIP: N/A<br>LEI: 549300TRUWO2CD2G5692       | Long             | DBT              | CORP              | IT        |      27429000 | PA      | $32727455.03    | 0.08%             | 2029-07-16      | Variable      | 3.30%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Microsoft Corp.                                                                                                                  | CUSIP: 00CBFZJW0<br>LEI: N/A                  | N/A              | DE               |  | US        |           220 | NC      | $303600.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SoftBank Group Corp.                                                             | SoftBank Group Corp.                                                                                                             | CUSIP: N/A<br>LEI: 5493003BZYYYCDIO0R13       | Long             | DBT              | CORP              | JP        |      22545000 | PA      | $26523819.45    | 0.06%             | 2032-07-08      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust                                                         | Ajax Mortgage Loan Trust, Series 2021-G, Class B                                                                                 | CUSIP: 009703AB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      15154258 | PA      | $16905917.46    | 0.04%             | 2061-06-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| RBC Capital Markets LLC                                                          | RBC Capital Markets LLC                                                                                                          | CUSIP: N/A<br>LEI: 549300LCO2FLSSVFFR64       | Long             | RA               | CORP              | US        |        102125 | PA      | $102125.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Boost Newco Borrower LLC                                                         | Boost Newco Borrower LLC, 1st Lien Term Loan B2                                                                                  | CUSIP: 92943EAG1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |        618894 | PA      | $620181.19      | 0.00%             | 2031-01-31      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| Foundation Finance Trust                                                         | Foundation Finance Trust, Series 2023-1A, Class A                                                                                | CUSIP: 35042AAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       5278558 | PA      | $5397259.54     | 0.01%             | 2043-12-15      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Itausa SA (Preference)                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -905900 | NS      | $-40480.11      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republic of South Africa                                                         | Republic of South Africa                                                                                                         | CUSIP: N/A<br>LEI: 378900AAFB4F17004C49       | Long             | DBT              | NUSS              | ZA        |     272248241 | PA      | $13286246.24    | 0.03%             | 2040-01-31      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Autonoria Spain FT                                                               | Autonoria Spain FT, Series 2023-SP, Class D                                                                                      | CUSIP: N/A<br>LEI: 959800XCSR4Q127ENL67       | Long             | ABS-O            | CORP              | ES        |        405907 | PA      | $489295.55      | 0.00%             | 2041-09-30      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | USCPI                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | GB        |      59700000 | PA      | $14604.08       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |       6132613 | PA      | $45833.55       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Gerresheimer AG                                                                  | Gerresheimer AG                                                                                                                  | CUSIP: N/A<br>LEI: 5299006GD4UWSYZOKC28       | Long             | EC               | CORP              | DE        |        140509 | NS      | $7935010.25     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Telkom Indonesia Persero Tbk. PT                                                 | Telkom Indonesia Persero Tbk. PT                                                                                                 | CUSIP: N/A<br>LEI: 529900M5SQZAOKV1PC81       | Long             | EC               | CORP              | ID        |       1821000 | NS      | $311539.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Lyra Music Assets Delaware LP                                                    | Lyra Music Assets Delaware LP, Series 2024-2A, Class A2                                                                          | CUSIP: 552339AA1<br>LEI: 9845007N9EAB0C048A12 | Long             | ABS-O            | CORP              | US        |      16446396 | PA      | $16502874.18    | 0.04%             | 2064-12-22      | Fixed         | 5.76%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |        806400 | PA      | $30729.05       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RLGH Finance Bermuda Ltd.                                                        | RLGH Finance Bermuda Ltd.                                                                                                        | CUSIP: N/A<br>LEI: 549300JARQYXR76TRX40       | Long             | DBT              | CORP              | BM        |       2500000 | PA      | $2768500.00     | 0.01%             | 2031-07-17      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| VICI Properties LP                                                               | VICI Properties LP                                                                                                               | CUSIP: 92564RAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       9644000 | PA      | $9474631.01     | 0.02%             | 2029-12-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Nationstar Mortgage Holdings, Inc.                                               | Nationstar Mortgage Holdings, Inc.                                                                                               | CUSIP: 63861CAF6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       1954000 | PA      | $2029610.03     | 0.00%             | 2032-02-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $487.84         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Jubilee Place BV                                                                 | Jubilee Place BV, Series 7, Class C                                                                                              | CUSIP: N/A<br>LEI: 724500E73QDBSXZ44959       | Long             | ABS-MBS          | CORP              | NL        |        163000 | PA      | $190998.59      | 0.00%             | 2062-09-18      | Floating      | 3.40%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CBOE Volatility Index                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |           -15 | NC      | $-3195.45       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| J.P. Morgan Mortgage Trust                                                       | J.P. Morgan Mortgage Trust, Series 2021-4, Class B4                                                                              | CUSIP: 46652VCA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        568462 | PA      | $447691.14      | 0.00%             | 2051-08-25      | Variable      | 2.90%                 | No            |                  2 | On Loan: No      |
| City of Salt Lake City                                                           | City of Salt Lake City, Series 2021A                                                                                             | CUSIP: 795576KB2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      12445000 | PA      | $12182503.47    | 0.03%             | 2046-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Vodafone Group plc                                                               | Vodafone Group plc                                                                                                               | CUSIP: N/A<br>LEI: 213800TB53ELEUKM7Q61       | Long             | DBT              | CORP              | GB        |       1552000 | PA      | $2312061.82     | 0.01%             | 2086-08-30      | Variable      | 8.00%                 | No            |                  2 | On Loan: No      |
| Jane Street Group                                                                | Jane Street Group                                                                                                                | CUSIP: 47077WAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       2023000 | PA      | $2042311.96     | 0.00%             | 2032-11-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Baxter International, Inc.                                                                                                       | CUSIP: 071813109<br>LEI: N/A                  | N/A              | DE               |  | US        |        -45400 | NS      | $-13166.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                              | Societe Generale SA                                                                                                              | CUSIP: 83370RAA6<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |      13648000 | PA      | $12484899.70    | 0.03%             | 2030-11-18      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| Nobian Finance BV                                                                | Nobian Finance BV                                                                                                                | CUSIP: N/A<br>LEI: 254900ZGJ6MMZN9IQQ31       | Long             | DBT              | CORP              | NL        |       3323000 | PA      | $3899919.84     | 0.01%             | 2026-07-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |       6103000 | PA      | $-52137.06      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-7216.73       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Banc of America Funding Trust                                                    | Banc of America Funding Trust, Series 2007-1, Class 1A6                                                                          | CUSIP: 05951FBG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |         38237 | PA      | $32476.39       | 0.00%             | 2037-01-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| IQVIA, Inc.                                                                      | IQVIA, Inc.                                                                                                                      | CUSIP: 449934AD0<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |       2483000 | PA      | $2480456.66     | 0.01%             | 2026-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government of Jamaica (The)                                                      | Jamaica Government Bond                                                                                                          | CUSIP: 470160CA8<br>LEI: 529900Y93KNSXZI8KK56 | Long             | DBT              | NUSS              | JM        |       3408000 | PA      | $3534948.00     | 0.01%             | 2028-04-28      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Kering SA                                                                        | Kering SA                                                                                                                        | CUSIP: N/A<br>LEI: 549300VGEJKB7SVUZR78       | Long             | DBT              | CORP              | FR        |        800000 | PA      | $1102173.16     | 0.00%             | 2026-11-23      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                            | Wells Fargo Commercial Mortgage Trust, Series 2024-BPRC, Class X                                                                 | CUSIP: 95004AAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      67308000 | PA      | $611028.75      | 0.00%             | 2043-07-15      | Variable      | 0.31%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $721280.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Genuine Financial Holdings LLC                                                   | Genuine Financial Holdings LLC, 1st Lien Term Loan                                                                               | CUSIP: 37190DAN3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |        964876 | PA      | $914220.37      | 0.00%             | 2030-09-27      | Variable      | 7.58%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                                  | TransDigm, Inc.                                                                                                                  | CUSIP: 893647BU0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |       3936000 | PA      | $4038105.74     | 0.01%             | 2029-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Nexi SpA                                                                         | Nexi SpA                                                                                                                         | CUSIP: N/A<br>LEI: 5493000P70CQRQG8SN85       | Long             | DBT              | CORP              | IT        |      24600000 | PA      | $26259739.96    | 0.06%             | 2028-02-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Vodafone Group plc                                                               | Vodafone Group plc                                                                                                               | CUSIP: N/A<br>LEI: 213800TB53ELEUKM7Q61       | Long             | DBT              | CORP              | GB        |       1177000 | PA      | $1409143.29     | 0.00%             | 2078-10-03      | Variable      | 4.20%                 | No            |                  2 | On Loan: No      |
| Global Partners LP                                                               | Global Partners LP                                                                                                               | CUSIP: 37954FAK0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       2496000 | PA      | $2624998.27     | 0.01%             | 2032-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                                                | Barclays Bank plc                                                                                                                | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | RA               | CORP              | GB        |        304125 | PA      | $304125.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Graphic Packaging International LLC                                              | Graphic Packaging International LLC                                                                                              | CUSIP: 38869AAD9<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |        208000 | PA      | $194994.47      | 0.00%             | 2030-02-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Seagate Technology Holdings plc                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |         -6100 | NS      | $-68625.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Vonovia SE                                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -318822 | NS      | $-277760.15     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands II BV                                    | Teva Pharmaceutical Finance Netherlands II BV                                                                                    | CUSIP: N/A<br>LEI: 549300HSQCIKJAOYIT23       | Long             | DBT              | CORP              | NL        |       3674000 | PA      | $4895810.52     | 0.01%             | 2029-09-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | USD Currency                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      16491000 | PA      | $63610.93       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-738622.85     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Delta Topco, Inc.                                                                | Delta Topco, Inc., 1st Lien Term Loan                                                                                            | CUSIP: 24780DAJ6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |        992500 | PA      | $984877.62      | 0.00%             | 2029-11-30      | Variable      | 7.07%                 | No            |                  2 | On Loan: No      |
| FIEMEX Energia - Banco Actinver SA Institucion de Banca Multiple                 | FIEMEX Energia - Banco Actinver SA Institucion de Banca Multiple                                                                 | CUSIP: 05974EAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |       8709633 | PA      | $8805656.65     | 0.02%             | 2041-01-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| VS Buyer LLC                                                                     | VS Buyer LLC, 1st Lien Term Loan                                                                                                 | CUSIP: 91834WAF7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |        987370 | PA      | $991072.59      | 0.00%             | 2031-04-14      | Variable      | 7.02%                 | No            |                  2 | On Loan: No      |
| ReNew Energy Global plc                                                          | ReNew Energy Global plc, Class A                                                                                                 | CUSIP: N/A<br>LEI: 254900SL77LA2KAG7R65       | Long             | EC               | CORP              | GB        |        536000 | NS      | $3703760.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | FR        |      26500000 | PA      | $-163120.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       4399000 | PA      | $49144.88       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDI                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     915599182 | PA      | $-2596763.80    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| PennantPark CLO VII LLC                                                          | PennantPark CLO VII LLC, Series 2023-7A, Class A1B                                                                               | CUSIP: 70806FAN5<br>LEI: 984500V00749E1AB4W70 | Long             | ABS-CBDO         | CORP              | US        |       7000000 | PA      | $6869130.10     | 0.02%             | 2035-07-20      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank SA                                                                 | Deutsche Bank SA                                                                                                                 | CUSIP: N/A<br>LEI: 529900SICIK5OVMVY186       | Long             | DBT              | CORP              | ES        |      39400000 | PA      | $47330435.53    | 0.11%             | 2026-11-23      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Finance Netherlands BV                                              | Toyota Motor Finance Netherlands BV                                                                                              | CUSIP: N/A<br>LEI: 724500OPA8GZSQUNSR96       | Long             | DBT              | CORP              | NL        |       2721000 | PA      | $3242253.51     | 0.01%             | 2027-01-11      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Global Switch Finance BV                                                         | Global Switch Finance BV                                                                                                         | CUSIP: N/A<br>LEI: 635400GVJAKOJNEUMF33       | Long             | DBT              | CORP              | NL        |      10233000 | PA      | $11287571.43    | 0.03%             | 2030-10-07      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Satus plc                                                                        | Satus plc, Series 2024-1, Class D                                                                                                | CUSIP: N/A<br>LEI: 213800P7IESQH1HBW693       | Long             | ABS-O            | CORP              | GB        |        568000 | PA      | $778591.60      | 0.00%             | 2031-01-17      | Floating      | 7.52%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-904639.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SK Battery America, Inc.                                                         | SK Battery America, Inc.                                                                                                         | CUSIP: N/A<br>LEI: 54930012FBFVNU7RWO57       | Long             | DBT              | CORP              | US        |        472000 | PA      | $461464.96      | 0.00%             | 2026-01-26      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| BlueMountain CLO Ltd.                                                            | BlueMountain CLO Ltd., Series 2016-3A, Class A2R2                                                                                | CUSIP: 09628VAY0<br>LEI: 549300EYIDIF4X8MHI21 | Long             | ABS-CBDO         | CORP              | KY        |       7400000 | PA      | $7405469.34     | 0.02%             | 2030-11-15      | Floating      | 6.03%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | GDS Holdings Ltd., Class A                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -601400 | NS      | $-298506.99     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ZF North America Capital, Inc.                                                   | ZF North America Capital, Inc.                                                                                                   | CUSIP: 98877DAG0<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |       2274000 | PA      | $2101723.90     | 0.00%             | 2032-04-23      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd.                                                                    | Voya CLO Ltd., Series 2013-3A, Class A1RR                                                                                        | CUSIP: 92916XAJ6<br>LEI: 5493003QPCHR7P2XIW55 | Long             | ABS-CBDO         | CORP              | KY        |        687459 | PA      | $688707.90      | 0.00%             | 2031-10-18      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                                                                             | CUSIP: 46647PCE4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Short            | DBT              | CORP              | US        |      -1200000 | PA      | $-840789.06     | -0.00%            | 2052-04-22      | Variable      | 3.33%                 | No            |                  2 | On Loan: No      |
| Fibercop SpA                                                                     | Fibercop SpA, Series 2033                                                                                                        | CUSIP: 683879AB6<br>LEI: 8156007022402E114A31 | Long             | DBT              | CORP              | IT        |        200000 | PA      | $194218.00      | 0.00%             | 2033-11-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Asset-Backed Securities I Trust                                     | Bear Stearns Asset-Backed Securities I Trust, Series 2007-HE2, Class 22A                                                         | CUSIP: 07389YAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       1565179 | PA      | $1462540.05     | 0.00%             | 2037-03-25      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                                                | Barclays Bank plc                                                                                                                | CUSIP: 06738C828<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | DBT              | CORP              | GB        |       6260000 | PA      | $6713850.00     | 0.02%             | 2034-12-15      | Variable      | 6.28%                 | No            |                  2 | On Loan: No      |
| RTE Reseau de Transport d'Electricite SADIR                                      | RTE Reseau de Transport d'Electricite SADIR                                                                                      | CUSIP: N/A<br>LEI: 969500JRJW0K2ET1UP76       | Long             | DBT              | CORP              | FR        |      17200000 | PA      | $10875750.47    | 0.03%             | 2049-09-09      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Pike Corp.                                                                       | Pike Corp.                                                                                                                       | CUSIP: 721283AA7<br>LEI: 549300P4EKEP6HK0NC58 | Long             | DBT              | CORP              | US        |       1101000 | PA      | $1100280.50     | 0.00%             | 2028-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Bock Capital Bidco BV                                                            | Bock Capital Bidco BV, 1st Lien Term Loan B                                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | NL        |       4000000 | PA      | $4703695.71     | 0.01%             | 2028-06-29      | Variable      | 5.48%                 | No            |                  2 | On Loan: No      |
| Infrastrutture Wireless Italiane SpA                                             | Infrastrutture Wireless Italiane SpA                                                                                             | CUSIP: N/A<br>LEI: 81560066183FE361C071       | Long             | DBT              | CORP              | IT        |       5590000 | PA      | $6297903.48     | 0.01%             | 2028-10-21      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOP                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     -55949212 | PA      | $-11558.53      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust                                                       | J.P. Morgan Mortgage Trust, Series 2021-INV5, Class B6                                                                           | CUSIP: 46653XAX8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       2916729 | PA      | $1412507.96     | 0.00%             | 2051-12-25      | Variable      | 3.04%                 | No            |                  2 | On Loan: No      |
| CitiMortgage Alternative Loan Trust                                              | CitiMortgage Alternative Loan Trust, Series 2007-A6, Class 1A11                                                                  | CUSIP: 18976GAL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        704851 | PA      | $616725.00      | 0.00%             | 2037-06-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | General Electric Co.                                                                                                             | CUSIP: 369604301<br>LEI: N/A                  | N/A              | DE               |  | US        |          4500 | NS      | $43110.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MercadoLibre, Inc.                                                               | MercadoLibre, Inc.                                                                                                               | CUSIP: 58733R102<br>LEI: 549300DKPDN9M5S8GB14 | Long             | EC               | CORP              | US        |           673 | NS      | $1758972.99     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SM Energy Co.                                                                    | SM Energy Co.                                                                                                                    | CUSIP: 78454LAY6<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |       3624000 | PA      | $3571062.89     | 0.01%             | 2032-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| PCL Funding IX plc                                                               | PCL Funding IX plc, Series 2024-1, Class A                                                                                       | CUSIP: N/A<br>LEI: 213800OC928ETRJNHM43       | Long             | ABS-O            | CORP              | GB        |      22145000 | PA      | $30467278.54    | 0.07%             | 2029-07-16      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| Visio Trust                                                                      | Visio Trust, Series 2019-2, Class B1                                                                                             | CUSIP: 92837DAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1825000 | PA      | $1637929.84     | 0.00%             | 2054-11-25      | Variable      | 3.91%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                                      | Prologis LP                                                                                                                      | CUSIP: N/A<br>LEI: GL16H1DHB0QSHP25F723       | Long             | DBT              | CORP              | US        |      97000000 | PA      | $13791324.70    | 0.03%             | 2029-09-11      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     482430700 | PA      | $3604637.26     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $28643.40       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Airbus SE                                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          8500 | NS      | $104998.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nobian Finance BV                                                                | Nobian Finance BV, 1st Lien Term Loan B                                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | NL        |       5928231 | PA      | $6940981.20     | 0.02%             | 2029-07-01      | Variable      | 6.11%                 | No            |                  2 | On Loan: No      |
| Pikes Peak CLO 10                                                                | Pikes Peak CLO 10, Series 2022-10A, Class A1R                                                                                    | CUSIP: 72132HAL6<br>LEI: 5493003SA5I7NBQCGD83 | Long             | ABS-CBDO         | CORP              | KY        |       3000000 | PA      | $3009012.60     | 0.01%             | 2038-01-22      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| Outfront Media Capital LLC                                                       | Outfront Media Capital LLC                                                                                                       | CUSIP: 69007TAB0<br>LEI: 5493005WC7J0FDMW0610 | Long             | DBT              | CORP              | US        |       3997000 | PA      | $3977029.79     | 0.01%             | 2027-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Sandoz Group AG                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |        -55700 | NS      | $-28023.39      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Palladyne AI Corp.                                                               | Palladyne AI Corp.                                                                                                               | CUSIP: 80359A205<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         73917 | NS      | $640121.22      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Progress Residential Trust                                                       | Progress Residential Trust, Series 2021-SFR9, Class F                                                                            | CUSIP: 74333QAN5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       2637000 | PA      | $2520334.37     | 0.01%             | 2040-11-17      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | NDIRS                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   56838075764 | PA      | $-15077.54      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Credit-Based Asset Servicing & Securitization LLC                                | Credit-Based Asset Servicing & Securitization LLC, Series 2006-MH1, Class B2                                                     | CUSIP: 1248P8AL3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       5709042 | PA      | $4644789.37     | 0.01%             | 2036-10-25      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| Regional Management Issuance Trust                                               | Regional Management Issuance Trust, Series 2022-1, Class C                                                                       | CUSIP: 75907DAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       1117000 | PA      | $1115115.40     | 0.00%             | 2032-03-15      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |        379012 | PA      | $67401.20       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Oaktree CLO Ltd.                                                                 | Oaktree CLO Ltd., Series 2020-1A, Class ARR                                                                                      | CUSIP: 67402FAU3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       3000000 | PA      | $2999838.00     | 0.01%             | 2038-01-15      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| Nobian Finance BV                                                                | Nobian Finance BV, 1st Lien Term Loan                                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | NL        |       7263158 | PA      | $8482315.17     | 0.02%             | 2030-07-31      | Variable      | 5.76%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                         | Electricite de France SA                                                                                                         | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | NUSS              | FR        |       1200000 | PA      | $1663397.41     | 0.00%             | 2035-06-17      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | VeriSign, Inc.                                                                                                                   | CUSIP: 92343E102<br>LEI: N/A                  | N/A              | DE               |  | US        |          3400 | NS      | $20094.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KDC/ONE Development Corp., Inc.                                                  | KDC/ONE Development Corp., Inc., 1st Lien Term Loan                                                                              | CUSIP: C4879HAH2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |        860088 | PA      | $860225.80      | 0.00%             | 2028-08-15      | Variable      | 8.33%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     181574809 | PA      | $-2536.02       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | J M Smucker Co. (The)                                                                                                            | CUSIP: 832696405<br>LEI: N/A                  | N/A              | DE               |  | US        |        -10300 | NS      | $-8961.00       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust                                                       | J.P. Morgan Mortgage Trust, Series 2021-INV7, Class B5                                                                           | CUSIP: 46654CAW5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        513657 | PA      | $392431.29      | 0.00%             | 2052-02-25      | Variable      | 3.26%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-485334.96     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-96700.65      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCM XXIV Ltd.                                                                    | LCM XXIV Ltd., Series 24A, Class AR                                                                                              | CUSIP: 50188YAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |        109741 | PA      | $109749.33      | 0.00%             | 2030-03-20      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| Vonovia SE                                                                       | Vonovia SE, Series B                                                                                                             | CUSIP: N/A<br>LEI: 5299005A2ZEP6AP7KM81       | Long             | DBT              | CORP              | DE        |      12700000 | PA      | $15689930.67    | 0.04%             | 2032-05-20      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Capital Certificates                                      | Credit Suisse Mortgage Capital Certificates, Series 2021-JR1, Class PT2                                                          | CUSIP: 12657XAP3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1138841 | PA      | $424923.66      | 0.00%             | 2060-07-26      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Foundation Finance Trust                                                         | Foundation Finance Trust, Series 2024-2A, Class B                                                                                | CUSIP: 35040VAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       3009169 | PA      | $3002537.80     | 0.01%             | 2050-03-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| Xerox Holdings Corp.                                                             | Xerox Holdings Corp.                                                                                                             | CUSIP: 98421MAB2<br>LEI: 5493000Y33XDVO2CXC18 | Long             | DBT              | CORP              | US        |       8285000 | PA      | $6320241.66     | 0.01%             | 2028-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Bankinter SA                                                                     | Bankinter SA                                                                                                                     | CUSIP: N/A<br>LEI: VWMYAEQSTOPNV0SUGU82       | Long             | DBT              | CORP              | ES        |       4400000 | PA      | $5423470.27     | 0.01%             | 2034-06-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Nippon Steel Corp.                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |        -95100 | NS      | $-31815.36      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Australia 10-Year Bond                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | AU        |          1055 | NC      | $569721.97      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fertitta Entertainment LLC                                                       | Fertitta Entertainment LLC, 1st Lien Term Loan B                                                                                 | CUSIP: 31556PAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      16435985 | PA      | $16407221.62    | 0.04%             | 2029-01-29      | Variable      | 7.83%                 | No            |                  2 | On Loan: No      |
| Democratic Socialist Republic of Sri Lanka                                       | Sri Lanka Government Bond                                                                                                        | CUSIP: N/A<br>LEI: 254900IG6Y30I2QE2R92       | Long             | DBT              | NUSS              | LK        |       2500000 | PA      | $2036562.50     | 0.00%             | 2038-02-15      | Variable      | 3.60%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Jabil, Inc.                                                                                                                      | CUSIP: 466313103<br>LEI: N/A                  | N/A              | DE               |  | US        |          9500 | NS      | $327282.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Polaris plc                                                                      | Polaris plc, Series 2023-2, Class A                                                                                              | CUSIP: N/A<br>LEI: 6354009LRHDVGD1A8T64       | Long             | ABS-MBS          | CORP              | GB        |       3462316 | PA      | $4780682.92     | 0.01%             | 2059-09-27      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Sabre Corp.                                                                                                                      | CUSIP: 00CBV4P61<br>LEI: N/A                  | N/A              | DE               |  | US        |          1534 | NC      | $11505.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tikehau CLO VI DAC                                                               | Tikehau CLO VI DAC, Series 6X, Class D                                                                                           | CUSIP: N/A<br>LEI: 54930074V8PMLHROE464       | Long             | ABS-CBDO         | CORP              | IE        |       1000000 | PA      | $1182770.29     | 0.00%             | 2035-01-15      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     415842083 | PA      | $-2493116.12    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     242395000 | PA      | $-182801.32     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Nomura Securities International, Inc.                                            | Nomura Securities International, Inc.                                                                                            | CUSIP: N/A<br>LEI: OXTKY6Q8X53C9ILVV871       | Long             | RA               | CORP              | US        |        103625 | PA      | $103625.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PrestigeBidCo GmbH                                                               | PrestigeBidCo GmbH                                                                                                               | CUSIP: N/A<br>LEI: 529900CSF1DNOCHMI763       | Long             | DBT              | CORP              | DE        |       6078000 | PA      | $7193588.11     | 0.02%             | 2029-07-01      | Floating      | 6.03%                 | No            |                  2 | On Loan: No      |
| ASP Dream Acquisition Co. LLC                                                    | ASP Dream Acquisition Co. LLC, 1st Lien Term Loan                                                                                | CUSIP: 00217BAB0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |        498715 | PA      | $481259.64      | 0.00%             | 2028-12-15      | Variable      | 8.68%                 | No            |                  3 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-733525.39     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Stagwell Global LLC                                                              | Stagwell Global LLC                                                                                                              | CUSIP: 59565JAA9<br>LEI: 984500904E015Z0C1F82 | Long             | DBT              | CORP              | US        |       3938000 | PA      | $3766794.27     | 0.01%             | 2029-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Taiwan Semiconductor Manufacturing Co. Ltd.                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         13000 | NS      | $23997.37       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $29483.90       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AMC Networks, Inc.                                                               | AMC Networks, Inc., Class A                                                                                                      | CUSIP: 00164V103<br>LEI: 549300VGG9K75226LR46 | Long             | EC               | CORP              | US        |        197308 | NS      | $1237121.16     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic of Angola                                                               | Republic of Angola                                                                                                               | CUSIP: N/A<br>LEI: 549300QHR2R3J8JSGK83       | Long             | DBT              | NUSS              | AO        |       2136000 | PA      | $2016918.00     | 0.00%             | 2028-05-09      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Metropolitan Bank & Trust Co.                                                    | Metropolitan Bank & Trust Co.                                                                                                    | CUSIP: N/A<br>LEI: 549300SQYI82RVWFN715       | Long             | EC               | CORP              | PH        |        303190 | NS      | $390226.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Ireland                                                              | Republic of Ireland                                                                                                              | CUSIP: N/A<br>LEI: 549300KXBEJAOJ9OVF93       | Long             | DBT              | NUSS              | IE        |      65274000 | PA      | $71511933.01    | 0.17%             | 2055-10-18      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                                   | Morgan Stanley Capital I Trust, Series 2018-MP, Class E                                                                          | CUSIP: 61691DAN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       7057000 | PA      | $5201844.55     | 0.01%             | 2040-07-11      | Variable      | 4.42%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      16370000 | PA      | $-107037.52     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Iberdrola International BV                                                       | Iberdrola International BV, Series NC5                                                                                           | CUSIP: N/A<br>LEI: 549300ZMLFJKWC63XN87       | Long             | DBT              | CORP              | NL        |      13200000 | PA      | $15415001.44    | 0.04%             | 2026-01-28      | Variable      | 1.87%                 | No            |                  2 | On Loan: No      |
| Station Casinos LLC                                                              | Station Casinos LLC, Facility 1st Lien Term Loan B                                                                               | CUSIP: 85769EBB6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |             0 | PA      | $0.07           | 0.00%             | 2031-03-14      | Variable      | 6.33%                 | No            |                  2 | On Loan: No      |
| California State Public Works Board                                              | California State Public Works Board, Series 2009G, Sub-Series G-2                                                                | CUSIP: 130685WB2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |       6820000 | PA      | $8089167.70     | 0.02%             | 2034-10-01      | Fixed         | 8.36%                 | No            |                  2 | On Loan: No      |
| AES Corp. (The)                                                                  | AES Corp. (The)                                                                                                                  | CUSIP: 00130HCL7<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |       1728000 | PA      | $1685678.45     | 0.00%             | 2055-07-15      | Variable      | 6.95%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC                                             | Charter Communications Operating LLC                                                                                             | CUSIP: 161175CE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       1783000 | PA      | $1271365.51     | 0.00%             | 2042-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | HICPXT                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | GB        |      38756200 | PA      | $74347.19       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Massachusetts Institute of Technology                                            | Massachusetts Institute of Technology                                                                                            | CUSIP: 575718AE1<br>LEI: DLZO3A31IADZ27B62557 | Long             | DBT              | CORP              | US        |       8375000 | PA      | $7618636.25     | 0.02%             | 2038-07-01      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-91418.65      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Mariner Finance issuance Trust                                                   | Mariner Finance issuance Trust, Series 2024-BA, Class A                                                                          | CUSIP: 56847GAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      19703000 | PA      | $19916878.04    | 0.05%             | 2038-11-20      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| RASC Trust                                                                       | RASC Trust, Series 2006-EMX9, Class 1A4                                                                                          | CUSIP: 74924VAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       2473738 | PA      | $2022384.45     | 0.00%             | 2036-11-25      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| Last Mile Securities PE DAC                                                      | Last Mile Securities PE DAC, Series 2021-1X, Class B                                                                             | CUSIP: N/A<br>LEI: 635400UJZKP57EXKMQ33       | Long             | ABS-MBS          | CORP              | IE        |        938807 | PA      | $1104217.45     | 0.00%             | 2031-08-17      | Floating      | 3.33%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-435351.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |        980000 | PA      | $-1450.76       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Voya CLO Ltd.                                                                    | Voya CLO Ltd., Series 2016-1A, Class CR                                                                                          | CUSIP: 92915CAW4<br>LEI: 549300BRUAMTEA33B077 | Long             | ABS-CBDO         | CORP              | KY        |       1085000 | PA      | $1095928.12     | 0.00%             | 2031-01-20      | Floating      | 7.18%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd.                                                                    | Voya CLO Ltd., Series 2017-2A, Class A2AR                                                                                        | CUSIP: 92915UAJ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       3150000 | PA      | $3163209.84     | 0.01%             | 2030-06-07      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Hungary                                                                          | Hungary Government Bond                                                                                                          | CUSIP: N/A<br>LEI: 5299003F3UFKGCCMAP43       | Long             | DBT              | NUSS              | HU        |       1887000 | PA      | $2312814.71     | 0.01%             | 2027-02-22      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Alliant Holdings Intermediate LLC                                                | Alliant Holdings Intermediate LLC                                                                                                | CUSIP: 01883LAE3<br>LEI: 5493006Q26653NF8SI73 | Long             | DBT              | CORP              | US        |       8282000 | PA      | $8419522.61     | 0.02%             | 2028-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ProGroup AG                                                                      | ProGroup AG                                                                                                                      | CUSIP: N/A<br>LEI: 529900YI5W5TQ8F2FP82       | Long             | DBT              | CORP              | DE        |       4410000 | PA      | $5253200.55     | 0.01%             | 2029-04-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                                              | New Residential Mortgage Loan Trust, Series 2022-SFR2, Class F                                                                   | CUSIP: 64830RAN2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       6607470 | PA      | $6175439.25     | 0.01%             | 2039-09-04      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                                                  | BRAVO Residential Funding Trust, Series 2025-NQM6, Class A1                                                                      | CUSIP: 10570MAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      15000000 | PA      | $14999973.00    | 0.04%             | 2065-06-25      | Variable      | 5.33%                 | No            |                  2 | On Loan: No      |
| AutoFlorence SRL                                                                 | AutoFlorence 3 SRL, Series 3, Class C                                                                                            | CUSIP: N/A<br>LEI: 815600F88BB8BFD30863       | Long             | ABS-O            | CORP              | IT        |        553025 | PA      | $666443.95      | 0.00%             | 2046-12-25      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| Olympus Water US Holding Corp.                                                   | Olympus Water US Holding Corp.                                                                                                   | CUSIP: 25259KAA8<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |       8596000 | PA      | $9051845.88     | 0.02%             | 2028-11-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Aurizon Network Pty. Ltd.                                                        | Aurizon Network Pty. Ltd.                                                                                                        | CUSIP: N/A<br>LEI: 549300FNL9A7DVZKZ444       | Long             | DBT              | CORP              | AU        |       2590000 | PA      | $1773355.36     | 0.00%             | 2031-09-12      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding XXXVIII Ltd.                                                | Madison Park Funding XXXVIII Ltd., Series 2021-38A, Class C                                                                      | CUSIP: 55821KAG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |        250000 | PA      | $250439.30      | 0.00%             | 2034-07-17      | Floating      | 6.44%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                                 | Boeing Co. (The)                                                                                                                 | CUSIP: 097023204<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EP               | CORP              | US        |        143550 | NS      | $9761400.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldstory SAS                                                                    | Goldstory SAS                                                                                                                    | CUSIP: N/A<br>LEI: 969500NWR67ONUJD4A26       | Long             | DBT              | CORP              | FR        |       7438000 | PA      | $9099070.94     | 0.02%             | 2030-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| E-CARAT DE Lease                                                                 | E-CARAT DE Lease, Series 2025-1, Class B                                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | LU        |       3600000 | PA      | $4241569.90     | 0.01%             | 2034-05-25      | Floating      | 2.89%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-181291.85     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-396205.11     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Star Parent, Inc.                                                                | Star Parent, Inc., 1st Lien Term Loan                                                                                            | CUSIP: 87169DAB1<br>LEI: 254900GRGCJYRMDRWT73 | Long             | LON              | CORP              | US        |        987500 | PA      | $977318.88      | 0.00%             | 2030-09-27      | Variable      | 8.30%                 | No            |                  2 | On Loan: No      |
| St. Regis Aspen Resort                                                           | St. Regis Aspen Resort, 1st Lien Term Loan                                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      58433110 | PA      | $58748970.17    | 0.14%             | 2025-07-04      | Variable      | 7.27%                 | No            |                  3 | On Loan: No      |
| N/A                                                                              | NDIRS                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   13139461130 | PA      | $11603.90       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ensemble RCM LLC                                                                 | Ensemble RCM LLC, 1st Lien Term Loan B                                                                                           | CUSIP: 29359BAE1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       1360765 | PA      | $1365718.21     | 0.00%             | 2029-08-01      | Variable      | 7.28%                 | No            |                  2 | On Loan: No      |
| GAMMA Sociedade de Titularizacao de Creditos                                     | GAMMA Sociedade de Titularizacao de Creditos, Series 2, Class A                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | PT        |       4788045 | PA      | $5657070.66     | 0.01%             | 2034-02-25      | Floating      | 2.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $361397.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Sampo OYJ, Class A                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |        146500 | NS      | $-459.67        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sound Point CLO XXIX Ltd.                                                        | Sound Point CLO XXIX Ltd., Series 2021-1A, Class D                                                                               | CUSIP: 83614VAJ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |        345000 | PA      | $345004.86      | 0.00%             | 2034-04-25      | Floating      | 8.04%                 | No            |                  2 | On Loan: No      |
| Mohegan Tribal Gaming Authority                                                  | Mohegan Tribal Gaming Authority                                                                                                  | CUSIP: 60832QAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       4162000 | PA      | $4360222.24     | 0.01%             | 2031-04-15      | Fixed         | 11.88%                | No            |                  2 | On Loan: No      |
| N/A                                                                              | Airtac International Group                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         49000 | NS      | $-29787.56      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Last Mile Logistics Pan Euro Finance DAC                                         | Last Mile Logistics Pan Euro Finance DAC, Series 1X, Class A                                                                     | CUSIP: N/A<br>LEI: 635400NOPX1IKIAX7N90       | Long             | ABS-MBS          | CORP              | IE        |       1843919 | PA      | $2165871.47     | 0.01%             | 2033-08-17      | Floating      | 2.88%                 | No            |                  2 | On Loan: No      |
| Whitebox CLO I Ltd.                                                              | Whitebox CLO I Ltd., Series 2019-1A, Class D1RR                                                                                  | CUSIP: 96467FBC3<br>LEI: 549300E4AC0513DYO913 | Long             | ABS-CBDO         | CORP              | KY        |       9280000 | PA      | $9264487.55     | 0.02%             | 2036-07-24      | Floating      | 7.38%                 | No            |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust                                                         | Ajax Mortgage Loan Trust, Series 2022-B, Class A3                                                                                | CUSIP: 00971BAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1820840 | PA      | $1640028.59     | 0.00%             | 2062-03-27      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Ares LVII CLO Ltd.                                                               | Ares LVII CLO Ltd., Series 2020-57A, Class AR                                                                                    | CUSIP: 04017NAQ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       4000000 | PA      | $4010648.80     | 0.01%             | 2035-01-25      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-52683.07      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | NDIRS                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   61900470000 | PA      | $-4666.40       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      17020000 | PA      | $-653251.47     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Glencore Capital Finance DAC                                                     | Glencore Capital Finance DAC                                                                                                     | CUSIP: N/A<br>LEI: 213800HCUCI1HC7X6Q34       | Long             | DBT              | CORP              | IE        |      13490000 | PA      | $15947592.57    | 0.04%             | 2032-02-04      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Republic of Kenya                                                                | Republic of Kenya                                                                                                                | CUSIP: N/A<br>LEI: 549300VVURQQYU45PR87       | Long             | DBT              | NUSS              | KE        |        232000 | PA      | $235261.92      | 0.00%             | 2031-02-16      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | NDIRS                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       2407000 | PA      | $6424.56        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOP                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    -812173884 | PA      | $-1591284.92    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays plc                                                                     | Barclays plc                                                                                                                     | CUSIP: 06738ECN3<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |      17338000 | PA      | $19257455.30    | 0.05%             | 2029-12-15      | Variable      | 9.62%                 | No            |                  2 | On Loan: No      |
| IMCD NV                                                                          | IMCD NV                                                                                                                          | CUSIP: N/A<br>LEI: 724500NSJPNFJPDAUP02       | Long             | DBT              | CORP              | NL        |       7642000 | PA      | $8917631.50     | 0.02%             | 2027-03-31      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| GEAR M Illawarra Met Coal Pty. Ltd.                                              | GEAR M Illawarra Met Coal Pty. Ltd., 1st Lien Term Loan                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | AU        |      25000000 | PA      | $24750000.00    | 0.06%             | 2032-12-01      | Variable      | 13.25%                | No            |                  3 | On Loan: No      |
| Together Asset-Backed Securitisation 2025-Cre-1 plc                              | Together Asset-Backed Securitisation plc, Series 2025-CRE1, Class A                                                              | CUSIP: N/A<br>LEI: 635400IHLPBPFA2IVG30       | Long             | ABS-MBS          | CORP              | GB        |      11062869 | PA      | $15192614.04    | 0.04%             | 2057-01-15      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Tower Bridge Funding plc                                                         | Tower Bridge Funding plc, Series 2024-2X, Class B                                                                                | CUSIP: N/A<br>LEI: 635400KGPH6QBBQEL802       | Long             | ABS-MBS          | CORP              | GB        |       1489000 | PA      | $2045609.06     | 0.00%             | 2066-05-20      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| AusNet Services Holdings Pty. Ltd.                                               | AusNet Services Holdings Pty. Ltd.                                                                                               | CUSIP: N/A<br>LEI: TTMIG9TE1S0X3ZPDHD61       | Long             | DBT              | CORP              | AU        |        320000 | PA      | $210827.03      | 0.00%             | 2055-02-12      | Floating      | 6.05%                 | No            |                  2 | On Loan: No      |
| HarborView Mortgage Loan Trust                                                   | HarborView Mortgage Loan Trust, Series 2006-12, Class 1A1A                                                                       | CUSIP: 41162DAA7<br>LEI: 549300SZXFEQICAU3R39 | Long             | ABS-MBS          | CORP              | US        |      10123979 | PA      | $7927266.14     | 0.02%             | 2036-12-19      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| Fortress Transportation & Infrastructure Investors LLC                           | Fortress Transportation & Infrastructure Investors LLC                                                                           | CUSIP: 34960PAD3<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |       1242000 | PA      | $1235315.43     | 0.00%             | 2028-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $363628.23      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Relativity Space, Inc., Series E                                                 | Relativity Space, Inc., Series E                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |        256663 | NS      | $2566.63        | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $62201.73       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BX Trust                                                                         | BX Trust, Series 2024-VLT4, Class A                                                                                              | CUSIP: 05612TAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      32158000 | PA      | $32147950.63    | 0.08%             | 2029-07-15      | Floating      | 5.80%                 | No            |                  2 | On Loan: No      |
| Affirm Master Trust                                                              | Affirm Master Trust, Series 2025-1A, Class B                                                                                     | CUSIP: 00833BAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       2389000 | PA      | $2404485.50     | 0.01%             | 2033-02-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      29343000 | PA      | $34736.21       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AutoFlorence SRL                                                                 | AutoFlorence 2 SRL, Series 2, Class D                                                                                            | CUSIP: N/A<br>LEI: 815600C91B7AF7C88210       | Long             | ABS-O            | CORP              | IT        |         51589 | PA      | $61128.08       | 0.00%             | 2044-12-24      | Floating      | 4.25%                 | No            |                  2 | On Loan: No      |
| Telefonica Emisiones SA                                                          | Telefonica Emisiones SA                                                                                                          | CUSIP: N/A<br>LEI: 549300Y5MFC4SW5Z3K71       | Long             | DBT              | CORP              | ES        |       1800000 | PA      | $2175770.37     | 0.01%             | 2033-11-21      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC                                             | Charter Communications Operating LLC                                                                                             | CUSIP: 161175BR4<br>LEI: N/A                  | Short            | DBT              | CORP              | US        |       -300000 | PA      | $-302859.85     | -0.00%            | 2029-03-30      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust                                                         | Ajax Mortgage Loan Trust, Series 2023-A, Class A2                                                                                | CUSIP: 009692AB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       2666600 | PA      | $2373178.80     | 0.01%             | 2062-07-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Red & Black Auto Germany 8 UG                                                    | Red & Black Auto Germany 8 UG, Series 8, Class D                                                                                 | CUSIP: N/A<br>LEI: 391200E3OPA9K4R22Z70       | Long             | ABS-O            | CORP              | DE        |         24251 | PA      | $28542.47       | 0.00%             | 2030-09-15      | Floating      | 3.24%                 | No            |                  2 | On Loan: No      |
| SoftBank Group Corp.                                                             | SoftBank Group Corp.                                                                                                             | CUSIP: N/A<br>LEI: 5493003BZYYYCDIO0R13       | Long             | DBT              | CORP              | JP        |       2888000 | PA      | $3401239.22     | 0.01%             | 2025-07-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Service Properties Trust                                                         | Service Properties Trust                                                                                                         | CUSIP: 81761LAE2<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |      26716000 | PA      | $27470940.73    | 0.06%             | 2032-06-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Playstudios, Inc.                                                                | Playstudios, Inc., Class A                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       1145983 | NS      | $1501237.73     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Flutter Treasury DAC                                                             | Flutter Treasury DAC                                                                                                             | CUSIP: 344045AA7<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | IE        |       1475000 | PA      | $1519313.43     | 0.00%             | 2029-04-29      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Lummus Technology Holdings V LLC                                                 | Lummus Technology Holdings V LLC, 1st Lien Term Loan B                                                                           | CUSIP: 45232UAG3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |        982227 | PA      | $984456.45      | 0.00%             | 2029-12-31      | Variable      | 7.33%                 | No            |                  2 | On Loan: No      |
| Auto ABS Italian Stella Loans SRL                                                | Auto ABS Italian Stella Loans SRL, Series 2024-1, Class B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | IT        |       5424114 | PA      | $6414573.39     | 0.02%             | 2036-12-29      | Floating      | 3.13%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Morinaga & Co. Ltd.                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         95400 | NS      | $20981.28       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GoTo Group, Inc.                                                                 | GoTo Group, Inc., 1st Lien Term Loan                                                                                             | CUSIP: 38349FAC0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       5305606 | PA      | $4600702.88     | 0.01%             | 2028-04-30      | Variable      | 9.16%                 | No            |                  2 | On Loan: No      |
| TenneT Holding BV                                                                | TenneT Holding BV                                                                                                                | CUSIP: N/A<br>LEI: 724500LTUWK3JQG63903       | Long             | DBT              | NUSS              | NL        |      11300000 | PA      | $13151916.95    | 0.03%             | 2026-06-13      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Atrium XV                                                                        | Atrium XV, Series 15A, Class D1R                                                                                                 | CUSIP: 55820LAS4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       1450000 | PA      | $1457893.51     | 0.00%             | 2037-07-16      | Floating      | 7.56%                 | No            |                  2 | On Loan: No      |
| Ukraine                                                                          | Ukraine Government Bond                                                                                                          | CUSIP: 903724CC4<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |       7894285 | PA      | $3917538.93     | 0.01%             | 2036-02-01      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| Holland Park CLO DAC                                                             | Holland Park CLO DAC, Series 1X, Class A1RR                                                                                      | CUSIP: N/A<br>LEI: 549300DH041IB658HY57       | Long             | ABS-CBDO         | CORP              | IE        |        400475 | PA      | $471784.09      | 0.00%             | 2032-11-14      | Floating      | 3.06%                 | No            |                  2 | On Loan: No      |
| HOUSTON CENTER                                                                   | HOUSTON CENTER, 1st Lien Term Loan                                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      18104501 | PA      | $1.81           | 0.00%             | 2032-09-13      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Stena International SA                                                           | Stena International SA                                                                                                           | CUSIP: 85858EAE3<br>LEI: 213800A4LTGG4W55QP46 | Long             | DBT              | CORP              | LU        |       7196000 | PA      | $7366113.44     | 0.02%             | 2031-02-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | USD Currency                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    -542825000 | PA      | $-243913.62     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                                                | HSBC Holdings plc                                                                                                                | CUSIP: 404280CN7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      19983000 | PA      | $18205558.11    | 0.04%             | 2030-12-17      | Variable      | 4.60%                 | No            |                  2 | On Loan: No      |
| SC Germany SA Compartment Consumer                                               | SC Germany SA Compartment Consumer, Series 2020-1, Class D                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | LU        |        232637 | PA      | $275794.39      | 0.00%             | 2034-11-14      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| CD Mortgage Trust                                                                | CD Mortgage Trust, Series 2017-CD6, Class B                                                                                      | CUSIP: 125039AJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1143000 | PA      | $1085621.74     | 0.00%             | 2050-11-13      | Variable      | 3.91%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $1148.98        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EquipmentShare.com, Inc.                                                         | EquipmentShare.com, Inc.                                                                                                         | CUSIP: 29450YAB5<br>LEI: 254900PWJK48CGPKPI80 | Long             | DBT              | CORP              | US        |       3012000 | PA      | $3200821.80     | 0.01%             | 2032-05-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd.                                                                     | OCP CLO Ltd., Series 2017-14A, Class D2R                                                                                         | CUSIP: 67097QBA2<br>LEI: 25490025Q5WQX513IQ05 | Long             | ABS-CBDO         | CORP              | KY        |       6250000 | PA      | $6243711.25     | 0.01%             | 2037-07-20      | Floating      | 8.77%                 | No            |                  2 | On Loan: No      |
| Mortimer BTL plc                                                                 | Mortimer BTL plc, Series 2021-1, Class A                                                                                         | CUSIP: N/A<br>LEI: 213800XP3NPPV83PMY32       | Long             | ABS-MBS          | CORP              | GB        |       1401755 | PA      | $1923433.35     | 0.00%             | 2053-06-23      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     127467699 | PA      | $2455657.22     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Uzbekistan International Bond                                        | Republic of Uzbekistan                                                                                                           | CUSIP: 91822QVX2<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |       1763000 | PA      | $1877947.60     | 0.00%             | 2028-10-12      | Fixed         | 7.85%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOP                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      96081650 | PA      | $3075991.67     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| OCP CLO Ltd.                                                                     | OCP CLO Ltd., Series 2016-12A, Class XR3                                                                                         | CUSIP: 67092RAW8<br>LEI: 254900U8BS6KLMI9K654 | Long             | ABS-CBDO         | CORP              | KY        |        900000 | PA      | $900011.43      | 0.00%             | 2037-10-18      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd.                                                                    | Voya CLO Ltd., Series 2019-1A, Class A1RR                                                                                        | CUSIP: 92917NAW8<br>LEI: 549300KSCKXTOBY0IP86 | Long             | ABS-CBDO         | CORP              | KY        |      22750000 | PA      | $22840383.48    | 0.05%             | 2037-10-15      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| Hops Hill NO 4 plc                                                               | Hops Hill NO 4 plc, Series 4, Class C                                                                                            | CUSIP: N/A<br>LEI: 6354008RKIF9MECMNJ80       | Long             | ABS-MBS          | CORP              | GB        |       2900000 | PA      | $3986807.30     | 0.01%             | 2056-04-21      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| SoftBank Group Corp.                                                             | SoftBank Group Corp.                                                                                                             | CUSIP: N/A<br>LEI: 5493003BZYYYCDIO0R13       | Long             | DBT              | CORP              | JP        |       2972000 | PA      | $3556037.57     | 0.01%             | 2029-01-08      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                  | Goldman Sachs Group, Inc. (The)                                                                                                  | CUSIP: 38141GB78<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      18306000 | PA      | $18084572.45    | 0.04%             | 2035-10-23      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| Orbia Advance Corp. SAB de CV                                                    | Orbia Advance Corp. SAB de CV                                                                                                    | CUSIP: 68560EAC2<br>LEI: 549300MVHZ20SBIOEQ79 | Long             | DBT              | CORP              | MX        |       2570000 | PA      | $2632965.00     | 0.01%             | 2030-05-13      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | USCPI                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | GB        |      61410000 | PA      | $5841.85        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-462883.39     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Crowdstrike Holdings, Inc.                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          -364 | NC      | $-848120.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-25395.70      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       1215000 | PA      | $-219407.25     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COLT Mortgage Loan Trust                                                         | COLT Mortgage Loan Trust, Series 2024-6, Class A1                                                                                | CUSIP: 19688XAA4<br>LEI: 213800U2X2TO1PQH1O75 | Long             | ABS-MBS          | CORP              | US        |      16938319 | PA      | $16949852.14    | 0.04%             | 2069-11-25      | Variable      | 5.39%                 | No            |                  2 | On Loan: No      |
| Regatta VII Funding Ltd.                                                         | Regatta VII Funding Ltd., Series 2016-1A, Class BR2                                                                              | CUSIP: 75888ABJ4<br>LEI: 549300DA6HSLI0UPTQ25 | Long             | ABS-CBDO         | CORP              | KY        |        250000 | PA      | $250400.28      | 0.00%             | 2034-06-20      | Floating      | 6.18%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-25513.09      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Uzbekistan International Bond                                        | Republic of Uzbekistan                                                                                                           | CUSIP: N/A<br>LEI: 213800L6VDKUM3TCM927       | Long             | DBT              | NUSS              | UZ        |        213000 | PA      | $257020.37      | 0.00%             | 2027-05-29      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| J&J Ventures Gaming LLC                                                          | J&J Ventures Gaming LLC, 1st Lien Term Loan                                                                                      | CUSIP: 46604BAH1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       7809660 | PA      | $7710242.99     | 0.02%             | 2030-04-26      | Variable      | 7.83%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-1993372.84    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CBOE Volatility Index                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |             5 | NC      | $-5003.49       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Scentre Group Trust 1                                                            | Scentre Group Trust 1                                                                                                            | CUSIP: N/A<br>LEI: 549300SQ859FBKRKSI77       | Long             | DBT              | CORP              | AU        |       7200000 | PA      | $4696031.88     | 0.01%             | 2055-03-31      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| Newell Brands, Inc.                                                              | Newell Brands, Inc.                                                                                                              | CUSIP: 651229BD7<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |       2114000 | PA      | $2092581.59     | 0.00%             | 2029-09-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Anchorage Capital CLO 11 Ltd.                                                    | Anchorage Capital CLO 11 Ltd., Series 2019-11A, Class DR2                                                                        | CUSIP: 03330NBC7<br>LEI: 549300NPGT86ACOLIL14 | Long             | ABS-CBDO         | CORP              | KY        |       2500000 | PA      | $2514927.00     | 0.01%             | 2037-07-22      | Floating      | 8.02%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-20162.91      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Trestles CLO VI Ltd.                                                             | Trestles CLO VI Ltd., Series 2023-6A, Class A1R                                                                                  | CUSIP: 894940AQ8<br>LEI: 254900837GHK5VH7YU15 | Long             | ABS-CBDO         | CORP              | KY        |      20180000 | PA      | $20170878.64    | 0.05%             | 2038-04-25      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| Builders FirstSource, Inc.                                                       | Builders FirstSource, Inc.                                                                                                       | CUSIP: 12008RAP2<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |        803000 | PA      | $743947.22      | 0.00%             | 2032-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                                           | Alternative Loan Trust, Series 2006-OA16, Class A4C                                                                              | CUSIP: 23242GAZ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       7801316 | PA      | $5755549.58     | 0.01%             | 2046-10-25      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| GCAT Trust                                                                       | GCAT Trust, Series 2022-NQM2, Class M1                                                                                           | CUSIP: 36169KAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1967525 | PA      | $1635668.46     | 0.00%             | 2067-02-25      | Variable      | 4.20%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities, Inc.                                            | Alexandria Real Estate Equities, Inc.                                                                                            | CUSIP: 015271AG4<br>LEI: MGCJBT4MKTQBVLNUIS88 | Short            | DBT              | CORP              | US        |       -600000 | PA      | $-598787.99     | -0.00%            | 2029-07-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOP                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |     171939075 | PA      | $11088470.09    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                               | T-Mobile USA, Inc.                                                                                                               | CUSIP: 87264ADN2<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      16230000 | PA      | $14822119.07    | 0.03%             | 2055-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Sysco Corp.                                                                                                                      | CUSIP: 871829107<br>LEI: N/A                  | N/A              | DE               |  | GB        |        -19600 | NS      | $3332.00        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Medco Maple Tree Pte. Ltd.                                                       | Medco Maple Tree Pte. Ltd.                                                                                                       | CUSIP: 58407HAA7<br>LEI: 254900T5AQZNR0THA508 | Long             | DBT              | CORP              | SG        |       6306000 | PA      | $6550357.50     | 0.02%             | 2029-04-27      | Fixed         | 8.96%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $14669.07       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Netflix, Inc.                                                                    | Netflix, Inc.                                                                                                                    | CUSIP: N/A<br>LEI: 549300Y7VHGU0I7CE873       | Long             | DBT              | CORP              | US        |      12263000 | PA      | $14761926.33    | 0.03%             | 2027-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Dilosk Rmbs No. 8 Sts DAC                                                        | Dilosk Rmbs No. 8 Sts DAC, Series 8-STS, Class A                                                                                 | CUSIP: N/A<br>LEI: 635400TGDQ2OBCBXQK26       | Long             | ABS-MBS          | CORP              | IE        |       1835187 | PA      | $2163044.74     | 0.01%             | 2062-05-20      | Floating      | 2.75%                 | No            |                  2 | On Loan: No      |
| Motability Operations Group plc                                                  | Motability Operations Group plc                                                                                                  | CUSIP: N/A<br>LEI: AZ3NL8JCZDCNUXFWI720       | Long             | DBT              | CORP              | GB        |      18302000 | PA      | $22120677.45    | 0.05%             | 2029-07-24      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Dryden 49 Senior Loan Fund                                                       | Dryden 49 Senior Loan Fund, Series 2017-49A, Class BR                                                                            | CUSIP: 26244QAQ6<br>LEI: 549300VCB8LYR1RGV869 | Long             | ABS-CBDO         | CORP              | KY        |       1000000 | PA      | $1001948.20     | 0.00%             | 2030-07-18      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| Group 1 Automotive, Inc.                                                         | Group 1 Automotive, Inc.                                                                                                         | CUSIP: 398905AN9<br>LEI: 549300US8QAZJLWYAF63 | Long             | DBT              | CORP              | US        |       2173000 | PA      | $2097514.54     | 0.00%             | 2028-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Meituan                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         39020 | NS      | $-62260.89      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust                                           | Velocity Commercial Capital Loan Trust, Series 2020-1, Class M5                                                                  | CUSIP: 92259LAR9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        705203 | PA      | $503123.96      | 0.00%             | 2050-02-25      | Variable      | 4.29%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO 57M Ltd.                                              | Golub Capital Partners CLO 57M Ltd., Series 2021-57A, Class B2                                                                   | CUSIP: 38179AAG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       1000000 | PA      | $962601.70      | 0.00%             | 2034-10-25      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | NDIRS                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   59695130000 | PA      | $2606.04        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA                                            | Banque Federative du Credit Mutuel SA                                                                                            | CUSIP: N/A<br>LEI: VBHFXSYT7OG62HNT8T76       | Long             | DBT              | CORP              | FR        |        300000 | PA      | $412941.03      | 0.00%             | 2026-01-19      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Iccrea Banca SpA                                                                 | Iccrea Banca SpA                                                                                                                 | CUSIP: N/A<br>LEI: NNVPP80YIZGEY2314M97       | Long             | DBT              | CORP              | IT        |      33040000 | PA      | $40300642.10    | 0.10%             | 2027-11-08      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Smith & Nephew plc                                                               | Smith & Nephew plc                                                                                                               | CUSIP: N/A<br>LEI: 213800ZTMDN8S67S1H61       | Long             | EC               | CORP              | GB        |         53772 | NS      | $823477.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sigma Holdco BV                                                                  | Sigma HoldCo BV, Facility 1st Lien Term Loan B13                                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | NL        |       8500000 | PA      | $9961510.88     | 0.02%             | 2028-01-03      | Variable      | 6.55%                 | No            |                  2 | On Loan: No      |
| BANK5                                                                            | BANK5, Series 2024-5YR11, Class A3                                                                                               | CUSIP: 06644WBD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        728000 | PA      | $762646.68      | 0.00%             | 2057-11-15      | Fixed         | 5.89%                 | No            |                  2 | On Loan: No      |
| Crown Point CLO IV Ltd.                                                          | Crown Point CLO IV Ltd., Series 2018-4A, Class C                                                                                 | CUSIP: 22845XAJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       1350000 | PA      | $1349325.00     | 0.00%             | 2031-04-20      | Floating      | 6.43%                 | No            |                  2 | On Loan: No      |
| Lake George Park CLO Ltd.                                                        | Lake George Park CLO Ltd., Series 2025-1A, Class E                                                                               | CUSIP: 509828AA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       2100000 | PA      | $2095130.31     | 0.00%             | 2038-04-15      | Floating      | 8.87%                 | No            |                  2 | On Loan: No      |
| WEC US Holdings, Inc.                                                            | WEC US Holdings, Inc., 1st Lien Term Loan                                                                                        | CUSIP: 92943LAC4<br>LEI: 5493002M6GRSU1IWMG57 | Long             | LON              | CORP              | US        |       1340868 | PA      | $1340760.23     | 0.00%             | 2031-01-27      | Variable      | 6.57%                 | No            |                  2 | On Loan: No      |
| IMA Industria Macchine Automatiche SpA                                           | IMA Industria Macchine Automatiche SpA                                                                                           | CUSIP: N/A<br>LEI: 815600D86992FDA7B908       | Long             | DBT              | CORP              | IT        |      11317000 | PA      | $13400170.10    | 0.03%             | 2029-04-15      | Floating      | 6.03%                 | No            |                  2 | On Loan: No      |
| Star Energy Geothermal Wayang Windu Ltd.                                         | Star Energy Geothermal Wayang Windu Ltd.                                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | VG        |       8898500 | PA      | $9065346.89     | 0.02%             | 2033-04-24      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Essendi SA                                                                       | Essendi SA                                                                                                                       | CUSIP: N/A<br>LEI: 2221000MD2YP7WLTNC52       | Long             | DBT              | CORP              | LU        |       1711000 | PA      | $2053755.57     | 0.00%             | 2030-05-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| NYC Trust                                                                        | NYC Trust, Series 2024-3ELV, Class A                                                                                             | CUSIP: 62956HAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1219544 | PA      | $1225977.34     | 0.00%             | 2029-08-15      | Floating      | 6.30%                 | No            |                  2 | On Loan: No      |
| PRPM Trust                                                                       | PRPM Trust, Series 2022-NQM1, Class B1                                                                                           | CUSIP: 69378KAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        963500 | PA      | $938086.82      | 0.00%             | 2067-08-25      | Variable      | 5.41%                 | No            |                  2 | On Loan: No      |
| MakeMyTrip Ltd.                                                                  | MakeMyTrip Ltd.                                                                                                                  | CUSIP: 56087FAC8<br>LEI: 529900DNT8HNJ7RYUO60 | Long             | DBT              | CORP              | MU        |      20399000 | PA      | $21740146.94    | 0.05%             | 2030-07-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Volkswagen Financial Services NV                                                 | Volkswagen Financial Services NV                                                                                                 | CUSIP: N/A<br>LEI: 529900ZTQC8D1TW6BL41       | Long             | DBT              | CORP              | NL        |      26400000 | PA      | $36573418.80    | 0.09%             | 2026-12-07      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Lendmark Funding Trust                                                           | Lendmark Funding Trust, Series 2021-2A, Class D                                                                                  | CUSIP: 52604DAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       1420000 | PA      | $1282261.28     | 0.00%             | 2032-04-20      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                                           | Alternative Loan Trust, Series 2006-OC10, Class 2A3                                                                              | CUSIP: 23245FAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       4103790 | PA      | $3539868.02     | 0.01%             | 2036-11-25      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      47479214 | PA      | $-7165.91       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-45901.73      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Burford Capital Global Finance LLC                                               | Burford Capital Global Finance LLC                                                                                               | CUSIP: 12116LAE9<br>LEI: 549300JVAOO67CSCH406 | Long             | DBT              | CORP              | US        |        861000 | PA      | $906167.20      | 0.00%             | 2031-07-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Puma International Financing SA                                                  | Puma International Financing SA                                                                                                  | CUSIP: N/A<br>LEI: 222100YFBPO7IDRUBR17       | Long             | DBT              | CORP              | LU        |      14000000 | PA      | $14343000.00    | 0.03%             | 2029-04-25      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                   | BNP Paribas SA                                                                                                                   | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | RA               | CORP              | FR        |      34991200 | PA      | $41217884.06    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     425532953 | PA      | $-221443.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                                               | Banco Bilbao Vizcaya Argentaria SA                                                                                               | CUSIP: N/A<br>LEI: K8MS7FD7N5Z2WQ51AZ71       | Long             | DBT              | CORP              | ES        |       4600000 | PA      | $5484904.14     | 0.01%             | 2026-01-15      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | USD Currency                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |     542825000 | PA      | $934165.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | FactSet Research Systems, Inc.                                                                                                   | CUSIP: 303075105<br>LEI: N/A                  | N/A              | DE               |  | US        |          4400 | NS      | $96514.22       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Venture Global LNG, Inc.                                                         | Venture Global LNG, Inc.                                                                                                         | CUSIP: 92332YAA9<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |       1120000 | PA      | $1157569.28     | 0.00%             | 2028-06-01      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $1264841.96     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DBWF Mortgage Trust                                                              | DBWF Mortgage Trust, Series 2024-LCRS, Class A                                                                                   | CUSIP: 23307KAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1428000 | PA      | $1424876.25     | 0.00%             | 2037-04-15      | Floating      | 6.05%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Sumitomo Metal Mining Co. Ltd.                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |        -50400 | NS      | $-75869.84      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MidOcean Credit CLO XVIII LLC                                                    | MidOcean Credit CLO XVIII LLC, Series 2025-18A, Class A1                                                                         | CUSIP: 59803LAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       3000000 | PA      | $3000000.00     | 0.01%             | 2035-10-18      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| GSMPS Mortgage Loan Trust                                                        | GSMPS Mortgage Loan Trust, Series 2005-RP1, Class 1AF                                                                            | CUSIP: 36242DXG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       2285798 | PA      | $1996885.43     | 0.00%             | 2035-01-25      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | NU Holdings Ltd., Class A                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |        -51000 | NS      | $-70380.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-1390.07       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CWHEQ Revolving Home Equity Loan Trust                                           | CWHEQ Revolving Home Equity Loan Trust, Series 2005-B, Class 2A                                                                  | CUSIP: 126685AB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        156025 | PA      | $154521.39      | 0.00%             | 2035-05-15      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| Banca Monte dei Paschi di Siena SpA                                              | Banca Monte dei Paschi di Siena SpA                                                                                              | CUSIP: N/A<br>LEI: J4CP7MHCXR8DAQMKIL78       | Long             | DBT              | CORP              | IT        |      16770000 | PA      | $19666690.55    | 0.05%             | 2031-01-18      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| EXO Imaging, Inc.                                                                | EXO Imaging, Inc.                                                                                                                | CUSIP: N/A<br>LEI: 549300PDHXFMVTLI6E60       | Long             | EC               | CORP              | US        |         10036 | NS      | $3613.01        | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | DE        |       4237000 | PA      | $-22521.45      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     500674900 | PA      | $6314311.46     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Inovie Group                                                                     | Inovie Group SAS, 1st Lien Term Loan B                                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | FR        |       2000000 | PA      | $2280652.56     | 0.01%             | 2028-03-03      | Variable      | 6.98%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co., Series OO                                                                                                  | CUSIP: 48128AAJ2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |       1000000 | PA      | $1032774.00     | 0.00%             | 2030-04-01      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| VistaJet Malta Finance plc                                                       | VistaJet Malta Finance plc                                                                                                       | CUSIP: 92840JAB5<br>LEI: 5299001UK94VGT0CPQ36 | Long             | DBT              | CORP              | US        |       2954000 | PA      | $2769315.57     | 0.01%             | 2030-02-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Rain City Mortgage Trust                                                         | Rain City Mortgage Trust, Series 2024-RTL1, Class A1                                                                             | CUSIP: 75079KAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       6457377 | PA      | $6505673.01     | 0.02%             | 2029-11-25      | Variable      | 6.53%                 | No            |                  2 | On Loan: No      |
| Azul Secured Finance LLP                                                         | Azul Secured Finance LLP                                                                                                         | CUSIP: 05501WAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       7328306 | PA      | $1685510.38     | 0.00%             | 2028-08-28      | Fixed         | 11.93%                | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $1302.41        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SCIH Salt Holdings, Inc.                                                         | SCIH Salt Holdings, Inc., 1st Lien Term Loan B1                                                                                  | CUSIP: 78397GAF8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |        498750 | PA      | $498540.53      | 0.00%             | 2029-01-31      | Variable      | 7.28%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-395289.25     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands III BV                                   | Teva Pharmaceutical Finance Netherlands III BV                                                                                   | CUSIP: 88167AAK7<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |       1623000 | PA      | $1681833.75     | 0.00%             | 2028-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Lendmark Funding Trust                                                           | Lendmark Funding Trust, Series 2025-1A, Class A                                                                                  | CUSIP: 52604QAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      15342000 | PA      | $15461871.65    | 0.04%             | 2034-09-20      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust                                                             | BBCMS Mortgage Trust, Series 2020-C7, Class XB                                                                                   | CUSIP: 05492VAH8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       2706000 | PA      | $115630.90      | 0.00%             | 2053-04-15      | Variable      | 1.08%                 | No            |                  2 | On Loan: No      |
| SS&C Technologies, Inc.                                                          | SS&C Technologies, Inc.                                                                                                          | CUSIP: 78466CAD8<br>LEI: 549300KY09TR3J12JU49 | Long             | DBT              | CORP              | US        |       2619000 | PA      | $2718825.80     | 0.01%             | 2032-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Nexi SpA                                                                         | Nexi SpA                                                                                                                         | CUSIP: N/A<br>LEI: 5493000P70CQRQG8SN85       | Short            | DBT              | CORP              | IT        |     -10000000 | PA      | $-11876091.91   | -0.03%            | 2031-05-21      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Ukraine                                                                          | Ukraine Government Bond                                                                                                          | CUSIP: N/A<br>LEI: 6354001WLTJXOMEXPY07       | Long             | DBT              | NUSS              | UA        |       7492000 | PA      | $5356780.00     | 0.01%             | 2041-08-01      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| NMLT Trust                                                                       | NMLT Trust, Series 2021-INV1, Class B1                                                                                           | CUSIP: 62923JAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       2641900 | PA      | $2051937.58     | 0.00%             | 2056-05-25      | Variable      | 3.61%                 | No            |                  2 | On Loan: No      |
| Soundview Home Loan Trust                                                        | Soundview Home Loan Trust, Series 2004-WMC1, Class M2                                                                            | CUSIP: 83611MBW7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |         86908 | PA      | $73198.59       | 0.00%             | 2035-01-25      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| Kleopatra Finco SARL                                                             | Kleopatra Finco SARL, Facility 1st Lien Term Loan B                                                                              | CUSIP: 49865NAU4<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |       6372500 | PA      | $6967595.73     | 0.02%             | 2026-02-12      | Variable      | 7.11%                 | No            |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                                               | Banco Bilbao Vizcaya Argentaria SA                                                                                               | CUSIP: 05946KAS0<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |       9200000 | PA      | $9326116.91     | 0.02%             | 2032-01-14      | Variable      | 7.75%                 | No            |                  2 | On Loan: No      |
| Eurogrid GmbH                                                                    | Eurogrid GmbH                                                                                                                    | CUSIP: N/A<br>LEI: 967600Q53854Z2NBCC81       | Long             | DBT              | CORP              | DE        |       7700000 | PA      | $9169302.30     | 0.02%             | 2037-05-28      | Fixed         | 4.06%                 | No            |                  2 | On Loan: No      |
| NCL Corp. Ltd.                                                                   | NCL Corp. Ltd.                                                                                                                   | CUSIP: 62886HBR1<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |       5869000 | PA      | $5995937.61     | 0.01%             | 2032-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Swire Pacific Ltd., Class A                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        133500 | NS      | $-13094.15      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD One-touch barrier option; Barrier range EUR 1.13000-1.18000                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       2549000 | PA      | $56267.11       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JumpCloud, Inc., Series F                                                        | JumpCloud, Inc., Series F                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |        297096 | NS      | $724914.24      | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Kaixo Bondco Telecom SA                                                          | Kaixo Bondco Telecom SA                                                                                                          | CUSIP: N/A<br>LEI: 959800ULWB3MZHZ69055       | Long             | DBT              | CORP              | ES        |       1673000 | PA      | $1997847.03     | 0.00%             | 2029-09-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Rossini SARL                                                                     | Rossini SARL                                                                                                                     | CUSIP: N/A<br>LEI: 549300EC5JCCW6F83R11       | Long             | DBT              | CORP              | LU        |       4406448 | PA      | $5240841.54     | 0.01%             | 2029-12-31      | Floating      | 5.86%                 | No            |                  2 | On Loan: No      |
| AIA Group Ltd.                                                                   | AIA Group Ltd.                                                                                                                   | CUSIP: 00131MAS2<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Long             | DBT              | CORP              | HK        |       1895000 | PA      | $1768262.40     | 0.00%             | 2054-09-30      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Nasdaq-100 E-Mini Index                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |            56 | NC      | $1149748.63     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| United Parcel Service, Inc.                                                      | United Parcel Service, Inc.                                                                                                      | CUSIP: 911312CE4<br>LEI: D01LMJZU09ULLNCY6Z23 | Short            | DBT              | CORP              | US        |      -1000000 | PA      | $-969698.50     | -0.00%            | 2054-05-22      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Telefonica Emisiones SA                                                          | Telefonica Emisiones SA                                                                                                          | CUSIP: N/A<br>LEI: 549300Y5MFC4SW5Z3K71       | Long             | DBT              | CORP              | ES        |      11300000 | PA      | $13237891.63    | 0.03%             | 2035-06-25      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   35725000000 | PA      | $481808.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Warnermedia Holdings, Inc.                                                       | Warnermedia Holdings, Inc.                                                                                                       | CUSIP: 55903VBD4<br>LEI: 549300DXR29GD4N0A520 | Short            | DBT              | CORP              | US        |      -9885000 | PA      | $-5826219.00    | -0.01%            | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $1096.30        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Democratic Socialist Republic of Sri Lanka                                       | Sri Lanka Government Bond                                                                                                        | CUSIP: N/A<br>LEI: 254900IG6Y30I2QE2R92       | Long             | DBT              | NUSS              | LK        |        452739 | PA      | $424216.85      | 0.00%             | 2028-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Argentine Republic (The)                                                         | Argentine Republic (The)                                                                                                         | CUSIP: 040114HV5<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |       3822000 | PA      | $2371551.00     | 0.01%             | 2041-07-09      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                                                  | Danske Bank A/S                                                                                                                  | CUSIP: N/A<br>LEI: MAES062Z21O4RZ2U7M96       | Long             | DBT              | CORP              | DK        |      20485000 | PA      | $27140918.90    | 0.06%             | 2028-01-14      | Variable      | 2.25%                 | No            |                  2 | On Loan: No      |
| Upgrade Master Pass-Thru Trust                                                   | Upgrade Master Pass-Thru Trust, Series 2025-ST4, Class A                                                                         | CUSIP: 91533MAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       8416000 | PA      | $8416000.00     | 0.02%             | 2032-08-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |       6140000 | PA      | $-118511.87     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     163749923 | PA      | $1884.46        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Symphony CLO 40 Ltd.                                                             | Symphony CLO 40 Ltd., Series 2023-40A, Class AR                                                                                  | CUSIP: 871989AP4<br>LEI: 25490001HYY3IX1I5Z32 | Long             | ABS-CBDO         | CORP              | BM        |       2100000 | PA      | $2106790.56     | 0.00%             | 2038-01-05      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| Neon Maple US Debt Mergersub, Inc.                                               | Neon Maple US Debt Mergersub, Inc., 1st Lien Term Loan B1                                                                        | CUSIP: 69425BAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |        940292 | PA      | $941401.22      | 0.00%             | 2031-11-17      | Variable      | 7.33%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-477.23        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FT Santander Consumer Spain Auto                                                 | FT Santander Consumer Spain Auto, Series 2020-1, Class C                                                                         | CUSIP: N/A<br>LEI: 894500EO9XFVE82OWE89       | Long             | ABS-O            | CORP              | ES        |         46548 | PA      | $54951.80       | 0.00%             | 2033-03-21      | Floating      | 3.96%                 | No            |                  2 | On Loan: No      |
| Element Materials Technology Group US Holdings, Inc.                             | Element Materials Technology Group US Holdings, Inc., 1st Lien Term Loan B                                                       | CUSIP: 284375LE0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |        982368 | PA      | $983183.10      | 0.00%             | 2029-06-22      | Variable      | 8.05%                 | No            |                  2 | On Loan: No      |
| NYC Trust                                                                        | NYC Trust, Series 2024-3ELV, Class D                                                                                             | CUSIP: 62956HAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       4401000 | PA      | $4354686.96     | 0.01%             | 2029-08-15      | Floating      | 8.15%                 | No            |                  2 | On Loan: No      |
| Voyage Australia Pty Ltd.                                                        | Voyage Australia Pty. Ltd., 1st Lien Term Loan                                                                                   | CUSIP: Q9489TAB5<br>LEI: 984500552F00VE5LE453 | Long             | LON              | CORP              | AU        |        979644 | PA      | $981279.77      | 0.00%             | 2028-07-20      | Variable      | 8.03%                 | No            |                  2 | On Loan: No      |
| Telefonica Europe BV                                                             | Telefonica Europe BV                                                                                                             | CUSIP: N/A<br>LEI: 7245007FZS0M65WUGP67       | Long             | DBT              | CORP              | NL        |        400000 | PA      | $517709.03      | 0.00%             | 2031-06-07      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust                                           | Velocity Commercial Capital Loan Trust, Series 2023-2, Class A                                                                   | CUSIP: 92260AAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       4815295 | PA      | $4826385.23     | 0.01%             | 2053-05-25      | Variable      | 6.22%                 | No            |                  2 | On Loan: No      |
| JetBlue Airways Corp.                                                            | JetBlue Airways Corp.                                                                                                            | CUSIP: 476920AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       7227000 | PA      | $7031012.94     | 0.02%             | 2031-09-20      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp. Variable Rate Notes, Series 5424, Class FA                                                      | CUSIP: 3137HD2G4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      47720344 | PA      | $47833326.61    | 0.11%             | 2054-06-25      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| CONE Trust                                                                       | CONE Trust, Series 2024-DFW1, Class A                                                                                            | CUSIP: 20682AAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       6550000 | PA      | $6525358.25     | 0.02%             | 2041-08-15      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| ECL Entertainment LLC                                                            | ECL Entertainment LLC, Facility 1st Lien Term Loan B                                                                             | CUSIP: 26826TAL7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      21807477 | PA      | $21780218.10    | 0.05%             | 2030-08-30      | Variable      | 7.83%                 | No            |                  2 | On Loan: No      |
| Country Garden Holdings Co. Ltd.                                                 | Country Garden Holdings Co. Ltd.                                                                                                 | CUSIP: N/A<br>LEI: 549300MGHLPT1EFHGF84       | Long             | DBT              | CORP              | KY        |       1000000 | PA      | $73750.00       | 0.00%             | 2027-01-14      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Kingdom of Bahrain                                                               | Kingdom of Bahrain                                                                                                               | CUSIP: N/A<br>LEI: 549300RODM1WN85LFQ95       | Long             | DBT              | NUSS              | BH        |       1795000 | PA      | $1664862.50     | 0.00%             | 2032-09-16      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| US Foods, Inc.                                                                   | US Foods, Inc.                                                                                                                   | CUSIP: 90290MAG6<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |       1933000 | PA      | $1998669.81     | 0.00%             | 2028-09-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners XVI Ltd.                                             | Octagon Investment Partners XVI Ltd., Series 2013-1A, Class BR                                                                   | CUSIP: 67590BAU4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       9485000 | PA      | $9501303.77     | 0.02%             | 2030-07-17      | Floating      | 6.14%                 | No            |                  2 | On Loan: No      |
| Halseypoint CLO 7 Ltd.                                                           | Halseypoint CLO 7 Ltd., Series 2023-7A, Class A1R                                                                                | CUSIP: 40638LAL3<br>LEI: 5493000LI3XMVBCJEF82 | Long             | ABS-CBDO         | CORP              | JE        |       3000000 | PA      | $3000000.00     | 0.01%             | 2038-07-20      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Tyler Technologies, Inc.                                                                                                         | CUSIP: 902252105<br>LEI: N/A                  | N/A              | DE               |  | US        |         -2500 | NS      | $-31925.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BYD Co. Ltd.                                                                     | BYD Co. Ltd., Class H                                                                                                            | CUSIP: N/A<br>LEI: 5299005557VL7ULJ7A69       | Long             | EC               | CORP              | CN        |        367500 | NS      | $5721987.24     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Switzerland AG                                                               | UBS Switzerland AG                                                                                                               | CUSIP: N/A<br>LEI: 549300WOIFUSNYH0FL22       | Long             | DBT              | CORP              | CH        |      44030000 | PA      | $52194230.09    | 0.12%             | 2027-09-23      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| Satus plc                                                                        | Satus plc, Series 2024-1, Class A                                                                                                | CUSIP: N/A<br>LEI: 213800P7IESQH1HBW693       | Long             | ABS-O            | CORP              | GB        |       5004966 | PA      | $6876640.59     | 0.02%             | 2031-01-17      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                         | BX Trust, Series 2021-VIEW, Class E                                                                                              | CUSIP: 05606GAN1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       6905000 | PA      | $6909082.93     | 0.02%             | 2036-06-15      | Floating      | 8.03%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | USD Currency                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    -419340000 | PA      | $-2902217.32    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Arini European CLO                                                               | Arini European CLO, Series 5X, Class A                                                                                           | CUSIP: N/A<br>LEI: 635400HVHHJPCXB66K47       | Long             | ABS-CBDO         | CORP              | IE        |       8510000 | PA      | $9997139.38     | 0.02%             | 2039-01-15      | Floating      | 3.57%                 | No            |                  2 | On Loan: No      |
| Saudi Electricity Sukuk Programme Co.                                            | Saudi Electricity Sukuk Programme Co.                                                                                            | CUSIP: N/A<br>LEI: 549300KZ4IZK3RMUO096       | Long             | DBT              | CORP              | KY        |        280000 | PA      | $281979.60      | 0.00%             | 2029-02-13      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| Bayview Commercial Asset Trust                                                   | Bayview Commercial Asset Trust, Series 2007-6A, Class A4A                                                                        | CUSIP: 07326FAE8<br>LEI: 5493003DOWFR7J1QCW02 | Long             | ABS-MBS          | CORP              | US        |       6663606 | PA      | $5882100.58     | 0.01%             | 2037-12-25      | Floating      | 6.68%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                                                     | Barclays Mortgage Loan Trust, Series 2024-NQM4, Class XS                                                                         | CUSIP: 06745KAH5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |         11221 | PA      | $10455.62       | 0.00%             | 2064-12-26      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Ukraine                                                                          | Ukraine Government Bond                                                                                                          | CUSIP: 903724CF7<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |       3529186 | PA      | $1653754.68     | 0.00%             | 2035-02-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |        160000 | PA      | $6515.88        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FWD Group Holdings Ltd.                                                          | FWD Group Holdings Ltd.                                                                                                          | CUSIP: N/A<br>LEI: 254900HEGGDS8WU5QZ97       | Long             | DBT              | CORP              | KY        |       6000000 | PA      | $6577500.00     | 0.02%             | 2031-07-02      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| Panorama Auto Trust                                                              | Panorama Auto Trust, Series 2025-1, Class E                                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | AU        |        500000 | PA      | $324668.69      | 0.00%             | 2033-03-15      | Floating      | 7.14%                 | No            |                  2 | On Loan: No      |
| VZ Vendor Financing II BV                                                        | VZ Vendor Financing II BV                                                                                                        | CUSIP: N/A<br>LEI: 724500DRKUUR3GFOSK76       | Long             | DBT              | CORP              | NL        |       5001000 | PA      | $5346771.16     | 0.01%             | 2029-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CK Hutchison Holdings Ltd.                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        132000 | NS      | $2311.82        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Avoca Static CLO I DAC                                                           | Avoca Static CLO I DAC, Series 1X, Class DR                                                                                      | CUSIP: N/A<br>LEI: 549300D0MXVAW7ZB0873       | Long             | ABS-CBDO         | CORP              | IE        |        900000 | PA      | $1055210.23     | 0.00%             | 2035-01-15      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| Harriman Park CLO Ltd.                                                           | Harriman Park CLO Ltd., Series 2020-1A, Class A1R                                                                                | CUSIP: 413717AN9<br>LEI: 549300BI9STOGTECXV18 | Long             | ABS-CBDO         | CORP              | KY        |       3990000 | PA      | $3995952.28     | 0.01%             | 2034-04-20      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust                               | Morgan Stanley Bank of America Merrill Lynch Trust, Series 2015-C21, Class XB                                                    | CUSIP: 61764XAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      15696000 | PA      | $156.96         | 0.00%             | 2048-03-15      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| RR Donnelley & Sons Co.                                                          | RR Donnelley & Sons Co.                                                                                                          | CUSIP: 257867BK6<br>LEI: SU4X0P4WWRGOQDTSV032 | Long             | DBT              | CORP              | US        |       5170000 | PA      | $4994309.80     | 0.01%             | 2029-08-01      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| TYSN Mortgage Trust                                                              | TYSN Mortgage Trust, Series 2023-CRNR, Class A                                                                                   | CUSIP: 87332PAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       4360000 | PA      | $4618396.71     | 0.01%             | 2033-12-10      | Variable      | 6.80%                 | No            |                  2 | On Loan: No      |
| Savor Acquisition, Inc.                                                          | Savor Acquisition, Inc., 1st Lien Term Loan                                                                                      | CUSIP: 80536AAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |        870279 | PA      | $874900.32      | 0.00%             | 2032-02-19      | Variable      | 7.58%                 | No            |                  2 | On Loan: No      |
| Tesco Property Finance 4 plc                                                     | Tesco Property Finance 4 plc                                                                                                     | CUSIP: N/A<br>LEI: 213800UCE6O94DGHWT77       | Long             | DBT              | CORP              | GB        |       2937909 | PA      | $4030410.99     | 0.01%             | 2040-10-13      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |        575421 | PA      | $44732.32       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Rogers Communications, Inc.                                                      | Rogers Communications, Inc., Series NC5                                                                                          | CUSIP: 775109DG3<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |      16647000 | PA      | $17019186.30    | 0.04%             | 2055-04-15      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust                                           | Velocity Commercial Capital Loan Trust, Series 2025-1, Class M4                                                                  | CUSIP: 922955AN9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1348475 | PA      | $1358263.09     | 0.00%             | 2055-02-25      | Variable      | 10.15%                | No            |                  2 | On Loan: No      |
| N/A                                                                              | Truist Financial Corp.                                                                                                           | CUSIP: 89832Q109<br>LEI: N/A                  | N/A              | DE               |  | GB        |        -49100 | NS      | $-95254.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    1000596360 | PA      | $-5414482.12    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Alen Mortgage Trust                                                              | Alen Mortgage Trust, Series 2021-ACEN, Class A                                                                                   | CUSIP: 01449NAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       2178000 | PA      | $2085435.00     | 0.00%             | 2034-04-15      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| Trestles CLO VIII Ltd.                                                           | Trestles CLO VIII Ltd., Series 2025-8A, Class A1                                                                                 | CUSIP: 89533DAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       3010000 | PA      | $3011034.54     | 0.01%             | 2035-06-11      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                   | BNP Paribas SA                                                                                                                   | CUSIP: 05565AM34<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |       8212000 | PA      | $8637176.30     | 0.02%             | 2029-08-16      | Variable      | 7.75%                 | No            |                  2 | On Loan: No      |
| LEX Mortgage Trust                                                               | LEX Mortgage Trust, Series 2024-BBG, Class HRR                                                                                   | CUSIP: 52885AAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      20050000 | PA      | $20085063.44    | 0.05%             | 2033-10-13      | Variable      | 8.19%                 | No            |                  2 | On Loan: No      |
| Zayo Group Holdings, Inc.                                                        | Zayo Group Holdings, Inc., 1st Lien Term Loan                                                                                    | CUSIP: 98919XAC5<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | LON              | CORP              | US        |       1979112 | PA      | $2161623.63     | 0.01%             | 2027-03-09      | Variable      | 5.18%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $42071.61       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Arbour CLO VI DAC                                                                | Arbour CLO VI DAC, Series 6X, Class DR                                                                                           | CUSIP: N/A<br>LEI: 635400HEJB8VLV1GBH66       | Long             | ABS-CBDO         | CORP              | IE        |       1790000 | PA      | $2105200.50     | 0.00%             | 2037-11-15      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| Democratic Socialist Republic of Sri Lanka                                       | Sri Lanka Government Bond                                                                                                        | CUSIP: N/A<br>LEI: 254900IG6Y30I2QE2R92       | Long             | DBT              | NUSS              | LK        |        915066 | PA      | $745435.64      | 0.00%             | 2038-02-15      | Variable      | 3.60%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | U.S. Treasury 5 Year Note                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |          -870 | NC      | $-61172.31      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-1352715.96    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Six Flags Entertainment Corp.                                                    | Six Flags Entertainment Corp.                                                                                                    | CUSIP: 150190AB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       2538000 | PA      | $2535269.62     | 0.01%             | 2027-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Cedar Funding XIV CLO Ltd.                                                       | Cedar Funding XIV CLO Ltd., Series 2021-14A, Class D1R                                                                           | CUSIP: 15034AAU9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       8750000 | PA      | $8761309.38     | 0.02%             | 2037-10-15      | Floating      | 7.36%                 | No            |                  2 | On Loan: No      |
| Sabre GLBL, Inc.                                                                 | Sabre GLBL, Inc.                                                                                                                 | CUSIP: 78573NAL6<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |      20157000 | PA      | $20712245.73    | 0.05%             | 2029-11-15      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Last Mile Logistics Pan Euro Finance DAC                                         | Last Mile Logistics Pan Euro Finance DAC, Series 1X, Class B                                                                     | CUSIP: N/A<br>LEI: 635400NOPX1IKIAX7N90       | Long             | ABS-MBS          | CORP              | IE        |       1125207 | PA      | $1320256.73     | 0.00%             | 2033-08-17      | Floating      | 3.18%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                                     | GS Mortgage Securities Trust, Series 2020-GSA2, Class XA                                                                         | CUSIP: 36264KAX8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      30295407 | PA      | $2054022.53     | 0.00%             | 2053-12-12      | Variable      | 1.77%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Quanta Services, Inc.                                                                                                            | CUSIP: 74762E102<br>LEI: N/A                  | N/A              | DE               |  | US        |         -2900 | NS      | $-35728.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                                                     | Barclays Mortgage Loan Trust, Series 2025-NQM1, Class XS                                                                         | CUSIP: 06744WAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     111916230 | PA      | $4785090.34     | 0.01%             | 2065-01-25      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Palmer Square Loan Funding Ltd.                                                  | Palmer Square Loan Funding Ltd., Series 2022-3A, Class DR                                                                        | CUSIP: 69690DAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       5000000 | PA      | $5011138.00     | 0.01%             | 2031-04-15      | Floating      | 10.16%                | No            |                  2 | On Loan: No      |
| Ballyrock CLO 14 Ltd.                                                            | Ballyrock CLO 14 Ltd., Series 2020-14A, Class BR                                                                                 | CUSIP: 05874XAS8<br>LEI: 254900GXTF670X967J67 | Long             | ABS-CBDO         | CORP              | KY        |        250000 | PA      | $251020.40      | 0.00%             | 2037-07-20      | Floating      | 6.27%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Chase Commercial Mortgage Securities Trust                           | J.P. Morgan Chase Commercial Mortgage Securities Trust, Series 2021-MHC, Class F                                                 | CUSIP: 466330AQ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       5050000 | PA      | $5053156.25     | 0.01%             | 2038-04-15      | Floating      | 7.63%                 | No            |                  2 | On Loan: No      |
| Open Text Corp.                                                                  | Open Text Corp.                                                                                                                  | CUSIP: 683715AD8<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |       3510000 | PA      | $3306150.08     | 0.01%             | 2029-12-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Banc of America Funding Corp.                                                    | Banc of America Funding Corp., Series 2015-R3, Class 1A2                                                                         | CUSIP: 05990QAB9<br>LEI: 54930023UHZHF7UJ8596 | Long             | ABS-MBS          | CORP              | US        |       1779832 | PA      | $1511394.73     | 0.00%             | 2036-03-27      | Variable      | 3.70%                 | No            |                  2 | On Loan: No      |
| OHA Credit Funding 6 Ltd.                                                        | OHA Credit Funding 6 Ltd., Series 2020-6A, Class AR2                                                                             | CUSIP: 67098UAY1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |        500000 | PA      | $501651.90      | 0.00%             | 2037-10-20      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $13714.77       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Pfizer, Inc.                                                                                                                     | CUSIP: 717081103<br>LEI: N/A                  | N/A              | DE               |  | GB        |        -74200 | NS      | $-15582.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $46600.15       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FNZ NZ Finco Ltd.                                                                | FNZ NZ Finco Ltd., 1st Lien Term Loan                                                                                            | CUSIP: 30339HAC5<br>LEI: N/A                  | Long             | LON              | CORP              | NZ        |      13000000 | PA      | $14141726.63    | 0.03%             | 2031-11-05      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Harmonic Drive Systems, Inc.                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          9400 | NS      | $-12126.53      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Voya CLO Ltd.                                                                    | Voya CLO Ltd., Series 2013-2A, Class A1R                                                                                         | CUSIP: 92916WAA7<br>LEI: 5493007ASGBOUR3XJY69 | Long             | ABS-CBDO         | CORP              | KY        |        646576 | PA      | $646968.52      | 0.00%             | 2031-04-25      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| Great Wolf Trust                                                                 | Great Wolf Trust, Series 2024-WLF2, Class A                                                                                      | CUSIP: 362414AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      36228000 | PA      | $36319577.14    | 0.09%             | 2041-05-15      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| Dilosk Rmbs No. 9 DAC                                                            | Dilosk Rmbs No. 9 Dac, Series 9, Class A                                                                                         | CUSIP: N/A<br>LEI: 635400EER3OFDNYI7P30       | Long             | ABS-MBS          | CORP              | IE        |       4746942 | PA      | $5594724.30     | 0.01%             | 2063-01-25      | Floating      | 2.84%                 | No            |                  2 | On Loan: No      |
| Celanese US Holdings LLC                                                         | Celanese US Holdings LLC                                                                                                         | CUSIP: 15089QAY0<br>LEI: CD30XVRLT4QO00B1C706 | Short            | DBT              | CORP              | US        |       -400000 | PA      | $-424624.00     | -0.00%            | 2033-11-15      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| Bletchley Park Funding plc                                                       | Bletchley Park Funding plc, Series 2025-1, Class E                                                                               | CUSIP: N/A<br>LEI: 635400OJVL3HJJTKNB05       | Long             | ABS-MBS          | CORP              | GB        |        998000 | PA      | $1370354.02     | 0.00%             | 2070-01-27      | Floating      | 7.60%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR Currency                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | FR        |      67346030 | PA      | $2035731.35     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Athene Holding Ltd.                                                              | Athene Holding Ltd.                                                                                                              | CUSIP: 04686JAL5<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |      19712000 | PA      | $20310784.72    | 0.05%             | 2055-05-19      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO 76 B Ltd.                                             | Golub Capital Partners CLO 76 B Ltd., Series 2024-76A, Class C                                                                   | CUSIP: 38180BAG2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |        310000 | PA      | $310854.05      | 0.00%             | 2037-10-25      | Floating      | 6.18%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      18160000 | PA      | $-754733.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $1047.13        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICICI Bank Ltd.                                                                  | ICICI Bank Ltd.                                                                                                                  | CUSIP: N/A<br>LEI: R7RX8ER1V4666J8D1I38       | Long             | EC               | CORP              | IN        |         10740 | NS      | $181503.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                                 | Deutsche Bank AG                                                                                                                 | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | DBT              | CORP              | DE        |       7000000 | PA      | $8449581.42     | 0.02%             | 2028-07-12      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Vmed O2 UK Financing I plc                                                       | Vmed O2 UK Financing I plc                                                                                                       | CUSIP: N/A<br>LEI: 213800MRR46ECNGZ7L69       | Long             | DBT              | CORP              | GB        |      14172000 | PA      | $18044609.35    | 0.04%             | 2029-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | U.S. Treasury Ultra Bond                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |          1732 | NC      | $2783515.17     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Romark CLO Ltd.                                                                  | Romark CLO Ltd., Series 2017-1A, Class A1R                                                                                       | CUSIP: 77587UAL6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |        652480 | PA      | $653293.33      | 0.00%             | 2030-10-23      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                                                 | SMB Private Education Loan Trust, Series 2020-A, Class B                                                                         | CUSIP: 78449UAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       5930000 | PA      | $5427137.19     | 0.01%             | 2045-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | TransDigm Group, Inc.                                                                                                            | CUSIP: 893641100<br>LEI: N/A                  | N/A              | DE               |  | US        |          1200 | NS      | $72028.76       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Long Beach Mortgage Loan Trust                                                   | Long Beach Mortgage Loan Trust, Series 2006-7, Class 2A3                                                                         | CUSIP: 54251TAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      17572323 | PA      | $7018029.08     | 0.02%             | 2036-08-25      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| Cardiff Auto Receivables Securitisation plc                                      | Cardiff Auto Receivables Securitisation plc, Series 2024-1, Class D                                                              | CUSIP: N/A<br>LEI: 6354006GQBBANLIO8R45       | Long             | ABS-O            | CORP              | GB        |       3951000 | PA      | $5432679.14     | 0.01%             | 2031-08-20      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| Republic of Cote d'Ivoire                                                        | Republic of Cote d'Ivoire                                                                                                        | CUSIP: 221625AV8<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |       2325000 | PA      | $2238393.75     | 0.01%             | 2036-04-01      | Fixed         | 8.07%                 | No            |                  2 | On Loan: No      |
| Webuild SpA                                                                      | Webuild SpA                                                                                                                      | CUSIP: N/A<br>LEI: 549300UKR289DF4UXQ47       | Short            | DBT              | CORP              | IT        |      -2760000 | PA      | $-3530675.19    | -0.01%            | 2028-09-27      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO Ltd.                                                     | Bain Capital Credit CLO Ltd., Series 2021-7A, Class A1R                                                                          | CUSIP: 05682NAL7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       4200000 | PA      | $4199269.20     | 0.01%             | 2035-01-22      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Engie SA                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |         65200 | NS      | $16655.23       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Bunzl plc                                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         80300 | NS      | $21529.92       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Vanguard Short-Term Corporate Bond ETF                                                                                           | CUSIP: 92206C409<br>LEI: N/A                  | N/A              | DE               |  | US        |      -1800000 | NS      | $-1134000.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Magnera Corp.                                                                    | Magnera Corp.                                                                                                                    | CUSIP: 55939AAA5<br>LEI: 549300LDQLQBT38QDY28 | Long             | DBT              | CORP              | US        |       2631000 | PA      | $2480769.90     | 0.01%             | 2031-11-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Mila BV                                                                          | Mila BV, Series 2024-1, Class B                                                                                                  | CUSIP: N/A<br>LEI: 7245000GAIRCK7Y7VJ68       | Long             | ABS-O            | CORP              | NL        |        361000 | PA      | $424156.44      | 0.00%             | 2041-09-16      | Floating      | 2.82%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |       9300000 | PA      | $-571050.44     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | FR        |       8340000 | PA      | $-41044.56      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NN Group NV                                                                      | NN Group NV                                                                                                                      | CUSIP: N/A<br>LEI: 724500OHYNDT9OY6Q215       | Long             | DBT              | CORP              | NL        |       2850000 | PA      | $3326305.22     | 0.01%             | 2034-09-11      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| BPR Mortgage Trust                                                               | BPR Mortgage Trust, Series 2023-STON, Class A                                                                                    | CUSIP: 05593GAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       2082000 | PA      | $2168079.87     | 0.01%             | 2039-12-05      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       1868182 | PA      | $11165.99       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mariner Finance issuance Trust                                                   | Mariner Finance issuance Trust, Series 2024-BA, Class D                                                                          | CUSIP: 56847GAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       2969000 | PA      | $3026364.94     | 0.01%             | 2038-11-20      | Fixed         | 6.36%                 | No            |                  2 | On Loan: No      |
| DC Trust                                                                         | DC Trust, Series 2024-HLTN, Class A                                                                                              | CUSIP: 24022FAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1570000 | PA      | $1586819.88     | 0.00%             | 2040-04-13      | Variable      | 5.93%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     111428700 | PA      | $22867586.13    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Cleveland-Cliffs, Inc.                                                           | Cleveland-Cliffs, Inc.                                                                                                           | CUSIP: 185899AP6<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |         34000 | PA      | $32050.48       | 0.00%             | 2032-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Sector Alarm Holding A/S                                                         | Sector Alarm Holding A/S, Facility 1st Lien Term Loan B3                                                                         | CUSIP: R7722AAE0<br>LEI: N/A                  | Long             | LON              | CORP              | NO        |       4534578 | PA      | $5338835.40     | 0.01%             | 2029-06-14      | Variable      | 5.51%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Corp. Trust                                               | GS Mortgage Securities Corp. Trust, Series 2024-RVR, Class E                                                                     | CUSIP: 36272JAL7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       3613000 | PA      | $3593904.79     | 0.01%             | 2041-08-10      | Variable      | 7.72%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-444983.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     193483251 | PA      | $-458057.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Commercial Mortgage Trust                                                        | Commercial Mortgage Trust, Series 2015-CR25, Class XA                                                                            | CUSIP: 12593PAX0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       4481557 | PA      | $74.39          | 0.00%             | 2048-08-10      | Variable      | 0.86%                 | No            |                  2 | On Loan: No      |
| RBC Capital Markets LLC                                                          | RBC Capital Markets LLC                                                                                                          | CUSIP: N/A<br>LEI: 549300LCO2FLSSVFFR64       | Long             | RA               | CORP              | US        |       5958520 | PA      | $5958520.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | AUD Currency                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |     -31751000 | PA      | $-0.68          | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | iShares Russell 2000 ETF                                                                                                         | CUSIP: 00PBXHCX1<br>LEI: N/A                  | N/A              | DE               |  | US        |         -7004 | NC      | $-105060.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| AlixPartners LLP                                                                 | AlixPartners LLP, 1st Lien Term Loan                                                                                             | CUSIP: 01642PBC9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       4312576 | PA      | $5078423.86     | 0.01%             | 2028-02-04      | Variable      | 4.98%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $421669.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD One-touch barrier option; Barrier price EUR 1.10000                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | FR        |       4580000 | PA      | $75876.13       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OCP CLO Ltd.                                                                     | OCP CLO Ltd., Series 2014-5A, Class A1R                                                                                          | CUSIP: 67102SAL8<br>LEI: 254900NXH68CRC058O44 | Long             | ABS-CBDO         | CORP              | KY        |        269092 | PA      | $269303.16      | 0.00%             | 2031-04-26      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| Boels Topholding BV                                                              | Boels Topholding BV                                                                                                              | CUSIP: N/A<br>LEI: 724500V913SEHSEW2O75       | Long             | DBT              | CORP              | NL        |       3652000 | PA      | $4453492.67     | 0.01%             | 2029-02-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                            | Bank of America Corp., Series TT                                                                                                 | CUSIP: 06055HAB9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       8189000 | PA      | $8321343.41     | 0.02%             | 2027-04-27      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                                                  | BRAVO Residential Funding Trust, Series 2023-NQM6, Class B1                                                                      | CUSIP: 10569DAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1500000 | PA      | $1511156.85     | 0.00%             | 2063-09-25      | Variable      | 8.00%                 | No            |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust                                                         | Ajax Mortgage Loan Trust, Series 2022-A, Class M2                                                                                | CUSIP: 009695AE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       7078208 | PA      | $5640352.86     | 0.01%             | 2061-10-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| RBC Europe Ltd.                                                                  | RBC Europe Ltd.                                                                                                                  | CUSIP: N/A<br>LEI: TXDSU46SXBWIGJ8G8E98       | Long             | RA               | CORP              | GB        |       2664084 | PA      | $3138157.22     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | KeyCorp                                                                                                                          | CUSIP: 493267108<br>LEI: N/A                  | N/A              | DE               |  | GB        |       -186900 | NS      | $-173817.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                                                          | JPMorgan Securities LLC                                                                                                          | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | Long             | RA               | CORP              | US        |      10280900 | PA      | $10280900.00    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Heathrow Finance plc                                                             | Heathrow Finance plc                                                                                                             | CUSIP: N/A<br>LEI: 549300F740QSGMPHQJ60       | Long             | DBT              | CORP              | GB        |       5212000 | PA      | $6934699.76     | 0.02%             | 2027-03-01      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| Trinitas CLO X Ltd.                                                              | Trinitas CLO X Ltd., Series 2019-10A, Class B1R                                                                                  | CUSIP: 89640AAN6<br>LEI: 549300W90X4BIMRJ8H82 | Long             | ABS-CBDO         | CORP              | KY        |       4000000 | PA      | $4010209.20     | 0.01%             | 2035-01-15      | Floating      | 6.31%                 | No            |                  2 | On Loan: No      |
| Celestial Dynasty Ltd.                                                           | Celestial Dynasty Ltd.                                                                                                           | CUSIP: N/A<br>LEI: 254900A85ZVOMCLC2410       | Long             | DBT              | CORP              | VG        |        800000 | PA      | $765400.00      | 0.00%             | 2028-08-22      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Edison International                                                             | Edison International, Series A                                                                                                   | CUSIP: 281020AS6<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |      36128000 | PA      | $34015292.36    | 0.08%             | 2026-03-09      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-857486.52     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     400985802 | PA      | $-20852615.36   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| SIACI St. Honore SAS                                                             | SIACI St. Honore SAS, Facility 1st Lien Term Loan B                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | FR        |       4000000 | PA      | $4709585.46     | 0.01%             | 2028-11-16      | Variable      | 5.48%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $66854.65       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| iHeartCommunications, Inc.                                                       | iHeartCommunications, Inc.                                                                                                       | CUSIP: 45174HBM8<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |        424000 | PA      | $327010.00      | 0.00%             | 2030-08-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| First NLC Trust                                                                  | First NLC Trust, Series 2007-1, Class A3                                                                                         | CUSIP: 32115BAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       1563857 | PA      | $776107.68      | 0.00%             | 2037-08-25      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| Iron Mountain, Inc.                                                              | Iron Mountain, Inc.                                                                                                              | CUSIP: 46284VAJ0<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |       2361000 | PA      | $2328706.48     | 0.01%             | 2030-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Turkish Airlines Pass-Through Trust                                              | Turkish Airlines Pass-Through Trust, Series 2015-1, Class A                                                                      | CUSIP: 10010YAA0<br>LEI: 789000EV8M3BL7ZPFB03 | Long             | DBT              | CORP              | TR        |       2380748 | PA      | $2304064.38     | 0.01%             | 2027-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Fortrea Holdings, Inc.                                                           | Fortrea Holdings, Inc., 1st Lien Term Loan B                                                                                     | CUSIP: 34965PAD8<br>LEI: 5493000FIVFABOVCDU97 | Long             | LON              | CORP              | US        |        307407 | PA      | $272823.61      | 0.00%             | 2030-07-01      | Variable      | 8.08%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-723.84        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BX Trust                                                                         | BX Trust, Series 2024-PAT, Class D                                                                                               | CUSIP: 05612FAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       7203000 | PA      | $7075195.73     | 0.02%             | 2041-03-15      | Floating      | 9.70%                 | No            |                  2 | On Loan: No      |
| National Grid North America, Inc.                                                | National Grid North America, Inc.                                                                                                | CUSIP: N/A<br>LEI: 5Q3U0WRKWZZGRMPYFT08       | Long             | DBT              | CORP              | US        |        623000 | PA      | $746940.98      | 0.00%             | 2031-09-03      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Bankinter SA                                                                     | Bankinter SA                                                                                                                     | CUSIP: N/A<br>LEI: VWMYAEQSTOPNV0SUGU82       | Long             | DBT              | CORP              | ES        |       1000000 | PA      | $1263351.38     | 0.00%             | 2028-08-15      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| BAMLL Trust                                                                      | BAMLL Trust, Series 2025-ASHF, Class A                                                                                           | CUSIP: 05494CAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      22354000 | PA      | $22354782.39    | 0.05%             | 2042-02-15      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| INEOS Quattro Finance 2 plc                                                      | INEOS Quattro Finance 2 plc                                                                                                      | CUSIP: N/A<br>LEI: 213800V48W4Y5MT5Q131       | Long             | DBT              | CORP              | GB        |       4986000 | PA      | $5415279.26     | 0.01%             | 2030-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                   | BNP Paribas SA, Series TMO                                                                                                       | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |       1983265 | PA      | $2205465.67     | 0.01%             | 2173-10-07      | Floating      | 2.82%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-408450.06     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Trimaran CAVU Ltd.                                                               | Trimaran CAVU Ltd., Series 2023-1A, Class E                                                                                      | CUSIP: 89624XAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       3000000 | PA      | $3006918.90     | 0.01%             | 2036-07-20      | Floating      | 13.21%                | No            |                  2 | On Loan: No      |
| Frontier Communications Holdings LLC                                             | Frontier Communications Holdings LLC                                                                                             | CUSIP: 35906ABG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      11205000 | PA      | $11351516.58    | 0.03%             | 2029-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Point Broadband Funding LLC                                                      | Point Broadband Funding LLC, Series 2025-1A, Class C                                                                             | CUSIP: 73052AAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       7349000 | PA      | $7348929.45     | 0.02%             | 2055-07-20      | Fixed         | 8.16%                 | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                                           | Arab Republic of Egypt                                                                                                           | CUSIP: 038461AM1<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |       1473000 | PA      | $1194234.75     | 0.00%             | 2047-01-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| CHL Mortgage Pass-Through Trust                                                  | CHL Mortgage Pass-Through Trust, Series 2006-OA4, Class A1                                                                       | CUSIP: 126694E95<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      26614032 | PA      | $7238974.17     | 0.02%             | 2046-04-25      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| Regional Management Issuance Trust                                               | Regional Management Issuance Trust, Series 2021-2, Class C                                                                       | CUSIP: 75907UAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       1339000 | PA      | $1246483.80     | 0.00%             | 2033-08-15      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| Republic of Poland                                                               | Republic of Poland                                                                                                               | CUSIP: 731011AW2<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |       2921000 | PA      | $2717260.25     | 0.01%             | 2053-04-04      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-1465.22       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets Holdings, Inc.                                          | Citigroup Global Markets Holdings, Inc.                                                                                          | CUSIP: N/A<br>LEI: 82VOJDD5PTRDMVVMGV31       | Long             | SN               | CORP              | US        |      13000000 | PA      | $13235430.00    | 0.03%             | 2031-12-20      | Fixed         | 6.20%                 | No            |                  3 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $349660.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kaman Corp.                                                                      | Kaman Corp., 1st Lien Term Loan                                                                                                  | CUSIP: 48354VAM4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       8782703 | PA      | $8769002.40     | 0.02%             | 2032-02-26      | Variable      | 7.05%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CBOE Volatility Index                                                                                                            | CUSIP: 00CBR5L42<br>LEI: N/A                  | N/A              | DE               |  | US        |          3640 | NC      | $520520.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonder Enterprises, Inc.                                                         | Sonder Enterprises, Inc.                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |      41531539 | PA      | $35613294.93    | 0.08%             | 2027-12-10      | Fixed         | 7.00%                 | No            |                  3 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       8357000 | PA      | $-72260.58      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Romania                                                                          | Romania Government Bond                                                                                                          | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |        554000 | PA      | $474883.26      | 0.00%             | 2032-03-27      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Toorak Mortgage Trust                                                            | Toorak Mortgage Trust, Series 2024-2, Class A1                                                                                   | CUSIP: 89055KAA0<br>LEI: 254900ZRJRVK75Z6JJ57 | Long             | ABS-MBS          | CORP              | US        |       1634000 | PA      | $1630632.49     | 0.00%             | 2031-10-25      | Variable      | 6.33%                 | No            |                  2 | On Loan: No      |
| Edgewell Personal Care Co.                                                       | Edgewell Personal Care Co.                                                                                                       | CUSIP: 28035QAA0<br>LEI: 549300CY8QZDL4Z3RU59 | Long             | DBT              | CORP              | US        |        254000 | PA      | $252716.03      | 0.00%             | 2028-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| 720 East CLO VII Ltd.                                                            | 720 East CLO VII Ltd., Series 2025-7A, Class A1                                                                                  | CUSIP: 81800WAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      14750000 | PA      | $14754675.75    | 0.03%             | 2037-04-20      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| Melco Resorts Finance Ltd.                                                       | Melco Resorts Finance Ltd.                                                                                                       | CUSIP: N/A<br>LEI: 5493000FQDBWKDBZEF60       | Long             | DBT              | CORP              | KY        |       2900000 | PA      | $2892750.00     | 0.01%             | 2026-04-26      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | NDIRS                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     268512222 | PA      | $-5025776.03    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Contego CLO VII DAC                                                              | Contego CLO VII DAC, Series 7X, Class DR                                                                                         | CUSIP: N/A<br>LEI: 549300HTBV5M1YNUW859       | Long             | ABS-CBDO         | CORP              | IE        |       1870000 | PA      | $2203139.43     | 0.01%             | 2038-01-23      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     168525198 | PA      | $-976219.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | NDIRS                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     309437500 | PA      | $22734.43       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    3629578582 | PA      | $10131.37       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PRPM LLC                                                                         | PRPM LLC, Series 2025-RCF3, Class A2                                                                                             | CUSIP: 69392PAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       2750000 | PA      | $2694853.98     | 0.01%             | 2055-07-25      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-90056.68      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC                                             | Charter Communications Operating LLC                                                                                             | CUSIP: 161175CG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       2184000 | PA      | $1407186.93     | 0.00%             | 2062-06-30      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| BXP Trust                                                                        | BXP Trust, Series 2017-GM, Class D                                                                                               | CUSIP: 056083AL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1520000 | PA      | $1442802.39     | 0.00%             | 2039-06-13      | Variable      | 3.54%                 | No            |                  2 | On Loan: No      |
| MH Sub I LLC                                                                     | MH Sub I LLC, 1st Lien Term Loan                                                                                                 | CUSIP: 45567YAP0<br>LEI: 2549005VFKP807SR8N49 | Long             | LON              | CORP              | US        |        595964 | PA      | $516504.15      | 0.00%             | 2031-12-31      | Variable      | 8.58%                 | No            |                  2 | On Loan: No      |
| INEOS Finance plc                                                                | INEOS Finance plc                                                                                                                | CUSIP: N/A<br>LEI: 2138002D68XDR4LZCG32       | Long             | DBT              | CORP              | GB        |       9786000 | PA      | $11683768.32    | 0.03%             | 2029-04-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Argent Securities Trust                                                          | Argent Securities Trust, Series 2006-M1, Class A2C                                                                               | CUSIP: 04012MAQ2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       6787291 | PA      | $1811094.20     | 0.00%             | 2036-07-25      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     313413241 | PA      | $1083498.72     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CML PROJECT SPIDER DDTL                                                          | Cml Project Spider, Delayed Draw 1st Lien Term Loan                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      26100000 | PA      | $26082191.97    | 0.06%             | 2029-12-06      | Variable      | 3.80%                 | No            |                  3 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       1620000 | PA      | $-208635.92     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOP                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     175511600 | PA      | $6179891.76     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Boost Newco Borrower LLC                                                         | Boost Newco Borrower LLC                                                                                                         | CUSIP: 36268NAA8<br>LEI: 254900S8RE1OL7TTCU64 | Long             | DBT              | CORP              | US        |       5699000 | PA      | $6049573.99     | 0.01%             | 2031-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Republic of Panama                                                               | Republic of Panama                                                                                                               | CUSIP: 698299AV6<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |        624000 | PA      | $631488.00      | 0.00%             | 2026-01-29      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Camelot Return Merger Sub, Inc.                                                  | Camelot Return Merger Sub, Inc.                                                                                                  | CUSIP: 13323NAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       2918000 | PA      | $2691008.78     | 0.01%             | 2028-08-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                                                     | Barclays Mortgage Loan Trust, Series 2025-NQM1, Class A3                                                                         | CUSIP: 06744WAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       6660525 | PA      | $6705271.71     | 0.02%             | 2065-01-25      | Variable      | 5.97%                 | No            |                  2 | On Loan: No      |
| Hudson Yards Mortgage Trust                                                      | Hudson Yards Mortgage Trust, Series 2019-55HY, Class F                                                                           | CUSIP: 44421MAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       6662504 | PA      | $5625919.65     | 0.01%             | 2041-12-10      | Variable      | 3.04%                 | No            |                  2 | On Loan: No      |
| Dilosk Rmbs No. 8 Sts DAC                                                        | Dilosk Rmbs No. 8 Sts DAC, Series 8-STS, Class B                                                                                 | CUSIP: N/A<br>LEI: 635400TGDQ2OBCBXQK26       | Long             | ABS-MBS          | CORP              | IE        |        518000 | PA      | $606597.58      | 0.00%             | 2062-05-20      | Floating      | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      40970000 | PA      | $4139110.39     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Cushman & Wakefield US Borrower LLC                                              | Cushman & Wakefield US Borrower LLC                                                                                              | CUSIP: 23166MAC7<br>LEI: 549300870CMN3WI5IF97 | Long             | DBT              | CORP              | US        |       1962000 | PA      | $2106864.19     | 0.00%             | 2031-09-01      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Aramark International Finance SARL                                               | Aramark International Finance SARL                                                                                               | CUSIP: N/A<br>LEI: 5493006HLPNGDDC12P30       | Long             | DBT              | CORP              | LU        |       1850000 | PA      | $2147394.86     | 0.01%             | 2033-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOP                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     175511600 | PA      | $7648853.46     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust                                                         | Ajax Mortgage Loan Trust, Series 2022-A, Class A3                                                                                | CUSIP: 009695AC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1442964 | PA      | $1302634.60     | 0.00%             | 2061-10-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| CoreWeave, Inc.                                                                  | CoreWeave, Inc.                                                                                                                  | CUSIP: 21873SAB4<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |       1923000 | PA      | $1965947.01     | 0.00%             | 2030-06-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| MCR Mortgage Trust                                                               | MCR Mortgage Trust, Series 2024-TWA, Class XA                                                                                    | CUSIP: 582923AV0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      32439000 | PA      | $404043.96      | 0.00%             | 2039-06-12      | Fixed         | 0.92%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Euro-Schatz                                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |           241 | NC      | $-21106.33      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                              | CDSCMBX                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |        270000 | PA      | $-50850.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      70215493 | PA      | $3925.39        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ConnectWise LLC                                                                  | ConnectWise LLC, 1st Lien Term Loan                                                                                              | CUSIP: 20786NAC1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      10734752 | PA      | $10779515.89    | 0.03%             | 2028-09-29      | Variable      | 8.06%                 | No            |                  2 | On Loan: No      |
| Heathrow Funding Ltd.                                                            | Heathrow Funding Ltd.                                                                                                            | CUSIP: N/A<br>LEI: 7TI96JO3DYEIQWZ7Z726       | Long             | DBT              | CORP              | JE        |       2936000 | PA      | $4072319.66     | 0.01%             | 2032-03-05      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Lendmark Funding Trust                                                           | Lendmark Funding Trust, Series 2024-1A, Class B                                                                                  | CUSIP: 52603DAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       3993000 | PA      | $4062276.95     | 0.01%             | 2032-06-21      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Noria DE                                                                         | Noria DE, Series 2024-DE1, Class F                                                                                               | CUSIP: N/A<br>LEI: 9695003DRUTU793B4N34       | Long             | ABS-O            | CORP              | FR        |        800000 | PA      | $944502.93      | 0.00%             | 2043-02-25      | Floating      | 6.39%                 | No            |                  2 | On Loan: No      |
| Victory Street CLO I DAC                                                         | Victory Street CLO I DAC, Series 1X, Class D                                                                                     | CUSIP: N/A<br>LEI: 635400D4KWYZ4IFHKI82       | Long             | ABS-CBDO         | CORP              | IE        |       1960000 | PA      | $2340032.98     | 0.01%             | 2038-01-15      | Floating      | 6.23%                 | No            |                  2 | On Loan: No      |
| Republic Finance Issuance Trust                                                  | Republic Finance Issuance Trust, Series 2021-A, Class D                                                                          | CUSIP: 76042UAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       2860000 | PA      | $2772068.44     | 0.01%             | 2031-12-22      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| Citicorp Mortgage Securities Trust                                               | Citicorp Mortgage Securities Trust, Series 2008-2, Class 1A1                                                                     | CUSIP: 17314DAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       3349084 | PA      | $2798320.36     | 0.01%             | 2038-06-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Grinding Media, Inc.                                                             | Grinding Media, Inc., 1st Lien Term Loan B                                                                                       | CUSIP: 39854KAC4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |        982372 | PA      | $972548.72      | 0.00%             | 2028-10-12      | Variable      | 7.83%                 | No            |                  3 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      21616000 | PA      | $350862.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fibercop SpA                                                                     | Fibercop SpA                                                                                                                     | CUSIP: N/A<br>LEI: 8156007022402E114A31       | Long             | DBT              | CORP              | IT        |       7871000 | PA      | $10187810.88    | 0.02%             | 2028-07-31      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Cascade MH Asset Trust                                                           | Cascade MH Asset Trust, Series 2019-MH1, Class A                                                                                 | CUSIP: 14732FAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      13716240 | PA      | $13076402.55    | 0.03%             | 2044-11-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Trafford Centre Finance Ltd. (The)                                               | Trafford Centre Finance Ltd. (The), Series B2                                                                                    | CUSIP: N/A<br>LEI: 213800J9WWQVUK5FE223       | Long             | ABS-MBS          | CORP              | KY        |       3400000 | PA      | $3881038.94     | 0.01%             | 2035-07-28      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| Q-Park Holding I BV                                                              | Q-Park Holding I BV                                                                                                              | CUSIP: N/A<br>LEI: 2549003839B7HE3NDP48       | Long             | DBT              | CORP              | NL        |       2488000 | PA      | $2873220.90     | 0.01%             | 2027-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-34038.20      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Sino Land Co. Ltd.                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -754000 | NS      | $-5255.58       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                                                 | SMB Private Education Loan Trust, Series 2024-A, Class B                                                                         | CUSIP: 831943AC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       7329000 | PA      | $7518964.75     | 0.02%             | 2056-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Cedacri SpA                                                                      | Cedacri SpA                                                                                                                      | CUSIP: N/A<br>LEI: 815600E85FCD78B3EE61       | Long             | DBT              | CORP              | IT        |       4281000 | PA      | $5042860.84     | 0.01%             | 2028-05-15      | Floating      | 6.77%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |      15789474 | PA      | $-241134.41     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Ireland                                                              | Republic of Ireland                                                                                                              | CUSIP: N/A<br>LEI: 549300KXBEJAOJ9OVF93       | Long             | DBT              | NUSS              | IE        |     412488417 | PA      | $473792051.85   | 1.12%             | 2034-10-18      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Hops Hill No. 3 plc                                                              | Hops Hill No. 3 plc, Series 3, Class A                                                                                           | CUSIP: N/A<br>LEI: 2138005EW2MRRQCIRX60       | Long             | ABS-MBS          | CORP              | GB        |       6039951 | PA      | $8342083.79     | 0.02%             | 2055-12-21      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| Regatta XXV Funding Ltd.                                                         | Regatta XXV Funding Ltd., Series 2023-1A, Class D2R                                                                              | CUSIP: 758978AW0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       1500000 | PA      | $1500000.00     | 0.00%             | 2038-07-15      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| New Jersey Transportation Trust Fund Authority                                   | New Jersey Transportation Trust Fund Authority, Series 2024CC                                                                    | CUSIP: 64613CGH5<br>LEI: 549300YUVD5TEXR6L889 | Long             | DBT              | MUN               | US        |      11220000 | PA      | $11501015.32    | 0.03%             | 2050-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Innolux Corp.                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -226958 | NS      | $-233.23        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Camelot US Acquisition LLC                                                       | Camelot US Acquisition LLC, 1st Lien Term Loan B                                                                                 | CUSIP: L2000AAF7<br>LEI: 549300U6VBJHQP2SFL81 | Long             | LON              | CORP              | US        |        870457 | PA      | $860394.99      | 0.00%             | 2031-01-31      | Variable      | 7.08%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                                                     | BX Commercial Mortgage Trust, Series 2024-XL4, Class E                                                                           | CUSIP: 05611VAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       9412877 | PA      | $9157036.56     | 0.02%             | 2039-02-15      | Floating      | 8.50%                 | No            |                  2 | On Loan: No      |
| Alpha Generation LLC                                                             | Alpha Generation LLC                                                                                                             | CUSIP: 02073LAA9<br>LEI: 254900K5V62L4YGVKF49 | Long             | DBT              | CORP              | US        |       2939000 | PA      | $3029653.46     | 0.01%             | 2032-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | International Games System Co. Ltd.                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         30000 | NS      | $-28913.18      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Altice France SA                                                                 | Altice France SA                                                                                                                 | CUSIP: 02156LAC5<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |       1000000 | PA      | $841590.00      | 0.00%             | 2028-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Republic of Trinidad & Tobago                                                    | Republic of Trinidad & Tobago                                                                                                    | CUSIP: 896292AM1<br>LEI: N/A                  | Long             | DBT              | NUSS              | TT        |       3494000 | PA      | $3431108.00     | 0.01%             | 2034-06-26      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOP                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    -139689346 | PA      | $-278461.03     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EOG Resources, Inc.                                                              | EOG Resources, Inc.                                                                                                              | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |         47226 | NS      | $5648701.86     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Oakwood Mortgage Investors, Inc.                                                 | Oakwood Mortgage Investors, Inc., Series 2001-D, Class A4                                                                        | CUSIP: 67087TCW9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       1139351 | PA      | $481664.78      | 0.00%             | 2031-09-15      | Variable      | 6.93%                 | No            |                  2 | On Loan: No      |
| NatWest Group plc                                                                | NatWest Group plc                                                                                                                | CUSIP: N/A<br>LEI: 2138005O9XJIJN4JPN90       | Long             | DBT              | CORP              | GB        |       6000000 | PA      | $7125125.35     | 0.02%             | 2030-05-13      | Variable      | 3.24%                 | No            |                  2 | On Loan: No      |
| Wolfspeed, Inc.                                                                  | Wolfspeed, Inc.                                                                                                                  | CUSIP: 225447AD3<br>LEI: 549300OGU88P3AW3TO93 | Long             | DBT              | CORP              | US        |       4125000 | PA      | $1020937.50     | 0.00%             | 2026-05-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Mosel Bidco SE                                                                   | Mosel Bidco SE, 1st Lien Term Loan B                                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | DE        |       3000000 | PA      | $3533355.26     | 0.01%             | 2030-09-16      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| Pike Corp.                                                                       | Pike Corp.                                                                                                                       | CUSIP: 721283AB5<br>LEI: 549300P4EKEP6HK0NC58 | Long             | DBT              | CORP              | US        |       1533000 | PA      | $1667258.61     | 0.00%             | 2031-01-31      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | HICPXT                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | GB        |       5790000 | PA      | $16245.13       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                                     | GS Mortgage Securities Trust, Series 2019-GSA1, Class XA                                                                         | CUSIP: 36261PAV4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      15531294 | PA      | $447225.16      | 0.00%             | 2052-11-10      | Variable      | 0.93%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |      91071000 | PA      | $-1839954.29    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Arcano Euro CLO II DAC                                                           | Arcano Euro CLO II DAC, Series 2A, Class D                                                                                       | CUSIP: N/A<br>LEI: 635400HGPOTPFZDKOF20       | Long             | ABS-CBDO         | CORP              | IE        |       1500000 | PA      | $1766925.00     | 0.00%             | 2039-07-25      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $1302.67        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Duke Energy Corp.                                                                | Duke Energy Corp.                                                                                                                | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |         76500 | NS      | $9027000.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                              | SOP                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |      48214200 | PA      | $2277011.21     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Diamond II Ltd.                                                                  | Diamond II Ltd.                                                                                                                  | CUSIP: N/A<br>LEI: 254900KL4GQ2XC50XL44       | Long             | DBT              | CORP              | MU        |      27500000 | PA      | $27722750.00    | 0.07%             | 2026-07-28      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| Continental Resources, Inc.                                                      | Continental Resources, Inc.                                                                                                      | CUSIP: 212015AU5<br>LEI: XXRTID9RYWOZ0UPIVR53 | Short            | DBT              | CORP              | US        |       -300000 | PA      | $-289919.05     | -0.00%            | 2026-11-15      | Fixed         | 2.27%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $1616348.46     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Rockford Tower CLO Ltd.                                                          | Rockford Tower CLO Ltd., Series 2017-3A, Class A                                                                                 | CUSIP: 77341DAA5<br>LEI: 549300V5ZF7112UGSH89 | Long             | ABS-CBDO         | CORP              | KY        |       3880172 | PA      | $3880596.36     | 0.01%             | 2030-10-20      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| TeamSystem SpA                                                                   | TeamSystem SpA                                                                                                                   | CUSIP: N/A<br>LEI: 81560062081DF3AB7A90       | Long             | DBT              | CORP              | IT        |       4000000 | PA      | $4719037.33     | 0.01%             | 2031-07-31      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley ABS Capital I, Inc. Trust                                         | Morgan Stanley ABS Capital I, Inc. Trust, Series 2007-SEA1, Class 2A1                                                            | CUSIP: 61757MAC2<br>LEI: 5493002PQ8PF80BA0L77 | Long             | ABS-O            | CORP              | US        |        604506 | PA      | $567407.00      | 0.00%             | 2047-02-25      | Floating      | 8.23%                 | No            |                  2 | On Loan: No      |
| ABG Intermediate Holdings 2 LLC                                                  | ABG Intermediate Holdings 2 LLC, 1st Lien Term Loan B1                                                                           | CUSIP: 00076VBL3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |        980056 | PA      | $978752.68      | 0.00%             | 2028-12-21      | Variable      | 6.58%                 | No            |                  2 | On Loan: No      |
| TPG Telecom Ltd.                                                                 | TPG Telecom Ltd.                                                                                                                 | CUSIP: N/A<br>LEI: 9845008F2E58CD6F7984       | Long             | EC               | CORP              | AU        |        234166 | NS      | $821548.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Lehman Brothers Small Balance Commercial Mortgage Trust                          | Lehman Brothers Small Balance Commercial Mortgage Trust, Series 2006-2A, Class M3                                                | CUSIP: 52520VAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1714622 | PA      | $1629053.57     | 0.00%             | 2036-09-25      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-635.50        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| 1011778 BC ULC                                                                   | 1011778 BC ULC                                                                                                                   | CUSIP: 68245XAM1<br>LEI: 549300RHSHNRWI5LLA86 | Long             | DBT              | CORP              | CA        |       8965000 | PA      | $8354202.00     | 0.02%             | 2030-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Chase Commercial Mortgage Securities Trust                           | J.P. Morgan Chase Commercial Mortgage Securities Trust, Series 2024-IGLG, Class D                                                | CUSIP: 46593KAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       4440000 | PA      | $4436139.06     | 0.01%             | 2039-11-09      | Variable      | 6.70%                 | No            |                  2 | On Loan: No      |
| Red & Black Auto Italy SRL                                                       | Red & Black Auto Italy SRL, Series 1, Class D                                                                                    | CUSIP: N/A<br>LEI: 8156003B1C9DCDE30892       | Long             | ABS-O            | CORP              | IT        |        142706 | PA      | $168332.42      | 0.00%             | 2031-12-28      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-810230.26     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Tower Bridge Funding plc                                                         | Tower Bridge Funding plc, Series 2024-1X, Class C                                                                                | CUSIP: N/A<br>LEI: 635400DWOSLQW6GG6T02       | Long             | ABS-MBS          | CORP              | GB        |        773000 | PA      | $1070934.78     | 0.00%             | 2066-01-20      | Floating      | 7.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-111310.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                         | Electricite de France SA                                                                                                         | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | NUSS              | FR        |       1000000 | PA      | $1154616.21     | 0.00%             | 2027-09-03      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-149408.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                                 | Deutsche Bank AG                                                                                                                 | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | DBT              | CORP              | DE        |       1200000 | PA      | $1376448.71     | 0.00%             | 2026-11-30      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Structured Asset Mortgage Investments II Trust                                   | Structured Asset Mortgage Investments II Trust, Series 2006-AR4, Class 3A1                                                       | CUSIP: 86360QAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       3632732 | PA      | $3155514.00     | 0.01%             | 2036-06-25      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| Newday Funding Master Issuer plc-                                                | Newday Funding Master Issuer plc, Series 2024-2X, Class C                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | GB        |       2323000 | PA      | $3214168.90     | 0.01%             | 2032-07-15      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| Avoca CLO XV DAC                                                                 | Avoca CLO XV DAC, Series 15X, Class M1                                                                                           | CUSIP: N/A<br>LEI: 63540019ZRWR9Z7GEY65       | Long             | ABS-CBDO         | CORP              | IE        |       3100000 | PA      | $1827648.32     | 0.00%             | 2038-07-15      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOP                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    -353921000 | PA      | $-255689.33     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ashtead Capital, Inc.                                                            | Ashtead Capital, Inc.                                                                                                            | CUSIP: 045054AL7<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |        900000 | PA      | $881283.06      | 0.00%             | 2029-11-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Northwind Midstream                                                              | Northwind Midstream, 1st Lien Term Loan                                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      85909000 | PA      | $84302501.70    | 0.20%             | 2032-02-01      | Variable      | 6.25%                 | No            |                  3 | On Loan: No      |
| Telefonica Emisiones SA                                                          | Telefonica Emisiones SA                                                                                                          | CUSIP: N/A<br>LEI: 549300Y5MFC4SW5Z3K71       | Long             | DBT              | CORP              | ES        |       2100000 | PA      | $2475550.70     | 0.01%             | 2036-01-24      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Federal National Mortgage Association Variable Rate Notes, Series 2025-21, Class FB                                              | CUSIP: 3136BU3N8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      31123155 | PA      | $31169447.45    | 0.07%             | 2053-07-25      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| OI European Group BV                                                             | OI European Group BV                                                                                                             | CUSIP: N/A<br>LEI: 72450053F5WRDY8CDZ66       | Long             | DBT              | CORP              | NL        |       2255000 | PA      | $2734637.43     | 0.01%             | 2029-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust                                                         | Ajax Mortgage Loan Trust, Series 2021-D, Class B                                                                                 | CUSIP: 009723AB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      11057310 | PA      | $12093491.82    | 0.03%             | 2060-03-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $19611.86       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cameco Corp.                                                                     | Cameco Corp.                                                                                                                     | CUSIP: 13321L108<br>LEI: N4BHALMXL3GMZKCUON55 | Long             | EC               | CORP              | CA        |        160120 | NS      | $11885707.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Pinewood Finco plc                                                               | Pinewood Finco plc                                                                                                               | CUSIP: N/A<br>LEI: 984500EF3F7CA63ND769       | Long             | DBT              | CORP              | GB        |       6095000 | PA      | $8261756.45     | 0.02%             | 2030-03-27      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     153727100 | PA      | $38236489.14    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Symphony CLO 40 Ltd.                                                             | Symphony CLO 40 Ltd., Series 2023-40A, Class D1R                                                                                 | CUSIP: 871989AV1<br>LEI: 25490001HYY3IX1I5Z32 | Long             | ABS-CBDO         | CORP              | BM        |       1840000 | PA      | $1835044.70     | 0.00%             | 2038-01-05      | Floating      | 6.89%                 | No            |                  2 | On Loan: No      |
| Vestis Corp.                                                                     | Vestis Corp., 1st Lien Term Loan B1                                                                                              | CUSIP: 92550HAE3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       1051121 | PA      | $1005134.30     | 0.00%             | 2031-02-24      | Variable      | 6.58%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | NDIRS                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | FR        |     208190544 | PA      | $-197488.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR Currency                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | FR        |     -29914132 | PA      | $-131646.88     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | OSG Corp.                                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -93800 | NS      | $-18635.67      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $11033.05       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | UniCredit SpA                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | IT        |          -500 | NC      | $-47559.73      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Autokiniton US Holdings, Inc.                                                    | Autokiniton US Holdings, Inc., 1st Lien Term Loan B                                                                              | CUSIP: 05278HAC0<br>LEI: 254900EHNKMJ1OSEZL85 | Long             | LON              | CORP              | US        |       1492424 | PA      | $1436010.61     | 0.00%             | 2028-04-06      | Variable      | 8.44%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pass-Through Certificates WMALT Trust                 | Washington Mutual Mortgage Pass-Through Certificates WMALT Trust, Series 2006-1, Class 4CB                                       | CUSIP: 93934FKY7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1794119 | PA      | $1433284.22     | 0.00%             | 2036-02-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Realtek Semiconductor Corp.                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         77000 | NS      | $78792.31       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHG Healthcare Services, Inc.                                                    | CHG Healthcare Services, Inc., 1st Lien Term Loan                                                                                | CUSIP: 12541HAW3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       1285509 | PA      | $1289442.86     | 0.00%             | 2028-09-29      | Variable      | 7.31%                 | No            |                  2 | On Loan: No      |
| Republic of Kenya                                                                | Republic of Kenya                                                                                                                | CUSIP: N/A<br>LEI: 549300VVURQQYU45PR87       | Long             | DBT              | NUSS              | KE        |      10033000 | PA      | $9794716.25     | 0.02%             | 2028-02-28      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| MFA Trust                                                                        | MFA Trust, Series 2021-NQM1, Class B1                                                                                            | CUSIP: 55283FAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       6050000 | PA      | $4926474.47     | 0.01%             | 2065-04-25      | Variable      | 3.51%                 | No            |                  2 | On Loan: No      |
| NAK Naftogaz Ukraine                                                             | NAK Naftogaz Ukraine                                                                                                             | CUSIP: 50050MAB1<br>LEI: 213800PUC1T9GI6EIO63 | Long             | DBT              | CORP              | GB        |       7090592 | PA      | $5530661.44     | 0.01%             | 2028-11-08      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| Commerzbank AG                                                                   | Commerzbank AG                                                                                                                   | CUSIP: N/A<br>LEI: 851WYGNLUQLFZBSYGB56       | Long             | DBT              | CORP              | DE        |       1800000 | PA      | $2354636.06     | 0.01%             | 2031-10-09      | Variable      | 7.88%                 | No            |                  2 | On Loan: No      |
| DBGS Mortgage Trust                                                              | DBGS Mortgage Trust, Series 2019-1735, Class X                                                                                   | CUSIP: 23307EAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      52590000 | PA      | $549774.81      | 0.00%             | 2037-04-10      | Variable      | 0.43%                 | No            |                  2 | On Loan: No      |
| New York Life Insurance Co.                                                      | New York Life Insurance Co.                                                                                                      | CUSIP: 64952GAT5<br>LEI: TAE73CY392TBWJ3O3305 | Short            | DBT              | CORP              | US        |       -800000 | PA      | $-590998.74     | -0.00%            | 2050-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| 10x Future Technologies Services Ltd., Series D                                  | 10x Future Technologies Services Ltd., Series D                                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | GB        |        425677 | NS      | $6217010.89     | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Dominican Republic                                                               | Dominican Republic Government Bond                                                                                               | CUSIP: 25714PFA1<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    1361300000 | PA      | $23545036.55    | 0.06%             | 2036-06-01      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Iberdrola International BV                                                       | Iberdrola International BV, Series NC6                                                                                           | CUSIP: N/A<br>LEI: 549300ZMLFJKWC63XN87       | Long             | DBT              | CORP              | NL        |      19600000 | PA      | $22478199.74    | 0.05%             | 2026-11-09      | Variable      | 1.45%                 | No            |                  2 | On Loan: No      |
| Lewey Park CLO Ltd.                                                              | Lewey Park CLO Ltd., Series 2024-1A, Class B2                                                                                    | CUSIP: 527911AG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       2750000 | PA      | $2630279.85     | 0.01%             | 2037-10-21      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| Central Parent LLC                                                               | Central Parent LLC, 1st Lien Term Loan                                                                                           | CUSIP: 15477BAE7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       1486256 | PA      | $1237456.98     | 0.00%             | 2029-07-06      | Variable      | 7.55%                 | No            |                  2 | On Loan: No      |
| Community Health Systems, Inc.                                                   | Community Health Systems, Inc.                                                                                                   | CUSIP: 12543DBK5<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |       1997000 | PA      | $1707200.55     | 0.00%             | 2031-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Lebanese Republic                                                                | Lebanese Republic                                                                                                                | CUSIP: N/A<br>LEI: 529900QPC4K9S1KHL354       | Long             | DBT              | NUSS              | LB        |      16575000 | PA      | $3132675.00     | 0.01%             | 2028-11-03      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| Essendi SA                                                                       | Essendi SA                                                                                                                       | CUSIP: N/A<br>LEI: 2221000MD2YP7WLTNC52       | Long             | DBT              | CORP              | LU        |       2214000 | PA      | $2628756.51     | 0.01%             | 2032-05-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Youni Italy SRL                                                                  | Youni Italy SRL, Series 2024-1, Class B                                                                                          | CUSIP: N/A<br>LEI: 8156008D82FF6A71F833       | Long             | ABS-O            | CORP              | IT        |       1269734 | PA      | $1506443.49     | 0.00%             | 2034-04-25      | Floating      | 3.59%                 | No            |                  2 | On Loan: No      |
| Republic of Namibia                                                              | Republic of Namibia                                                                                                              | CUSIP: N/A<br>LEI: 549300T6Y4CWK77SML15       | Long             | DBT              | NUSS              | NA        |        510000 | PA      | $507133.80      | 0.00%             | 2025-10-29      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Abu Dhabi Commercial Bank PJSC                                                   | Abu Dhabi Commercial Bank PJSC                                                                                                   | CUSIP: N/A<br>LEI: 213800RWVKKIRX1AUH58       | Long             | DBT              | CORP              | AE        |        993000 | PA      | $1052269.69     | 0.00%             | 2028-11-27      | Variable      | 8.00%                 | No            |                  2 | On Loan: No      |
| WEST Trust                                                                       | WEST Trust, Series 2025-ROSE, Class HRR                                                                                          | CUSIP: 955909AE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      14000000 | PA      | $14273016.80    | 0.03%             | 2035-04-10      | Variable      | 9.29%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | USD Currency                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | DE        |     -37897933 | PA      | $-74755.03      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SPDR S&P Retail ETF                                                                                                              | CUSIP: 78464A714<br>LEI: N/A                  | N/A              | DE               |  | US        |       -407265 | NS      | $-259509.26     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Itelyum Regeneration SpA                                                         | Itelyum Regeneration SpA                                                                                                         | CUSIP: N/A<br>LEI: 815600051FBC23AA8A45       | Long             | DBT              | CORP              | IT        |       1385000 | PA      | $1645426.05     | 0.00%             | 2030-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Charter Communications, Inc., Class A                                                                                            | CUSIP: 16119P108<br>LEI: N/A                  | N/A              | DE               |  | US        |          2100 | NS      | $70518.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ContourGlobal Power Holdings SA                                                  | ContourGlobal Power Holdings SA                                                                                                  | CUSIP: N/A<br>LEI: 549300O5AGIFK0PQ1516       | Long             | DBT              | CORP              | LU        |       4630000 | PA      | $5494758.28     | 0.01%             | 2030-02-28      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TVF Varlik Kiralama A/S                                                          | TVF Varlik Kiralama A/S                                                                                                          | CUSIP: N/A<br>LEI: 7890008K3XQXPH1NO713       | Long             | DBT              | CORP              | TR        |        492000 | PA      | $493230.00      | 0.00%             | 2030-01-23      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| MGM China Holdings Ltd.                                                          | MGM China Holdings Ltd.                                                                                                          | CUSIP: 55300RAJ0<br>LEI: 529900VZFN87OS7WJM66 | Long             | DBT              | CORP              | KY        |       2900000 | PA      | $3001500.00     | 0.01%             | 2031-06-26      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | NDIRS                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    1997872345 | PA      | $83816.63       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                            | Wells Fargo Commercial Mortgage Trust, Series 2021-C59, Class XA                                                                 | CUSIP: 95003CBU3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      37163446 | PA      | $2298306.40     | 0.01%             | 2054-04-15      | Variable      | 1.62%                 | No            |                  2 | On Loan: No      |
| IMA Industria Macchine Automatiche SpA                                           | IMA Industria Macchine Automatiche SpA                                                                                           | CUSIP: N/A<br>LEI: 815600D86992FDA7B908       | Long             | DBT              | CORP              | IT        |       7872000 | PA      | $9196682.98     | 0.02%             | 2028-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp. Variable Rate Notes, Series 5511, Class QF                                                      | CUSIP: 3137HKL85<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     118747070 | PA      | $118989587.01   | 0.28%             | 2055-03-25      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| Taurus UK DAC                                                                    | Taurus UK DAC, Series 2021-UK1X, Class C                                                                                         | CUSIP: N/A<br>LEI: 635400SG2ZVJCYHITE32       | Long             | ABS-MBS          | CORP              | IE        |        536063 | PA      | $734868.49      | 0.00%             | 2031-05-17      | Floating      | 5.89%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust                               | Morgan Stanley Bank of America Merrill Lynch Trust, Series 2015-C26, Class XD                                                    | CUSIP: 61690VAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      18660000 | PA      | $147524.28      | 0.00%             | 2048-10-15      | Variable      | 1.39%                 | No            |                  2 | On Loan: No      |
| Canada Square Funding plc                                                        | Canada Square Funding plc, Series 2021-2, Class B                                                                                | CUSIP: N/A<br>LEI: 6354007J4JIXGCWTSJ05       | Long             | ABS-MBS          | CORP              | GB        |        382000 | PA      | $524642.27      | 0.00%             | 2058-06-17      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategies CLO Ltd.                                        | Carlyle Global Market Strategies CLO Ltd., Series 2014-2RA, Class A1                                                             | CUSIP: 14314LAC9<br>LEI: 549300K65HYRGER5BW54 | Long             | ABS-CBDO         | CORP              | KY        |       2024198 | PA      | $2025419.55     | 0.00%             | 2031-05-15      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| Spectrum Brands, Inc.                                                            | Spectrum Brands, Inc.                                                                                                            | CUSIP: 84762LAX3<br>LEI: 549300VU3EH2E73C1Q04 | Long             | DBT              | CORP              | US        |       3071000 | PA      | $2463369.48     | 0.01%             | 2031-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Opendoor Technologies, Inc.                                                      | Opendoor Technologies, Inc.                                                                                                      | CUSIP: 683712103<br>LEI: 254900KX11YZ4HV5BQ47 | Long             | EC               | CORP              | US        |       1367000 | NS      | $728611.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Dominican Republic                                                               | Dominican Republic Government Bond                                                                                               | CUSIP: 25714PFB9<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |       2163000 | PA      | $2206530.38     | 0.01%             | 2037-03-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Disco Corp.                                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          1000 | NS      | $55970.48       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $253375.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-8488.59       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Axis Bank Ltd.                                                                   | Axis Bank Ltd.                                                                                                                   | CUSIP: N/A<br>LEI: 549300HVNWMJPOFVNI41       | Long             | EC               | CORP              | IN        |         15276 | NS      | $213651.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Invesco CLO Ltd.                                                                 | Invesco CLO Ltd., Series 2021-2A, Class B                                                                                        | CUSIP: 46149MAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       5600000 | PA      | $5610987.76     | 0.01%             | 2034-07-15      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                         | Duke Energy Progress LLC                                                                                                         | CUSIP: 26442UAH7<br>LEI: 0NIFZ782LS46WOC9QK20 | Short            | DBT              | CORP              | US        |       -500000 | PA      | $-486420.71     | -0.00%            | 2029-03-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       1520000 | PA      | $68278.08       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Thames Water Kemble Finance plc                                                  | Thames Water Kemble Finance plc                                                                                                  | CUSIP: N/A<br>LEI: 213800S7UU2MQXYJQO60       | Long             | DBT              | CORP              | GB        |       4273000 | PA      | $30456.21       | 0.00%             | 2026-05-19      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOP                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   -2999955000 | PA      | $-4022398.09    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| United Group BV                                                                  | United Group BV                                                                                                                  | CUSIP: N/A<br>LEI: 213800PC85O8BJ7DU398       | Long             | DBT              | CORP              | NL        |       2108000 | PA      | $2461331.72     | 0.01%             | 2028-08-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       6161777 | PA      | $22321.50       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                           | UBS AG                                                                                                                           | CUSIP: 90261AAD4<br>LEI: 254900R882POXXVAK772 | Long             | DBT              | CORP              | CH        |       1618000 | PA      | $1631153.50     | 0.00%             | 2028-01-10      | Variable      | 4.86%                 | No            |                  2 | On Loan: No      |
| Providus CLO V DAC                                                               | Providus CLO V DAC, Series 5X, Class D                                                                                           | CUSIP: N/A<br>LEI: 6354008C72YCMAEWD258       | Long             | ABS-CBDO         | CORP              | IE        |       1000000 | PA      | $1177822.66     | 0.00%             | 2035-02-15      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| Standard Chartered plc                                                           | Standard Chartered plc                                                                                                           | CUSIP: N/A<br>LEI: U4LOSYZ7YG4W3S5F2G91       | Long             | DBT              | CORP              | GB        |       6348000 | PA      | $8003598.30     | 0.02%             | 2031-05-10      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| Hermitage 2025 plc                                                               | Hermitage plc, Series 2025-1, Class C                                                                                            | CUSIP: N/A<br>LEI: 635400MSBHAPT1EQBW93       | Long             | ABS-O            | CORP              | GB        |       2498000 | PA      | $3429788.36     | 0.01%             | 2033-04-21      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| Diameter Capital CLO 2 Ltd.                                                      | Diameter Capital CLO 2 Ltd., Series 2021-2A, Class DR                                                                            | CUSIP: 25255MAL4<br>LEI: 2549008BUJNKS7JJUU65 | Long             | ABS-CBDO         | CORP              | KY        |       1500000 | PA      | $1520466.15     | 0.00%             | 2037-10-15      | Floating      | 10.41%                | No            |                  2 | On Loan: No      |
| Volocopter GmbH, Series D                                                        | Volocopter GmbH, Series D                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | DE        |          2211 | NS      | $0.02           | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $4249.64        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $256012.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kingdom of Saudi Arabia                                                          | Kingdom of Saudi Arabia                                                                                                          | CUSIP: 80413TBJ7<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |        583000 | PA      | $592328.00      | 0.00%             | 2028-01-13      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Sandstone Peak II Ltd.                                                           | Sandstone Peak II Ltd., Series 2023-1A, Class A                                                                                  | CUSIP: 80013TAA1<br>LEI: 254900ZRRTOYR8JJD593 | Long             | ABS-CBDO         | CORP              | KY        |       8000000 | PA      | $8000000.00     | 0.02%             | 2036-07-20      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| CaixaBank SA                                                                     | CaixaBank SA                                                                                                                     | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | EC               | CORP              | ES        |       1214000 | NS      | $10519079.30    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Obara Group, Inc.                                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     720000000 | NC      | $246225.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| New York Life Global Funding                                                     | New York Life Global Funding                                                                                                     | CUSIP: N/A<br>LEI: 635400DPNHEAUHB7ZI15       | Long             | DBT              | CORP              | US        |       3899000 | PA      | $5349821.57     | 0.01%             | 2025-09-16      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust                                                       | J.P. Morgan Mortgage Trust, Series 2021-INV7, Class B6                                                                           | CUSIP: 46654CAY1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1681298 | PA      | $795278.78      | 0.00%             | 2052-02-25      | Variable      | 3.13%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       2760000 | PA      | $-471771.02     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust                                                       | J.P. Morgan Mortgage Trust, Series 2024-VIS1, Class B2                                                                           | CUSIP: 465970AF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1000000 | PA      | $988098.80      | 0.00%             | 2064-07-25      | Variable      | 8.07%                 | No            |                  2 | On Loan: No      |
| Freedom Mortgage Corp.                                                           | Freedom Mortgage Corp.                                                                                                           | CUSIP: 35640YAK3<br>LEI: 549300LYRWPSYPK6S325 | Long             | DBT              | CORP              | US        |       2369000 | PA      | $2547677.61     | 0.01%             | 2028-10-01      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                                                          | JPMorgan Securities LLC                                                                                                          | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | Long             | RA               | CORP              | US        |         99125 | PA      | $99125.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BE Semiconductor Industries NV                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |        -10400 | NS      | $-14786.86      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Atos SE                                                                          | Atos SE, 1st Lien Term Loan                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | FR        |      12375183 | PA      | $11625434.09    | 0.03%             | 2030-12-17      | Variable      | 4.60%                 | No            |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust                                                         | Ajax Mortgage Loan Trust, Series 2023-B, Class A                                                                                 | CUSIP: 009691AA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      23505647 | PA      | $23064387.53    | 0.05%             | 2062-10-25      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| Studio City Finance Ltd.                                                         | Studio City Finance Ltd.                                                                                                         | CUSIP: 86389QAG7<br>LEI: 254900D6R731QAUIG324 | Long             | DBT              | CORP              | VG        |       3100000 | PA      | $2834330.00     | 0.01%             | 2029-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-123578.61     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Telekom AG                                                              | Deutsche Telekom AG (Registered)                                                                                                 | CUSIP: N/A<br>LEI: 549300V9QSIG4WX4GJ96       | Long             | EC               | CORP              | DE        |         20774 | NS      | $760403.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Together Asset-Backed Securitisation plc                                         | Together Asset-Backed Securitisation plc, Series 2025-2ND1X, Class A                                                             | CUSIP: N/A<br>LEI: 635400YLGUIWG9EKBV27       | Long             | ABS-MBS          | CORP              | GB        |       3472566 | PA      | $4780368.77     | 0.01%             | 2056-09-12      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| TVC Holding                                                                      | TVC Holding                                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | CORP              | US        |      12831590 | PA      | $11013127.66    | 0.03%             | 2051-02-01      | Fixed         | 2.38%                 | No            |                  3 | On Loan: No      |
| Sonic Automotive, Inc.                                                           | Sonic Automotive, Inc.                                                                                                           | CUSIP: 83545GBE1<br>LEI: 549300NTLRGJ2JCBZU03 | Long             | DBT              | CORP              | US        |       1310000 | PA      | $1245123.95     | 0.00%             | 2031-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $416734.43      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Money Forward, Inc.                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | JP        |       4000000 | NS      | $232423.99      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Cedar Funding VII CLO Ltd.                                                       | Cedar Funding VII CLO Ltd., Series 2018-7A, Class DR                                                                             | CUSIP: 15032FAP1<br>LEI: 549300G87EGFMLOYN341 | Long             | ABS-CBDO         | CORP              | KY        |       6750000 | PA      | $6740543.93     | 0.02%             | 2031-01-20      | Floating      | 7.02%                 | No            |                  2 | On Loan: No      |
| GoldenTree Loan Management US CLO 19 Ltd.                                        | GoldenTree Loan Management US CLO 19 Ltd., Series 2024-19A, Class E                                                              | CUSIP: 38138XAA0<br>LEI: 9845000ND1D1M408P483 | Long             | ABS-CBDO         | CORP              | JE        |        825000 | PA      | $830356.48      | 0.00%             | 2037-04-20      | Floating      | 10.27%                | No            |                  2 | On Loan: No      |
| Together Asset-Backed Securitisation plc                                         | Together Asset-Backed Securitisation plc, Series 2025-CRE1, Class B                                                              | CUSIP: N/A<br>LEI: 635400IHLPBPFA2IVG30       | Long             | ABS-MBS          | CORP              | GB        |       2698000 | PA      | $3705965.06     | 0.01%             | 2057-01-15      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| Sealed Air Corp.                                                                 | Sealed Air Corp.                                                                                                                 | CUSIP: 81211KBA7<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |       1015000 | PA      | $1003941.58     | 0.00%             | 2029-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TAGUS - Sociedade de Titularizacao de Creditos SA                                | TAGUS - Sociedade de Titularizacao de Creditos SA, Series 2, Class D                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | PT        |        362785 | PA      | $416622.10      | 0.00%             | 2038-09-23      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Tractor Supply Co.                                                                                                               | CUSIP: 892356106<br>LEI: N/A                  | N/A              | DE               |  | US        |         22900 | NS      | $51754.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Rocket Cos., Inc.                                                                | Rocket Cos., Inc.                                                                                                                | CUSIP: 77311WAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       2409000 | PA      | $2454843.27     | 0.01%             | 2030-08-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| San Miguel Global Power Holdings Corp.                                           | San Miguel Global Power Holdings Corp.                                                                                           | CUSIP: N/A<br>LEI: 549300HBCE80QXKII590       | Long             | DBT              | CORP              | PH        |      10450000 | PA      | $10267125.00    | 0.02%             | 2029-12-02      | Variable      | 8.12%                 | No            |                  2 | On Loan: No      |
| CP Iris Holdco I, Inc.                                                           | CP Iris Holdco I, Inc., 1st Lien Term Loan                                                                                       | CUSIP: 12659EAC2<br>LEI: 25490024F0AS5UR7DB02 | Long             | LON              | CORP              | US        |        334406 | PA      | $333569.79      | 0.00%             | 2028-10-02      | Variable      | 7.83%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | NDIRS                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     365039500 | PA      | $156408.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $56559.19       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bombardier, Inc.                                                                 | Bombardier, Inc.                                                                                                                 | CUSIP: 097751CC3<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |       1332000 | PA      | $1387124.82     | 0.00%             | 2032-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                                                  | BRAVO Residential Funding Trust, Series 2024-NQM3, Class B1                                                                      | CUSIP: 10569LAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        845000 | PA      | $857933.99      | 0.00%             | 2064-03-25      | Variable      | 8.10%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | AGC, Inc.                                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -10300 | NS      | $1671.03        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Indonesia                                                            | Republic of Indonesia                                                                                                            | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        |  741897000000 | PA      | $46718759.82    | 0.11%             | 2038-06-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| FirstCash, Inc.                                                                  | FirstCash, Inc.                                                                                                                  | CUSIP: 31944TAA8<br>LEI: 549300V2X3UU7K0DG350 | Long             | DBT              | CORP              | US        |        998000 | PA      | $995148.61      | 0.00%             | 2030-01-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                                                     | BX Commercial Mortgage Trust, Series 2024-XL4, Class D                                                                           | CUSIP: 05611VAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      15837118 | PA      | $15881660.25    | 0.04%             | 2039-02-15      | Floating      | 7.45%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-67053.88      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Xero Ltd.                                                                        | Xero Ltd.                                                                                                                        | CUSIP: N/A<br>LEI: 254900UG5D8YST164N14       | Long             | EC               | CORP              | NZ        |          8625 | NS      | $1020589.90     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Heineken NV                                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -10500 | NS      | $11853.43       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      19550000 | PA      | $-504329.70     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Perrigo Finance Unlimited Co.                                                    | Perrigo Finance Unlimited Co.                                                                                                    | CUSIP: N/A<br>LEI: 549300E86RB6YCTMRM83       | Long             | DBT              | CORP              | IE        |       1840000 | PA      | $2221659.22     | 0.01%             | 2032-09-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDSCMBX                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |          9983 | PA      | $-156.73        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | ITOCHU Corp.                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |        -17900 | NS      | $-8369.66       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ZF Finance GmbH                                                                  | ZF Finance GmbH                                                                                                                  | CUSIP: N/A<br>LEI: 5493001N9T6QDCCXB426       | Long             | DBT              | CORP              | DE        |       3100000 | PA      | $3486054.66     | 0.01%             | 2027-05-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | China Steel Corp.                                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -954647 | NS      | $3345.11        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Compartment BL Consumer Credit                                                   | Compartment BL Consumer Credit, Series 2024-1, Class B                                                                           | CUSIP: N/A<br>LEI: 549300BCEKCIKD7MN312       | Long             | ABS-O            | CORP              | LU        |       1236000 | PA      | $1459018.25     | 0.00%             | 2041-09-25      | Floating      | 2.79%                 | No            |                  2 | On Loan: No      |
| Arbor Realty Collateralized Loan Obligation Ltd.                                 | Arbor Realty Collateralized Loan Obligation Ltd., Series 2025-BTR1, Class A                                                      | CUSIP: 03881UAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       2471000 | PA      | $2476858.00     | 0.01%             | 2041-01-20      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Packaging Corp. of America                                                                                                       | CUSIP: 695156109<br>LEI: N/A                  | N/A              | DE               |  | US        |        -15500 | NS      | $3875.00        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OPAP SA                                                                          | OPAP SA, Class R                                                                                                                 | CUSIP: N/A<br>LEI: 213800M4NRGFJCI34834       | Long             | EC               | CORP              | GR        |         33355 | NS      | $756342.55      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Brignole Co.                                                                     | Brignole Co., Series 2024, Class D                                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | IT        |        488519 | PA      | $582344.21      | 0.00%             | 2042-02-24      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Genting Singapore Ltd.                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -3638400 | NS      | $-42336.89      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                                                     | BX Commercial Mortgage Trust, Series 2024-AIR2, Class A                                                                          | CUSIP: 05613QAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       9289660 | PA      | $9307039.70     | 0.02%             | 2041-10-15      | Floating      | 5.80%                 | No            |                  2 | On Loan: No      |
| Harben Finance                                                                   | Harben Finance, Series 2017-1RX, Class C                                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | CORP              | GB        |        741000 | PA      | $1011298.35     | 0.00%             | 2055-09-28      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| Grant Thornton Advisors LLC                                                      | Grant Thornton Advisors LLC, Delayed Draw 1st Lien Term Loan                                                                     | CUSIP: 38821UAE0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |         21229 | PA      | $21192.02       | 0.00%             | 2031-06-02      | Variable      | 7.08%                 | No            |                  2 | On Loan: No      |
| Nomura Securities International, Inc.                                            | Nomura Securities International, Inc.                                                                                            | CUSIP: N/A<br>LEI: OXTKY6Q8X53C9ILVV871       | Long             | RA               | CORP              | US        |        199750 | PA      | $199750.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOP                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    -797066000 | PA      | $-415115.18     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Lloyds Banking Group plc                                                         | Lloyds Banking Group plc                                                                                                         | CUSIP: 53944YAV5<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |       1151000 | PA      | $1213849.20     | 0.00%             | 2029-09-27      | Variable      | 8.00%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd.                                                                    | Voya CLO Ltd., Series 2014-4A, Class BR2                                                                                         | CUSIP: 92914RBC5<br>LEI: 549300JHU3YI1LLL3V27 | Long             | ABS-CBDO         | CORP              | KY        |       1200000 | PA      | $1202728.80     | 0.00%             | 2031-07-14      | Floating      | 6.59%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Mitsubishi Heavy Industries Ltd.                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -35000 | NS      | $-5321.98       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust                                                   | Pagaya AI Debt Selection Trust, Series 2021-2, Class NOTE                                                                        | CUSIP: 69546LAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        243950 | PA      | $242046.05      | 0.00%             | 2029-01-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Barley Hill No. 2 plc                                                            | Barley Hill No. 2 plc, Series 2, Class C                                                                                         | CUSIP: N/A<br>LEI: 213800U1CMP6UD9B1T04       | Long             | ABS-MBS          | CORP              | GB        |        520000 | PA      | $714238.39      | 0.00%             | 2058-08-27      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Core & Main LP                                                                   | Core & Main LP, 1st Lien Term Loan E                                                                                             | CUSIP: 40416VAH8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |        758429 | PA      | $758747.34      | 0.00%             | 2031-02-10      | Variable      | 6.27%                 | No            |                  2 | On Loan: No      |
| Davidson Kempner Merchant Co.-Invest Fund LP                                     | Davidson Kempner Merchant Co.-Invest Fund LP                                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      32564469 | NS      | $32564469.08    | 0.08%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Together Asset-Backed Securitisation plc                                         | Together Asset-Backed Securitisation plc, Series 2025-CRE1, Class C                                                              | CUSIP: N/A<br>LEI: 635400IHLPBPFA2IVG30       | Long             | ABS-MBS          | CORP              | GB        |       1047000 | PA      | $1445628.01     | 0.00%             | 2057-01-15      | Floating      | 6.02%                 | No            |                  2 | On Loan: No      |
| Air Canada                                                                       | Air Canada, 1st Lien Term Loan                                                                                                   | CUSIP: C0102MAS4<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |       1086642 | PA      | $1086305.48     | 0.00%             | 2031-03-21      | Variable      | 6.32%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                                  | Citigroup, Inc.                                                                                                                  | CUSIP: N/A<br>LEI: 6SHGI4ZSSLCXXQSBB395       | Long             | DBT              | CORP              | US        |      52638000 | PA      | $63326105.33    | 0.15%             | 2036-04-29      | Variable      | 4.11%                 | No            |                  2 | On Loan: No      |
| ACE Securities Corp. Home Equity Loan Trust                                      | ACE Securities Corp., Series 2005-AG1, Class M2                                                                                  | CUSIP: 004427CD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       1030122 | PA      | $850266.14      | 0.00%             | 2035-08-25      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| Vista Point Securitization Trust                                                 | Vista Point Securitization Trust, Series 2020-2, Class B2                                                                        | CUSIP: 92838TAF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1100000 | PA      | $1048694.46     | 0.00%             | 2065-04-25      | Variable      | 5.16%                 | No            |                  2 | On Loan: No      |
| Antares CLO Ltd.                                                                 | Antares CLO Ltd., Series 2019-2A, Class A1R                                                                                      | CUSIP: 03665YAN5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      16469540 | PA      | $16509170.65    | 0.04%             | 2036-01-23      | Floating      | 6.23%                 | No            |                  2 | On Loan: No      |
| Creeksource Dunes Creek CLO Ltd.                                                 | Creeksource Dunes Creek CLO Ltd., Series 2024-1A, Class A1                                                                       | CUSIP: 225914AA8<br>LEI: 254900CZYOXX4AZ15302 | Long             | ABS-CBDO         | CORP              | KY        |       5000000 | PA      | $5015000.00     | 0.01%             | 2038-01-15      | Floating      | 5.74%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     496014000 | PA      | $2329273.41     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp. Seasoned Credit Risk Transfer Trust Variable Rate Notes, Series 2018-1, Class BX                | CUSIP: 35563PEX3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1372377 | PA      | $607297.12      | 0.00%             | 2057-05-25      | Variable      | 3.49%                 | No            |                  2 | On Loan: No      |
| Apidos CLO XXII                                                                  | Apidos CLO XXII, Series 2015-22A, Class CR                                                                                       | CUSIP: 03765XAN6<br>LEI: 5493003SQW0Q40KVFQ19 | Long             | ABS-CBDO         | CORP              | KY        |        800000 | PA      | $804613.60      | 0.00%             | 2031-04-20      | Floating      | 7.48%                 | No            |                  2 | On Loan: No      |
| Varanasi Aurangabad Nh-2 Tollway Pvt Ltd.                                        | Varanasi Aurangabad Nh-2 Tollway Pvt Ltd.                                                                                        | CUSIP: N/A<br>LEI: 335800WU93PC1E28MY29       | Long             | DBT              | CORP              | IN        |       4805000 | PA      | $4915274.75     | 0.01%             | 2034-02-28      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $36727.92       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Virgin Media Secured Finance plc                                                 | Virgin Media Secured Finance plc                                                                                                 | CUSIP: N/A<br>LEI: 213800X3RLP4NOTPY579       | Long             | DBT              | CORP              | GB        |        400000 | PA      | $529156.58      | 0.00%             | 2029-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-6839.38       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Progress Residential Trust                                                       | Progress Residential Trust, Series 2021-SFR6, Class F                                                                            | CUSIP: 74333HAN5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       6423000 | PA      | $6297224.17     | 0.01%             | 2038-07-17      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| Elect Global Investments Ltd.                                                    | Elect Global Investments Ltd.                                                                                                    | CUSIP: N/A<br>LEI: 254900MGJD77N8VPNK65       | Long             | DBT              | CORP              | VG        |       4026000 | PA      | $2577888.06     | 0.01%             | 2174-02-25      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Eagle Bidco Ltd.                                                                 | Eagle Bidco Ltd., Facility 1st Lien Term Loan B                                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | GB        |       8283000 | PA      | $9691588.22     | 0.02%             | 2028-03-20      | Variable      | 5.18%                 | No            |                  2 | On Loan: No      |
| Spirit AeroSystems, Inc.                                                         | Spirit AeroSystems, Inc.                                                                                                         | CUSIP: 85205TAR1<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |      35132000 | PA      | $38745361.33    | 0.09%             | 2030-11-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Anchorage Capital CLO 15 Ltd.                                                    | Anchorage Capital CLO 15 Ltd., Series 2020-15A, Class A1R2                                                                       | CUSIP: 03329FAW4<br>LEI: 549300H5Q0HJ2EHSSX26 | Long             | ABS-CBDO         | CORP              | KY        |      67750000 | PA      | $67836844.66    | 0.16%             | 2038-07-20      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $1737.62        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      14140000 | PA      | $-1317349.60    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       9871796 | PA      | $46623.46       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kingdom of Spain                                                                 | Bonos y Obligaciones del Estado                                                                                                  | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |     297972000 | PA      | $360523907.19   | 0.85%             | 2034-10-31      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      33460000 | PA      | $2405400.54     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Last Mile Logistics Pan Euro Finance DAC                                         | Last Mile Logistics Pan Euro Finance DAC, Series 1X, Class E                                                                     | CUSIP: N/A<br>LEI: 635400NOPX1IKIAX7N90       | Long             | ABS-MBS          | CORP              | IE        |      13536852 | PA      | $15752345.15    | 0.04%             | 2033-08-17      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | USD/JPY Down-and-out barrier option; Barrier price USD 136.00000                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | DE        |     -41596271 | PA      | $-369652.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CaixaBank SA                                                                     | CaixaBank SA                                                                                                                     | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | DBT              | CORP              | ES        |       7800000 | PA      | $9522315.75     | 0.02%             | 2027-10-09      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| Hops Hill No. 3 plc                                                              | Hops Hill No. 3 plc, Series 3, Class C                                                                                           | CUSIP: N/A<br>LEI: 2138005EW2MRRQCIRX60       | Long             | ABS-MBS          | CORP              | GB        |       5088694 | PA      | $7121035.71     | 0.02%             | 2055-12-21      | Floating      | 6.72%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $439155.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       7336000 | PA      | $-41949.95      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC                                                       | AerCap Ireland Capital DAC                                                                                                       | CUSIP: 00774MBE4<br>LEI: N/A                  | Short            | DBT              | CORP              | IE        |       -400000 | PA      | $-426570.62     | -0.00%            | 2030-09-30      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Louisiana Public Facilities Authority                                            | Louisiana Public Facilities Authority, Series 2020A                                                                              | CUSIP: 546399KR6<br>LEI: 549300RQIPT5S4P4M065 | Long             | DBT              | MUN               | US        |       8000000 | PA      | $5819456.79     | 0.01%             | 2047-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | State of California, Series 2009                                                                                                 | CUSIP: 13063BBU5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |       2270000 | PA      | $2637609.52     | 0.01%             | 2039-11-01      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| Wynn Resorts Finance LLC                                                         | Wynn Resorts Finance LLC                                                                                                         | CUSIP: 983133AC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        486000 | PA      | $518300.05      | 0.00%             | 2031-02-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | NDIRS                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     497490436 | PA      | $198877.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                               | CUSIP: 3140E9J23<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         52025 | PA      | $49351.52       | 0.00%             | 2046-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Pikes Peak CLO 15 2023 Ltd.                                                      | Pikes Peak CLO 15 Ltd., Series 2023-15A, Class D                                                                                 | CUSIP: 720922AJ2<br>LEI: 213800Z4RS2ZM3411T95 | Long             | ABS-CBDO         | CORP              | JE        |       4500000 | PA      | $4560737.40     | 0.01%             | 2036-10-20      | Floating      | 8.72%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Electronic Arts, Inc.                                                                                                            | CUSIP: 285512109<br>LEI: N/A                  | N/A              | DE               |  | US        |          6800 | NS      | $58480.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Aurium CLO XIII DAC                                                              | Aurium CLO XIII DAC, Series 13X, Class D                                                                                         | CUSIP: N/A<br>LEI: 635400NUJFLZMWBUGF89       | Long             | ABS-CBDO         | CORP              | IE        |       1020000 | PA      | $1193809.97     | 0.00%             | 2038-04-15      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| Veritas, Inc.                                                                    | Veritas, Inc.                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | US        |         77944 | NS      | $1753742.70     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Bayview Financial Revolving Asset Trust                                          | Bayview Financial Revolving Asset Trust, Series 2004-B, Class A1                                                                 | CUSIP: 073250BE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      16239826 | PA      | $13340042.72    | 0.03%             | 2039-05-28      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| Jump Financial LLC                                                               | Jump Financial LLC, 1st Lien Term Loan B                                                                                         | CUSIP: 48138UAC1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |        986036 | PA      | $988501.19      | 0.00%             | 2032-02-26      | Variable      | 8.55%                 | No            |                  2 | On Loan: No      |
| Innio North America Holding, Inc.                                                | Innio North America Holding, Inc., Facility 1st Lien Term Loan B                                                                 | CUSIP: A2838LAG1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |        655687 | PA      | $656506.77      | 0.00%             | 2028-11-02      | Variable      | 6.76%                 | No            |                  2 | On Loan: No      |
| Corp. Nacional del Cobre de Chile                                                | Corp. Nacional del Cobre de Chile                                                                                                | CUSIP: N/A<br>LEI: 549300UVMBCBCIPSUI70       | Long             | DBT              | NUSS              | CL        |       1326000 | PA      | $1383681.00     | 0.00%             | 2036-01-26      | Fixed         | 6.44%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $134540.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barratt Redrow plc                                                               | Barratt Redrow plc                                                                                                               | CUSIP: N/A<br>LEI: 2138006R85VEOF5YNK29       | Long             | EC               | CORP              | GB        |        127416 | NS      | $797877.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                                           | Alternative Loan Trust, Series 2006-15CB, Class A1                                                                               | CUSIP: 021467AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        627054 | PA      | $286374.39      | 0.00%             | 2036-06-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                                                  | BRAVO Residential Funding Trust, Series 2024-CES2, Class A1A                                                                     | CUSIP: 10570PAA1<br>LEI: 2549009UFWL9U1TS6959 | Long             | ABS-O            | CORP              | US        |       8625834 | PA      | $8655825.12     | 0.02%             | 2054-09-25      | Variable      | 5.55%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                               | CUSIP: 3138X9AT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         57724 | PA      | $56809.54       | 0.00%             | 2043-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust                                           | Velocity Commercial Capital Loan Trust, Series 2022-4, Class M3                                                                  | CUSIP: 92259KAK6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1530950 | PA      | $1558355.63     | 0.00%             | 2052-08-25      | Variable      | 7.53%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOP                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    -301335000 | PA      | $-1427809.65    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Mercia                                                                           | Mercia, 1st Lien Term Loan                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | GB        |      28574098 | PA      | $39222235.07    | 0.09%             | 2026-04-09      | Variable      | 7.10%                 | No            |                  3 | On Loan: No      |
| N/A                                                                              | IRS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     306559856 | PA      | $3724.81        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      18050000 | PA      | $950255.38      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Owl Rock CLO XI LLC                                                              | Owl Rock CLO XI LLC, Series 2023-11A, Class A1F                                                                                  | CUSIP: 69120HAG7<br>LEI: 254900HN08SUS6KFFM09 | Long             | ABS-CBDO         | CORP              | US        |       5000000 | PA      | $5073738.00     | 0.01%             | 2035-05-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | PCCW Ltd.                                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        980000 | NS      | $19118.40       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Bank of Montreal                                                                                                                 | CUSIP: 063671101<br>LEI: N/A                  | N/A              | DE               |  | US        |        -17800 | NS      | $-80910.55      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    3263785000 | PA      | $59909.13       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Dover Corp.                                                                                                                      | CUSIP: 260003108<br>LEI: N/A                  | N/A              | DE               |  | GB        |        -17000 | NS      | $-96900.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Olympus Water US Holding Corp.                                                   | Olympus Water US Holding Corp.                                                                                                   | CUSIP: 681639AD2<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |       5013000 | PA      | $5113260.00     | 0.01%             | 2031-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| AutoFlorence SRL                                                                 | AutoFlorence 3 SRL, Series 3, Class D                                                                                            | CUSIP: N/A<br>LEI: 815600F88BB8BFD30863       | Long             | ABS-O            | CORP              | IT        |        385933 | PA      | $467926.34      | 0.00%             | 2046-12-25      | Floating      | 7.22%                 | No            |                  2 | On Loan: No      |
| IREN Ltd.                                                                        | IREN Ltd., Series IREN                                                                                                           | CUSIP: 46270CAC3<br>LEI: 254900FZF02RB3NNGB71 | Long             | DBT              | CORP              | AU        |       6532000 | PA      | $8445876.00     | 0.02%             | 2029-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Mong Duong Finance Holdings BV                                                   | Mong Duong Finance Holdings BV                                                                                                   | CUSIP: N/A<br>LEI: 549300995KGQFMWSV879       | Long             | DBT              | CORP              | NL        |      12646718 | PA      | $12335292.21    | 0.03%             | 2029-05-07      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                                                     | BX Commercial Mortgage Trust, Series 2022-CSMO, Class B                                                                          | CUSIP: 05610MAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       7520000 | PA      | $7576400.00     | 0.02%             | 2027-06-15      | Floating      | 7.45%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | USD Currency                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |     -50547459 | PA      | $-398842.48     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| San Miguel Corp.                                                                 | San Miguel Corp.                                                                                                                 | CUSIP: N/A<br>LEI: 549300AGC9NFF12PHN68       | Long             | DBT              | CORP              | PH        |      18111000 | PA      | $18074778.00    | 0.04%             | 2025-07-29      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Rogers Communications, Inc.                                                      | Rogers Communications, Inc.                                                                                                      | CUSIP: 775109DH1<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |       6464000 | PA      | $6551933.35     | 0.02%             | 2055-04-15      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| PsiQuantum Corp., Series D                                                       | PsiQuantum Corp., Series D                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |        133913 | NS      | $5455615.62     | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| MFA Trust                                                                        | MFA Trust, Series 2022-NQM1, Class M1                                                                                            | CUSIP: 55284PAF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       4096403 | PA      | $3559829.51     | 0.01%             | 2066-12-25      | Variable      | 4.22%                 | No            |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust                                                         | Ajax Mortgage Loan Trust, Series 2023-A, Class B                                                                                 | CUSIP: 009692AE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       8888300 | PA      | $6597209.13     | 0.02%             | 2062-07-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                     | UBS Group AG                                                                                                                     | CUSIP: N/A<br>LEI: 549300SZJ9VS8SGXAN81       | Long             | DBT              | CORP              | CH        |        530000 | PA      | $509389.87      | 0.00%             | 2033-02-24      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Deutsche Alt-B Securities Mortgage Loan Trust                                    | Deutsche Alt-B Securities Mortgage Loan Trust, Series 2006-AB3, Class A8                                                         | CUSIP: 25151EAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        471932 | PA      | $410949.09      | 0.00%             | 2036-07-25      | Variable      | 6.36%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                               | CUSIP: 3138WFPX8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |           690 | PA      | $654.44         | 0.00%             | 2045-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| OT Midco, Inc.                                                                   | OT Midco, Inc.                                                                                                                   | CUSIP: 68877AAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      12708000 | PA      | $9807412.98     | 0.02%             | 2030-02-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| N/A                                                                              | Genius Electronic Optical Co. Ltd.                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         81000 | NS      | $86678.03       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |       4060000 | PA      | $32334.53       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Turkiye (The)                                                        | Republic of Turkiye (The)                                                                                                        | CUSIP: 900123DP2<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |       4196000 | PA      | $4196251.76     | 0.01%             | 2032-02-12      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-21886.82      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Freewire Equity                                                                  | FreeWire Technologies, Inc.                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |           328 | NS      | $0.00           | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |        650000 | PA      | $-85792.82      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                              | CUSIP: 9128286T2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     144350000 | PA      | $137312937.50   | 0.32%             | 2029-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | USD/JPY Down-and-out barrier option; Barrier price USD 136.00000                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |      19413400 | PA      | $172520.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Melco Resorts Finance Ltd.                                                       | Melco Resorts Finance Ltd.                                                                                                       | CUSIP: 58547DAH2<br>LEI: 5493000FQDBWKDBZEF60 | Long             | DBT              | CORP              | KY        |       6400000 | PA      | $6476800.00     | 0.02%             | 2032-04-17      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     120683000 | PA      | $2291532.71     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     410897100 | PA      | $4916032.95     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Tower Bridge Funding plc                                                         | Tower Bridge Funding plc, Series 2021-2, Class C                                                                                 | CUSIP: N/A<br>LEI: 63540046RPZ8IOOPGL28       | Long             | ABS-MBS          | CORP              | GB        |        140000 | PA      | $192245.56      | 0.00%             | 2063-11-20      | Floating      | 5.74%                 | No            |                  2 | On Loan: No      |
| Michigan State University                                                        | Michigan State University, Series 2025A                                                                                          | CUSIP: 594712C74<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |       5805000 | PA      | $5865209.51     | 0.01%             | 2055-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Flatiron CLO LLC                                                                 | Flatiron CLO 23 LLC, Series 2023-1A, Class AR                                                                                    | CUSIP: 33883DAQ7<br>LEI: 254900WPX2H2R5L2RO76 | Long             | ABS-CBDO         | CORP              | US        |       2510000 | PA      | $2513402.31     | 0.01%             | 2036-04-17      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| Cap Hill Brands                                                                  | Cap Hill Brands, Class E                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      13277076 | NS      | $398312.28      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Sisecam UK plc                                                                   | Sisecam UK plc                                                                                                                   | CUSIP: N/A<br>LEI: 789000T82YRLMLUOC889       | Long             | DBT              | CORP              | GB        |        575000 | PA      | $580129.00      | 0.00%             | 2029-05-02      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     589000000 | PA      | $-3214252.68    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MasOrange Holdco Ltd.                                                            | Masorange Holdco Ltd., Facility 1st Lien Term Loan B5                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | GB        |      29472571 | PA      | $34424201.73    | 0.08%             | 2031-03-25      | Variable      | 4.81%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |       5560000 | PA      | $849126.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Symphony CLO 46 Ltd.                                                             | Symphony CLO 46 Ltd., Series 2024-46A, Class B2                                                                                  | CUSIP: 87170WAN0<br>LEI: 2549003KA6F4T4Q34J34 | Long             | ABS-CBDO         | CORP              | KY        |       4670000 | PA      | $4623798.76     | 0.01%             | 2038-01-20      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co. LLC                                                  | Oncor Electric Delivery Co. LLC                                                                                                  | CUSIP: N/A<br>LEI: 549300SP2X2BS1KERD24       | Long             | DBT              | CORP              | US        |       9020000 | PA      | $10614239.52    | 0.03%             | 2034-06-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Ingersoll Rand, Inc.                                                                                                             | CUSIP: 45687V106<br>LEI: N/A                  | N/A              | DE               |  | GB        |        -16700 | NS      | $-20875.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EC Finance plc                                                                   | EC Finance plc                                                                                                                   | CUSIP: N/A<br>LEI: 213800NKPB53RHYDQE45       | Long             | DBT              | CORP              | GB        |       3651000 | PA      | $4197942.04     | 0.01%             | 2026-10-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Hang Lung Properties Ltd.                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -1520000 | NS      | $-107296.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | FR        |      14308600 | PA      | $-300846.69     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Palmer Square Loan Funding Ltd.                                                  | Palmer Square Loan Funding Ltd., Series 2024-2A, Class D                                                                         | CUSIP: 69703HAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       3500000 | PA      | $3500179.20     | 0.01%             | 2033-01-15      | Floating      | 8.96%                 | No            |                  2 | On Loan: No      |
| Motability Operations Group plc                                                  | Motability Operations Group plc                                                                                                  | CUSIP: N/A<br>LEI: AZ3NL8JCZDCNUXFWI720       | Long             | DBT              | CORP              | GB        |       1868000 | PA      | $2228598.83     | 0.01%             | 2031-07-17      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| 245 Park Avenue Trust                                                            | 245 Park Avenue Trust, Series 2017-245P, Class E                                                                                 | CUSIP: 90187LAN9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       5691000 | PA      | $5319689.00     | 0.01%             | 2037-06-05      | Variable      | 3.78%                 | No            |                  2 | On Loan: No      |
| AREIT Ltd.                                                                       | AREIT Ltd., Series 2025-CRE10, Class A                                                                                           | CUSIP: 00193DAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       3710000 | PA      | $3706936.28     | 0.01%             | 2029-12-17      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| PROJECT DAVINCI                                                                  | PROJECT DAVINCI                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |        292569 | NS      | $17554.14       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-61781.96      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BB Seguridade Participacoes SA                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        308300 | NS      | $30250.91       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State of Minnesota                                                               | State of Minnesota, Series 2021A                                                                                                 | CUSIP: 60412AWT6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |       7785000 | PA      | $7801827.15     | 0.02%             | 2038-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TICP CLO XII Ltd.                                                                | TICP CLO XII Ltd., Series 2018-12A, Class ER                                                                                     | CUSIP: 87250GAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |        250000 | PA      | $250384.30      | 0.00%             | 2034-07-15      | Floating      | 10.77%                | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       1500000 | PA      | $61086.36       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DF Residential I LP                                                              | DF Residential I LP                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      16941406 | NS      | $16941405.90    | 0.04%             |  |  |  | No            |                  3 | On Loan: No      |
| Hops Hill No2 plc                                                                | Hops Hill No2 plc, Series 2, Class B                                                                                             | CUSIP: N/A<br>LEI: 213800HS79HZG1YRY579       | Long             | ABS-MBS          | CORP              | GB        |       4073000 | PA      | $5666396.70     | 0.01%             | 2054-11-27      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| Satus plc                                                                        | Satus plc, Series 2024-1, Class E                                                                                                | CUSIP: N/A<br>LEI: 213800P7IESQH1HBW693       | Long             | ABS-O            | CORP              | GB        |        549000 | PA      | $754066.39      | 0.00%             | 2031-01-17      | Floating      | 9.52%                 | No            |                  2 | On Loan: No      |
| JDE Peet's NV                                                                    | JDE Peet's NV                                                                                                                    | CUSIP: N/A<br>LEI: 724500EHG519SE5ZRT89       | Long             | DBT              | CORP              | NL        |       3068000 | PA      | $3321198.92     | 0.01%             | 2029-01-16      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| NCL Corp. Ltd.                                                                   | NCL Corp. Ltd.                                                                                                                   | CUSIP: 62886HBG5<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |       3885000 | PA      | $4130854.46     | 0.01%             | 2029-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Taurus UK DAC                                                                    | Taurus UK DAC, Series 2021-UK1X, Class D                                                                                         | CUSIP: N/A<br>LEI: 635400SG2ZVJCYHITE32       | Long             | ABS-MBS          | CORP              | IE        |        546983 | PA      | $752013.15      | 0.00%             | 2031-05-17      | Floating      | 6.84%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOP                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    -250574000 | PA      | $-373098.90     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Anglo American Capital plc                                                       | Anglo American Capital plc                                                                                                       | CUSIP: N/A<br>LEI: TINT358G1SSHR3L3PW36       | Long             | DBT              | CORP              | GB        |      10538000 | PA      | $12771979.66    | 0.03%             | 2029-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-1040999.58    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CNH/INR One-touch barrier option; Barrier price CNH 12.10000                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      -8500000 | PA      | $-365183.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republic of El Salvador                                                          | Republic of El Salvador                                                                                                          | CUSIP: N/A<br>LEI: 529900AKDMUSFSDOM949       | Long             | DBT              | NUSS              | SV        |        743000 | PA      | $774856.13      | 0.00%             | 2029-02-28      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |       3480000 | PA      | $119887.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | NDIRS                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    2616750881 | PA      | $43365.15       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | 3 Month SONIA Index                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |           -61 | NC      | $-15801.84      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| GS Mortgage Securities Trust                                                     | GS Mortgage Securities Trust, Series 2019-GSA1, Class C                                                                          | CUSIP: 36261PAZ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        570000 | PA      | $519104.93      | 0.00%             | 2052-11-10      | Variable      | 3.93%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      45340000 | PA      | $447511.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HNG Hospitality offshore LP                                                      | HNG Hospitality offshore LP                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      26198000 | NS      | $20434440.00    | 0.05%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Mobico Group plc                                                                 | Mobico Group plc                                                                                                                 | CUSIP: N/A<br>LEI: 213800A8IQEMY8PA5X34       | Long             | DBT              | CORP              | GB        |        408000 | PA      | $477402.65      | 0.00%             | 2028-11-20      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-459485.79     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Yum! Brands, Inc.                                                                | Yum! Brands, Inc.                                                                                                                | CUSIP: 988498AR2<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |       1997000 | PA      | $1998471.79     | 0.00%             | 2032-04-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| AmeriGas Partners LP                                                             | AmeriGas Partners LP                                                                                                             | CUSIP: 030981AM6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       5947000 | PA      | $6132177.69     | 0.01%             | 2028-06-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $160632.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freedom Mortgage Holdings LLC                                                    | Freedom Mortgage Holdings LLC                                                                                                    | CUSIP: 35641AAB4<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |       2286000 | PA      | $2356368.31     | 0.01%             | 2031-05-15      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| Hong Kong Government Infrastructure Bond Programme                               | Hong Kong Government Infrastructure Bond Programme                                                                               | CUSIP: N/A<br>LEI: 549300DSMAD69T7GGN13       | Long             | DBT              | NUSS              | HK        |      77000000 | PA      | $10523025.04    | 0.02%             | 2035-01-16      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| Republic of Korea                                                                | Republic of Korea                                                                                                                | CUSIP: N/A<br>LEI: 549300O0QCVSQGPGDT58       | Long             | DBT              | NUSS              | KR        |       3915000 | PA      | $4624494.71     | 0.01%             | 2032-07-03      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | U.S. Treasury 10-Year Note                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |           144 | NC      | $58500.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $973348.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $115866.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fertitta Entertainment LLC                                                       | Fertitta Entertainment LLC                                                                                                       | CUSIP: 31556TAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       3678000 | PA      | $3394063.92     | 0.01%             | 2030-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-3787374.87    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | USD Currency                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | FR        |    -100000000 | PA      | $-98266.28      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $205509.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                                 | Deutsche Bank AG                                                                                                                 | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | DBT              | CORP              | DE        |      17000000 | PA      | $18775260.25    | 0.04%             | 2030-11-19      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | USCPI                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | GB        |      59700000 | PA      | $127459.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Elmwood CLO VI Ltd.                                                              | Elmwood CLO VI Ltd., Series 2020-3A, Class SUB                                                                                   | CUSIP: 29001WAB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       2500000 | PA      | $1226425.00     | 0.00%             | 2034-10-20      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      34569733 | PA      | $-70457.65      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Rocket Cos., Inc.                                                                | Rocket Cos., Inc.                                                                                                                | CUSIP: 77311WAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       1498000 | PA      | $1532754.38     | 0.00%             | 2033-08-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Ansell Ltd.                                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -105900 | NS      | $53976.45       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sixth Street CLO XX Ltd.                                                         | Sixth Street CLO XX Ltd., Series 2021-20A, Class D2R                                                                             | CUSIP: 83012QAY0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       1500000 | PA      | $1500000.00     | 0.00%             | 2038-07-17      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Tronox, Inc.                                                                     | Tronox, Inc.                                                                                                                     | CUSIP: 897051AC2<br>LEI: 549300EPZ4YXC7E5P181 | Long             | DBT              | CORP              | US        |       5907000 | PA      | $5097203.46     | 0.01%             | 2029-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Hungary                                                                          | Hungary Government Bond                                                                                                          | CUSIP: N/A<br>LEI: 5299003F3UFKGCCMAP43       | Long             | DBT              | NUSS              | HU        |       2495000 | PA      | $3165845.52     | 0.01%             | 2033-09-12      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Republic of Cote d'Ivoire                                                        | Republic of Cote d'Ivoire                                                                                                        | CUSIP: N/A<br>LEI: 254900ICW11T82O6H590       | Long             | DBT              | NUSS              | CI        |       4498000 | PA      | $5005350.30     | 0.01%             | 2031-10-17      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      99172878 | PA      | $812304.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sirius XM Radio LLC                                                              | Sirius XM Radio LLC                                                                                                              | CUSIP: 82967NBC1<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |        640000 | PA      | $635786.08      | 0.00%             | 2029-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-260474.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bangkok Bank PCL                                                                 | Bangkok Bank PCL                                                                                                                 | CUSIP: 059895AW2<br>LEI: 549300CCL2BKJGMYXV60 | Long             | DBT              | CORP              | TH        |       4119000 | PA      | $4207064.22     | 0.01%             | 2028-09-21      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| South Bow Canadian Infrastructure Holdings Ltd.                                  | South Bow Canadian Infrastructure Holdings Ltd.                                                                                  | CUSIP: 836720AH5<br>LEI: 2549004FYUSYLPBT1G26 | Long             | DBT              | CORP              | CA        |       2037000 | PA      | $2101668.64     | 0.00%             | 2055-03-01      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| City Football Group Ltd.                                                         | City Football Group Ltd., 1st Lien Term Loan                                                                                     | CUSIP: 17781XAD8<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |        992500 | PA      | $985880.02      | 0.00%             | 2030-07-22      | Variable      | 8.04%                 | No            |                  2 | On Loan: No      |
| FCT Noria                                                                        | FCT Noria, Series 2021-1, Class B                                                                                                | CUSIP: N/A<br>LEI: 5493003C5ECZD3NDSV63       | Long             | ABS-O            | CORP              | FR        |        319801 | PA      | $375353.40      | 0.00%             | 2049-10-25      | Floating      | 2.59%                 | No            |                  2 | On Loan: No      |
| SK Hynix, Inc.                                                                   | SK Hynix, Inc.                                                                                                                   | CUSIP: N/A<br>LEI: 988400XAIK6XISWQV045       | Long             | DBT              | CORP              | KR        |        383000 | PA      | $386481.47      | 0.00%             | 2026-01-17      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd.                                                                    | Voya CLO Ltd., Series 2013-1A, Class A1AR                                                                                        | CUSIP: 92917CAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |        774829 | PA      | $775730.43      | 0.00%             | 2030-10-15      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| First Advantage Holdings LLC                                                     | First Advantage Holdings LLC, 1st Lien Term Loan B2                                                                              | CUSIP: 78477MAG6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |        990635 | PA      | $990327.91      | 0.00%             | 2031-10-31      | Variable      | 7.58%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $489712.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust                                                       | J.P. Morgan Mortgage Trust, Series 2021-INV7, Class B3                                                                           | CUSIP: 46654CAU9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       2348493 | PA      | $1959069.68     | 0.00%             | 2052-02-25      | Variable      | 3.26%                 | No            |                  2 | On Loan: No      |
| Homeward Opportunities Fund Trust                                                | Homeward Opportunities Fund Trust, Series 2022-1, Class A1                                                                       | CUSIP: 43789KAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      11011910 | PA      | $10951804.40    | 0.03%             | 2067-07-25      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| Sixth Street CLO XIV Ltd.                                                        | Sixth Street CLO XIV Ltd., Series 2019-14A, Class A1R2                                                                           | CUSIP: 83013NAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       1000000 | PA      | $999575.70      | 0.00%             | 2038-01-20      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | NDIRS                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       7029000 | PA      | $-24048.42      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Credit-Based Asset Servicing & Securitization LLC                                | Credit-Based Asset Servicing & Securitization LLC, Series 2006-MH1, Class B1                                                     | CUSIP: 1248P8AK5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        804667 | PA      | $799445.89      | 0.00%             | 2036-10-25      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | NDIRS                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      18362368 | PA      | $-353.22        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $508232.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      76450000 | PA      | $-76318.48      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD Up-and-out barrier option; Barrier price EUR 1.17750                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |      53015000 | PA      | $0.00           | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Orion CLO Ltd.                                                                   | Orion CLO Ltd., Series 2024-4A, Class A                                                                                          | CUSIP: 68626JAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       1010000 | PA      | $1014047.88     | 0.00%             | 2037-10-20      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| Sage AR Funding                                                                  | Sage AR Funding, Series 2025-1X, Class C                                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | CORP              | GB        |       5488000 | PA      | $7579363.99     | 0.02%             | 2037-05-17      | Floating      | 6.64%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Intercontinental Exchange, Inc.                                                                                                  | CUSIP: 45866F104<br>LEI: N/A                  | N/A              | DE               |  | GB        |        -13200 | NS      | $-49368.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CME Bitcoin                                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |           -24 | NC      | $-216566.48     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Commonwealth of Puerto Rico                                                      | Commonwealth of Puerto Rico, Series 2022                                                                                         | CUSIP: 74514L4G9<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | PR        |      97729078 | PA      | $51698367.06    | 0.12%             | 2051-11-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Commercial Mortgage Trust                                                        | Commercial Mortgage Trust, Series 2013-300P, Class D                                                                             | CUSIP: 12625XAL1<br>LEI: 549300NMFC2YLCA2NF13 | Long             | ABS-MBS          | CORP              | US        |        750000 | PA      | $721734.23      | 0.00%             | 2030-08-10      | Variable      | 4.54%                 | No            |                  2 | On Loan: No      |
| Motion Finco SARL                                                                | Motion Finco SARL, Facility 1st Lien Term Loan B3                                                                                | CUSIP: L6526BAG9<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |       1485056 | PA      | $1409882.61     | 0.00%             | 2029-11-13      | Variable      | 7.80%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust                                           | Velocity Commercial Capital Loan Trust, Series 2024-5, Class M4                                                                  | CUSIP: 92261AAM0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       2782461 | PA      | $2752350.66     | 0.01%             | 2054-10-25      | Variable      | 9.53%                 | No            |                  2 | On Loan: No      |
| Commonwealth Financing Authority                                                 | Commonwealth Financing Authority, Series 2016A                                                                                   | CUSIP: 20281PKG6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |       1580000 | PA      | $1459760.06     | 0.00%             | 2038-06-01      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| Republic of Cote d'Ivoire                                                        | Republic of Cote d'Ivoire                                                                                                        | CUSIP: N/A<br>LEI: 254900ICW11T82O6H590       | Long             | DBT              | NUSS              | CI        |       9563000 | PA      | $9431508.75     | 0.02%             | 2033-01-30      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Bollore SE                                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        160700 | NS      | $5306.78        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                     | Oracle Corp.                                                                                                                     | CUSIP: 68389XAV7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |        200000 | PA      | $189952.73      | 0.00%             | 2034-07-08      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | HomeToGo SE                                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | LU        |        109138 | NS      | $128.56         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                              | Infroneer Holdings, Inc.                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     720000000 | NC      | $190465.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | NDIRS                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   51413419784 | PA      | $-45071.34      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOP                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |     171939075 | PA      | $10991008.37    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Ascend Learning LLC                                                              | Ascend Learning LLC, 1st Lien Term Loan                                                                                          | CUSIP: 04349HAN4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |        992385 | PA      | $991769.34      | 0.00%             | 2028-12-11      | Variable      | 7.33%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | ANA Holdings, Inc.                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -549100 | NS      | $-264649.11     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-197383.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $689203.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                                           | Arab Republic of Egypt Treasury Bills                                                                                            | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | STIV             | NUSS              | EG        |      18775000 | PA      | $369244.82      | 0.00%             | 2025-07-29      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Riot Platforms, Inc.                                                             | Riot Platforms, Inc.                                                                                                             | CUSIP: 767292AA3<br>LEI: 5299005LKZAJQDQZDF73 | Long             | DBT              | CORP              | US        |       8734000 | PA      | $9039690.00     | 0.02%             | 2030-01-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| BHG Securitization Trust                                                         | BHG Securitization Trust, Series 2021-A, Class A                                                                                 | CUSIP: 08861YAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        919660 | PA      | $903730.29      | 0.00%             | 2033-11-17      | Fixed         | 1.42%                 | No            |                  2 | On Loan: No      |
| Republic Finance Issuance Trust                                                  | Republic Finance Issuance Trust, Series 2024-A, Class D                                                                          | CUSIP: 76041RAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       2799000 | PA      | $2867422.95     | 0.01%             | 2032-08-20      | Fixed         | 9.49%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                                         | Angel Oak Mortgage Trust, Series 2025-7, Class A1                                                                                | CUSIP: 03466TAA5<br>LEI: 254900QTRHHMG5RQ9X60 | Long             | ABS-MBS          | CORP              | US        |      10000000 | PA      | $10049166.88    | 0.02%             | 2070-06-25      | Variable      | 5.51%                 | No            |                  2 | On Loan: No      |
| Polaris plc                                                                      | Polaris plc, Series 2024-1, Class E                                                                                              | CUSIP: N/A<br>LEI: 635400SJNGQKQ4OKRU39       | Long             | ABS-MBS          | CORP              | GB        |        356000 | PA      | $491599.77      | 0.00%             | 2061-02-26      | Floating      | 8.22%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                | Wells Fargo & Co.                                                                                                                | CUSIP: N/A<br>LEI: PBLD0EJDB5FWOLXP3B76       | Long             | DBT              | CORP              | US        |      16360000 | PA      | $22007772.59    | 0.05%             | 2028-04-26      | Variable      | 3.47%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-25040.95      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CFK Trust                                                                        | CFK Trust, Series 2019-FAX, Class E                                                                                              | CUSIP: 12528XAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       6152250 | PA      | $5529227.64     | 0.01%             | 2039-01-15      | Variable      | 4.79%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | USD Currency                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |     419340000 | PA      | $15673222.43    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| City of Greeley                                                                  | City of Greeley, Series 2022                                                                                                     | CUSIP: 392532HE0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |       1380000 | PA      | $1121116.29     | 0.00%             | 2040-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Fair Isaac Corp.                                                                                                                 | CUSIP: 303250104<br>LEI: N/A                  | N/A              | DE               |  | GB        |           400 | NS      | $-21316.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Wells Fargo & Co.                                                                                                                | CUSIP: 949746101<br>LEI: N/A                  | N/A              | DE               |  | US        |         23200 | NS      | $72152.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Olympus Water US Holding Corp.                                                   | Olympus Water US Holding Corp.                                                                                                   | CUSIP: N/A<br>LEI: 549300YU2GGVCBN3MY89       | Long             | DBT              | CORP              | US        |       8022000 | PA      | $9921990.65     | 0.02%             | 2028-11-15      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| 2023-MIC Trust                                                                   | 2023-MIC Trust, Series 2023-MIC, Class A                                                                                         | CUSIP: 87256GAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       6126000 | PA      | $6680015.84     | 0.02%             | 2038-12-05      | Variable      | 8.73%                 | No            |                  2 | On Loan: No      |
| Select Medical Corp.                                                             | Select Medical Corp.                                                                                                             | CUSIP: 816196AV1<br>LEI: 549300X05KS0JKR8CB50 | Long             | DBT              | CORP              | US        |      10607000 | PA      | $10670334.40    | 0.03%             | 2032-12-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC                                                                 | CCO Holdings LLC                                                                                                                 | CUSIP: 1248EPCD3<br>LEI: N/A                  | Short            | DBT              | CORP              | US        |      -1743000 | PA      | $-1688622.50    | -0.00%            | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands II BV                                    | Teva Pharmaceutical Finance Netherlands II BV                                                                                    | CUSIP: N/A<br>LEI: 549300HSQCIKJAOYIT23       | Long             | DBT              | CORP              | NL        |       4764000 | PA      | $5694891.94     | 0.01%             | 2030-05-09      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Aretec Group, Inc.                                                               | Aretec Group, Inc.                                                                                                               | CUSIP: 04020JAA4<br>LEI: 549300NV2T8A33L0PQ58 | Long             | DBT              | CORP              | US        |       8035000 | PA      | $8829814.17     | 0.02%             | 2030-08-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| New York City Municipal Water Finance Authority                                  | New York City Municipal Water Finance Authority, Series 2011AA                                                                   | CUSIP: 64972FT63<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |       4775000 | PA      | $4680375.06     | 0.01%             | 2043-06-15      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| Hops Hill NO 4 plc                                                               | Hops Hill NO 4 plc, Series 4, Class A                                                                                            | CUSIP: N/A<br>LEI: 6354008RKIF9MECMNJ80       | Long             | ABS-MBS          | CORP              | GB        |       2295244 | PA      | $3165116.34     | 0.01%             | 2056-04-21      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| TER Finance Jersey Ltd.                                                          | TER Finance Jersey Ltd., Series 22                                                                                               | CUSIP: 880942AA5<br>LEI: 213800GREUULZ8RPOM16 | Long             | SN               | CORP              | JE        |      58596000 | PA      | $57277590.00    | 0.14%             | 2025-10-02      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Harmonic Drive Systems, Inc.                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -32200 | NS      | $-40554.37      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Argentum Netherlands BV                                                          | Argentum Netherlands BV                                                                                                          | CUSIP: N/A<br>LEI: 724500RPEZI5VVQQWE89       | Long             | DBT              | CORP              | NL        |      13101000 | PA      | $13101000.00    | 0.03%             | 2027-08-15      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| BlueMountain CLO Ltd.                                                            | BlueMountain CLO Ltd., Series 2018-2A, Class A                                                                                   | CUSIP: 09629VAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |        598422 | PA      | $599105.29      | 0.00%             | 2031-08-15      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| Metrocentre Finance plc                                                          | Metrocentre Finance plc                                                                                                          | CUSIP: N/A<br>LEI: 213800SDK6N2K6E2CD50       | Long             | DBT              | CORP              | GB        |       1202066 | PA      | $892123.89      | 0.00%             | 2025-12-05      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Bright Machines, Inc.                                                            | Bright Machines, Inc., Series C                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       1958349 | NS      | $665838.66      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Republic of Benin                                                                | Benin Government Bond                                                                                                            | CUSIP: N/A<br>LEI: 635400Q11P6AE5A5Y230       | Long             | DBT              | NUSS              | BJ        |       4220000 | PA      | $4229283.41     | 0.01%             | 2035-01-22      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Fibercop SpA                                                                     | Fibercop SpA                                                                                                                     | CUSIP: N/A<br>LEI: 8156007022402E114A31       | Long             | DBT              | CORP              | IT        |        910000 | PA      | $1069919.26     | 0.00%             | 2026-01-28      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                                            | United Mexican States                                                                                                            | CUSIP: 91087BBB5<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |        272000 | PA      | $282268.00      | 0.00%             | 2030-05-13      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Electric Power Authority                                             | Puerto Rico Electric Power Authority, Series 2010ZZ                                                                              | CUSIP: 74526YBW4<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | PR        |       1225000 | PA      | $591062.50      | 0.00%             | 2018-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Lehman ABS Manufactured Housing Contract Trust                                   | Lehman ABS Manufactured Housing Contract Trust, Series 2001-B, Class M1                                                          | CUSIP: 52519SAL7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       2771395 | PA      | $2793510.65     | 0.01%             | 2040-04-15      | Variable      | 6.63%                 | No            |                  2 | On Loan: No      |
| CSMC Trust                                                                       | CSMC Trust, Series 2020-NQM1, Class AIOS                                                                                         | CUSIP: 126401AH1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       3570697 | PA      | $34528.52       | 0.00%             | 2065-05-25      | Variable      | 0.43%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-874936.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Zelis Payments Buyer, Inc.                                                       | Zelis Payments Buyer, Inc., 1st Lien Term Loan                                                                                   | CUSIP: 98932TAH6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |        982538 | PA      | $976259.09      | 0.00%             | 2031-11-26      | Variable      | 7.58%                 | No            |                  2 | On Loan: No      |
| Amentum Holdings, Inc.                                                           | Amentum Holdings, Inc.                                                                                                           | CUSIP: 02352BAA3<br>LEI: 2549009FJIBLW40CU216 | Long             | DBT              | CORP              | US        |       2892000 | PA      | $2976310.48     | 0.01%             | 2032-08-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-278616.08     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Indonesia                                                            | Republic of Indonesia                                                                                                            | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        |  272131000000 | PA      | $16738255.67    | 0.04%             | 2034-02-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Ares XLVII CLO Ltd.                                                              | Ares XLVII CLO Ltd., Series 2018-47A, Class A1                                                                                   | CUSIP: 04016VAA3<br>LEI: 5493001J0ZSE1Y09WE50 | Long             | ABS-CBDO         | CORP              | KY        |        112373 | PA      | $112381.11      | 0.00%             | 2030-04-15      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| Summer BC Holdco B SARL                                                          | Summer BC Holdco B SARL                                                                                                          | CUSIP: N/A<br>LEI: 984500NRF59D5DB9B654       | Long             | DBT              | CORP              | LU        |       3270000 | PA      | $3813333.13     | 0.01%             | 2030-02-15      | Floating      | 6.39%                 | No            |                  2 | On Loan: No      |
| Eircom Finco SARL                                                                | Eircom Finco SARL, Facility 1st Lien Term Loan B5                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | LU        |       4500000 | PA      | $5278670.77     | 0.01%             | 2029-05-15      | Variable      | 4.71%                 | No            |                  2 | On Loan: No      |
| Henley CLO Xi DAC                                                                | Henley CLO Xi DAC, Series 11X, Class D                                                                                           | CUSIP: N/A<br>LEI: 6354004ZEQIYPXESRG76       | Long             | ABS-CBDO         | CORP              | IE        |       2150000 | PA      | $2522128.59     | 0.01%             | 2039-04-25      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| Twin Bridges plc                                                                 | Twin Bridges plc, Series 2023-1, Class C                                                                                         | CUSIP: N/A<br>LEI: 213800UGYTY5Y43KYF61       | Long             | ABS-MBS          | CORP              | GB        |       2602000 | PA      | $3607133.79     | 0.01%             | 2055-06-14      | Floating      | 6.73%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       9159000 | PA      | $-125200.13     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Diageo Finance plc                                                               | Diageo Finance plc, Series JUN                                                                                                   | CUSIP: N/A<br>LEI: BPF79TJMIH3DK8XCKI50       | Long             | DBT              | CORP              | GB        |      20050000 | PA      | $23767634.98    | 0.06%             | 2031-02-28      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $17901.85       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Far EasTone Telecommunications Co. Ltd.                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         -1000 | NS      | $29.93          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of South Africa                                                         | Republic of South Africa                                                                                                         | CUSIP: 836205BF0<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |       2624000 | PA      | $2597104.00     | 0.01%             | 2036-11-19      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| Petroleos de Venezuela SA                                                        | Petroleos de Venezuela SA                                                                                                        | CUSIP: N/A<br>LEI: 549300YWR8TN1OFD4P06       | Long             | DBT              | NUSS              | VE        |      10410300 | PA      | $1490754.96     | 0.00%             | 2035-05-17      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| NOVA Chemicals Corp.                                                             | NOVA Chemicals Corp.                                                                                                             | CUSIP: 66977WAR0<br>LEI: 549300ZOD6N7RI2FJP09 | Long             | DBT              | CORP              | CA        |       3030000 | PA      | $3014156.34     | 0.01%             | 2027-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IDP Education Ltd.                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        366800 | NS      | $20107.41       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Mr Price Group Ltd.                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        160200 | NS      | $59938.80       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hill FL                                                                          | Hill FL, Series 2024-1FL, Class B                                                                                                | CUSIP: N/A<br>LEI: 7245006MK9ZZTYTYIQ03       | Long             | ABS-O            | CORP              | NL        |        693712 | PA      | $818137.82      | 0.00%             | 2032-02-18      | Floating      | 3.01%                 | No            |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust                                                         | Ajax Mortgage Loan Trust, Series 2021-E, Class B3                                                                                | CUSIP: 009740AF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      16880336 | PA      | $5023152.62     | 0.01%             | 2060-12-25      | Variable      | 4.01%                 | No            |                  2 | On Loan: No      |
| Texas Debt Capital Euro CLO DAC                                                  | Texas Debt Capital Euro CLO DAC, Series 2024-1A, Class B                                                                         | CUSIP: N/A<br>LEI: 6354005CUY8PX5XJT459       | Long             | ABS-CBDO         | CORP              | IE        |       2000000 | PA      | $2358390.19     | 0.01%             | 2038-07-16      | Floating      | 4.35%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                                           | Alternative Loan Trust, Series 2007-OA8, Class 2A1                                                                               | CUSIP: 02148GAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        454638 | PA      | $357184.84      | 0.00%             | 2047-06-25      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| AGL CLO 34 Ltd.                                                                  | AGL CLO 34 Ltd., Series 2024-34A, Class A1                                                                                       | CUSIP: 00121JAA0<br>LEI: 254900KKYZC78Z944L27 | Long             | ABS-CBDO         | CORP              | KY        |       4000000 | PA      | $4015784.40     | 0.01%             | 2038-01-22      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co. (The)                                                            | Walt Disney Co. (The)                                                                                                            | CUSIP: 254687FR2<br>LEI: 549300GZKULIZ0WOW665 | Short            | DBT              | CORP              | US        |       -400000 | PA      | $-381174.05     | -0.00%            | 2040-03-23      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ABPCI Direct Lending Fund CLO IV Ltd.                                            | ABPCI Direct Lending Fund CLO IV Ltd., Series 2017-2A, Class A1R                                                                 | CUSIP: 00085UAL5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       3000000 | PA      | $3008323.50     | 0.01%             | 2033-10-27      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| LendingClub Rated Notes Issuer Trust                                             | LendingClub Rated Notes Issuer Trust, Series 2025-P1, Class B                                                                    | CUSIP: 525943AB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       1736000 | PA      | $1744149.30     | 0.00%             | 2031-06-16      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     299226100 | PA      | $5244142.96     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | China Everbright Bank Co. Ltd., Class H                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -438000 | NS      | $-8928.35       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CTEC III GmbH                                                                    | CTEC III GmbH, Facility 1st Lien Term Loan B                                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | DE        |       3000000 | PA      | $3406949.45     | 0.01%             | 2029-03-16      | Variable      | 5.76%                 | No            |                  2 | On Loan: No      |
| Novelis Corp.                                                                    | Novelis Corp.                                                                                                                    | CUSIP: 670001AH9<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |       1988000 | PA      | $1786347.66     | 0.00%             | 2031-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ZF North America Capital, Inc.                                                   | ZF North America Capital, Inc.                                                                                                   | CUSIP: 98877DAD7<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |        150000 | PA      | $150453.60      | 0.00%             | 2028-04-14      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Adani Transmission Step-One Ltd.                                                 | Adani Transmission Step-One Ltd.                                                                                                 | CUSIP: N/A<br>LEI: 335800Z8CGS7O7D72N41       | Long             | DBT              | CORP              | IN        |       2085000 | PA      | $1764952.50     | 0.00%             | 2036-05-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Long Island Power Authority                                                      | Long Island Power Authority, Series 2024A                                                                                        | CUSIP: 542691JX9<br>LEI: 1R46U5SYJ63KQXF39168 | Long             | DBT              | MUN               | US        |       3715000 | PA      | $3777468.13     | 0.01%             | 2049-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $21061.29       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| University of Houston                                                            | University of Houston, Series 2020A                                                                                              | CUSIP: 914302GQ1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |       5530000 | PA      | $4173202.48     | 0.01%             | 2044-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Haier Smart Home Co. Ltd., Class H                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        573800 | NS      | $-25026.49      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Transocean Titan Financing Ltd.                                                  | Transocean Titan Financing Ltd.                                                                                                  | CUSIP: 89386MAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |       6915095 | PA      | $7024093.11     | 0.02%             | 2028-02-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| BXP Trust                                                                        | BXP Trust, Series 2021-601L, Class D                                                                                             | CUSIP: 05607TAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       3999000 | PA      | $3129469.04     | 0.01%             | 2044-01-15      | Variable      | 2.87%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Asset-Backed Securities I Trust                                     | Bear Stearns Asset-Backed Securities I Trust, Series 2007-HE2, Class 1A4                                                         | CUSIP: 07389YAV3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       2509699 | PA      | $2301340.57     | 0.01%             | 2037-03-25      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| Anchorage Capital CLO 7 Ltd.                                                     | Anchorage Capital CLO 7 Ltd., Series 2015-7A, Class AR3                                                                          | CUSIP: 03328TBS3<br>LEI: 54930014PVHLSZJQK139 | Long             | ABS-CBDO         | CORP              | KY        |      22000000 | PA      | $22084640.60    | 0.05%             | 2037-04-28      | Floating      | 5.84%                 | No            |                  2 | On Loan: No      |
| Deerfield Dakota Holding LLC                                                     | Deerfield Dakota Holding LLC, 1st Lien Term Loan                                                                                 | CUSIP: 24440EAB3<br>LEI: 549300FDREJLOIGXY104 | Long             | LON              | CORP              | US        |        989583 | PA      | $960004.69      | 0.00%             | 2027-04-09      | Variable      | 8.05%                 | No            |                  2 | On Loan: No      |
| Warwick Capital CLO 5 Ltd.                                                       | Warwick Capital CLO 5 Ltd., Series 2024-5A, Class A1                                                                             | CUSIP: 93656FAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       1500000 | PA      | $1504371.90     | 0.00%             | 2038-01-20      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| Last Mile Securities PE DAC                                                      | Last Mile Securities PE DAC, Series 2021-1X, Class A1                                                                            | CUSIP: N/A<br>LEI: 635400UJZKP57EXKMQ33       | Long             | ABS-MBS          | CORP              | IE        |       3245332 | PA      | $3818671.81     | 0.01%             | 2031-08-17      | Floating      | 3.03%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                     | UBS Group AG                                                                                                                     | CUSIP: N/A<br>LEI: 549300SZJ9VS8SGXAN81       | Long             | DBT              | CORP              | CH        |       2302000 | PA      | $2249322.18     | 0.01%             | 2026-06-02      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOP                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    2500220078 | PA      | $10452438.58    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      88347057 | PA      | $-13490.59      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     195737171 | PA      | $-4365270.43    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Boxer Parent Co., Inc.                                                           | Boxer Parent Co., Inc., 1st Lien Term Loan                                                                                       | CUSIP: 05988HAQ0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       1426759 | PA      | $1416857.45     | 0.00%             | 2031-07-30      | Variable      | 7.33%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | NDIRS                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | FR        |       1829673 | PA      | $-34117.05      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |        469058 | PA      | $85331.54       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HOUSTON CENTER                                                                   | Houston Center, Delayed Draw 1st Lien Term Loan                                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      14000309 | PA      | $12994047.65    | 0.03%             | 2032-09-13      | Variable      | 5.27%                 | No            |                  2 | On Loan: No      |
| FTA Consumo Santander                                                            | FTA Consumo Santander, Series 7, Class B                                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | ES        |       3452446 | PA      | $4077789.15     | 0.01%             | 2038-07-20      | Floating      | 3.56%                 | No            |                  2 | On Loan: No      |
| CD&R Firefly Bidco plc                                                           | CD&R Firefly Bidco plc, Facility 1st Lien Term Loan B10                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | GB        |      10775000 | PA      | $14697864.36    | 0.03%             | 2029-04-30      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   37297000000 | PA      | $4224.61        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-366938.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Rockies Express Pipeline LLC                                                     | Rockies Express Pipeline LLC                                                                                                     | CUSIP: 77340RAU1<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |        100000 | PA      | $104366.90      | 0.00%             | 2033-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      56709085 | PA      | $-2346.22       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Euro-OAT                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |         -3450 | NC      | $2638084.52     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Pertamina Persero PT                                                             | Pertamina Persero PT                                                                                                             | CUSIP: 69370PAA9<br>LEI: 254900NDAKGNZ2IBBL45 | Long             | DBT              | CORP              | ID        |       2080000 | PA      | $2132000.00     | 0.01%             | 2044-05-30      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| MASTR Specialized Loan Trust                                                     | MASTR Specialized Loan Trust, Series 2006-3, Class A                                                                             | CUSIP: 57643BAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        588038 | PA      | $575185.42      | 0.00%             | 2046-06-25      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR Currency                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | FR        |      18285133 | PA      | $552721.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ABRA Global Finance                                                              | ABRA Global Finance                                                                                                              | CUSIP: 000852AC7<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |      25376226 | PA      | $19175037.65    | 0.05%             | 2029-10-22      | Fixed         | 14.00%                | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     240187000 | PA      | $1019127.45     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings, Inc.                                            | Clydesdale Acquisition Holdings, Inc., 1st Lien Term Loan B                                                                      | CUSIP: 18972FAC6<br>LEI: 254900QKSDYFR3K5YD98 | Long             | LON              | CORP              | US        |      17651124 | PA      | $17608584.30    | 0.04%             | 2029-04-13      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |       1030000 | PA      | $-129063.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     239767642 | PA      | $-7271001.09    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Graphic Packaging International LLC                                              | Graphic Packaging International LLC                                                                                              | CUSIP: 38869AAE7<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |       1129000 | PA      | $1152794.80     | 0.00%             | 2032-07-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Amadeus IT Group SA                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -18600 | NS      | $1017.66        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      23500000 | PA      | $4378909.68     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Newell Brands, Inc.                                                              | Newell Brands, Inc.                                                                                                              | CUSIP: 651229BE5<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |       3867000 | PA      | $3688954.62     | 0.01%             | 2032-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| ZF North America Capital, Inc.                                                   | ZF North America Capital, Inc.                                                                                                   | CUSIP: 98877DAF2<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |       1041000 | PA      | $999686.62      | 0.00%             | 2030-04-23      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Lamb Weston Holdings, Inc.                                                       | Lamb Weston Holdings, Inc.                                                                                                       | CUSIP: 513272AE4<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |       3039000 | PA      | $2846022.28     | 0.01%             | 2032-01-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| AXA SA                                                                           | AXA SA                                                                                                                           | CUSIP: N/A<br>LEI: F5WCUMTUM4RKZ1MAIE39       | Long             | DBT              | CORP              | FR        |       9202000 | PA      | $10931761.69    | 0.03%             | 2055-07-24      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| Q-Park Holding I BV                                                              | Q-Park Holding I BV                                                                                                              | CUSIP: N/A<br>LEI: 2549003839B7HE3NDP48       | Long             | DBT              | CORP              | NL        |       6830000 | PA      | $8308885.31     | 0.02%             | 2030-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| New Century Home Equity Loan Trust                                               | New Century Home Equity Loan Trust, Series 2005-C, Class M2                                                                      | CUSIP: 64352VPA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       3948254 | PA      | $3367753.34     | 0.01%             | 2035-12-25      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| Sammons Financial Group, Inc.                                                    | Sammons Financial Group, Inc.                                                                                                    | CUSIP: 79588TAF7<br>LEI: 254900SHCOQLVJ21CT59 | Short            | DBT              | CORP              | US        |       -500000 | PA      | $-535340.93     | -0.00%            | 2034-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| KBC Group NV                                                                     | KBC Group NV                                                                                                                     | CUSIP: N/A<br>LEI: 213800X3Q9LSAKRUWY91       | Long             | DBT              | CORP              | BE        |       3300000 | PA      | $4347128.33     | 0.01%             | 2027-09-21      | Variable      | 1.25%                 | No            |                  2 | On Loan: No      |
| Rad CLO 18 Ltd.                                                                  | Rad CLO 18 Ltd., Series 2023-18A, Class A1R                                                                                      | CUSIP: 75009AAU4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       4750000 | PA      | $4765446.05     | 0.01%             | 2037-07-15      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | HICPXT                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | GB        |      15720000 | PA      | $33694.71       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Wildwood Park CLO Ltd.                                                           | Wildwood Park CLO Ltd., Series 2024-1A, Class A                                                                                  | CUSIP: 968209AA4<br>LEI: 254900BZ1VFIEIOEK304 | Long             | ABS-CBDO         | CORP              | JE        |       6750000 | PA      | $6778273.05     | 0.02%             | 2037-10-20      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      47877006 | PA      | $-1535.44       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Owl Rock CLO XII LLC                                                             | Owl Rock CLO XII LLC, Series 2023-12A, Class A1B                                                                                 | CUSIP: 69120FAC0<br>LEI: 254900JJTJWEFXX1CD23 | Long             | ABS-CBDO         | CORP              | US        |       9000000 | PA      | $8807094.00     | 0.02%             | 2034-07-20      | Fixed         | 6.37%                 | No            |                  2 | On Loan: No      |
| Ready Capital Mortgage Financing LLC                                             | Ready Capital Mortgage Financing LLC, Series 2023-FL11, Class A                                                                  | CUSIP: 75575RAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       3976626 | PA      | $3970346.31     | 0.01%             | 2039-10-25      | Floating      | 6.69%                 | No            |                  2 | On Loan: No      |
| Citigroup Global Markets Holdings, Inc.                                          | Citigroup Global Markets Holdings, Inc., Series MU0C                                                                             | CUSIP: N/A<br>LEI: 82VOJDD5PTRDMVVMGV31       | Long             | SN               | CORP              | US        |      23000000 | PA      | $2916184.18     | 0.01%             | 2028-03-02      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| Glencore Capital Finance DAC                                                     | Glencore Capital Finance DAC                                                                                                     | CUSIP: N/A<br>LEI: 213800HCUCI1HC7X6Q34       | Long             | DBT              | CORP              | IE        |        453000 | PA      | $446864.83      | 0.00%             | 2033-03-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Kingdom of Spain                                                                 | Bonos y Obligaciones del Estado                                                                                                  | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |      30606000 | PA      | $36643343.69    | 0.09%             | 2033-04-30      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Ziggo BV                                                                         | Ziggo BV                                                                                                                         | CUSIP: N/A<br>LEI: 213800TQASLF9JXH5J59       | Long             | DBT              | CORP              | NL        |       5250000 | PA      | $5796683.71     | 0.01%             | 2030-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | NDIRS                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      83254246 | PA      | $979.58         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TKC Holdings, Inc.                                                               | TKC Holdings, Inc.                                                                                                               | CUSIP: 87256YAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       1415000 | PA      | $1406260.11     | 0.00%             | 2028-05-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Super Micro Computer, Inc.                                                                                                       | CUSIP: 86800U302<br>LEI: N/A                  | N/A              | DE               |  | US        |       -192727 | NS      | $-1559835.98    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $14123.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cardinal Health, Inc.                                                            | Cardinal Health, Inc.                                                                                                            | CUSIP: 14149YBQ0<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |       3000000 | PA      | $3015057.87     | 0.01%             | 2026-11-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Bellis Finco plc                                                                 | Bellis Finco plc                                                                                                                 | CUSIP: N/A<br>LEI: 259400ELWH6Z4ICFTD70       | Long             | DBT              | CORP              | GB        |        700000 | PA      | $960303.39      | 0.00%             | 2027-02-16      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   19770331000 | PA      | $-225368.19     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-65235.33      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                              | CUSIP: 91282CMP3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      46892700 | PA      | $47136322.11    | 0.11%             | 2027-02-28      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $191850.63      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BlueMountain CLO Ltd.                                                            | BlueMountain CLO Ltd., Series 2018-3A, Class A2R                                                                                 | CUSIP: 09630AAQ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       9000000 | PA      | $9008736.30     | 0.02%             | 2030-10-25      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| Brookfield Residential Properties, Inc.                                          | Brookfield Residential Properties, Inc.                                                                                          | CUSIP: 11283YAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       1544000 | PA      | $1537464.87     | 0.00%             | 2027-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| RBC Capital Markets LLC                                                          | RBC Capital Markets LLC                                                                                                          | CUSIP: N/A<br>LEI: 549300LCO2FLSSVFFR64       | Long             | RA               | CORP              | US        |        287250 | PA      | $287250.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Residential Mortgage Loan Trust                                                  | Residential Mortgage Loan Trust, Series 2020-1, Class B2                                                                         | CUSIP: 76119CAF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       2129000 | PA      | $1963883.28     | 0.00%             | 2060-01-26      | Variable      | 4.66%                 | No            |                  2 | On Loan: No      |
| Polaris plc                                                                      | Polaris plc, Series 2023-1, Class B                                                                                              | CUSIP: N/A<br>LEI: 635400VADRWDQSM8BE46       | Long             | ABS-MBS          | CORP              | GB        |       2389000 | PA      | $3337979.29     | 0.01%             | 2061-02-23      | Floating      | 6.97%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                                                     | Barclays Mortgage Loan Trust, Series 2025-NQM1, Class B2                                                                         | CUSIP: 06744WAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       3475950 | PA      | $3427033.30     | 0.01%             | 2065-01-25      | Variable      | 7.83%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd.                                                                    | Voya CLO Ltd., Series 2018-3A, Class A1R2                                                                                        | CUSIP: 92917KAQ7<br>LEI: 54930068MLVF3BECCK93 | Long             | ABS-CBDO         | CORP              | KY        |        202521 | PA      | $202839.10      | 0.00%             | 2031-10-15      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| Acrisure LLC                                                                     | Acrisure LLC                                                                                                                     | CUSIP: 00489LAL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       2069000 | PA      | $2137347.35     | 0.01%             | 2030-11-06      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CSMC Trust                                                                       | CSMC Trust, Series 2022-NQM6, Class PT                                                                                           | CUSIP: 12663YAM0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      20494458 | PA      | $20374978.57    | 0.05%             | 2067-12-25      | Variable      | 8.85%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Invesco Preferred ETF                                                                                                            | CUSIP: 46138E511<br>LEI: N/A                  | N/A              | DE               |  | US        |      -1000000 | NS      | $-110000.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Iliad Holding SASU                                                               | Iliad Holding SASU                                                                                                               | CUSIP: N/A<br>LEI: 9695009PXA7OI9NXN582       | Long             | DBT              | CORP              | FR        |       8572000 | PA      | $10370016.86    | 0.02%             | 2030-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |        806400 | PA      | $122520.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Providus CLO II DAC                                                              | Providus CLO II DAC, Series 2X, Class DRR                                                                                        | CUSIP: N/A<br>LEI: 635400JFBYET5G2XFP83       | Long             | ABS-CBDO         | CORP              | IE        |       1349000 | PA      | $1586005.79     | 0.00%             | 2038-10-15      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-68883.71      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sensata Technologies, Inc.                                                       | Sensata Technologies, Inc.                                                                                                       | CUSIP: 81728UAB0<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |       1694000 | PA      | $1544118.10     | 0.00%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| KKR Financial CLO Ltd.                                                           | KKR Financial CLO Ltd., Series 2013-1A, Class A2R2                                                                               | CUSIP: 48249VAY7<br>LEI: 549300ZUUB37M3VWNC17 | Long             | ABS-CBDO         | CORP              | KY        |       1000000 | PA      | $1000512.40     | 0.00%             | 2029-04-15      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | GE Vernova, Inc.                                                                                                                 | CUSIP: 36828A101<br>LEI: N/A                  | N/A              | DE               |  | US        |          1700 | NS      | $70159.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                                                | Barclays Bank plc                                                                                                                | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | RA               | CORP              | GB        |       1982500 | PA      | $1982500.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Latch, Inc.                                                                                                                      | CUSIP: 51818V114<br>LEI: N/A                  | N/A              | DE               |  | US        |        164855 | NS      | $16.49          | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     272000000 | PA      | $-760537.37     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Halseypoint CLO 6 Ltd.                                                           | Halseypoint CLO 6 Ltd., Series 2022-6A, Class A1R                                                                                | CUSIP: 40639GAN9<br>LEI: 5493001PG85K1980W896 | Long             | ABS-CBDO         | CORP              | KY        |       2800000 | PA      | $2810902.36     | 0.01%             | 2038-01-20      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       4062000 | PA      | $35345.72       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | FR        |       9748818 | PA      | $-77724.20      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Industries, Inc.                                                        | Standard Industries, Inc.                                                                                                        | CUSIP: 853496AD9<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |        425000 | PA      | $420277.27      | 0.00%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                                  | Citigroup, Inc., Series FF                                                                                                       | CUSIP: 17327CAV5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      23530000 | PA      | $24031638.89    | 0.06%             | 2030-02-15      | Variable      | 6.95%                 | No            |                  2 | On Loan: No      |
| Volcan Cia Minera SAA                                                            | Volcan Cia Minera SAA                                                                                                            | CUSIP: 92863UAC0<br>LEI: 549300XKJ91C4SZLG750 | Long             | DBT              | CORP              | PE        |       2701000 | PA      | $2675678.13     | 0.01%             | 2030-01-24      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                                                     | Barclays Mortgage Loan Trust, Series 2025-NQM2, Class B3                                                                         | CUSIP: 066930AG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        243288 | PA      | $205068.04      | 0.00%             | 2065-05-25      | Variable      | 7.69%                 | No            |                  2 | On Loan: No      |
| HTL Commercial Mortgage Trust                                                    | HTL Commercial Mortgage Trust, Series 2024-T53, Class E                                                                          | CUSIP: 404300AJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       9476945 | PA      | $9745468.55     | 0.02%             | 2039-05-10      | Variable      | 10.60%                | No            |                  2 | On Loan: No      |
| Booking Holdings, Inc.                                                           | Booking Holdings, Inc.                                                                                                           | CUSIP: 09857LBD9<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |      10390000 | PA      | $11722247.56    | 0.03%             | 2044-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Republic of Guatemala                                                            | Republic of Guatemala                                                                                                            | CUSIP: 401494AV1<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |        247000 | PA      | $245024.00      | 0.00%             | 2029-08-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Partners LP                                                      | Cheniere Energy Partners LP                                                                                                      | CUSIP: 16411QAV3<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |      10914000 | PA      | $10999807.18    | 0.03%             | 2035-10-30      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev SA                                                          | Anheuser-Busch InBev SA                                                                                                          | CUSIP: N/A<br>LEI: 5493008H3828EMEXB082       | Long             | DBT              | CORP              | BE        |       3266000 | PA      | $4476430.99     | 0.01%             | 2025-09-24      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SM Energy Co.                                                                    | SM Energy Co.                                                                                                                    | CUSIP: 78454LAX8<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |       4029000 | PA      | $4014188.19     | 0.01%             | 2029-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Keio Corp.                                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |        -59100 | NS      | $10678.81       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-147581.91     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ellucian Holdings, Inc.                                                          | Ellucian Holdings, Inc., 1st Lien Term Loan B1                                                                                   | CUSIP: 28917XAB6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |        803841 | PA      | $805352.02      | 0.00%             | 2029-10-09      | Variable      | 7.33%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EURO STOXX Banks Price Index                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DE        |          1244 | NC      | $7326.85        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Republic of Germany                                                      | Federal Republic of Germany                                                                                                      | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |      10550000 | PA      | $10992756.62    | 0.03%             | 2031-02-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $814995.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cedar Funding VII CLO Ltd.                                                       | Cedar Funding VII CLO Ltd., Series 2018-7A, Class E                                                                              | CUSIP: 15033AAA4<br>LEI: 549300G87EGFMLOYN341 | Long             | ABS-CBDO         | CORP              | KY        |       2962500 | PA      | $2959769.46     | 0.01%             | 2031-01-20      | Floating      | 9.08%                 | No            |                  2 | On Loan: No      |
| MGM Resorts International                                                        | MGM Resorts International                                                                                                        | CUSIP: 552953CK5<br>LEI: 54930066VBP7DZEGGJ87 | Short            | DBT              | CORP              | US        |      -2370000 | PA      | $-2410635.52    | -0.01%            | 2029-09-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Mortgage Funding Trust                                              | Bear Stearns Mortgage Funding Trust, Series 2007-AR2, Class A1                                                                   | CUSIP: 07401TAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |         85992 | PA      | $81820.09       | 0.00%             | 2037-03-25      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| Autonoria Spain                                                                  | Autonoria Spain, Series 2022-SP, Class D                                                                                         | CUSIP: N/A<br>LEI: 959800TU6P30TL2EN703       | Long             | ABS-O            | CORP              | ES        |        184722 | PA      | $225733.16      | 0.00%             | 2040-01-28      | Floating      | 6.09%                 | No            |                  2 | On Loan: No      |
| WOM Mobile SA                                                                    | WOM Mobile SA                                                                                                                    | CUSIP: 97810LAA7<br>LEI: 549300T600VUO0QJ3063 | Long             | DBT              | CORP              | CL        |      22839814 | PA      | $22464099.06    | 0.05%             | 2031-04-01      | Variable      | 11.00%                | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $896830.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Pachelbel Bidco SpA                                                              | Pachelbel Bidco SpA                                                                                                              | CUSIP: N/A<br>LEI: 8156005DA07CDD50CC46       | Long             | DBT              | CORP              | IT        |       6508000 | PA      | $7705962.32     | 0.02%             | 2031-05-17      | Floating      | 6.44%                 | No            |                  2 | On Loan: No      |
| Allegion US Holding Co., Inc.                                                    | Allegion US Holding Co., Inc.                                                                                                    | CUSIP: 01748NAE4<br>LEI: 5493002B66JX7J7SXI33 | Long             | DBT              | CORP              | US        |        100000 | PA      | $98015.75       | 0.00%             | 2027-10-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Park Blue CLO Ltd.                                                               | Park Blue CLO Ltd., Series 2024-6A, Class A1                                                                                     | CUSIP: 70019KAA5<br>LEI: 213800RLFYTJFPXOL592 | Long             | ABS-CBDO         | CORP              | KY        |       5097750 | PA      | $5115110.90     | 0.01%             | 2038-01-25      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                                                                             | CUSIP: 46625HRX0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |       1000000 | PA      | $985941.10      | 0.00%             | 2027-12-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Goodyear Tire & Rubber Co. (The)                                                 | Goodyear Tire & Rubber Co. (The)                                                                                                 | CUSIP: 382550BK6<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |       3960000 | PA      | $3791532.89     | 0.01%             | 2033-04-30      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| CPM Holdings, Inc.                                                               | CPM Holdings, Inc., 1st Lien Term Loan                                                                                           | CUSIP: 12620BAR1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |        308305 | PA      | $300742.28      | 0.00%             | 2028-09-28      | Variable      | 8.82%                 | No            |                  2 | On Loan: No      |
| NCR Atleos Corp.                                                                 | NCR Atleos Corp.                                                                                                                 | CUSIP: 638962AA8<br>LEI: 9845005FC3S0VA714741 | Long             | DBT              | CORP              | US        |      19285000 | PA      | $21124075.46    | 0.05%             | 2029-04-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| AutoFlorence SRL                                                                 | AutoFlorence 3 SRL, Series 3, Class B                                                                                            | CUSIP: N/A<br>LEI: 815600F88BB8BFD30863       | Long             | ABS-O            | CORP              | IT        |        425212 | PA      | $508313.31      | 0.00%             | 2046-12-25      | Floating      | 4.22%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-175503.98     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Blitz 20-487 GmbH                                                                | Blitz 20-487 GmbH, Facility 1st Lien Term Loan B                                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | DE        |       3000000 | PA      | $3520598.06     | 0.01%             | 2028-04-28      | Variable      | 5.49%                 | No            |                  2 | On Loan: No      |
| Newday Funding Master Issuer plc                                                 | Newday Funding Master Issuer plc, Series 2024-3X, Class B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | GB        |       2090000 | PA      | $2878245.42     | 0.01%             | 2032-11-15      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| Synlab Bond plc                                                                  | Synlab Bond plc, Facility 1st Lien Term Loan                                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | GB        |       3229707 | PA      | $3774111.76     | 0.01%             | 2027-07-01      | Variable      | 5.07%                 | No            |                  2 | On Loan: No      |
| Mortimer BTL plc                                                                 | Mortimer BTL plc, Series 2023-1, Class C                                                                                         | CUSIP: N/A<br>LEI: 213800KSBQOFMOAKV375       | Long             | ABS-MBS          | CORP              | GB        |        832000 | PA      | $1166264.14     | 0.00%             | 2056-12-22      | Floating      | 7.22%                 | No            |                  2 | On Loan: No      |
| Oaktree CLO Ltd.                                                                 | Oaktree CLO Ltd., Series 2024-27A, Class A2                                                                                      | CUSIP: 67402UAC0<br>LEI: 2549005VHJ8BB9WPL105 | Long             | ABS-CBDO         | CORP              | KY        |        960000 | PA      | $961414.18      | 0.00%             | 2037-10-22      | Floating      | 5.84%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                               | New York State Dormitory Authority, Series 2024A                                                                                 | CUSIP: 64990AUH6<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |      11150000 | PA      | $11274571.51    | 0.03%             | 2053-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CWABS Asset-Backed Certificates Trust                                            | CWABS Asset-Backed Certificates Trust, Series 2006-22, Class M1                                                                  | CUSIP: 12666BAF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       1569544 | PA      | $1331367.07     | 0.00%             | 2047-05-25      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| Frontken Corp. Bhd.                                                              | Frontken Corp. Bhd.                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | MY        |       1362500 | NS      | $1283219.95     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AIMCO CLO 10 Ltd.                                                                | AIMCO CLO 10 Ltd., Series 2019-10A, Class SUB                                                                                    | CUSIP: 00900UAC8<br>LEI: 5493004I93856WYBB035 | Long             | ABS-CBDO         | CORP              | KY        |       2250000 | PA      | $1264072.50     | 0.00%             | 2032-07-22      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | American Airlines Group, Inc.                                                                                                    | CUSIP: 00PBJ3FQ0<br>LEI: N/A                  | N/A              | DE               |  | US        |          1865 | NC      | $25177.50       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Electronic Arts, Inc.                                                            | Electronic Arts, Inc.                                                                                                            | CUSIP: 285512109<br>LEI: 549300O7A67PUEYKDL45 | Long             | EC               | CORP              | US        |          5360 | NS      | $855992.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Rockford Tower CLO Ltd.                                                          | Rockford Tower CLO Ltd., Series 2017-2A, Class CR                                                                                | CUSIP: 77340GAN1<br>LEI: 549300G18KVCW7VUKI86 | Long             | ABS-CBDO         | CORP              | KY        |       1250000 | PA      | $1252811.25     | 0.00%             | 2029-10-15      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                                   | Morgan Stanley Capital I Trust, Series 2017-H1, Class XD                                                                         | CUSIP: 61691JAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       8870000 | PA      | $316830.19      | 0.00%             | 2050-06-15      | Variable      | 2.29%                 | No            |                  2 | On Loan: No      |
| Rocket Mortgage LLC                                                              | Rocket Mortgage LLC                                                                                                              | CUSIP: 74841CAB7<br>LEI: 549300FGXN1K3HLB1R50 | Long             | DBT              | CORP              | US        |       1087000 | PA      | $1007669.51     | 0.00%             | 2031-03-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Fidelity Grand Harbour CLO DAC                                                   | Fidelity Grand Harbour CLO DAC, Series 2023-1X, Class DR                                                                         | CUSIP: N/A<br>LEI: 635400GMXFDXRDDHLG52       | Long             | ABS-CBDO         | CORP              | IE        |       1950000 | PA      | $2290904.42     | 0.01%             | 2038-02-15      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| Barclays Capital, Inc.                                                           | Barclays Capital, Inc.                                                                                                           | CUSIP: N/A<br>LEI: AC28XWWI3WIBK2824319       | Long             | RA               | CORP              | US        |       8282940 | PA      | $8282940.00     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp.                                                       | Occidental Petroleum Corp.                                                                                                       | CUSIP: 674599EJ0<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |       4550000 | PA      | $4564632.80     | 0.01%             | 2029-08-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Playtika Holding Corp.                                                           | Playtika Holding Corp., Facility 1st Lien Term Loan B1                                                                           | CUSIP: 72814CAF5<br>LEI: 254900E35Z4TKA4UFG64 | Long             | LON              | CORP              | US        |        989664 | PA      | $971543.34      | 0.00%             | 2028-03-13      | Variable      | 7.19%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd.                                                                     | OCP CLO Ltd., Series 2020-18A, Class D1R2                                                                                        | CUSIP: 671078BG7<br>LEI: 254900MN6N176YEZLX15 | Long             | ABS-CBDO         | CORP              | KY        |       2750000 | PA      | $2751950.85     | 0.01%             | 2037-07-20      | Floating      | 7.37%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Steel Dynamics, Inc.                                                                                                             | CUSIP: 858119100<br>LEI: N/A                  | N/A              | DE               |  | US        |          7800 | NS      | $5954.52        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CSMC Trust                                                                       | CSMC Trust, Series 2020-FACT, Class E                                                                                            | CUSIP: 126395AN2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       4184000 | PA      | $3869501.27     | 0.01%             | 2037-10-15      | Floating      | 9.79%                 | No            |                  2 | On Loan: No      |
| WRKCo, Inc.                                                                      | WRKCo, Inc.                                                                                                                      | CUSIP: 92940PAE4<br>LEI: 549300JEB576INN13W07 | Long             | DBT              | CORP              | US        |        100000 | PA      | $98690.46       | 0.00%             | 2028-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Ciputra Development Tbk. PT                                                      | Ciputra Development Tbk. PT                                                                                                      | CUSIP: N/A<br>LEI: 2549000JMJUYB9U5Y204       | Long             | EC               | CORP              | ID        |      10272100 | NS      | $605605.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United Mexican States                                                            | United Mexican States                                                                                                            | CUSIP: 91087BBD1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      13157000 | PA      | $13617495.00    | 0.03%             | 2055-05-13      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank NA                                                           | Morgan Stanley Bank NA                                                                                                           | CUSIP: 61690U8G8<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |        250000 | PA      | $250366.56      | 0.00%             | 2027-10-15      | Variable      | 4.45%                 | No            |                  2 | On Loan: No      |
| PG&E Corp.                                                                       | PG&E Corp.                                                                                                                       | CUSIP: 69331CAJ7<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Short            | DBT              | CORP              | US        |       -100000 | PA      | $-95264.24      | -0.00%            | 2030-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Myers Park CLO Ltd.                                                              | Myers Park CLO Ltd., Series 2018-1A, Class B1                                                                                    | CUSIP: 62848FAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |        250000 | PA      | $250551.85      | 0.00%             | 2030-10-20      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Toronto-Dominion Bank (The)                                                                                                      | CUSIP: 891160509<br>LEI: N/A                  | N/A              | DE               |  | US        |        -18500 | NS      | $-32347.27      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Becton Dickinson & Co.                                                           | Becton Dickinson & Co.                                                                                                           | CUSIP: 075887CN7<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |       4061000 | PA      | $4770547.74     | 0.01%             | 2025-08-13      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| Sunac China Holdings Ltd.                                                        | Sunac China Holdings Ltd.                                                                                                        | CUSIP: N/A<br>LEI: 549300OLARYHDXP3WK18       | Long             | DBT              | CORP              | KY        |      11363636 | PA      | $1377840.87     | 0.00%             | 2030-09-30      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Arbour CLO DAC                                                                   | Arbour CLO DAC, Series 11A, Class CR                                                                                             | CUSIP: N/A<br>LEI: 549300YXBWG4ECHKDX72       | Long             | ABS-CBDO         | CORP              | IE        |       2000000 | PA      | $2369406.61     | 0.01%             | 2038-05-15      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| Youni Italy SRL                                                                  | Youni Italy SRL, Series 2024-1, Class A                                                                                          | CUSIP: N/A<br>LEI: 8156008D82FF6A71F833       | Long             | ABS-O            | CORP              | IT        |       7352488 | PA      | $8681640.40     | 0.02%             | 2034-04-25      | Floating      | 2.77%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     231040000 | PA      | $-146399.09     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Sanrio Co. Ltd.                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -390000 | NS      | $-530065.39     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Birch Grove CLO 3 Ltd.                                                           | Birch Grove CLO 3 Ltd., Series 2021-3A, Class A1R                                                                                | CUSIP: 09076VAQ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       2000000 | PA      | $2003200.00     | 0.00%             | 2038-01-19      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| Qube Treasury Pty. Ltd.                                                          | Qube Treasury Pty. Ltd.                                                                                                          | CUSIP: N/A<br>LEI: 9845005E938043FLCE53       | Long             | DBT              | CORP              | AU        |      15000000 | PA      | $10054689.18    | 0.02%             | 2034-12-11      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Transurban Queensland Finance Pty. Ltd.                                          | Transurban Queensland Finance Pty. Ltd.                                                                                          | CUSIP: N/A<br>LEI: 549300RSN9SFNT54IZ82       | Long             | DBT              | CORP              | AU        |       3090000 | PA      | $2052474.74     | 0.00%             | 2034-08-28      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Nichirei Corp.                                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        161900 | NS      | $9253.13        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-1266099.89    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TIAA CLO III Ltd.                                                                | TIAA CLO III Ltd., Series 2017-2A, Class B                                                                                       | CUSIP: 87272HAC4<br>LEI: 54930043TEPI4UKGHU90 | Long             | ABS-CBDO         | CORP              | KY        |        750000 | PA      | $750384.00      | 0.00%             | 2031-01-16      | Floating      | 6.02%                 | No            |                  2 | On Loan: No      |
| Greenko Dutch BV                                                                 | Greenko Dutch BV                                                                                                                 | CUSIP: N/A<br>LEI: 724500PT585P4JPVRP08       | Long             | DBT              | CORP              | NL        |       5295840 | PA      | $5192571.12     | 0.01%             | 2026-03-29      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Sabre GLBL, Inc.                                                                 | Sabre GLBL, Inc., 1st Lien Term Loan B1                                                                                          | CUSIP: 78571YBK5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       4456834 | PA      | $4436778.10     | 0.01%             | 2029-11-15      | Variable      | 10.43%                | No            |                  2 | On Loan: No      |
| Cumulus Static CLO DAC                                                           | Cumulus Static CLO DAC, Series 2024-1X, Class D                                                                                  | CUSIP: N/A<br>LEI: 2549005ZFHRHIZ9ONM43       | Long             | ABS-CBDO         | CORP              | IE        |        499000 | PA      | $589554.92      | 0.00%             | 2033-11-15      | Floating      | 5.84%                 | No            |                  2 | On Loan: No      |
| City of New York                                                                 | City of New York, Series 2025G, Sub-Series G-1                                                                                   | CUSIP: 64966SME3<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |      15015000 | PA      | $15536088.27    | 0.04%             | 2050-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Banco BPM SpA                                                                    | Banco BPM SpA                                                                                                                    | CUSIP: N/A<br>LEI: 815600E4E6DCD2D25E30       | Long             | DBT              | CORP              | IT        |      49840000 | PA      | $59915784.47    | 0.14%             | 2026-09-18      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                            | Wells Fargo Commercial Mortgage Trust, Series 2021-FCMT, Class D                                                                 | CUSIP: 95003EAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        750000 | PA      | $742628.63      | 0.00%             | 2031-05-15      | Floating      | 7.93%                 | No            |                  2 | On Loan: No      |
| Six Flags Entertainment Corp.                                                    | Six Flags Entertainment Corp.                                                                                                    | CUSIP: 150190AE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       2046000 | PA      | $2003635.75     | 0.00%             | 2029-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Palmer Square Loan Funding Ltd.                                                  | Palmer Square Loan Funding Ltd., Series 2025-1A, Class C                                                                         | CUSIP: 69704CAG2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       2000000 | PA      | $2000000.00     | 0.00%             | 2033-02-15      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| VZ Secured Financing BV                                                          | VZ Secured Financing BV                                                                                                          | CUSIP: 91845AAA3<br>LEI: 549300MG611MYCOWY949 | Long             | DBT              | CORP              | NL        |       5330000 | PA      | $4741612.77     | 0.01%             | 2032-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-7390.25       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Prodigy Finance DAC                                                              | Prodigy Finance DAC, Series 2021-1A, Class A                                                                                     | CUSIP: 742855AA7<br>LEI: 635400HTAZNW3LYYMQ40 | Long             | ABS-O            | CORP              | IE        |       2277583 | PA      | $2275398.74     | 0.01%             | 2051-07-25      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| Verde Purchaser LLC                                                              | Verde Purchaser LLC, 1st Lien Term Loan                                                                                          | CUSIP: 92338TAB2<br>LEI: 2549004HFEKMUGBG3Z35 | Long             | LON              | CORP              | US        |        492519 | PA      | $493873.22      | 0.00%             | 2030-11-30      | Variable      | 8.30%                 | No            |                  2 | On Loan: No      |
| Brevard County Health Facilities Authority                                       | Brevard County Health Facilities Authority, Series 2022A                                                                         | CUSIP: 107416QM4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |       9000000 | PA      | $8980079.04     | 0.02%             | 2047-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                                                       | Progress Residential Trust, Series 2022-SFR1, Class F                                                                            | CUSIP: 74333YAN8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       5383000 | PA      | $5015399.24     | 0.01%             | 2041-02-17      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Macy's Retail Holdings LLC                                                       | Macy's Retail Holdings LLC                                                                                                       | CUSIP: 55617LAP7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       2225000 | PA      | $2202178.64     | 0.01%             | 2029-04-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |       2075000 | PA      | $-16343.97      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ALM VII Ltd.                                                                     | ALM VII Ltd., Series 2012-7A, Class SUB                                                                                          | CUSIP: 00163HAD7<br>LEI: 549300TO15F7OWC7XK63 | Long             | ABS-CBDO         | CORP              | KY        |      12160000 | PA      | $1.22           | 0.00%             | 2116-10-15      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| Arab Republic of Egypt                                                           | Arab Republic of Egypt                                                                                                           | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |      11545000 | PA      | $237317.25      | 0.00%             | 2027-08-13      | Fixed         | 25.32%                | No            |                  2 | On Loan: No      |
| Vodafone Group plc                                                               | Vodafone Group plc                                                                                                               | CUSIP: N/A<br>LEI: 213800TB53ELEUKM7Q61       | Long             | DBT              | CORP              | GB        |      15008000 | PA      | $20576038.76    | 0.05%             | 2078-10-03      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| HomeVi SAS                                                                       | HomeVi SAS, 1st Lien Term Loan B                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | FR        |       4000000 | PA      | $4688712.18     | 0.01%             | 2029-10-31      | Variable      | 7.19%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-257170.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CPFL Energia SA                                                                  | CPFL Energia SA                                                                                                                  | CUSIP: N/A<br>LEI: 529900GBWSBDXN8GGM28       | Long             | EC               | CORP              | BR        |        109214 | NS      | $818135.10      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GSR Mortgage Loan Trust                                                          | GSR Mortgage Loan Trust, Series 2007-1F, Class 2A4                                                                               | CUSIP: 3622MPAN8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |         54523 | PA      | $104039.47      | 0.00%             | 2037-01-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Estate Sky Ltd.                                                                  | Estate Sky Ltd.                                                                                                                  | CUSIP: N/A<br>LEI: 213800N7Q1FQC8CEUC74       | Long             | DBT              | CORP              | VG        |      33500000 | PA      | $32620625.00    | 0.08%             | 2028-05-21      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Mariner Finance Issuance Trust                                                   | Mariner Finance Issuance Trust, Series 2021-BA, Class D                                                                          | CUSIP: 56847JAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       1130000 | PA      | $1061887.78     | 0.00%             | 2036-11-20      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association Variable Rate Notes, Series 2016-96                                                     | CUSIP: 38379UZW9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       8222106 | PA      | $309838.55      | 0.00%             | 2057-12-16      | Variable      | 0.77%                 | No            |                  2 | On Loan: No      |
| Octagon Loan Funding Ltd.                                                        | Octagon Loan Funding Ltd., Series 2014-1A, Class BRR                                                                             | CUSIP: 67590RBA2<br>LEI: 549300HJJWTCMWFILG24 | Long             | ABS-CBDO         | CORP              | KY        |        500000 | PA      | $501330.15      | 0.00%             | 2031-11-18      | Floating      | 6.29%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $413455.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SLG Office Trust                                                                 | SLG Office Trust, Series 2021-OVA, Class A                                                                                       | CUSIP: 78449RAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1171000 | PA      | $1027077.89     | 0.00%             | 2041-07-15      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| Cedar Funding XIX CLO Ltd.                                                       | Cedar Funding XIX CLO Ltd., Series 2024-19A, Class A1                                                                            | CUSIP: 15033CAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      30350000 | PA      | $30444254.96    | 0.07%             | 2038-01-23      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       9581000 | PA      | $-282232.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Empire State Development Corp.                                                   | Empire State Development Corp., Series 2021B                                                                                     | CUSIP: 64985TDK4<br>LEI: 54930039Y2EMGXN6LM88 | Long             | DBT              | MUN               | US        |       9725000 | PA      | $8399162.98     | 0.02%             | 2033-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| LANXESS AG                                                                       | LANXESS AG                                                                                                                       | CUSIP: N/A<br>LEI: 529900PTLRE72EMYIJ77       | Long             | DBT              | CORP              | DE        |       8300000 | PA      | $9488378.18     | 0.02%             | 2028-03-22      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Circet Europe                                                                    | Circet Europe, Facility 1st Lien Term Loan B                                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | FR        |       2500000 | PA      | $2922788.44     | 0.01%             | 2028-10-13      | Variable      | 5.23%                 | No            |                  2 | On Loan: No      |
| CVC Cordatus Loan Fund XXII DAC                                                  | CVC Cordatus Loan Fund XXII DAC, Series 22X, Class D                                                                             | CUSIP: N/A<br>LEI: 549300CLF3QO0FAYZ343       | Long             | ABS-CBDO         | CORP              | IE        |        755000 | PA      | $887875.65      | 0.00%             | 2034-12-15      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| Alphabet, Inc.                                                                   | Alphabet, Inc.                                                                                                                   | CUSIP: 02079KAT4<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |      24369000 | PA      | $28229463.25    | 0.07%             | 2054-05-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Exmoor Funding plc                                                               | Exmoor Funding plc, Series 2024-1, Class D                                                                                       | CUSIP: N/A<br>LEI: 635400TJWGCUUIZAGH30       | Long             | ABS-MBS          | CORP              | GB        |        196000 | PA      | $268573.96      | 0.00%             | 2094-03-25      | Floating      | 7.02%                 | No            |                  2 | On Loan: No      |
| GoodLeap Home Improvement Solutions Trust                                        | GoodLeap Home Improvement Solutions Trust, Series 2025-1A, Class B                                                               | CUSIP: 38237EAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       1009324 | PA      | $1032065.44     | 0.00%             | 2049-02-20      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Localiza Rent a Car SA                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |           -71 | NS      | $47.14          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $103367.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Conseco Finance Corp.                                                            | Conseco Finance Corp., Series 1996-10, Class B1                                                                                  | CUSIP: 393505RK0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       1117572 | PA      | $1134470.44     | 0.00%             | 2028-11-15      | Variable      | 7.24%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |       1065330 | PA      | $189451.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Finance Ireland Auto Receivables No. 1 DAC                                       | Finance Ireland Auto Receivables No. 1 DAC, Series 1, Class C                                                                    | CUSIP: N/A<br>LEI: 635400BLNU2XY7TLEN04       | Long             | ABS-O            | CORP              | IE        |        390317 | PA      | $464487.30      | 0.00%             | 2033-09-12      | Floating      | 4.26%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings, Inc.                                                          | Quikrete Holdings, Inc., 1st Lien Term Loan B3                                                                                   | CUSIP: 74839XAL3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |        513712 | PA      | $512813.50      | 0.00%             | 2032-02-10      | Variable      | 6.58%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | iShares iBoxx $ High Yield Corporate Bond ETF                                                                                    | CUSIP: 464288513<br>LEI: N/A                  | N/A              | DE               |  | US        |       -539488 | NS      | $-377641.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Viterra Finance BV                                                               | Viterra Finance BV                                                                                                               | CUSIP: N/A<br>LEI: 213800HBZGEIZLKJBI17       | Long             | DBT              | CORP              | NL        |        362000 | PA      | $401172.25      | 0.00%             | 2028-09-24      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                                           | Alternative Loan Trust, Series 2007-OH2, Class A2A                                                                               | CUSIP: 02151RAC7<br>LEI: 549300QKXMAFE33VN106 | Long             | ABS-MBS          | CORP              | US        |        498680 | PA      | $440812.40      | 0.00%             | 2047-08-25      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| AGL CLO 23 Ltd.                                                                  | AGL CLO 23 Ltd., Series 2022-23A, Class A1R                                                                                      | CUSIP: 00119EAN7<br>LEI: 54930001FYWQPYWEPQ30 | Long             | ABS-CBDO         | CORP              | JE        |       9750000 | PA      | $9730500.00     | 0.02%             | 2038-04-20      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| CVC Cordatus Loan Fund XXIII DAC                                                 | CVC Cordatus Loan Fund XXIII DAC, Series 23X, Class ER                                                                           | CUSIP: N/A<br>LEI: 549300UZHWKVESFC2U21       | Long             | ABS-CBDO         | CORP              | IE        |        470000 | PA      | $558019.75      | 0.00%             | 2036-04-25      | Floating      | 9.01%                 | No            |                  2 | On Loan: No      |
| ReNew Pvt Ltd.                                                                   | ReNew Pvt Ltd.                                                                                                                   | CUSIP: N/A<br>LEI: 335800BITJZHVZ1CN475       | Long             | DBT              | CORP              | IN        |      12000000 | PA      | $11902200.00    | 0.03%             | 2027-03-05      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      13200000 | PA      | $-163692.66     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                                            | Foundry JV Holdco LLC                                                                                                            | CUSIP: 350930AJ2<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |      23950000 | PA      | $24929226.17    | 0.06%             | 2037-01-25      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| COLT Mortgage Loan Trust                                                         | COLT Mortgage Loan Trust, Series 2022-5, Class B1                                                                                | CUSIP: 19688LAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       4802000 | PA      | $4440461.74     | 0.01%             | 2067-03-25      | Variable      | 4.68%                 | No            |                  2 | On Loan: No      |
| Generate CLO 9 Ltd.                                                              | Generate CLO 9 Ltd., Series 9A, Class AR                                                                                         | CUSIP: 37147LAN9<br>LEI: 549300OYEZ11WGJ2SS19 | Long             | ABS-CBDO         | CORP              | KY        |      31384187 | PA      | $31478242.27    | 0.07%             | 2038-01-20      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| Americold Realty Operating Partnership LP                                        | Americold Realty Operating Partnership LP                                                                                        | CUSIP: 03063UAA9<br>LEI: 549300FKD9KVWNHSUU79 | Short            | DBT              | CORP              | US        |       -100000 | PA      | $-97877.41      | -0.00%            | 2034-09-12      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| OZLM XIX Ltd.                                                                    | OZLM XIX Ltd., Series 2017-19A, Class A1RR                                                                                       | CUSIP: 67112CBE6<br>LEI: 5493009C40QUU66J8E83 | Long             | ABS-CBDO         | CORP              | KY        |       9750000 | PA      | $9756818.18     | 0.02%             | 2035-01-15      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | USD Currency                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CH        |    -424290000 | PA      | $-2895967.33    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     133200000 | PA      | $-2434330.03    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-125600.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Synchrony Financial                                                                                                              | CUSIP: 87165B103<br>LEI: N/A                  | N/A              | DE               |  | US        |         20800 | NS      | $113776.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                                 | NRG Energy, Inc.                                                                                                                 | CUSIP: 629377CW0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |       1036000 | PA      | $1046324.78     | 0.00%             | 2033-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Forvia SE                                                                        | Forvia SE                                                                                                                        | CUSIP: N/A<br>LEI: 969500F0VMZLK2IULV85       | Long             | DBT              | CORP              | FR        |       3587000 | PA      | $4153856.72     | 0.01%             | 2028-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| RR 17 Ltd.                                                                       | RR 17 Ltd., Series 2021-17A, Class SUB                                                                                           | CUSIP: 74980YAC8<br>LEI: 549300H1BYT42IUZDL59 | Long             | ABS-CBDO         | CORP              | KY        |        475000 | PA      | $176643.00      | 0.00%             | 2034-07-15      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                                              | New Residential Mortgage Loan Trust, Series 2019-2A, Class A1                                                                    | CUSIP: 64830DAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1451546 | PA      | $1423120.45     | 0.00%             | 2057-12-25      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| Continuum Green Energy India Pvt                                                 | Continuum Green Energy India Pvt                                                                                                 | CUSIP: N/A<br>LEI: 335800ZNO2SOIWFPSQ56       | Long             | DBT              | CORP              | IN        |       5656323 | PA      | $5818942.29     | 0.01%             | 2033-06-26      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Heiwa Corp.                                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |        -62300 | NS      | $-9248.73       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | AddTech AB, Class B                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |        -30200 | NS      | $-24457.22      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chelsea 24th Street LLC                                                          | Chelsea 24th Street LLC, 1st Lien Term Loan                                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      18600000 | PA      | $18611160.00    | 0.04%             | 2031-10-17      | Variable      | 7.57%                 | No            |                  3 | On Loan: No      |
| RR 16 Ltd.                                                                       | RR 16 Ltd., Series 2021-16A, Class SUB                                                                                           | CUSIP: 74971JAC2<br>LEI: 549300FLUOZC8QYYKL96 | Long             | ABS-CBDO         | CORP              | KY        |       4000000 | PA      | $1776000.00     | 0.00%             | 2121-07-15      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| ADMI Corp.                                                                       | ADMI Corp., 1st Lien Term Loan                                                                                                   | CUSIP: 00709LAH0<br>LEI: 5493008U1LYGMQWO7N12 | Long             | LON              | CORP              | US        |        492288 | PA      | $465005.31      | 0.00%             | 2027-12-23      | Variable      | 7.82%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding XXIV Ltd.                                                   | Madison Park Funding XXIV Ltd., Series 2016-24A, Class CR2                                                                       | CUSIP: 55820NBA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       1500000 | PA      | $1497750.00     | 0.00%             | 2029-10-20      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Canon, Inc.                                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         46500 | NS      | $-36186.23      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Taiyo Yuden Co. Ltd.                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | JP        |       2000000 | NS      | $118432.28      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| AppLovin Corp.                                                                   | AppLovin Corp.                                                                                                                   | CUSIP: 03831WAE8<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |      21396000 | PA      | $20896004.58    | 0.05%             | 2054-12-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Brink's Co. (The)                                                                | Brink's Co. (The)                                                                                                                | CUSIP: 109696AD6<br>LEI: XFP140TFNOQMIVFTVQ13 | Long             | DBT              | CORP              | US        |        946000 | PA      | $985161.56      | 0.00%             | 2032-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| East One plc                                                                     | East One plc, Series 2024-1, Class B                                                                                             | CUSIP: N/A<br>LEI: 213800PCKNACOVV1MZ66       | Long             | ABS-MBS          | CORP              | GB        |       1969000 | PA      | $2715953.47     | 0.01%             | 2055-12-27      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| IFCO Management GmbH                                                             | IFCO Management GmbH, 1st Lien Term Loan B                                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | DE        |       4000000 | PA      | $4717689.75     | 0.01%             | 2029-11-29      | Variable      | 6.34%                 | No            |                  2 | On Loan: No      |
| Five Holdings Bvi Ltd.                                                           | Five Holdings Bvi Ltd.                                                                                                           | CUSIP: N/A<br>LEI: 894500RYZ0A75W1L6C62       | Long             | DBT              | CORP              | VG        |       2500000 | PA      | $2620625.00     | 0.01%             | 2028-10-03      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Bayer AG                                                                         | Bayer AG                                                                                                                         | CUSIP: N/A<br>LEI: 549300J4U55H3WP1XT59       | Long             | DBT              | CORP              | DE        |       2800000 | PA      | $3546457.37     | 0.01%             | 2083-09-25      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| London Wall Mortgage Capital plc                                                 | London Wall Mortgage Capital plc, Series 2024-1, Class C                                                                         | CUSIP: N/A<br>LEI: 213800QSO8J75OTK5919       | Long             | ABS-MBS          | CORP              | GB        |       4150278 | PA      | $5693809.17     | 0.01%             | 2057-05-15      | Floating      | 6.24%                 | No            |                  2 | On Loan: No      |
| Brants Bridge plc                                                                | Brants Bridge plc, Series 2022-1, Class B                                                                                        | CUSIP: N/A<br>LEI: 213800IC19UU5PEEKN15       | Long             | ABS-MBS          | CORP              | GB        |       2600000 | PA      | $3579468.19     | 0.01%             | 2064-12-12      | Floating      | 6.63%                 | No            |                  2 | On Loan: No      |
| Volkswagen Bank GmbH                                                             | Volkswagen Bank GmbH                                                                                                             | CUSIP: N/A<br>LEI: 529900GJD3OQLRZCKW37       | Long             | DBT              | CORP              | DE        |      17500000 | PA      | $20595504.07    | 0.05%             | 2026-07-31      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Irca SpA                                                                         | Irca SpA                                                                                                                         | CUSIP: N/A<br>LEI: 815600CDE52BA2426216       | Long             | DBT              | CORP              | IT        |       9107000 | PA      | $10742062.17    | 0.03%             | 2029-12-15      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |     592002783 | PA      | $32881.28       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     249166310 | PA      | $5236103.93     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                         | Electricite de France SA                                                                                                         | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | NUSS              | FR        |       5900000 | PA      | $7922813.64     | 0.02%             | 2029-01-22      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SG Holdings Co. Ltd.                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |       -125800 | NS      | $29608.78       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | USD Currency                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CH        |     424290000 | PA      | $15801387.51    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands IV BV                                    | Teva Pharmaceutical Finance Netherlands IV BV                                                                                    | CUSIP: 881937AA4<br>LEI: 549300GKSD1RG56QRY33 | Long             | DBT              | CORP              | NL        |        828000 | PA      | $837074.88      | 0.00%             | 2030-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDIO                                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |     -41445000 | PA      | $-15125.67      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Apidos CLO XX                                                                    | Apidos CLO XX, Series 2015-20A, Class A1RA                                                                                       | CUSIP: 03765LAP7<br>LEI: 5493008YDOADR1DMZM86 | Long             | ABS-CBDO         | CORP              | KY        |        684633 | PA      | $685594.40      | 0.00%             | 2031-07-16      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDIO                                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |      20000000 | PA      | $12853.81       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |       1485000 | PA      | $63369.74       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Eurogrid GmbH                                                                    | Eurogrid GmbH                                                                                                                    | CUSIP: N/A<br>LEI: 967600Q53854Z2NBCC81       | Long             | DBT              | CORP              | DE        |       5500000 | PA      | $6685682.43     | 0.02%             | 2030-04-27      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| Indy US Bidco LLC                                                                | Indy US Bidco LLC, 1st Lien Term Loan                                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2988750 | PA      | $3501903.69     | 0.01%             | 2028-03-06      | Variable      | 5.43%                 | No            |                  2 | On Loan: No      |
| Homeward Opportunities Fund I Trust                                              | Homeward Opportunities Fund I Trust, Series 2020-2, Class B1                                                                     | CUSIP: 43789XAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       9900984 | PA      | $9867462.24     | 0.02%             | 2065-05-25      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                                           | Arab Republic of Egypt                                                                                                           | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |       2023000 | PA      | $2197917.72     | 0.01%             | 2030-04-16      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| A&D Mortgage Trust                                                               | A&D Mortgage Trust, Series 2024-NQM5, Class M1                                                                                   | CUSIP: 00039KAF7<br>LEI: 9845006Z1DC68561N347 | Long             | ABS-MBS          | CORP              | US        |       4138000 | PA      | $4193130.99     | 0.01%             | 2069-11-25      | Variable      | 6.52%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | NDIRS                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | FR        |       6276000 | PA      | $-5211.68       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bear Stearns Mortgage Funding Trust                                              | Bear Stearns Mortgage Funding Trust, Series 2006-SL1, Class A1                                                                   | CUSIP: 07400WAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        668965 | PA      | $661030.16      | 0.00%             | 2036-08-25      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| Republic of El Salvador                                                          | Republic of El Salvador                                                                                                          | CUSIP: N/A<br>LEI: 529900AKDMUSFSDOM949       | Long             | DBT              | NUSS              | SV        |       7646000 | PA      | $8111947.24     | 0.02%             | 2030-04-17      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                                 | NRG Energy, Inc.                                                                                                                 | CUSIP: 629377508<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | EC               | CORP              | US        |         55952 | NS      | $8984772.16     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-1324156.13    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Dyno Nobel Ltd.                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        763100 | NS      | $-4748.49       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RFMSI Trust                                                                      | RFMSI Trust, Series 2006-SA4, Class 2A1                                                                                          | CUSIP: 74958CAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        375187 | PA      | $308185.07      | 0.00%             | 2036-11-25      | Variable      | 5.54%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      10488000 | PA      | $-531257.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Telekom AG                                                              | Deutsche Telekom AG                                                                                                              | CUSIP: N/A<br>LEI: 549300V9QSIG4WX4GJ96       | Long             | DBT              | CORP              | DE        |       7482000 | PA      | $5733489.56     | 0.01%             | 2049-12-09      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     981388005 | PA      | $-22495155.55   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| City of Ulaanbaatar Mongolia                                                     | City of Ulaanbaatar Mongolia                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MN        |       2000000 | PA      | $1995000.00     | 0.00%             | 2027-08-21      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Sales Tax Financing Corp.                                            | Puerto Rico Sales Tax Financing Corp., Series 2018A-1                                                                            | CUSIP: 74529JPW9<br>LEI: N/A                  | Long             | DBT              | MUN               | PR        |       2048000 | PA      | $1871777.19     | 0.00%             | 2053-07-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Voyager OPTONE Delaware Trust                                                    | Voyager OPTONE Delaware Trust, Series 2009-1, Class SAA7                                                                         | CUSIP: 92911BAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      30154024 | PA      | $6579023.07     | 0.02%             | 2038-02-25      | Variable      | 2.76%                 | No            |                  2 | On Loan: No      |
| Glencore Capital Finance DAC                                                     | Glencore Capital Finance DAC                                                                                                     | CUSIP: N/A<br>LEI: 213800HCUCI1HC7X6Q34       | Long             | DBT              | CORP              | IE        |      10528000 | PA      | $11931801.26    | 0.03%             | 2028-03-10      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Barclays plc                                                                     | Barclays plc                                                                                                                     | CUSIP: N/A<br>LEI: 213800LBQA1Y9L22JB70       | Long             | DBT              | CORP              | GB        |       3266000 | PA      | $4395982.96     | 0.01%             | 2027-02-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | TELUS Corp.                                                                                                                      | CUSIP: 87971M103<br>LEI: N/A                  | N/A              | DE               |  | US        |        -86400 | NS      | $23254.04       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Kansai Paint Co. Ltd.                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     750000000 | NC      | $435484.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Noodle, Inc., Series C                                                           | Noodle, Inc., Series C                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |        862850 | NS      | $862850.00      | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                                              | IRS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      11796510 | PA      | $741079.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CCO Holdings LLC                                                                 | CCO Holdings LLC                                                                                                                 | CUSIP: 1248EPCL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       6815000 | PA      | $6229116.49     | 0.01%             | 2033-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Long Beach Mortgage Loan Trust                                                   | Long Beach Mortgage Loan Trust, Series 2006-5, Class 2A3                                                                         | CUSIP: 54251PAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       7799437 | PA      | $3637968.56     | 0.01%             | 2036-06-25      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Altria Group, Inc.                                                                                                               | CUSIP: 02209S103<br>LEI: N/A                  | N/A              | DE               |  | US        |         33100 | NS      | $-13705.74      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp. Variable Rate Notes, Series 5505, Class JF                                                      | CUSIP: 3137HJ6Z5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      77222666 | PA      | $77455044.60    | 0.18%             | 2055-02-25      | Floating      | 5.76%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa                                                         | Republic of South Africa                                                                                                         | CUSIP: N/A<br>LEI: 378900AAFB4F17004C49       | Long             | DBT              | NUSS              | ZA        |        491000 | PA      | $581120.72      | 0.00%             | 2026-07-24      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                     | UBS Group AG                                                                                                                     | CUSIP: N/A<br>LEI: 549300SZJ9VS8SGXAN81       | Long             | DBT              | CORP              | CH        |       7974000 | PA      | $7913636.82     | 0.02%             | 2026-07-29      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| Gruenenthal GmbH                                                                 | Gruenenthal GmbH                                                                                                                 | CUSIP: N/A<br>LEI: 529900SH895E31PGLA72       | Long             | DBT              | CORP              | DE        |       1616000 | PA      | $1915502.91     | 0.00%             | 2031-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                                                       | Progress Residential Trust, Series 2021-SFR10, Class E2                                                                          | CUSIP: 74333WAL6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       1476980 | PA      | $1400610.78     | 0.00%             | 2040-12-17      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | USD Currency                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CA        |     -28756000 | PA      | $-64096.86      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Autonoria Spain FT                                                               | Autonoria Spain FT, Series 2023-SP, Class C                                                                                      | CUSIP: N/A<br>LEI: 959800XCSR4Q127ENL67       | Long             | ABS-O            | CORP              | ES        |       1150071 | PA      | $1373500.03     | 0.00%             | 2041-09-30      | Floating      | 3.89%                 | No            |                  2 | On Loan: No      |
| Chart Industries, Inc.                                                           | Chart Industries, Inc.                                                                                                           | CUSIP: 16115QAF7<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | DBT              | CORP              | US        |        874000 | PA      | $915013.32      | 0.00%             | 2030-01-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Mitra Adiperkasa Tbk. PT                                                         | Mitra Adiperkasa Tbk. PT                                                                                                         | CUSIP: N/A<br>LEI: 254900Z2B7Y7F69ZZZ04       | Long             | EC               | CORP              | ID        |       4787500 | NS      | $347706.38      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Madison Park Funding XXX Ltd.                                                    | Madison Park Funding XXX Ltd., Series 2018-30A, Class A1R                                                                        | CUSIP: 55821TAL1<br>LEI: 549300FFTJ3WPTJK8589 | Long             | ABS-CBDO         | CORP              | KY        |      25800000 | PA      | $25880070.30    | 0.06%             | 2037-07-16      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Inpex Corp.                                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         90900 | NS      | $-57843.73      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Borrower LLC                                              | Hilton Grand Vacations Borrower LLC                                                                                              | CUSIP: 43284MAA6<br>LEI: 254900HF0EZ734FDVY79 | Long             | DBT              | CORP              | US        |       2209000 | PA      | $2124719.58     | 0.01%             | 2029-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Formosa Plastics Corp.                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |       -174000 | NS      | $-4148.16       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barentz International BV                                                         | Barentz International BV, Facility 1st Lien Term Loan B3                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | NL        |        498750 | PA      | $496879.69      | 0.00%             | 2031-03-03      | Variable      | 7.65%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Microsoft Corp.                                                                                                                  | CUSIP: 00PBG61K4<br>LEI: N/A                  | N/A              | DE               |  | US        |          -220 | NC      | $-52140.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Sunrise SPV 50 SRL                                                               | Sunrise SPV 50 SRL, Series 2023-2, Class A1                                                                                      | CUSIP: N/A<br>LEI: 815600889DEEA162CF57       | Long             | ABS-O            | CORP              | IT        |       1814766 | PA      | $2144715.28     | 0.01%             | 2048-07-27      | Floating      | 2.98%                 | No            |                  2 | On Loan: No      |
| California Buyer Ltd.                                                            | California Buyer Ltd.                                                                                                            | CUSIP: N/A<br>LEI: 254900V5SMQ1UP1CLC26       | Long             | DBT              | CORP              | GB        |       9099000 | PA      | $11024166.12    | 0.03%             | 2032-02-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Ardonagh Finco Ltd.                                                              | Ardonagh Finco Ltd.                                                                                                              | CUSIP: N/A<br>LEI: 254900D2T84O1K03BA28       | Long             | DBT              | CORP              | JE        |      14690000 | PA      | $17780704.92    | 0.04%             | 2031-02-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Forvia SE                                                                        | Forvia SE                                                                                                                        | CUSIP: N/A<br>LEI: 969500F0VMZLK2IULV85       | Long             | DBT              | CORP              | FR        |       7818000 | PA      | $9084686.12     | 0.02%             | 2031-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                                                     | BX Commercial Mortgage Trust, Series 2024-XL4, Class A                                                                           | CUSIP: 05611VAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       5179923 | PA      | $5186382.13     | 0.01%             | 2039-02-15      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| CVC Cordatus Loan Fund XXX DAC                                                   | CVC Cordatus Loan Fund XXX DAC, Series 30X, Class A                                                                              | CUSIP: N/A<br>LEI: 5493000M05JNL8RFAD47       | Long             | ABS-CBDO         | CORP              | IE        |       5750000 | PA      | $6802445.02     | 0.02%             | 2037-05-15      | Floating      | 3.62%                 | No            |                  2 | On Loan: No      |
| Bellis Acquisition Co. plc                                                       | Bellis Acquisition Co. plc                                                                                                       | CUSIP: N/A<br>LEI: 259400CYE2267UB4A481       | Long             | DBT              | CORP              | GB        |      17009000 | PA      | $21975743.89    | 0.05%             | 2030-05-14      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Packaging Corp. of America                                                       | Packaging Corp. of America                                                                                                       | CUSIP: 695156AT6<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | DBT              | CORP              | US        |        100000 | PA      | $97854.02       | 0.00%             | 2027-12-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Match Group, Inc.                                                                                                                | CUSIP: 57667L107<br>LEI: N/A                  | N/A              | DE               |  | US        |         69800 | NS      | $-62055.91      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOP                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | FR        |     -40410211 | PA      | $-1523389.60    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust                                                         | Ajax Mortgage Loan Trust, Series 2022-B, Class B                                                                                 | CUSIP: 00971BAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      10115788 | PA      | $7886407.92     | 0.02%             | 2062-03-27      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Navient Private Education Refi Loan Trust                                        | Navient Private Education Refi Loan Trust, Series 2020-FA, Class B                                                               | CUSIP: 63941XAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       4310000 | PA      | $3651124.70     | 0.01%             | 2069-07-15      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                                 | Boeing Co. (The)                                                                                                                 | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Short            | DBT              | CORP              | US        |       -900000 | PA      | $-863100.71     | -0.00%            | 2050-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| FWD Group Holdings Ltd.                                                          | FWD Group Holdings Ltd.                                                                                                          | CUSIP: N/A<br>LEI: 254900HEGGDS8WU5QZ97       | Long             | DBT              | CORP              | KY        |      25400000 | PA      | $26143585.00    | 0.06%             | 2029-04-05      | Fixed         | 8.40%                 | No            |                  2 | On Loan: No      |
| DISH Network Corp.                                                               | DISH Network Corp.                                                                                                               | CUSIP: 25470MAF6<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |      11915000 | PA      | $10723500.00    | 0.03%             | 2025-12-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Solina Group Services SAS                                                        | Solina Group Services, Facility 1st Lien Term Loan 8                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4000000 | PA      | $4713307.78     | 0.01%             | 2028-07-31      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| Level 3 Financing, Inc.                                                          | Level 3 Financing, Inc.                                                                                                          | CUSIP: 527298BZ5<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |       5655000 | PA      | $6411356.25     | 0.02%             | 2030-12-15      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-67374.30      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                                           | Alternative Loan Trust, Series 2005-55CW, Class 2A3                                                                              | CUSIP: 12668AUP8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1140387 | PA      | $848230.34      | 0.00%             | 2035-11-25      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                                              | CUSIP: 912810TN8<br>LEI: 254900HROIFWPRGM1V77 | Short            | DBT              | UST               | US        |     -42000000 | PA      | $-34285781.04   | -0.08%            | 2053-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-120252.37     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MTR Corp. CI Ltd.                                                                | MTR Corp. CI Ltd.                                                                                                                | CUSIP: N/A<br>LEI: 254900SEVE6JAZLGDW04       | Long             | DBT              | CORP              | KY        |      14000000 | PA      | $14100800.00    | 0.03%             | 2035-09-24      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-89332.51      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     794377300 | PA      | $5533396.06     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-25866.96      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-135290.68     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FirstKey Homes Trust                                                             | FirstKey Homes Trust, Series 2022-SFR2, Class E1                                                                                 | CUSIP: 33767PAJ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       4977000 | PA      | $4845650.50     | 0.01%             | 2039-07-17      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NGL Energy Operating LLC                                                         | NGL Energy Operating LLC, 1st Lien Term Loan                                                                                     | CUSIP: 62922KAF7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |        411788 | PA      | $408036.12      | 0.00%             | 2031-02-03      | Variable      | 8.08%                 | No            |                  2 | On Loan: No      |
| City of San Francisco                                                            | City of San Francisco, Series 2025, Sub-Series D                                                                                 | CUSIP: 79771FLK1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |       3785000 | PA      | $3872708.03     | 0.01%             | 2055-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-24048.11      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                                                     | Barclays Mortgage Loan Trust, Series 2024-NQM4, Class B1                                                                         | CUSIP: 06745KAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       3489450 | PA      | $3489719.39     | 0.01%             | 2064-12-26      | Variable      | 6.96%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-169652.57     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                         | CUSIP: 21H042679<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     414754000 | PA      | $396943625.44   | 0.94%             | 2055-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust                                       | JPMBB Commercial Mortgage Securities Trust, Series 2015-C33, Class D1                                                            | CUSIP: 46645JBG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       2084000 | PA      | $1888710.65     | 0.00%             | 2048-12-15      | Variable      | 4.28%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-201386.23     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $78297.88       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fidelity Grand Harbour CLO DAC                                                   | Fidelity Grand Harbour CLO DAC, Series 2023-1X, Class AR                                                                         | CUSIP: N/A<br>LEI: 635400GMXFDXRDDHLG52       | Long             | ABS-CBDO         | CORP              | IE        |       7940000 | PA      | $9382422.12     | 0.02%             | 2038-02-15      | Floating      | 3.37%                 | No            |                  2 | On Loan: No      |
| BlackRock ETF Trust II                                                           | iShares AAA CLO Active ETF                                                                                                       | CUSIP: 092528504<br>LEI: 529900KNSFG5S5J6YP44 | Long             |  | RF                | US        |        300000 | NS      | $15576000.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| RBC Capital Markets LLC                                                          | RBC Capital Markets LLC                                                                                                          | CUSIP: N/A<br>LEI: 549300LCO2FLSSVFFR64       | Long             | RA               | CORP              | US        |        293046 | PA      | $293046.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hill FL                                                                          | Hill FL, Series 2024-1FL, Class D                                                                                                | CUSIP: N/A<br>LEI: 7245006MK9ZZTYTYIQ03       | Long             | ABS-O            | CORP              | NL        |        173428 | PA      | $207210.65      | 0.00%             | 2032-02-18      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-161520.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ashton Woods USA LLC                                                             | Ashton Woods USA LLC                                                                                                             | CUSIP: 045086AK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      12838000 | PA      | $12891008.10    | 0.03%             | 2028-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Cayuga Park CLO Ltd.                                                             | Cayuga Park CLO Ltd., Series 2020-1A, Class AR                                                                                   | CUSIP: 149791AP0<br>LEI: 549300SVH2QJEV4A2G21 | Long             | ABS-CBDO         | CORP              | KY        |       1710000 | PA      | $1712812.10     | 0.00%             | 2034-07-17      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-750632.48     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Wynn Macau Ltd.                                                                  | Wynn Macau Ltd.                                                                                                                  | CUSIP: N/A<br>LEI: 254900NMDQ8ENTHU1I31       | Long             | DBT              | CORP              | KY        |      22115000 | PA      | $21689286.25    | 0.05%             | 2028-08-26      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Deutsche Lufthansa AG                                                            | Deutsche Lufthansa AG                                                                                                            | CUSIP: N/A<br>LEI: 529900PH63HYJ86ASW55       | Long             | DBT              | CORP              | DE        |       2700000 | PA      | $3156770.54     | 0.01%             | 2055-01-15      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| Avoca CLO XXII DAC                                                               | Avoca CLO XXII DAC, Series 22X, Class B1                                                                                         | CUSIP: N/A<br>LEI: 5493000BN1WPGQDK4X78       | Long             | ABS-CBDO         | CORP              | IE        |        710000 | PA      | $830084.21      | 0.00%             | 2035-04-15      | Floating      | 3.58%                 | No            |                  2 | On Loan: No      |
| Wynn Macau Ltd.                                                                  | Wynn Macau Ltd.                                                                                                                  | CUSIP: 98313RAG1<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |       2896000 | PA      | $2889303.00     | 0.01%             | 2026-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| RBC Europe Ltd.                                                                  | RBC Europe Ltd.                                                                                                                  | CUSIP: N/A<br>LEI: TXDSU46SXBWIGJ8G8E98       | Long             | RA               | CORP              | GB        |      18415346 | PA      | $25277824.79    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Dryden 50 Senior Loan Fund                                                       | Dryden 50 Senior Loan Fund, Series 2017-50A, Class B                                                                             | CUSIP: 262431AD1<br>LEI: 5493008NBEE3C4AF3K95 | Long             | ABS-CBDO         | CORP              | KY        |        250000 | PA      | $250666.90      | 0.00%             | 2030-07-15      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                                  | TransDigm, Inc.                                                                                                                  | CUSIP: 893647BW6<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |       1817000 | PA      | $1826873.23     | 0.00%             | 2033-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federation of Malaysia                                                           | Malaysia Government Bond                                                                                                         | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |     136772000 | PA      | $35159548.12    | 0.08%             | 2033-11-07      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $803448.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Ltd.                                                 | Benefit Street Partners CLO Ltd., Series 2015-6BR, Class A1R                                                                     | CUSIP: 08182DAN4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       4000000 | PA      | $3996000.00     | 0.01%             | 2038-04-20      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Canada 10-Year Bonds                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | CA        |          1225 | NC      | $560471.88      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $30022.17       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Summer BC Holdco B SARL                                                          | Summer BC Holdco B SARL, Facility 1st Lien Term Loan B                                                                           | CUSIP: L8869UAB9<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |       2411738 | PA      | $2818548.85     | 0.01%             | 2029-01-31      | Variable      | 6.48%                 | No            |                  2 | On Loan: No      |
| CaixaBank SA                                                                     | CaixaBank SA                                                                                                                     | CUSIP: 12803RAM6<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |       4000000 | PA      | $4041028.00     | 0.01%             | 2036-07-03      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Best Buy Co., Inc.                                                                                                               | CUSIP: 086516101<br>LEI: N/A                  | N/A              | DE               |  | US        |         11700 | NS      | $-56519.74      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Palladyne AI Corp.                                                                                                               | CUSIP: 80359A114<br>LEI: N/A                  | N/A              | DE               |  | US        |        505097 | NS      | $192947.05      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Genius Sports Ltd.                                                               | Genius Sports Ltd.                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | GG        |       1345384 | NS      | $13991993.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Hellenic Telecommunications Organization SA                                      | Hellenic Telecommunications Organization SA, Class R                                                                             | CUSIP: N/A<br>LEI: ELPUFM0XZRZO4LFXW404       | Long             | EC               | CORP              | GR        |         43799 | NS      | $832711.54      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ajax Mortgage Loan Trust                                                         | Ajax Mortgage Loan Trust, Series 2022-B, Class M1                                                                                | CUSIP: 00971BAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1365498 | PA      | $1225524.62     | 0.00%             | 2062-03-27      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Credit-Based Asset Servicing & Securitization LLC                                | Credit-Based Asset Servicing & Securitization LLC, Series 2006-CB2, Class AF4                                                    | CUSIP: 12498NAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        925820 | PA      | $752660.12      | 0.00%             | 2036-12-25      | Variable      | 2.99%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                                 | Boeing Co. (The)                                                                                                                 | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      15000000 | PA      | $14385011.85    | 0.03%             | 2050-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Republic of Poland                                                               | Republic of Poland                                                                                                               | CUSIP: N/A<br>LEI: 259400R9L8QEP0TPXS31       | Long             | DBT              | NUSS              | PL        |     404238000 | PA      | $115403003.94   | 0.27%             | 2029-04-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Julius Baer Group Ltd.                                                           | Julius Baer Group Ltd.                                                                                                           | CUSIP: N/A<br>LEI: 5299007MF0604ZGJER92       | Long             | DBT              | CORP              | CH        |       1906000 | PA      | $2315394.97     | 0.01%             | 2029-08-15      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| Market Bidco Ltd.                                                                | Market Bidco Ltd., Facility 1st Lien Term Loan B3                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | GB        |       6650000 | PA      | $7720802.01     | 0.02%             | 2030-11-04      | Variable      | 6.63%                 | No            |                  2 | On Loan: No      |
| Challenger                                                                       | Challenger, 1st Lien Term Loan                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | ES        |      14718117 | PA      | $17293862.59    | 0.04%             | 2025-07-18      | Variable      | 5.65%                 | No            |                  3 | On Loan: No      |
| Conseco Finance Corp.                                                            | Conseco Finance Corp., Series 1997-6, Class M1                                                                                   | CUSIP: 393505XH0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        787621 | PA      | $801141.84      | 0.00%             | 2029-01-15      | Variable      | 7.21%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp.                                                            | Lockheed Martin Corp.                                                                                                            | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               | CORP              | US        |         16950 | NS      | $7850223.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Iberdrola Finanzas SA                                                            | Iberdrola Finanzas SA                                                                                                            | CUSIP: N/A<br>LEI: 5493004PZNZWWBOUV388       | Long             | DBT              | CORP              | ES        |      18300000 | PA      | $20757873.94    | 0.05%             | 2027-08-16      | Variable      | 1.57%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EURO STOXX 50 Index                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DE        |           447 | NC      | $151644.57      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ineos Quattro Holdings UK Ltd.                                                   | Ineos Quattro Holdings UK Ltd., Facility 1st Lien Term Loan B                                                                    | CUSIP: G4770MAM6<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |       7695158 | PA      | $8591162.59     | 0.02%             | 2029-04-03      | Variable      | 6.43%                 | No            |                  2 | On Loan: No      |
| INV Mortgage Trust                                                               | INV Mortgage Trust, Series 2024-IND, Class A                                                                                     | CUSIP: 45000DAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       9520000 | PA      | $9514561.22     | 0.02%             | 2041-11-15      | Floating      | 6.05%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |       1017000 | PA      | $24191.40       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cumulus Static CLO DAC                                                           | Cumulus Static CLO DAC, Series 2024-1A, Class D                                                                                  | CUSIP: N/A<br>LEI: 2549005ZFHRHIZ9ONM43       | Long             | ABS-CBDO         | CORP              | IE        |        974000 | PA      | $1150754.48     | 0.00%             | 2033-11-15      | Floating      | 5.84%                 | No            |                  2 | On Loan: No      |
| Republic of India                                                                | Republic of India                                                                                                                | CUSIP: N/A<br>LEI: 335800IV7VCDQGIOI391       | Long             | DBT              | NUSS              | IN        |    4471200000 | PA      | $52344738.81    | 0.12%             | 2054-08-05      | Fixed         | 7.09%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Mitsui & Co. Ltd.                                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         10400 | NS      | $-2590.73       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| A2A SpA                                                                          | A2A SpA                                                                                                                          | CUSIP: N/A<br>LEI: 81560076E3944316DB24       | Long             | DBT              | CORP              | IT        |       3300000 | PA      | $4024003.21     | 0.01%             | 2029-06-11      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Republic of Angola                                                               | Republic of Angola                                                                                                               | CUSIP: N/A<br>LEI: 549300QHR2R3J8JSGK83       | Long             | DBT              | NUSS              | AO        |        451000 | PA      | $452127.50      | 0.00%             | 2025-11-12      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding XXIV Ltd.                                                   | Madison Park Funding XXIV Ltd., Series 2016-24A, Class BR2                                                                       | CUSIP: 55820NAY7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       7250000 | PA      | $7248653.68     | 0.02%             | 2029-10-20      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| Xtrackers Harvest CSI 300 China A-Shares ETF                                     | Xtrackers Harvest CSI 300 China A-Shares ETF, Class A                                                                            | CUSIP: 233051879<br>LEI: 549300KGVW9YY7MPVQ67 | Long             |  | RF                | US        |          7601 | NS      | $209331.54      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Arena Luxembourg Finance SARL                                                    | Arena Luxembourg Finance SARL                                                                                                    | CUSIP: N/A<br>LEI: 222100KX2LPK5KRSIG74       | Long             | DBT              | CORP              | LU        |       7723000 | PA      | $9169194.15     | 0.02%             | 2030-05-01      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                                            | United Mexican States                                                                                                            | CUSIP: 91087BAY6<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |        210000 | PA      | $211077.30      | 0.00%             | 2029-05-07      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Republic of the Philippines                                                      | Republic of Philippines                                                                                                          | CUSIP: 718286CY1<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |        200000 | PA      | $201250.00      | 0.00%             | 2028-07-17      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Tower Bridge Funding plc                                                         | Tower Bridge Funding plc, Series 2021-2, Class B                                                                                 | CUSIP: N/A<br>LEI: 63540046RPZ8IOOPGL28       | Long             | ABS-MBS          | CORP              | GB        |        252999 | PA      | $347446.76      | 0.00%             | 2063-11-20      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Mercari, Inc.                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -41900 | NS      | $21273.52       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Diameter Capital CLO 2 Ltd.                                                      | Diameter Capital CLO 2 Ltd., Series 2021-2A, Class A1R                                                                           | CUSIP: 25255LAS1<br>LEI: 2549008BUJNKS7JJUU65 | Long             | ABS-CBDO         | CORP              | KY        |      14750000 | PA      | $14819631.80    | 0.03%             | 2037-10-15      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| Pony SA                                                                          | Pony SA, Series 2024-1, Class C                                                                                                  | CUSIP: N/A<br>LEI: 2221001FWHVHKUW4NQ77       | Long             | ABS-O            | CORP              | LU        |        600000 | PA      | $707411.75      | 0.00%             | 2033-01-14      | Floating      | 3.09%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR Currency                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |       4025300 | PA      | $1206.33        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | USD/CNH One-touch barrier option; Barrier price USD 7.50000                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       4556800 | PA      | $82789.69       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Medline Borrower LP                                                              | Medline Borrower LP                                                                                                              | CUSIP: 62482BAB8<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |      14461000 | PA      | $14348273.61    | 0.03%             | 2029-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| First Quantum Minerals Ltd.                                                      | First Quantum Minerals Ltd.                                                                                                      | CUSIP: 335934AV7<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |       7298000 | PA      | $7733325.70     | 0.02%             | 2029-03-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $3304.36        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Neuberger Berman Loan Advisers CLO 36 Ltd.                                       | Neuberger Berman Loan Advisers CLO 36 Ltd., Series 2020-36A, Class CR2                                                           | CUSIP: 64133KBA8<br>LEI: 549300MZGBBYK103F794 | Long             | ABS-CBDO         | CORP              | KY        |       6700000 | PA      | $6714773.50     | 0.02%             | 2033-04-20      | Floating      | 6.77%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |       8190000 | PA      | $-65000.45      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Trivium Packaging Finance BV                                                     | Trivium Packaging Finance BV                                                                                                     | CUSIP: 89686QAC0<br>LEI: 724500GMZWW3PVYET548 | Long             | DBT              | CORP              | NL        |       2739000 | PA      | $2936027.23     | 0.01%             | 2031-01-15      | Fixed         | 12.25%                | No            |                  2 | On Loan: No      |
| Signal Peak CLO 14 Ltd.                                                          | Signal Peak CLO 14 Ltd., Series 2024-14A, Class SUB                                                                              | CUSIP: 82667HAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       6000000 | PA      | $5417700.00     | 0.01%             | 2038-01-22      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                              | Petroleos Mexicanos                                                                                                              | CUSIP: N/A<br>LEI: 549300CAZKPF4HKMPX17       | Long             | DBT              | NUSS              | MX        |        965000 | PA      | $1128196.34     | 0.00%             | 2025-11-24      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust                                           | Velocity Commercial Capital Loan Trust, Series 2020-1, Class M1                                                                  | CUSIP: 92259LAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        783366 | PA      | $585918.49      | 0.00%             | 2050-02-25      | Variable      | 2.80%                 | No            |                  2 | On Loan: No      |
| Standard Industries, Inc.                                                        | Standard Industries, Inc.                                                                                                        | CUSIP: 853496AC1<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |       1470000 | PA      | $1466675.89     | 0.00%             | 2027-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                   | BNP Paribas SA                                                                                                                   | CUSIP: 09659W2F0<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |       1100000 | PA      | $1096443.29     | 0.00%             | 2028-08-14      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                                              | Citigroup Commercial Mortgage Trust, Series 2015-P1, Class D                                                                     | CUSIP: 17324DAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       2062000 | PA      | $1975526.11     | 0.00%             | 2048-09-15      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| Preem Holdings AB                                                                | Preem Holdings AB                                                                                                                | CUSIP: N/A<br>LEI: 549300R8F8748VHR6289       | Long             | DBT              | CORP              | SE        |       7560800 | PA      | $9275734.87     | 0.02%             | 2027-06-30      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| Pfizer Investment Enterprises Pte. Ltd.                                          | Pfizer Investment Enterprises Pte. Ltd.                                                                                          | CUSIP: 716973AB8<br>LEI: 5493000FQO8XF9C0RT95 | Short            | DBT              | CORP              | SG        |      -2100000 | PA      | $-2102299.86    | -0.00%            | 2026-05-19      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Six Flags Entertainment Corp.                                                    | Six Flags Entertainment Corp.                                                                                                    | CUSIP: 83001AAC6<br>LEI: 529900AS2CYWYFHRS781 | Long             | DBT              | CORP              | US        |       1566000 | PA      | $1562625.11     | 0.00%             | 2027-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                                                        | Nelnet Student Loan Trust, Series 2021-A, Class B1                                                                               | CUSIP: 64035DAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       4023000 | PA      | $3557977.81     | 0.01%             | 2062-04-20      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-413148.81     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Palmer Square Loan Funding Ltd.                                                  | Palmer Square Loan Funding Ltd., Series 2024-1A, Class D                                                                         | CUSIP: 69703QAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       1750000 | PA      | $1750093.63     | 0.00%             | 2032-10-15      | Floating      | 9.16%                 | No            |                  2 | On Loan: No      |
| Howard Hughes Corp. (The)                                                        | Howard Hughes Corp. (The)                                                                                                        | CUSIP: 44267DAE7<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |        896000 | PA      | $853253.90      | 0.00%             | 2029-02-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Brookfield Residential Properties, Inc.                                          | Brookfield Residential Properties, Inc.                                                                                          | CUSIP: 11283YAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       3069000 | PA      | $2739365.28     | 0.01%             | 2030-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Turk Telekomunikasyon A/S                                                        | Turk Telekomunikasyon A/S                                                                                                        | CUSIP: N/A<br>LEI: 789000A2TXOI10JZLF90       | Long             | DBT              | CORP              | TR        |        416000 | PA      | $424191.04      | 0.00%             | 2029-05-20      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| BlueMountain CLO Ltd.                                                            | BlueMountain CLO Ltd., Series 2016-3A, Class A1R2                                                                                | CUSIP: 09628VAW4<br>LEI: 549300EYIDIF4X8MHI21 | Long             | ABS-CBDO         | CORP              | KY        |       2388394 | PA      | $2390787.64     | 0.01%             | 2030-11-15      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Energisa SA                                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -135600 | NS      | $-46239.10      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Project Montage                                                                  | Project Montage, 1st Lien Term Loan                                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      12387765 | PA      | $12078070.70    | 0.03%             | 2029-02-16      | Variable      | 10.49%                | No            |                  3 | On Loan: No      |
| Barclays Mortgage Loan Trust                                                     | Barclays Mortgage Loan Trust, Series 2024-NQM3, Class B1                                                                         | CUSIP: 066941AE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       3974550 | PA      | $4008279.22     | 0.01%             | 2064-06-25      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| EverBank Mortgage Loan Trust                                                     | EverBank Mortgage Loan Trust, Series 2013-2, Class B5                                                                            | CUSIP: 29977KAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       3943159 | PA      | $2546235.57     | 0.01%             | 2043-06-25      | Variable      | 3.34%                 | No            |                  2 | On Loan: No      |
| RBC Capital Markets LLC                                                          | RBC Capital Markets LLC                                                                                                          | CUSIP: N/A<br>LEI: 549300LCO2FLSSVFFR64       | Long             | RA               | CORP              | US        |       1222000 | PA      | $1222000.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CSMC Trust                                                                       | CSMC Trust, Series 2021-BHAR, Class A                                                                                            | CUSIP: 12659VAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1337000 | PA      | $1331986.25     | 0.00%             | 2038-11-15      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| Breeze Aviation Group, Inc.                                                      | Breeze Aviation Group, Inc.                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |       3253915 | PA      | $3253915.24     | 0.01%             | 2028-01-30      | Fixed         | 20.00%                | Yes           |                  3 | On Loan: No      |
| Elior Group SA                                                                   | Elior Group SA                                                                                                                   | CUSIP: N/A<br>LEI: 969500LYSYS0E800SQ95       | Long             | DBT              | CORP              | FR        |       2791000 | PA      | $3353490.52     | 0.01%             | 2030-03-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| PCL Funding VIII plc                                                             | PCL Funding VIII plc, Series 2023-1, Class A                                                                                     | CUSIP: N/A<br>LEI: 21380059YXNYYIS74Q45       | Long             | ABS-O            | CORP              | GB        |       6070000 | PA      | $8366146.65     | 0.02%             | 2028-05-15      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| INEOS Finance plc                                                                | INEOS Finance plc, 1st Lien Term Loan B                                                                                          | CUSIP: G4768PAT8<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |       3000000 | PA      | $3434160.09     | 0.01%             | 2031-02-07      | Variable      | 5.18%                 | No            |                  2 | On Loan: No      |
| Saudi Electricity Sukuk Programme Co.                                            | Saudi Electricity Sukuk Programme Co.                                                                                            | CUSIP: N/A<br>LEI: 549300KZ4IZK3RMUO096       | Long             | DBT              | CORP              | KY        |        356000 | PA      | $362096.50      | 0.00%             | 2030-02-18      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| Lernen Bidco Ltd.                                                                | Lernen Bidco Ltd., 1st Lien Term Loan B2                                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | GB        |       4000000 | PA      | $4714485.73     | 0.01%             | 2029-04-24      | Variable      | 6.10%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                              | Petroleos Mexicanos                                                                                                              | CUSIP: 71654QDL3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |       4471106 | PA      | $4621245.74     | 0.01%             | 2029-06-02      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands II BV                                    | Teva Pharmaceutical Finance Netherlands II BV                                                                                    | CUSIP: N/A<br>LEI: 549300HSQCIKJAOYIT23       | Long             | DBT              | CORP              | NL        |       3000000 | PA      | $3997667.81     | 0.01%             | 2029-09-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Starwood Property Trust, Inc.                                                    | Starwood Property Trust, Inc.                                                                                                    | CUSIP: 85571BBD6<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |        535000 | PA      | $552580.10      | 0.00%             | 2030-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fedrigoni SpA                                                                    | Fedrigoni SpA                                                                                                                    | CUSIP: N/A<br>LEI: 8156004CE82074779D19       | Long             | DBT              | CORP              | IT        |       6094000 | PA      | $6981379.47     | 0.02%             | 2030-01-15      | Floating      | 5.98%                 | No            |                  2 | On Loan: No      |
| Bloomberry Resorts Corp.                                                         | Bloomberry Resorts Corp.                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | PH        |       5160500 | NS      | $468634.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Land Securities Group plc                                                        | Land Securities Group plc                                                                                                        | CUSIP: N/A<br>LEI: 213800V8IAVKS37D6B88       | Long             | EC               | CORP              | GB        |         91158 | NS      | $791781.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Exmoor Funding plc                                                               | Exmoor Funding plc, Series 2024-1, Class C                                                                                       | CUSIP: N/A<br>LEI: 635400TJWGCUUIZAGH30       | Long             | ABS-MBS          | CORP              | GB        |        454000 | PA      | $628966.86      | 0.00%             | 2094-03-25      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| Cengage Learning, Inc.                                                           | Cengage Learning, Inc., 1st Lien Term Loan                                                                                       | CUSIP: 15131YAQ8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |        498750 | PA      | $499528.06      | 0.00%             | 2031-03-24      | Variable      | 7.83%                 | No            |                  2 | On Loan: No      |
| GSAA Home Equity Trust                                                           | GSAA Home Equity Trust, Series 2006-18, Class AF3A                                                                               | CUSIP: 3622ELAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       2032894 | PA      | $556696.35      | 0.00%             | 2036-11-25      | Variable      | 5.77%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                                 | Deutsche Bank AG, Series USTR                                                                                                    | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | DBT              | CORP              | DE        |       6600000 | PA      | $6810658.80     | 0.02%             | 2030-04-30      | Variable      | 8.13%                 | No            |                  2 | On Loan: No      |
| Fontainebleau Miami Beach Mortgage Trust                                         | Fontainebleau Miami Beach Mortgage Trust, Series 2024-FBLU, Class F                                                              | CUSIP: 34461WAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        901000 | PA      | $899310.63      | 0.00%             | 2039-12-15      | Floating      | 8.56%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Federal National Mortgage Association                                                                                            | CUSIP: 3140NVJY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      10626000 | PA      | $11016599.12    | 0.03%             | 2031-06-01      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Meta Platforms, Inc.                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          -200 | NC      | $-229500.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Jubilee Place BV                                                                 | Jubilee Place BV, Series 7, Class B                                                                                              | CUSIP: N/A<br>LEI: 724500E73QDBSXZ44959       | Long             | ABS-MBS          | CORP              | NL        |       1030000 | PA      | $1215352.30     | 0.00%             | 2062-09-18      | Floating      | 3.05%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $65916.17       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Prima Capital CRE Securitization Ltd.                                            | Prima Capital CRE Securitization Ltd., Series 2016-6A, Class C                                                                   | CUSIP: 74165WAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       7536909 | PA      | $7422863.27     | 0.02%             | 2040-08-24      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | USD Currency                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CH        |     206945766 | PA      | $6875281.98     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                                                     | Barclays Mortgage Loan Trust, Series 2024-NQM3, Class SA                                                                         | CUSIP: 066941AH8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |          8308 | PA      | $8034.85        | 0.00%             | 2064-06-25      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Banco Espirito Santo SA                                                          | Banco Espirito Santo SA                                                                                                          | CUSIP: N/A<br>LEI: 635400JV7IJL16OWIT96       | Long             | DBT              | CORP              | PT        |      19000000 | PA      | $4923831.00     | 0.01%             | 2025-01-21      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     500674900 | PA      | $-637052.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Central Plaza Development Ltd.                                                   | Central Plaza Development Ltd.                                                                                                   | CUSIP: N/A<br>LEI: 254900HLDKFNM2WUVJ54       | Long             | DBT              | CORP              | VG        |       3480000 | PA      | $3475650.00     | 0.01%             | 2029-04-07      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| ABPCI DIRECT LENDING FUND CLO V Ltd.                                             | ABPCI DIRECT LENDING FUND CLO V Ltd., Series 2019-5A, Class A1RR                                                                 | CUSIP: 000807AW7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       6250000 | PA      | $6273071.25     | 0.01%             | 2036-01-20      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| Nationwide Building Society                                                      | Nationwide Building Society                                                                                                      | CUSIP: N/A<br>LEI: 549300XFX12G42QIKN82       | Long             | DBT              | CORP              | GB        |       7575000 | PA      | $10494523.52    | 0.02%             | 2030-12-20      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| Dryden 55 CLO Ltd.                                                               | Dryden 55 CLO Ltd., Series 2018-55A, Class A1                                                                                    | CUSIP: 26245MAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       1088320 | PA      | $1090356.00     | 0.00%             | 2031-04-15      | Floating      | 5.54%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | DiaSorin SpA                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -14800 | NS      | $54554.15       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EquipmentShare.com, Inc.                                                         | EquipmentShare.com, Inc.                                                                                                         | CUSIP: 29450YAA7<br>LEI: 254900PWJK48CGPKPI80 | Long             | DBT              | CORP              | US        |       3200000 | PA      | $3380576.00     | 0.01%             | 2028-05-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Carnival Corp.                                                                   | Carnival Corp., 1st Lien Term Loan                                                                                               | CUSIP: P2121YAX6<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | LON              | CORP              | US        |        125485 | PA      | $125367.15      | 0.00%             | 2027-08-09      | Variable      | 6.31%                 | No            |                  2 | On Loan: No      |
| Hilcorp Energy I LP                                                              | Hilcorp Energy I LP                                                                                                              | CUSIP: 431318BC7<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |       2843000 | PA      | $2949859.84     | 0.01%             | 2033-11-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Avoca CLO XXIII DAC                                                              | Avoca CLO XXIII DAC, Series 23A, Class D                                                                                         | CUSIP: N/A<br>LEI: 549300JQ57GOFHS3VT07       | Long             | ABS-CBDO         | CORP              | IE        |        750000 | PA      | $883473.02      | 0.00%             | 2034-04-15      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| Mythic AI, Inc., Series C                                                        | Mythic AI, Inc., Series C                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |          6343 | NS      | $0.06           | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Whitebox CLO I Ltd.                                                              | Whitebox CLO I Ltd., Series 2019-1A, Class SUB                                                                                   | CUSIP: 96467CAC1<br>LEI: 549300E4AC0513DYO913 | Long             | ABS-CBDO         | CORP              | KY        |       4300000 | PA      | $2502600.00     | 0.01%             | 2036-07-24      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| TotalEnergies SE                                                                 | TotalEnergies SE, Series NC7                                                                                                     | CUSIP: N/A<br>LEI: 529900S21EQ1BO4ESM68       | Long             | DBT              | CORP              | FR        |      57653000 | PA      | $65114566.24    | 0.15%             | 2027-10-25      | Variable      | 1.62%                 | No            |                  2 | On Loan: No      |
| American Home Mortgage Assets Trust                                              | American Home Mortgage Assets Trust, Series 2006-3, Class 2A11                                                                   | CUSIP: 02660UAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       2337468 | PA      | $1516428.24     | 0.00%             | 2046-10-25      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | NDIRS                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | FR        |     241045964 | PA      | $-4626481.45    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Frontier Communications Holdings LLC                                             | Frontier Communications Holdings LLC                                                                                             | CUSIP: 35906ABF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      12126000 | PA      | $12120894.95    | 0.03%             | 2028-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CIMB Group Holdings Bhd.                                                         | CIMB Group Holdings Bhd.                                                                                                         | CUSIP: N/A<br>LEI: 549300FYDN5UD7USZW18       | Long             | EC               | CORP              | MY        |        251100 | NS      | $404988.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | NVIDIA Corp.                                                                                                                     | CUSIP: 00CBCEYA1<br>LEI: N/A                  | N/A              | DE               |  | US        |           600 | NC      | $732000.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RBC Capital Markets LLC                                                          | RBC Capital Markets LLC                                                                                                          | CUSIP: N/A<br>LEI: 549300LCO2FLSSVFFR64       | Long             | RA               | CORP              | US        |        156608 | PA      | $156607.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Costa Rica                                                           | Republic of Costa Rica                                                                                                           | CUSIP: N/A<br>LEI: 549300S1EK2VN6XVJP58       | Long             | DBT              | NUSS              | CR        |       7148000 | PA      | $7400681.80     | 0.02%             | 2054-11-13      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust                                                       | J.P. Morgan Mortgage Trust, Series 2025-VIS2, Class A1                                                                           | CUSIP: 46659RAC1<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |      15000000 | PA      | $14999773.65    | 0.04%             | 2063-01-25      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| Wintershall Dea Finance BV                                                       | Wintershall Dea Finance BV                                                                                                       | CUSIP: N/A<br>LEI: 529900SUC9JUI6M74U66       | Long             | DBT              | CORP              | NL        |      11654000 | PA      | $13742765.18    | 0.03%             | 2032-10-03      | Fixed         | 4.36%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-2271.95       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Frontier Communications Holdings LLC                                             | Frontier Communications Holdings LLC                                                                                             | CUSIP: 35908MAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       1320000 | PA      | $1337025.36     | 0.00%             | 2030-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      18900000 | PA      | $673883.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Otis Worldwide Corp.                                                                                                             | CUSIP: 68902V107<br>LEI: N/A                  | N/A              | DE               |  | US        |         18900 | NS      | $48573.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KSL Trust 2025-MAK                                                               | KSL Trust                                                                                                                        | CUSIP: 50116JAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       2957000 | PA      | $3015265.20     | 0.01%             | 2030-06-15      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Oregon School Boards Association                                                 | Oregon School Boards Association, Series 2002B                                                                                   | CUSIP: 686053BN8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |       5466477 | PA      | $5499279.23     | 0.01%             | 2028-06-30      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | USD Currency                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |     -66480882 | PA      | $-1482.45       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Station Casinos LLC                                                              | Station Casinos LLC                                                                                                              | CUSIP: 857691AJ8<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |       4749000 | PA      | $4855910.30     | 0.01%             | 2032-03-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| MH Sub I LLC                                                                     | MH Sub I LLC, 1st Lien Term Loan                                                                                                 | CUSIP: 45567YAN5<br>LEI: 2549005VFKP807SR8N49 | Long             | LON              | CORP              | US        |        880540 | PA      | $825233.01      | 0.00%             | 2028-05-03      | Variable      | 8.58%                 | No            |                  2 | On Loan: No      |
| Together Asset-Backed Securitisation plc                                         | Together Asset-Backed Securitisation plc, Series 2021-1ST1, Class C                                                              | CUSIP: N/A<br>LEI: 635400SL9S6ASYM6DX74       | Long             | ABS-MBS          | CORP              | GB        |        107000 | PA      | $146886.48      | 0.00%             | 2063-07-12      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| RRE 22 Loan Management DAC                                                       | RRE 22 Loan Management DAC, Series 22A, Class SUB                                                                                | CUSIP: N/A<br>LEI: 25490049HOB468882G14       | Long             | ABS-CBDO         | CORP              | IE        |       4500000 | PA      | $4646129.29     | 0.01%             | 2038-01-15      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Eicher Motors Ltd.                                                               | Eicher Motors Ltd.                                                                                                               | CUSIP: N/A<br>LEI: 25490059S64CN2OY7239       | Long             | EC               | CORP              | IN        |         16039 | NS      | $1058158.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Together Asset-Backed Securitisation plc                                         | Together Asset-Backed Securitisation plc, Series 2021-1ST1, Class B                                                              | CUSIP: N/A<br>LEI: 635400SL9S6ASYM6DX74       | Long             | ABS-MBS          | CORP              | GB        |        157000 | PA      | $215573.72      | 0.00%             | 2063-07-12      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| Option One Mortgage Loan Trust                                                   | Option One Mortgage Loan Trust, Series 2007-CP1, Class 2A3                                                                       | CUSIP: 68402YAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       6755000 | PA      | $5820948.32     | 0.01%             | 2037-03-25      | Floating      | 4.64%                 | No            |                  2 | On Loan: No      |
| Mariner Finance Issuance Trust                                                   | Mariner Finance Issuance Trust, Series 2024-AA, Class D                                                                          | CUSIP: 567928AD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        603000 | PA      | $622122.46      | 0.00%             | 2036-09-22      | Fixed         | 6.77%                 | No            |                  2 | On Loan: No      |
| Plurinational State of Bolivia                                                   | Plurinational State of Bolivia                                                                                                   | CUSIP: N/A<br>LEI: 529900TGIRPY3SZXEB56       | Long             | DBT              | NUSS              | BO        |        400000 | PA      | $278000.00      | 0.00%             | 2028-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Bank Syariah Indonesia Tbk. PT                                                   | Bank Syariah Indonesia Tbk. PT                                                                                                   | CUSIP: N/A<br>LEI: 9845009CD3B814E04066       | Long             | EC               | CORP              | ID        |       1645000 | NS      | $261578.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SELF Commercial Mortgage Trust                                                   | SELF Commercial Mortgage Trust, Series 2024-STRG, Class A                                                                        | CUSIP: 81631WAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       6510000 | PA      | $6552135.32     | 0.02%             | 2034-11-15      | Floating      | 5.85%                 | No            |                  2 | On Loan: No      |
| Visio Trust                                                                      | Visio Trust, Series 2020-1, Class M1                                                                                             | CUSIP: 92837KAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1900000 | PA      | $1823908.80     | 0.00%             | 2055-08-25      | Variable      | 4.45%                 | No            |                  2 | On Loan: No      |
| Newell Brands, Inc.                                                              | Newell Brands, Inc.                                                                                                              | CUSIP: 651229BC9<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |        984000 | PA      | $997212.17      | 0.00%             | 2027-09-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Civitas Resources, Inc.                                                          | Civitas Resources, Inc.                                                                                                          | CUSIP: 097793AE3<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |       7623000 | PA      | $7527516.59     | 0.02%             | 2026-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Link CB Ltd.                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     140000000 | NC      | $488364.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Antares CLO Ltd.                                                                 | Antares CLO Ltd., Series 2021-1A, Class A1                                                                                       | CUSIP: 03666BAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       3475000 | PA      | $3481675.48     | 0.01%             | 2033-07-25      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| Regatta VII Funding Ltd.                                                         | Regatta VII Funding Ltd., Series 2016-1A, Class A1R2                                                                             | CUSIP: 75888ABE5<br>LEI: 549300DA6HSLI0UPTQ25 | Long             | ABS-CBDO         | CORP              | KY        |       1300000 | PA      | $1303422.77     | 0.00%             | 2034-06-20      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                                            | United Mexican States                                                                                                            | CUSIP: 91087BBA7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |       2258000 | PA      | $2079618.00     | 0.00%             | 2054-05-07      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                                                | HSBC Holdings plc                                                                                                                | CUSIP: N/A<br>LEI: MLU0ZO3ML4LN2LL2TL39       | Long             | DBT              | CORP              | GB        |       9050000 | PA      | $5900328.24     | 0.01%             | 2035-03-11      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| CD&R Firefly Bidco plc                                                           | CD&R Firefly Bidco plc, Facility 1st Lien Term Loan B11                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | GB        |       2000000 | PA      | $2338230.75     | 0.01%             | 2029-04-30      | Variable      | 5.43%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | PNC Financial Services Group, Inc. (The)                                                                                         | CUSIP: 693475105<br>LEI: N/A                  | N/A              | DE               |  | US        |         16300 | NS      | $92421.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Stillwater Mining Co.                                                            | Stillwater Mining Co.                                                                                                            | CUSIP: N/A<br>LEI: 6354007DPCY4ZN2MRR73       | Long             | DBT              | CORP              | US        |        297000 | PA      | $288600.48      | 0.00%             | 2026-11-16      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NCB Tier 1 Sukuk Ltd.                                                            | NCB Tier 1 Sukuk Ltd.                                                                                                            | CUSIP: N/A<br>LEI: 549300DJLY2JZABDD193       | Long             | DBT              | CORP              | KY        |       4000000 | PA      | $3873600.00     | 0.01%             | 2026-07-26      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Rockford Tower Europe CLO DAC                                                    | Rockford Tower Europe CLO DAC, Series 2025-1X, Class D                                                                           | CUSIP: N/A<br>LEI: 635400NARJYDXJRPGF02       | Long             | ABS-CBDO         | CORP              | IE        |       1870000 | PA      | $2194832.80     | 0.01%             | 2027-10-25      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| PPM CLO 6-R Ltd.                                                                 | PPM CLO 6-R Ltd., Series 2022-6RA, Class DR                                                                                      | CUSIP: 693975AJ3<br>LEI: 5493001Z3ZE83NGK8Y12 | Long             | ABS-CBDO         | CORP              | JE        |       1690000 | PA      | $1691761.99     | 0.00%             | 2037-01-20      | Floating      | 9.92%                 | No            |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust                                                         | Ajax Mortgage Loan Trust, Series 2023-B, Class B                                                                                 | CUSIP: 009691AB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       3313500 | PA      | $3198732.95     | 0.01%             | 2062-10-25      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Federal National Mortgage Association Variable Rate Notes, Series 2024-94, Class FB                                              | CUSIP: 3136BTK44<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      79270224 | PA      | $79169883.92    | 0.19%             | 2054-12-25      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Xero Ltd.                                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -64313 | NS      | $191587.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CBOE Volatility Index                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |           -30 | NC      | $48944.10       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                              | Sasol Ltd.                                                                                                                       | CUSIP: 803866102<br>LEI: N/A                  | N/A              | DE               |  | US        |       -140400 | NS      | $31510.50       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldstory SAS                                                                    | Goldstory SAS                                                                                                                    | CUSIP: N/A<br>LEI: 969500NWR67ONUJD4A26       | Long             | DBT              | CORP              | FR        |       3859000 | PA      | $4591057.04     | 0.01%             | 2030-02-01      | Floating      | 6.18%                 | No            |                  2 | On Loan: No      |
| Onemain Financial Issuance Trust                                                 | Onemain Financial Issuance Trust, Series 2025-1A, Class D                                                                        | CUSIP: 68270DAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       4806000 | PA      | $4851125.82     | 0.01%             | 2038-07-14      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| Italian Stella Loans SRL                                                         | Italian Stella Loans SRL, Series 2024-2, Class D                                                                                 | CUSIP: N/A<br>LEI: 81560077D223209D3A80       | Long             | ABS-O            | CORP              | IT        |        439477 | PA      | $522292.18      | 0.00%             | 2039-05-27      | Floating      | 4.13%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                                                     | Barclays Mortgage Loan Trust, Series 2024-NQM1, Class XS                                                                         | CUSIP: 06745AAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      69986362 | PA      | $2931469.76     | 0.01%             | 2064-01-25      | Variable      | 2.45%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | Banco Santander SA                                                                                                               | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | DBT              | CORP              | ES        |      10300000 | PA      | $12424025.71    | 0.03%             | 2029-05-28      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Seino Holdings Co. Ltd.                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -82800 | NS      | $-2446.43       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |       3620755 | PA      | $-2500.99       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | UBE Corp.                                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |        -53700 | NS      | $-24554.67      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Columbus Regional Airport Authority                                              | Columbus Regional Airport Authority, Series 2025A                                                                                | CUSIP: 199546DD1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      21605000 | PA      | $22245683.06    | 0.05%             | 2055-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Flowco Holdings, Inc.                                                            | Flowco Holdings, Inc., Class A                                                                                                   | CUSIP: 342909108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        616648 | NS      | $10982500.88    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Currenta Group Holdings SARL                                                     | Currenta Group Holdings SARL                                                                                                     | CUSIP: N/A<br>LEI: 222100SF79KCJKYUPE47       | Long             | DBT              | CORP              | LU        |       3184000 | PA      | $3824121.63     | 0.01%             | 2030-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                                                          | JPMorgan Securities LLC                                                                                                          | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | Long             | RA               | CORP              | US        |        308250 | PA      | $308250.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SCG Commercial Mortgage Trust                                                    | SCG Commercial Mortgage Trust, Series 2025-DLFN, Class D                                                                         | CUSIP: 78398EAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1150000 | PA      | $1135651.45     | 0.00%             | 2035-03-15      | Floating      | 6.46%                 | No            |                  2 | On Loan: No      |
| MidOcean Credit CLO XVII Ltd.                                                    | MidOcean Credit CLO XVII Ltd., Series 2024-17A, Class A1                                                                         | CUSIP: 598014AA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       1820000 | PA      | $1827945.76     | 0.00%             | 2038-01-20      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| Prestige Brands, Inc.                                                            | Prestige Brands, Inc.                                                                                                            | CUSIP: 74112BAL9<br>LEI: 549300JBVP4J6D42I235 | Long             | DBT              | CORP              | US        |       1326000 | PA      | $1315604.03     | 0.00%             | 2028-01-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CACI International, Inc.                                                         | CACI International, Inc., 1st Lien Term Loan B                                                                                   | CUSIP: 12718FAL8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |        995000 | PA      | $991895.60      | 0.00%             | 2031-10-30      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| Bryant Park Funding Ltd.                                                         | Bryant Park Funding Ltd., Series 2024-25A, Class A1                                                                              | CUSIP: 117913AA1<br>LEI: 391200WG98O5N39H7C57 | Long             | ABS-CBDO         | CORP              | KY        |       5000000 | PA      | $5016000.50     | 0.01%             | 2038-01-18      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd.                                                                | CIFC Funding Ltd., Series 2019-4A, Class BR2                                                                                     | CUSIP: 17182XBC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       3000000 | PA      | $3000000.00     | 0.01%             | 2038-07-15      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Rightmove plc                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         84600 | NS      | $31390.74       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Xylem, Inc.                                                                                                                      | CUSIP: 98419M100<br>LEI: N/A                  | N/A              | DE               |  | GB        |        -16000 | NS      | $-61920.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Precise Mortgage Funding plc                                                     | Precise Mortgage Funding plc, Series 2020-1B, Class D                                                                            | CUSIP: N/A<br>LEI: 635400PUIJLOEBLGKA51       | Long             | ABS-MBS          | CORP              | GB        |        100000 | PA      | $138538.82      | 0.00%             | 2056-10-16      | Floating      | 7.15%                 | No            |                  2 | On Loan: No      |
| One Market Plaza Trust                                                           | One Market Plaza Trust, Series 2017-1MKT, Class D                                                                                | CUSIP: 68245HAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       3310000 | PA      | $2984363.86     | 0.01%             | 2032-02-10      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Nidda Healthcare Holding GmbH                                                    | Nidda Healthcare Holding GmbH, Series R*GS                                                                                       | CUSIP: N/A<br>LEI: 549300Q89C4WAO6L0L19       | Long             | DBT              | CORP              | DE        |       9727000 | PA      | $11490528.89    | 0.03%             | 2030-10-23      | Floating      | 5.89%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  150099000000 | PA      | $1729868.28     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                              | Petroleos Mexicanos                                                                                                              | CUSIP: 71654QCG5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |      39973000 | PA      | $39693189.00    | 0.09%             | 2027-03-13      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                                   | Morgan Stanley Capital I Trust, Series 2019-H6, Class XB                                                                         | CUSIP: 61769JBC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      53695000 | PA      | $1341585.68     | 0.00%             | 2052-06-15      | Variable      | 0.86%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                                              | Intesa Sanpaolo SpA                                                                                                              | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | DBT              | CORP              | IT        |       5000000 | PA      | $6014907.19     | 0.01%             | 2028-03-01      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Electric Power Authority                                             | Puerto Rico Electric Power Authority, Series 2013A                                                                               | CUSIP: 74526YFG5<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | PR        |       7405000 | PA      | $3572912.50     | 0.01%             | 2043-07-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | USD/CNH Down-and-in barrier option; Barrier price USD 6.90000                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    -100000000 | PA      | $-679.19        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $53452.55       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $144523.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LBA Trust                                                                        | LBA Trust, Series 2024-BOLT, Class A                                                                                             | CUSIP: 50177BAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      25070000 | PA      | $25085628.64    | 0.06%             | 2039-06-15      | Floating      | 5.90%                 | No            |                  2 | On Loan: No      |
| BCP V Modular Services Finance II plc                                            | BCP V Modular Services Finance II plc                                                                                            | CUSIP: N/A<br>LEI: 213800227GGD6UI7PI97       | Long             | DBT              | CORP              | GB        |       6198000 | PA      | $8220041.75     | 0.02%             | 2028-11-30      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-2084715.34    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Castell plc                                                                      | Castell plc, Series 2025-1, Class A                                                                                              | CUSIP: N/A<br>LEI: 2138002O8DSFIQGKRU14       | Long             | ABS-MBS          | CORP              | GB        |       5321725 | PA      | $7326056.96     | 0.02%             | 2062-01-27      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CBOE Volatility Index                                                                                                            | CUSIP: 00PBRC2F9<br>LEI: N/A                  | N/A              | DE               |  | US        |         -3640 | NC      | $-103740.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                              | IRS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      14890000 | PA      | $-345689.02     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC                                             | Charter Communications Operating LLC                                                                                             | CUSIP: 161175CK8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       1189000 | PA      | $1010165.04     | 0.00%             | 2053-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Sands China Ltd.                                                                 | Sands China Ltd.                                                                                                                 | CUSIP: 80007RAE5<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |       4400000 | PA      | $4420460.00     | 0.01%             | 2028-08-08      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp. Variable Rate Notes, Series 5478, Class FH                                                      | CUSIP: 3137HHSE2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      49429202 | PA      | $49587598.26    | 0.12%             | 2054-04-25      | Floating      | 5.76%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $653.77         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Foundation Finance Trust                                                         | Foundation Finance Trust, Series 2024-1A, Class B                                                                                | CUSIP: 349941AB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       1617246 | PA      | $1651251.75     | 0.00%             | 2049-12-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Northwest Independent School District                                            | Northwest Independent School District, Series 2025                                                                               | CUSIP: 667826HG9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |       7580000 | PA      | $7874235.07     | 0.02%             | 2055-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                        | Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                                                                        | CUSIP: 71568QAK3<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | NUSS              | ID        |       2500000 | PA      | $2029700.00     | 0.00%             | 2049-07-17      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Taurus UK DAC                                                                    | Taurus UK DAC, Series 2025-UK2X, Class C                                                                                         | CUSIP: N/A<br>LEI: 635400ZUSGYHROR9ZX12       | Long             | ABS-MBS          | CORP              | IE        |       7305847 | PA      | $9948153.64     | 0.02%             | 2035-02-18      | Floating      | 6.74%                 | No            |                  2 | On Loan: No      |
| Winchester 1 plc                                                                 | Winchester 1 plc, Series 1, Class B                                                                                              | CUSIP: N/A<br>LEI: 213800AWJGG72JJNBW66       | Long             | ABS-MBS          | CORP              | GB        |       1624000 | PA      | $2229266.08     | 0.01%             | 2056-10-21      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| Churchill Downs, Inc.                                                            | Churchill Downs, Inc.                                                                                                            | CUSIP: 171484AG3<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |       4050000 | PA      | $4042194.39     | 0.01%             | 2027-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Nova Alexandre III SAS                                                           | Nova Alexandre III SAS                                                                                                           | CUSIP: N/A<br>LEI: 969500J0AKOB1UHO6I65       | Long             | DBT              | CORP              | FR        |       3718000 | PA      | $4434484.21     | 0.01%             | 2029-07-15      | Floating      | 7.53%                 | No            |                  2 | On Loan: No      |
| RRE 18 Loan Management DAC                                                       | RRE 18 Loan Management DAC, Series 18A, Class SUB                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-CBDO         | CORP              | IE        |       5000000 | PA      | $5257779.83     | 0.01%             | 2039-04-15      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Crown Castle, Inc.                                                               | Crown Castle, Inc.                                                                                                               | CUSIP: 22822VAK7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |       1200000 | PA      | $1178368.19     | 0.00%             | 2028-02-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust                                                       | J.P. Morgan Mortgage Trust, Series 2021-INV7, Class A5X                                                                          | CUSIP: 46654CAQ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       6147424 | PA      | $174432.55      | 0.00%             | 2052-02-25      | Variable      | 0.50%                 | No            |                  2 | On Loan: No      |
| MASTR Asset-Backed Securities Trust                                              | MASTR Asset-Backed Securities Trust, Series 2007-HE1, Class A4                                                                   | CUSIP: 576457AD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       5000059 | PA      | $4227851.39     | 0.01%             | 2037-05-25      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                              | Petroleos Mexicanos                                                                                                              | CUSIP: N/A<br>LEI: 549300CAZKPF4HKMPX17       | Long             | DBT              | CORP              | MX        |      89906000 | PA      | $88445027.50    | 0.21%             | 2026-03-20      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding XXVII Ltd.                                                  | Madison Park Funding XXVII Ltd., Series 2018-27A, Class A1R                                                                      | CUSIP: 55820YAN7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       1900000 | PA      | $1899298.33     | 0.00%             | 2038-04-20      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| Republic of Colombia                                                             | Republic of Colombia                                                                                                             | CUSIP: 195325EP6<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |       2128000 | PA      | $2083844.00     | 0.00%             | 2036-11-07      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Organon & Co.                                                                    | Organon & Co.                                                                                                                    | CUSIP: 68622TAB7<br>LEI: 549300AMCKY57OK2CO56 | Long             | DBT              | CORP              | US        |       8614000 | PA      | $7475708.91     | 0.02%             | 2031-04-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Seagate HDD Cayman                                                               | Seagate HDD Cayman                                                                                                               | CUSIP: 81180WBP5<br>LEI: 529900BD50TRWEG1SF63 | Long             | DBT              | CORP              | KY        |       8549000 | PA      | $9174624.37     | 0.02%             | 2031-07-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    9635000000 | PA      | $-287886.69     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Anchorage Credit Funding 14 Ltd.                                                 | Anchorage Credit Funding 14 Ltd., Series 2021-14A, Class A                                                                       | CUSIP: 033295AA4<br>LEI: 5493004401VVOEJOJK67 | Long             | ABS-CBDO         | CORP              | KY        |      20750000 | PA      | $19949213.93    | 0.05%             | 2040-01-21      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Rogers Communications, Inc.                                                      | Rogers Communications, Inc.                                                                                                      | CUSIP: 775109BP5<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |      10466000 | PA      | $7665970.74     | 0.02%             | 2049-11-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | China Life Insurance Co. Ltd., Class H                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -643000 | NS      | $-41092.03      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| 1011778 BC ULC                                                                   | 1011778 BC ULC                                                                                                                   | CUSIP: 68245XAH2<br>LEI: 549300RHSHNRWI5LLA86 | Long             | DBT              | CORP              | CA        |        210000 | PA      | $204552.31      | 0.00%             | 2028-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Diameter Capital CLO 1 Ltd.                                                      | Diameter Capital CLO 1 Ltd., Series 2021-1A, Class SUB                                                                           | CUSIP: 25255FAC9<br>LEI: 25490018I1ROE4V49X69 | Long             | ABS-CBDO         | CORP              | KY        |       6050000 | PA      | $4975943.49     | 0.01%             | 2037-10-15      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Churchill Downs, Inc.                                                            | Churchill Downs, Inc.                                                                                                            | CUSIP: 12511VAA6<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |       4708000 | PA      | $4723342.85     | 0.01%             | 2030-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Ares Loan Funding IV Ltd.                                                        | Ares Loan Funding IV Ltd., Series 2023-ALF4A, Class D                                                                            | CUSIP: 04020FAG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |        500000 | PA      | $500252.70      | 0.00%             | 2036-10-15      | Floating      | 8.94%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                                   | Morgan Stanley Capital I Trust, Series 2019-H7, Class D                                                                          | CUSIP: 61771MAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        750000 | PA      | $621922.28      | 0.00%             | 2052-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TREVA Equipment Finance SA-Compartment                                           | TREVA Equipment Finance SA-Compartment, Series 2024-1, Class B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | LU        |       2010011 | PA      | $2366317.12     | 0.01%             | 2035-01-20      | Floating      | 2.80%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                     | UBS Group AG                                                                                                                     | CUSIP: 902613AP3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |        200000 | PA      | $201166.70      | 0.00%             | 2028-05-12      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| Metro Finance Trust                                                              | Metro Finance Trust, Series 2025-1, Class B                                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | AU        |       1640000 | PA      | $1078707.59     | 0.00%             | 2031-10-15      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Vanguard Intermediate-Term Corporate Bond ETF                                                                                    | CUSIP: 92206C870<br>LEI: N/A                  | N/A              | DE               |  | US        |      -1849455 | NS      | $-3162568.05    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-197899.02     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Carlyle Direct Lending CLO LLC                                                   | Carlyle Direct Lending CLO LLC, Series 2024-1A, Class AL1N                                                                       | CUSIP: 14290CAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      19637000 | PA      | $19646818.50    | 0.05%             | 2037-10-25      | Floating      | 5.96%                 | No            |                  2 | On Loan: No      |
| Gulfside Supply, Inc.                                                            | Gulfside Supply, Inc., 1st Lien Term Loan                                                                                        | CUSIP: 40273UAE9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |        992405 | PA      | $993645.55      | 0.00%             | 2031-06-17      | Variable      | 7.30%                 | No            |                  2 | On Loan: No      |
| Manhattan West Mortgage Trust                                                    | Manhattan West Mortgage Trust, Series 2020-1MW, Class D                                                                          | CUSIP: 563136AJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        118000 | PA      | $109292.51      | 0.00%             | 2039-09-10      | Variable      | 2.41%                 | No            |                  2 | On Loan: No      |
| Euronext NV                                                                      | Euronext NV                                                                                                                      | CUSIP: N/A<br>LEI: 724500QJ4QSZ3H9QU415       | Long             | DBT              | CORP              | NL        |       4300000 | PA      | $5200660.77     | 0.01%             | 2032-05-30      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| TIAA CLO III Ltd.                                                                | TIAA CLO III Ltd., Series 2017-2A, Class A                                                                                       | CUSIP: 87272HAA8<br>LEI: 54930043TEPI4UKGHU90 | Long             | ABS-CBDO         | CORP              | KY        |         51704 | PA      | $51719.49       | 0.00%             | 2031-01-16      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Starz Capital Holdings 1, Inc.                                                   | Starz Capital Holdings 1, Inc.                                                                                                   | CUSIP: 535939AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      34686000 | PA      | $30144562.02    | 0.07%             | 2029-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Techem Verwaltungsgesellschaft 674 mbH                                           | Techem Verwaltungsgesellschaft 674 mbH                                                                                           | CUSIP: N/A<br>LEI: 549300W2QKB8BC676O97       | Long             | DBT              | CORP              | DE        |       7115348 | PA      | $8381524.64     | 0.02%             | 2026-07-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                                                | Barclays Bank plc                                                                                                                | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | RA               | CORP              | GB        |       1134250 | PA      | $1134250.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOP                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    -277957400 | PA      | $-162326.38     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DR Horton, Inc.                                                                  | DR Horton, Inc.                                                                                                                  | CUSIP: 23331A109<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | EC               | CORP              | US        |         34800 | NS      | $4486416.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                              | Church & Dwight Co., Inc.                                                                                                        | CUSIP: 171340102<br>LEI: N/A                  | N/A              | DE               |  | GB        |        -16900 | NS      | $14196.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                                           | Arab Republic of Egypt Treasury Bills                                                                                            | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | STIV             | NUSS              | EG        |     438375000 | PA      | $7966758.57     | 0.02%             | 2025-11-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | KDDI Corp.                                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         67600 | NS      | $20169.38       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $1596336.06     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      86220000 | PA      | $-2382653.56    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Corp. Financiera de Desarrollo SA                                                | Corp. Financiera de Desarrollo SA                                                                                                | CUSIP: N/A<br>LEI: 254900BOM7T4MG6T0J30       | Long             | DBT              | NUSS              | PE        |       2071000 | PA      | $1956059.50     | 0.00%             | 2027-09-28      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-9603.27       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Telefonica Europe BV                                                             | Telefonica Europe BV                                                                                                             | CUSIP: N/A<br>LEI: 7245007FZS0M65WUGP67       | Long             | DBT              | CORP              | NL        |       7200000 | PA      | $8796487.70     | 0.02%             | 2032-01-15      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| PBF Holding Co. LLC                                                              | PBF Holding Co. LLC                                                                                                              | CUSIP: 69318FAJ7<br>LEI: N/A                  | Short            | DBT              | CORP              | US        |      -7980000 | PA      | $-7631587.85    | -0.02%            | 2028-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                               | Credit Agricole SA                                                                                                               | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | DBT              | CORP              | FR        |      26600000 | PA      | $36986057.02    | 0.09%             | 2027-11-29      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| OneMain Financial Issuance Trust                                                 | OneMain Financial Issuance Trust, Series 2020-2A, Class D                                                                        | CUSIP: 682696AD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      10930000 | PA      | $10397382.19    | 0.02%             | 2035-09-14      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Sonder Holdings, Inc.                                                            | Sonder Holdings, Inc., Class A                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |        164240 | NS      | $443448.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Svenska Handelsbanken AB                                                         | Svenska Handelsbanken AB                                                                                                         | CUSIP: N/A<br>LEI: NHBDILHZTYCNBV5UYZ31       | Long             | DBT              | CORP              | SE        |       1611000 | PA      | $1950674.68     | 0.00%             | 2027-05-10      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Kaman Corp.                                                                      | Kaman Corp., Delayed Draw 1st Lien Term Loan                                                                                     | CUSIP: 48354VAN2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |        828557 | PA      | $827264.34      | 0.00%             | 2032-02-26      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-102005.96     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BCP V Modular Services Finance plc                                               | BCP V Modular Services Finance plc                                                                                               | CUSIP: N/A<br>LEI: 213800K8U94KVZL98H64       | Long             | DBT              | CORP              | GB        |       2456000 | PA      | $2581014.24     | 0.01%             | 2029-11-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO II Ltd.                                                              | Elmwood CLO II Ltd., Series 2019-2A, Class ERR                                                                                   | CUSIP: 29001RAJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       5250000 | PA      | $5311635.00     | 0.01%             | 2037-10-20      | Floating      | 10.02%                | No            |                  2 | On Loan: No      |
| Spirit Airlines Pass Through Trust                                               | Spirit Airlines Pass-Through Trust, Series 2015-1, Class A                                                                       | CUSIP: 84858DAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        346018 | PA      | $317430.17      | 0.00%             | 2028-04-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     732656225 | PA      | $9139182.57     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Logitech International SA (Registered)                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         10900 | NS      | $18124.82       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | Banco Santander SA                                                                                                               | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Short            | DBT              | CORP              | ES        |      -2800000 | PA      | $-3041094.67    | -0.01%            | 2029-03-21      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| Lithia Motors, Inc.                                                              | Lithia Motors, Inc.                                                                                                              | CUSIP: 536797AF0<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |       3513000 | PA      | $3340422.65     | 0.01%             | 2031-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     289686888 | PA      | $-71234.27      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SHR Trust                                                                        | SHR Trust, Series 2024-LXRY, Class D                                                                                             | CUSIP: 784234AG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       7065000 | PA      | $7060584.38     | 0.02%             | 2041-10-15      | Floating      | 7.91%                 | No            |                  2 | On Loan: No      |
| Auto ABS Italian Stella Loans SRL                                                | Auto ABS Italian Stella Loans SRL, Series 2025-1, Class D                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | IT        |        262000 | PA      | $308777.52      | 0.00%             | 2040-12-28      | Floating      | 3.94%                 | No            |                  2 | On Loan: No      |
| Together Asset-Backed Securitisation plc                                         | Together Asset-Backed Securitisation plc, Series 2023-1ST2X, Class D                                                             | CUSIP: N/A<br>LEI: 635400JKBWLFDKJDAA39       | Long             | ABS-MBS          | CORP              | GB        |        278000 | PA      | $386131.98      | 0.00%             | 2065-04-20      | Floating      | 8.62%                 | No            |                  2 | On Loan: No      |
| One New York Plaza Trust                                                         | One New York Plaza Trust, Series 2020-1NYP, Class AJ                                                                             | CUSIP: 68249DAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       4673000 | PA      | $4507587.02     | 0.01%             | 2036-01-15      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| Natixis Commercial Mortgage Securities Trust                                     | Natixis Commercial Mortgage Securities Trust, Series 2019-LVL, Class D                                                           | CUSIP: 63874TAL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       3140000 | PA      | $2844942.05     | 0.01%             | 2038-08-15      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                       | Verus Securitization Trust, Series 2022-1, Class B1                                                                              | CUSIP: 92538WAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       2802000 | PA      | $2129620.03     | 0.01%             | 2067-01-25      | Variable      | 4.01%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                                  | TransDigm, Inc.                                                                                                                  | CUSIP: 893647BV8<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |       3244000 | PA      | $3358816.51     | 0.01%             | 2032-03-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | USD Currency                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       1846600 | PA      | $35503.01       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VOLT CVI LLC                                                                     | VOLT CVI LLC, Series 2021-NP12, Class A1                                                                                         | CUSIP: 92873KAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      12495107 | PA      | $12456363.78    | 0.03%             | 2051-12-26      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| Cook Park CLO Ltd.                                                               | Cook Park CLO Ltd., Series 2018-1A, Class D                                                                                      | CUSIP: 21623PAJ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       1430000 | PA      | $1425184.05     | 0.00%             | 2030-04-17      | Floating      | 7.14%                 | No            |                  2 | On Loan: No      |
| Athens International Airport SA                                                  | Athens International Airport SA                                                                                                  | CUSIP: N/A<br>LEI: 213800BC45UCMQYR4995       | Long             | EC               | CORP              | GR        |        101089 | NS      | $1177433.10     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BX Trust                                                                         | BX Trust, Series 2022-LBA6, Class A                                                                                              | CUSIP: 12433EAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       3419000 | PA      | $3416863.13     | 0.01%             | 2039-01-15      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| Henley CLO Xi DAC                                                                | Henley CLO Xi DAC, Series 11X, Class A                                                                                           | CUSIP: N/A<br>LEI: 6354004ZEQIYPXESRG76       | Long             | ABS-CBDO         | CORP              | IE        |       6200000 | PA      | $7317606.64     | 0.02%             | 2039-04-25      | Floating      | 3.56%                 | No            |                  2 | On Loan: No      |
| Bayview Financial Revolving Asset Trust                                          | Bayview Financial Revolving Asset Trust, Series 2005-A, Class A1                                                                 | CUSIP: 073250BM3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       8116435 | PA      | $7296187.87     | 0.02%             | 2040-02-28      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| Mariner Finance Issuance Trust                                                   | Mariner Finance Issuance Trust, Series 2020-AA, Class D                                                                          | CUSIP: 56848MAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       1865175 | PA      | $1864502.26     | 0.00%             | 2034-08-21      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PRKCM Trust                                                                      | PRKCM Trust, Series 2021-AFC2, Class A1                                                                                          | CUSIP: 69361JAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       2845058 | PA      | $2519232.71     | 0.01%             | 2056-11-25      | Variable      | 2.07%                 | No            |                  2 | On Loan: No      |
| VanEck JPMorgan EM Local Currency Bond ETF                                       | VanEck JPMorgan EM Local Currency Bond ETF                                                                                       | CUSIP: 92189H300<br>LEI: 549300CNWPR88MZBEA63 | Long             |  | RF                | US        |        890283 | NS      | $22568674.05    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     197460200 | PA      | $2309793.09     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Kansai Paint Co. Ltd.                                                            | Kansai Paint Co. Ltd.                                                                                                            | CUSIP: N/A<br>LEI: 549300ERRV6FTKH9NN70       | Long             | DBT              | CORP              | JP        |      10000000 | PA      | $69789.24       | 0.00%             | 2029-03-08      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Apidos CLO XV                                                                    | Apidos CLO XV, Series 2013-15A, Class A1RR                                                                                       | CUSIP: 03764QBC5<br>LEI: 549300HXW2GBYSKFE344 | Long             | ABS-CBDO         | CORP              | KY        |       1983116 | PA      | $1985598.68     | 0.00%             | 2031-04-20      | Floating      | 5.54%                 | No            |                  2 | On Loan: No      |
| BAHA Trust                                                                       | BAHA Trust, Series 2024-MAR, Class C                                                                                             | CUSIP: 05493XAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       4861000 | PA      | $5072142.40     | 0.01%             | 2041-12-10      | Variable      | 7.77%                 | No            |                  2 | On Loan: No      |
| Neogen Food Safety Corp.                                                         | Neogen Food Safety Corp.                                                                                                         | CUSIP: 365417AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       4024000 | PA      | $4162172.09     | 0.01%             | 2030-07-20      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                         | Electricite de France SA                                                                                                         | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | NUSS              | FR        |       7450000 | PA      | $10475131.56    | 0.02%             | 2034-06-02      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                         | BX Trust, Series 2024-CNYN, Class E                                                                                              | CUSIP: 05612HAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       5690073 | PA      | $5660210.88     | 0.01%             | 2041-04-15      | Floating      | 8.00%                 | No            |                  2 | On Loan: No      |
| Bausch & Lomb, Inc.                                                              | Bausch + Lomb Corp., 1st Lien Term Loan                                                                                          | CUSIP: C0787FAB8<br>LEI: 549300NY6OZM39SO6475 | Long             | LON              | CORP              | CA        |      20982323 | PA      | $20937001.49    | 0.05%             | 2027-05-10      | Variable      | 7.68%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Telenor ASA                                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |        122900 | NS      | $28711.40       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Dominican Republic                                                               | Dominican Republic Government Bond                                                                                               | CUSIP: N/A<br>LEI: 254900EHU7Q8FGVPI369       | Long             | DBT              | NUSS              | DO        |      18004000 | PA      | $16608690.00    | 0.04%             | 2032-09-23      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Bright Machinery Manufacturing Group, Inc.                                       | Bright Machinery Manufacturing Group, Inc., Series C-1                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       4079305 | NS      | $530309.67      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Hilcorp Energy I LP                                                              | Hilcorp Energy I LP                                                                                                              | CUSIP: 431318AU8<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |        559000 | PA      | $551725.62      | 0.00%             | 2029-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $3615.70        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Transocean, Inc.                                                                 | Transocean, Inc.                                                                                                                 | CUSIP: 893830BZ1<br>LEI: DOL4HJ22ADYSIWES4H94 | Short            | DBT              | CORP              | KY        |      -2220000 | PA      | $-1981678.98    | -0.00%            | 2031-05-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     292000000 | PA      | $905024.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hashemite Kingdom of Jordan                                                      | Hashemite Kingdom of Jordan                                                                                                      | CUSIP: N/A<br>LEI: 5493000JZ4MYPVMBVN50       | Long             | DBT              | NUSS              | JO        |        284000 | PA      | $292690.40      | 0.00%             | 2028-01-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| State Street Corp.                                                               | State Street Corp.                                                                                                               | CUSIP: 857477AY9<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |      30841000 | PA      | $27073804.85    | 0.06%             | 2047-06-15      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Mineral Resources Ltd.                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -104300 | NS      | $181247.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOP                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    -750092000 | PA      | $-3784949.05    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Sumitomo Heavy Industries Ltd.                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         -2100 | NS      | $-1048.03       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goodyear Tire & Rubber Co. (The)                                                 | Goodyear Tire & Rubber Co. (The)                                                                                                 | CUSIP: 382550BJ9<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |        153000 | PA      | $146937.96      | 0.00%             | 2031-04-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                     | UBS Group AG                                                                                                                     | CUSIP: 902613AV0<br>LEI: 549300SZJ9VS8SGXAN81 | Short            | DBT              | CORP              | CH        |       -900000 | PA      | $-947440.20     | -0.00%            | 2034-01-12      | Variable      | 5.96%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corp.                                                           | Tenet Healthcare Corp.                                                                                                           | CUSIP: 88033GDH0<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |        206000 | PA      | $203417.03      | 0.00%             | 2028-06-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |       1975000 | PA      | $153050.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |       7462686 | PA      | $45580.50       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Siemens Energy AG                                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |          9300 | NS      | $129395.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Davidson Homes, Inc.                                                             | Davidson Homes, Inc.                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |         77385 | NS      | $79964242.05    | 0.19%             |  |  |  | No            |                  3 | On Loan: No      |
| SES SA                                                                           | SES SA                                                                                                                           | CUSIP: N/A<br>LEI: 5493008JPA4HYMH1HX51       | Long             | DBT              | CORP              | LU        |       3025000 | PA      | $3593812.13     | 0.01%             | 2030-06-24      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-316865.59     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Oceana Australian Fixed Income Trust                                             | Oceana Australian Fixed Income Trust                                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | AU        |      23159000 | PA      | $15452436.77    | 0.04%             | 2028-07-31      | Fixed         | 10.50%                | No            |                  3 | On Loan: No      |
| DBJPM Mortgage Trust                                                             | DBJPM Mortgage Trust, Series 2017-C6, Class XD                                                                                   | CUSIP: 23312JAN3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      15440000 | PA      | $253118.88      | 0.00%             | 2050-06-10      | Variable      | 1.00%                 | No            |                  2 | On Loan: No      |
| FIS Fabbrica Italiana Sintetici SpA                                              | FIS Fabbrica Italiana Sintetici SpA                                                                                              | CUSIP: N/A<br>LEI: 8156004D7056C63EC525       | Long             | DBT              | CORP              | IT        |      11346000 | PA      | $13479023.26    | 0.03%             | 2027-08-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     803848000 | PA      | $-164546.34     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Olympic Tower Mortgage Trust                                                     | Olympic Tower Mortgage Trust, Series 2017-OT, Class E                                                                            | CUSIP: 68162MAN2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       7856000 | PA      | $5897966.63     | 0.01%             | 2039-05-10      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-635.18        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Jazz Financing Lux SARL                                                          | Jazz Financing Lux SARL, 1st Lien Term Loan B2                                                                                   | CUSIP: G5080AAJ1<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |        703433 | PA      | $706134.36      | 0.00%             | 2028-05-05      | Variable      | 6.58%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOP                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     -71272113 | PA      | $-14724.08      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Clariane SE                                                                      | Clariane SE                                                                                                                      | CUSIP: N/A<br>LEI: 969500WEPS61H6TJM037       | Long             | DBT              | CORP              | FR        |       2000000 | PA      | $2373639.93     | 0.01%             | 2030-06-27      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Regional Management Issuance Trust                                               | Regional Management Issuance Trust, Series 2022-1, Class B                                                                       | CUSIP: 75907DAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       1698000 | PA      | $1676342.35     | 0.00%             | 2032-03-15      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | NDIRS                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    1210393552 | PA      | $306188.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MGM China Holdings Ltd.                                                          | MGM China Holdings Ltd.                                                                                                          | CUSIP: N/A<br>LEI: 529900VZFN87OS7WJM66       | Long             | DBT              | CORP              | KY        |      18466000 | PA      | $18304422.50    | 0.04%             | 2027-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Euro-Buxl                                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |         -1281 | NC      | $2477279.41     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-83385.51      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Gen Digital, Inc.                                                                | Gen Digital, Inc.                                                                                                                | CUSIP: 668771AL2<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |        245000 | PA      | $254270.56      | 0.00%             | 2030-09-30      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Gran Tierra Energy, Inc.                                                         | Gran Tierra Energy, Inc.                                                                                                         | CUSIP: 38500TAC5<br>LEI: 549300IH2S17MAIUCM32 | Long             | DBT              | CORP              | US        |      16965000 | PA      | $12900694.95    | 0.03%             | 2029-10-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Panorama Auto Trust                                                              | Panorama Auto Trust, Series 2025-1, Class A                                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | AU        |      11046706 | PA      | $7250614.09     | 0.02%             | 2033-03-15      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   35827000000 | PA      | $-12329985.93   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Suntec REIT                                                                      | Suntec REIT                                                                                                                      | CUSIP: N/A<br>LEI: 549300C46QFXSI2F4K13       | Long             | DBT              | CORP              | SG        |       6750000 | PA      | $5283208.81     | 0.01%             | 2030-06-17      | Variable      | 4.48%                 | No            |                  2 | On Loan: No      |
| PRKCM Trust                                                                      | PRKCM Trust, Series 2023-AFC1, Class B1                                                                                          | CUSIP: 693981AE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       4567000 | PA      | $4586651.80     | 0.01%             | 2058-02-25      | Variable      | 7.44%                 | No            |                  2 | On Loan: No      |
| Ally Financial, Inc.                                                             | Ally Financial, Inc., Series B                                                                                                   | CUSIP: 02005NBM1<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |      31617000 | PA      | $30526624.20    | 0.07%             | 2026-05-15      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | NDIRS                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    1071626000 | PA      | $-8755.55       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | NDIRS                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      78856712 | PA      | $-208214.84     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Entain Holdings (Gibraltar) Ltd.                                                 | Entain Holdings (Gibraltar) Ltd., Facility 1st Lien Term Loan B4                                                                 | CUSIP: 36270BAD4<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |       4000000 | PA      | $4720092.77     | 0.01%             | 2028-06-30      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| Crown PropTech Acquisitions                                                      | Crown PropTech Acquisitions                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |        229536 | NS      | $305282.88      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                                              | Invincible Investment Corp.                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |         -1800 | NS      | $35941.99       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Caesars Entertainment, Inc.                                                      | Caesars Entertainment, Inc.                                                                                                      | CUSIP: 12769GAB6<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |       2189000 | PA      | $2266889.00     | 0.01%             | 2030-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| LCM Investments Holdings II LLC                                                  | LCM Investments Holdings II LLC                                                                                                  | CUSIP: 50190EAC8<br>LEI: 549300P5V78NNQTG4428 | Long             | DBT              | CORP              | US        |       5321000 | PA      | $5657196.74     | 0.01%             | 2031-08-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| American Airlines, Inc.                                                          | American Airlines, Inc.                                                                                                          | CUSIP: 023771T32<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | DBT              | CORP              | US        |       5956000 | PA      | $6082559.04     | 0.01%             | 2028-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      73331250 | PA      | $-395295.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United Mexican States                                                            | Mex Bonos Desarr Fix Rt                                                                                                          | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |       2390620 | PA      | $10606309.96    | 0.03%             | 2047-11-07      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| GSMPS Mortgage Loan Trust                                                        | GSMPS Mortgage Loan Trust, Series 2006-RP1, Class 1AF1                                                                           | CUSIP: 3623413C1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       2173972 | PA      | $1754639.98     | 0.00%             | 2036-01-25      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                                           | Arab Republic of Egypt                                                                                                           | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |       2095000 | PA      | $2051801.10     | 0.00%             | 2027-09-30      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Pony SA                                                                          | Pony SA, Series 2024-1, Class B                                                                                                  | CUSIP: N/A<br>LEI: 2221001FWHVHKUW4NQ77       | Long             | ABS-O            | CORP              | LU        |       1200000 | PA      | $1410103.68     | 0.00%             | 2033-01-14      | Floating      | 2.74%                 | No            |                  2 | On Loan: No      |
| Park Intermediate Holdings LLC                                                   | Park Intermediate Holdings LLC                                                                                                   | CUSIP: 70052LAD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       2012000 | PA      | $2069218.28     | 0.00%             | 2030-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |       5263158 | PA      | $-59995.42      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Warnermedia Holdings, Inc.                                                       | Warnermedia Holdings, Inc.                                                                                                       | CUSIP: 55903VBE2<br>LEI: 549300DXR29GD4N0A520 | Short            | DBT              | CORP              | US        |      -2470000 | PA      | $-1722825.00    | -0.00%            | 2052-03-15      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| Republic of Italy                                                                | Buoni Poliennali del Tesoro                                                                                                      | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |     452598000 | PA      | $540081934.40   | 1.27%             | 2030-07-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Palmer Square Loan Funding Ltd.                                                  | Palmer Square Loan Funding Ltd., Series 2024-2A, Class B                                                                         | CUSIP: 69703RAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       3000000 | PA      | $3006765.00     | 0.01%             | 2033-01-15      | Floating      | 5.96%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $379.67         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Parkmore Point RMBS plc                                                          | Parkmore Point RMBS plc, Series 2022-1X, Class A                                                                                 | CUSIP: N/A<br>LEI: 2138002RAUTGL2YPFV15       | Long             | ABS-MBS          | CORP              | GB        |       8263712 | PA      | $11348481.89    | 0.03%             | 2045-07-25      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Southwest Airlines Co.                                                                                                           | CUSIP: 844741108<br>LEI: N/A                  | N/A              | DE               |  | US        |         10000 | NS      | $2400.00        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MPH Acquisition Holdings LLC                                                     | MPH Acquisition Holdings LLC, 1st Lien Term Loan                                                                                 | CUSIP: 55328HAP6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |         53141 | PA      | $52210.85       | 0.00%             | 2030-12-31      | Variable      | 8.03%                 | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                                                 | CSC Holdings LLC, 1st Lien Term Loan B5                                                                                          | CUSIP: 64072UAK8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | LON              | CORP              | US        |       4223898 | PA      | $4110022.16     | 0.01%             | 2027-04-15      | Variable      | 9.00%                 | No            |                  2 | On Loan: No      |
| Samsung Electronics Co. Ltd.                                                     | Samsung Electronics Co. Ltd.                                                                                                     | CUSIP: N/A<br>LEI: 9884007ER46L6N7EI764       | Long             | EC               | CORP              | KR        |         22849 | NS      | $1010419.83     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      28226133 | PA      | $-8542.85       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-12466929.62   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-39386690.06   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| XPLR Infrastructure Operating Partners LP                                        | XPLR Infrastructure Operating Partners LP                                                                                        | CUSIP: 65342QAB8<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |         28000 | PA      | $27294.37       | 0.00%             | 2027-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      11796510 | PA      | $784870.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                                                | HSBC Holdings plc                                                                                                                | CUSIP: N/A<br>LEI: MLU0ZO3ML4LN2LL2TL39       | Long             | DBT              | CORP              | GB        |      74528000 | PA      | $90083815.88    | 0.21%             | 2029-05-20      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Massachusetts School Building Authority                                          | Massachusetts School Building Authority, Series 2019B                                                                            | CUSIP: 576000XL2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      11415000 | PA      | $10426684.40    | 0.02%             | 2031-10-15      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| AIMCO CLO 22 Ltd.                                                                | AIMCO CLO 22 Ltd., Series 2024-22A, Class E                                                                                      | CUSIP: 00901VAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |       1500000 | PA      | $1519137.30     | 0.00%             | 2037-04-19      | Floating      | 10.77%                | No            |                  2 | On Loan: No      |
| UKG, Inc.                                                                        | UKG, Inc., 1st Lien Term Loan                                                                                                    | CUSIP: 89841EAB1<br>LEI: 529900FKHWSTQ1GXK240 | Long             | LON              | CORP              | US        |        984975 | PA      | $988441.73      | 0.00%             | 2031-02-10      | Variable      | 7.31%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates Variable Rate Notes, Series KL06, Class XFX    | CUSIP: 3137F84J9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      11502111 | PA      | $572970.78      | 0.00%             | 2029-12-25      | Variable      | 1.46%                 | No            |                  2 | On Loan: No      |
| Anchorage Credit Funding 12 Ltd.                                                 | Anchorage Credit Funding 12 Ltd., Series 2020-12A, Class A1                                                                      | CUSIP: 03332DAA2<br>LEI: 5493008VFWRM4UWVV341 | Long             | ABS-CBDO         | CORP              | KY        |      20000000 | PA      | $19485354.00    | 0.05%             | 2038-10-25      | Fixed         | 3.18%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | AT&T, Inc.                                                                                                                       | CUSIP: 00206R102<br>LEI: N/A                  | N/A              | DE               |  | US        |         74500 | NS      | $80460.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Xerox Holdings Corp.                                                                                                             | CUSIP: 00CBNT0Y1<br>LEI: N/A                  | N/A              | DE               |  | US        |          1534 | NC      | $11505.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Mortgage Loan Trust                                                     | Barclays Mortgage Loan Trust, Series 2024-NQM4, Class M1                                                                         | CUSIP: 06745KAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       5737100 | PA      | $5790255.38     | 0.01%             | 2064-12-26      | Variable      | 6.31%                 | No            |                  2 | On Loan: No      |
| LD Celulose International GmbH                                                   | LD Celulose International GmbH                                                                                                   | CUSIP: 50206BAA0<br>LEI: 529900EHUSQJVOTP9J45 | Long             | DBT              | CORP              | AT        |       2085000 | PA      | $2186643.75     | 0.01%             | 2032-01-26      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-112843.66     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Taylor Wimpey plc                                                                | Taylor Wimpey plc                                                                                                                | CUSIP: N/A<br>LEI: 21380089BTRXTD8S3R66       | Long             | EC               | CORP              | GB        |        494958 | NS      | $807134.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hermitage 2024 plc                                                               | Hermitage 2024 plc, Series 2024-1, Class A                                                                                       | CUSIP: N/A<br>LEI: 635400OUUMGTAI2EJA52       | Long             | ABS-O            | CORP              | GB        |       5035003 | PA      | $6923743.57     | 0.02%             | 2033-04-21      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| Option One Mortgage Loan Trust                                                   | Option One Mortgage Loan Trust, Series 2005-4, Class M3                                                                          | CUSIP: 68389FJK1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       6618000 | PA      | $5678641.74     | 0.01%             | 2035-11-25      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | MXN Currency                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |    -200237000 | PA      | $-94644.65      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |       1360000 | PA      | $264376.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mila BV                                                                          | Mila BV, Series 2024-1, Class C                                                                                                  | CUSIP: N/A<br>LEI: 7245000GAIRCK7Y7VJ68       | Long             | ABS-O            | CORP              | NL        |        268000 | PA      | $315685.55      | 0.00%             | 2041-09-16      | Floating      | 3.32%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Electric Power Authority                                             | Puerto Rico Electric Power Authority, Series 2010CCC                                                                             | CUSIP: 74526YDY8<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | PR        |       1635000 | PA      | $788887.50      | 0.00%             | 2028-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                                  | TransDigm, Inc.                                                                                                                  | CUSIP: 893647BY2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |       3536000 | PA      | $3539205.21     | 0.01%             | 2033-05-31      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                   | BNP Paribas SA                                                                                                                   | CUSIP: 05565AB28<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |       1754000 | PA      | $1703631.96     | 0.00%             | 2027-01-12      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| Whitebox CLO II Ltd.                                                             | Whitebox CLO II Ltd., Series 2020-2A, Class SUB                                                                                  | CUSIP: 96466EAC8<br>LEI: 549300C89ZJ5IWOT1F21 | Long             | ABS-CBDO         | CORP              | KY        |       4734000 | PA      | $2474603.82     | 0.01%             | 2037-10-24      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                               | CUSIP: 3138Y4NY1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |          2371 | PA      | $2255.04        | 0.00%             | 2044-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $323006.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Grifols Worldwide Operations Ltd.                                                | Grifols Worldwide Operations USA, Inc., 1st Lien Term Loan B                                                                     | CUSIP: 39843PAG8<br>LEI: N/A                  | Long             | LON              | CORP              | IE        |        682611 | PA      | $680146.33      | 0.00%             | 2027-11-15      | Variable      | 6.48%                 | No            |                  2 | On Loan: No      |
| Truist Insurance Holdings LLC                                                    | Truist Insurance Holdings LLC, 1st Lien Term Loan B                                                                              | CUSIP: 89788VAG7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |        522653 | PA      | $522543.47      | 0.00%             | 2031-05-06      | Variable      | 7.05%                 | No            |                  2 | On Loan: No      |
| Buckeye Partners LP                                                              | Buckeye Partners LP                                                                                                              | CUSIP: 118230AQ4<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |        597000 | PA      | $590030.69      | 0.00%             | 2026-12-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| APA Group                                                                        | APA Group                                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |        146142 | NS      | $785771.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Great Wolf Trust                                                                 | Great Wolf Trust, Series 2024-WOLF, Class A                                                                                      | CUSIP: 39152MAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       5531000 | PA      | $5539642.19     | 0.01%             | 2039-03-15      | Floating      | 5.85%                 | No            |                  2 | On Loan: No      |
| Twin Bridges plc                                                                 | Twin Bridges plc, Series 2021-2, Class C                                                                                         | CUSIP: N/A<br>LEI: 213800NWP6K9BKT6DF77       | Long             | ABS-MBS          | CORP              | GB        |        435000 | PA      | $593874.81      | 0.00%             | 2055-09-12      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co.                                                   | Southern California Edison Co.                                                                                                   | CUSIP: 842400JH7<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |      27030000 | PA      | $24715240.27    | 0.06%             | 2055-03-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Republic of El Salvador                                                          | Republic of El Salvador                                                                                                          | CUSIP: N/A<br>LEI: 529900AKDMUSFSDOM949       | Long             | DBT              | NUSS              | SV        |       1516000 | PA      | $1471657.00     | 0.00%             | 2035-06-15      | Fixed         | 7.65%                 | No            |                  2 | On Loan: No      |
| Acadia Healthcare Co., Inc.                                                      | Acadia Healthcare Co., Inc.                                                                                                      | CUSIP: 00404AAQ2<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |       3281000 | PA      | $3380191.19     | 0.01%             | 2033-03-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-2742331.85    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     133200000 | PA      | $-2580569.48    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| IREN Ltd.                                                                        | IREN Ltd.                                                                                                                        | CUSIP: N/A<br>LEI: 254900FZF02RB3NNGB71       | Long             | EC               | CORP              | AU        |        391393 | NS      | $5702596.01     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Velocity Commercial Capital Loan Trust                                           | Velocity Commercial Capital Loan Trust, Series 2024-5, Class M2                                                                  | CUSIP: 92261AAF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       3084581 | PA      | $3041637.47     | 0.01%             | 2054-10-25      | Variable      | 5.96%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     128752332 | PA      | $-11883.06      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LendingClub Rated Notes Issuer Trust                                             | LendingClub Rated Notes Issuer Trust, Series 2025-P1, Class D                                                                    | CUSIP: 525943AD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       1593000 | PA      | $1600478.02     | 0.00%             | 2031-06-16      | Fixed         | 6.79%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $9085.25        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OCP CLO Ltd.                                                                     | OCP CLO Ltd., Series 2019-16A, Class DR                                                                                          | CUSIP: 67570QAR2<br>LEI: 254900XAI48J82ID5O83 | Long             | ABS-CBDO         | CORP              | KY        |       2200000 | PA      | $2187364.08     | 0.01%             | 2033-04-10      | Floating      | 7.62%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd.                                                                     | OCP CLO Ltd., Series 2025-40A, Class A                                                                                           | CUSIP: 67570FAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |       4000000 | PA      | $3994017.20     | 0.01%             | 2038-04-16      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | USD Currency                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |      79856588 | PA      | $2181655.29     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                         | CUSIP: 21H042661<br>LEI: 549300M8ZYFG0OCMTT87 | Short            | ABS-MBS          | USGA              | US        |    -121000000 | PA      | $-115833554.10  | -0.27%            | 2055-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOP                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | FR        |     788517152 | PA      | $2501830.18     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Conseco Finance Corp.                                                            | Conseco Finance Corp., Series 1998-6, Class M1                                                                                   | CUSIP: 393505K35<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       1032306 | PA      | $1045697.48     | 0.00%             | 2030-06-01      | Variable      | 6.63%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                                                     | BX Commercial Mortgage Trust, Series 2023-XL3, Class D                                                                           | CUSIP: 12434GAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      10718652 | PA      | $10750246.16    | 0.03%             | 2040-12-09      | Floating      | 7.90%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     347007700 | PA      | $-1319125.05    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Cast & Crew LLC                                                                  | Cast & Crew LLC, Facility 1st Lien Term Loan                                                                                     | CUSIP: 14835JAQ3<br>LEI: 549300XE7OZGFGN5F466 | Long             | LON              | CORP              | US        |        958157 | PA      | $904433.20      | 0.00%             | 2028-12-29      | Variable      | 8.08%                 | No            |                  2 | On Loan: No      |
| RAD CLO 27 Ltd.                                                                  | Rad CLO 27 Ltd., Series 2024-27A, Class A1                                                                                       | CUSIP: 749972AA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      20750000 | PA      | $20811046.50    | 0.05%             | 2038-01-15      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| Arbor Multifamily Mortgage Securities Trust                                      | Arbor Multifamily Mortgage Securities Trust, Series 2020-MF1, Class E                                                            | CUSIP: 03881BAS2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1165000 | PA      | $931088.39      | 0.00%             | 2053-05-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Mariner Finance Issuance Trust                                                   | Mariner Finance Issuance Trust, Series 2025-AA, Class B                                                                          | CUSIP: 567920AB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       3167000 | PA      | $3224786.98     | 0.01%             | 2038-05-20      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     310210245 | PA      | $-1062610.13    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |       1985000 | PA      | $-222915.91     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BX Trust                                                                         | BX Trust, Series 2023-DELC, Class A                                                                                              | CUSIP: 05610DAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      18097000 | PA      | $18209863.75    | 0.04%             | 2038-05-15      | Floating      | 7.00%                 | No            |                  2 | On Loan: No      |
| Trinitas CLO XIV Ltd.                                                            | Trinitas CLO XIV Ltd., Series 2020-14A, Class CR                                                                                 | CUSIP: 89641QAU4<br>LEI: 549300095MXHZZMH2053 | Long             | ABS-CBDO         | CORP              | KY        |        625000 | PA      | $626869.63      | 0.00%             | 2034-01-25      | Floating      | 6.68%                 | No            |                  2 | On Loan: No      |
| Palo Alto Networks, Inc.                                                         | Palo Alto Networks, Inc.                                                                                                         | CUSIP: 697435105<br>LEI: 549300QXR2YVZV231H43 | Long             | EC               | CORP              | US        |         65159 | NS      | $13334137.76    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Auto ABS Italian Stella Loans SRL                                                | Auto ABS Italian Stella Loans SRL, Series 2024-1, Class C                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | IT        |       1245377 | PA      | $1478576.26     | 0.00%             | 2036-12-29      | Floating      | 3.63%                 | No            |                  2 | On Loan: No      |
| Kapla Holding SAS                                                                | Kapla Holding SAS                                                                                                                | CUSIP: N/A<br>LEI: 894500PJ28XTH66K4X83       | Long             | DBT              | CORP              | FR        |       2819000 | PA      | $3357931.56     | 0.01%             | 2031-04-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO III Ltd.                                                             | Elmwood CLO III Ltd., Series 2019-3A, Class ERR                                                                                  | CUSIP: 29002JAL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |        500000 | PA      | $493780.50      | 0.00%             | 2037-07-18      | Floating      | 10.22%                | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust                                                       | J.P. Morgan Mortgage Trust, Series 2024-VIS2, Class B1                                                                           | CUSIP: 46658DAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       3191000 | PA      | $3197963.40     | 0.01%             | 2064-11-25      | Variable      | 7.72%                 | No            |                  2 | On Loan: No      |
| GoldenTree Loan Management US CLO 5 Ltd.                                         | GoldenTree Loan Management US CLO 5 Ltd., Series 2019-5A, Class E                                                                | CUSIP: 38138EAA2<br>LEI: 549300O473GD3F35WC55 | Long             | ABS-CBDO         | CORP              | KY        |       4500000 | PA      | $4488798.15     | 0.01%             | 2032-10-20      | Floating      | 9.38%                 | No            |                  2 | On Loan: No      |
| MidOcean Credit CLO XIX                                                          | MidOcean Credit CLO XIX, Series 2025-19A, Class A1                                                                               | CUSIP: 59803HAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       5000000 | PA      | $5000000.00     | 0.01%             | 2036-07-20      | Floating      | 5.77%                 | No            |                  3 | On Loan: No      |
| HIH Trust                                                                        | HIH Trust, Series 2024-61P, Class A                                                                                              | CUSIP: 40444VAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      12995497 | PA      | $13003619.56    | 0.03%             | 2041-10-15      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| VEGAS                                                                            | VEGAS, Series 2024-GCS, Class C                                                                                                  | CUSIP: 92254BAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      23080000 | PA      | $22731219.66    | 0.05%             | 2036-07-10      | Variable      | 6.42%                 | No            |                  2 | On Loan: No      |
| Dryden 65 CLO Ltd.                                                               | Dryden 65 CLO Ltd., Series 2018-65A, Class B                                                                                     | CUSIP: 26251YAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |        700000 | PA      | $701448.02      | 0.00%             | 2030-07-18      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| Acrisure LLC                                                                     | Acrisure LLC                                                                                                                     | CUSIP: 00489LAF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       3782000 | PA      | $3629670.87     | 0.01%             | 2029-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Enel SpA                                                                         | Enel SpA                                                                                                                         | CUSIP: N/A<br>LEI: WOCMU6HCI0OJWNPRZS33       | Long             | DBT              | CORP              | IT        |       6675000 | PA      | $7936686.55     | 0.02%             | 2030-01-14      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Grab Holdings Ltd., Class A                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -2716000 | NS      | $-909458.90     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Civitas Resources, Inc.                                                          | Civitas Resources, Inc.                                                                                                          | CUSIP: 17888HAC7<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |       6029000 | PA      | $6120869.90     | 0.01%             | 2030-11-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Czechoslovak Group A/S                                                           | Czechoslovak Group A/S                                                                                                           | CUSIP: N/A<br>LEI: 315700SWFD7G70AVG768       | Long             | DBT              | CORP              | CZ        |      10775000 | PA      | $12886763.81    | 0.03%             | 2031-01-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Tele Columbus AG                                                                 | Tele Columbus AG, Facility 1st Lien Term Loan B                                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | DE        |       8427982 | PA      | $6434467.32     | 0.02%             | 2029-01-01      | Variable      | 0.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-132658.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Federation of Malaysia                                                           | Malaysia Government Bond                                                                                                         | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |     170000000 | PA      | $41840066.50    | 0.10%             | 2039-04-18      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| DK Crown Holdings, Inc.                                                          | DK Crown Holdings, Inc., 1st Lien Term Loan B                                                                                    | CUSIP: 23326SAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |        275000 | PA      | $273968.75      | 0.00%             | 2032-03-04      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| Eldorado Gold Corp.                                                              | Eldorado Gold Corp.                                                                                                              | CUSIP: 284902509<br>LEI: 5493004PWQ01YDD1IH62 | Long             | EC               | CORP              | CA        |         76366 | NS      | $1553284.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BWAY Mortgage Trust                                                              | BWAY Mortgage Trust, Series 2013-1515, Class D                                                                                   | CUSIP: 05604FAN5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       9570000 | PA      | $8652999.73     | 0.02%             | 2033-03-10      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | iShares China Large-Cap ETF                                                                                                      | CUSIP: 00CBWH4X5<br>LEI: N/A                  | N/A              | DE               |  | US        |         29490 | NC      | $2138025.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Together Asset-Backed Securitisation plc                                         | Together Asset-Backed Securitisation plc, Series 2024-1ST2X, Class A                                                             | CUSIP: N/A<br>LEI: 635400WGT6N9TVLEC567       | Long             | ABS-MBS          | CORP              | GB        |       8377397 | PA      | $11551612.39    | 0.03%             | 2065-10-12      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| Banco del Estado de Chile                                                        | Banco del Estado de Chile                                                                                                        | CUSIP: 05957AAC3<br>LEI: 5493004R4EJC0W0XVQ72 | Long             | DBT              | CORP              | CL        |       1943000 | PA      | $2028608.58     | 0.00%             | 2029-05-02      | Variable      | 7.95%                 | No            |                  2 | On Loan: No      |
| Agate Bay Mortgage Trust                                                         | Agate Bay Mortgage Trust, Series 2015-4, Class B5                                                                                | CUSIP: 00842ACG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1061253 | PA      | $613371.97      | 0.00%             | 2045-06-25      | Variable      | 3.49%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | iShares Preferred & Income Securities ETF                                                                                        | CUSIP: 464288687<br>LEI: N/A                  | N/A              | DE               |  | US        |       -500000 | NS      | $-165000.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Kagome Co. Ltd.                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -38200 | NS      | $-841.61        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Civitas Resources, Inc.                                                          | Civitas Resources, Inc.                                                                                                          | CUSIP: 17888HAA1<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |       6992000 | PA      | $7159185.71     | 0.02%             | 2028-07-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Mitchells & Butlers Finance plc                                                  | Mitchells & Butlers Finance plc, Series D1                                                                                       | CUSIP: N/A<br>LEI: 213800E7QA1U8BF34219       | Long             | DBT              | CORP              | GB        |       2225000 | PA      | $2726283.65     | 0.01%             | 2036-06-15      | Floating      | 6.59%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOP                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      96081650 | PA      | $4705455.47     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR Currency                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CH        |     -91867477 | PA      | $-8.54          | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RBC Capital Markets LLC                                                          | RBC Capital Markets LLC                                                                                                          | CUSIP: N/A<br>LEI: 549300LCO2FLSSVFFR64       | Long             | RA               | CORP              | US        |        221625 | PA      | $221625.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AngloGold Ashanti Holdings plc                                                   | AngloGold Ashanti Holdings plc                                                                                                   | CUSIP: 03512TAE1<br>LEI: 213800745ZIXC4L6A131 | Long             | DBT              | CORP              | IM        |       1940000 | PA      | $1818750.00     | 0.00%             | 2030-10-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BOCA Commercial Mortgage Trust                                                   | BOCA Commercial Mortgage Trust, Series 2024-BOCA, Class A                                                                        | CUSIP: 096817AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       2802931 | PA      | $2809938.33     | 0.01%             | 2041-08-15      | Floating      | 6.23%                 | No            |                  2 | On Loan: No      |
| SAM Bidco                                                                        | SAM Bidco, Facility 1st Lien Term Loan B6                                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | FR        |       4000000 | PA      | $4722401.56     | 0.01%             | 2027-12-13      | Variable      | 5.48%                 | No            |                  2 | On Loan: No      |
| Speedster Bidco GmbH                                                             | Speedster Bidco GmbH, Facility 1st Lien Term Loan B                                                                              | CUSIP: D8000HAB7<br>LEI: N/A                  | Long             | LON              | CORP              | DE        |        902738 | PA      | $906691.49      | 0.00%             | 2031-11-13      | Variable      | 7.55%                 | No            |                  2 | On Loan: No      |
| Cardiff Auto Receivables Securitisation plc                                      | Cardiff Auto Receivables Securitisation plc, Series 2024-1, Class B                                                              | CUSIP: N/A<br>LEI: 6354006GQBBANLIO8R45       | Long             | ABS-O            | CORP              | GB        |       2918000 | PA      | $4008272.58     | 0.01%             | 2031-08-20      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| RBC Capital Markets LLC                                                          | RBC Capital Markets LLC                                                                                                          | CUSIP: N/A<br>LEI: 549300LCO2FLSSVFFR64       | Long             | RA               | CORP              | US        |        607500 | PA      | $607500.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | HICPXT                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | GB        |     102950000 | PA      | $-1012568.31    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fantasia Holdings Group Co. Ltd.                                                 | Fantasia Holdings Group Co. Ltd.                                                                                                 | CUSIP: N/A<br>LEI: 5493005JQNLB3I01JW62       | Long             | DBT              | CORP              | KY        |       3142000 | PA      | $86405.00       | 0.00%             | 2024-06-01      | Fixed         | 11.88%                | No            |                  2 | On Loan: No      |
| J.P. Morgan Chase Commercial Mortgage Securities Trust                           | J.P. Morgan Chase Commercial Mortgage Securities Trust, Series 2018-PHH, Class A                                                 | CUSIP: 46650FAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1745323 | PA      | $1502037.80     | 0.00%             | 2035-06-15      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| RBC Capital Markets LLC                                                          | RBC Capital Markets LLC                                                                                                          | CUSIP: N/A<br>LEI: 549300LCO2FLSSVFFR64       | Long             | RA               | CORP              | US        |        947457 | PA      | $947457.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-1064.03       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Albertsons Cos., Inc.                                                            | Albertsons Cos., Inc.                                                                                                            | CUSIP: 013092AB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        439000 | PA      | $438559.42      | 0.00%             | 2028-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Ukraine                                                                          | Ukraine Government Bond                                                                                                          | CUSIP: N/A<br>LEI: 6354001WLTJXOMEXPY07       | Long             | DBT              | NUSS              | UA        |       7454000 | PA      | $3699047.50     | 0.01%             | 2036-02-01      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| Sunoco LP                                                                        | Sunoco LP                                                                                                                        | CUSIP: 86765KAC3<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |       1118000 | PA      | $1173879.18     | 0.00%             | 2032-05-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Cobham Ultra SeniorCo SARL                                                       | Cobham Ultra SeniorCo SARL, Facility 1st Lien Term Loan B                                                                        | CUSIP: L1802PAC3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       1378646 | PA      | $1379141.99     | 0.00%             | 2029-08-03      | Variable      | 8.18%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                                                     | Barclays Mortgage Loan Trust, Series 2025-NQM2, Class B2                                                                         | CUSIP: 066930AF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1313150 | PA      | $1247799.25     | 0.00%             | 2065-05-25      | Variable      | 7.69%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $42884.41       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GFL Environmental Services, Inc.                                                 | GFL Environmental Services, Inc., 1st Lien Term Loan                                                                             | CUSIP: 36257SAB8<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |        405000 | PA      | $404663.85      | 0.00%             | 2032-03-03      | Variable      | 6.82%                 | No            |                  2 | On Loan: No      |
| Symphony CLO XXVIII Ltd.                                                         | Symphony CLO XXVIII Ltd., Series 2021-28A, Class A                                                                               | CUSIP: 87168BAC4<br>LEI: 54930054F3QGDZOYIH14 | Long             | ABS-CBDO         | CORP              | KY        |       4350000 | PA      | $4355091.24     | 0.01%             | 2034-10-23      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Berkshire Hathaway, Inc., Class B                                                                                                | CUSIP: 084670702<br>LEI: N/A                  | N/A              | DE               |  | US        |         -5100 | NS      | $10200.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $816914.09      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Super Micro Computer, Inc.                                                                                                       | CUSIP: 86800U302<br>LEI: N/A                  | N/A              | DE               |  | US        |        -23300 | NS      | $-189196.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Dolcetto Holdco SpA                                                              | Dolcetto Holdco SpA                                                                                                              | CUSIP: N/A<br>LEI: 81560029E819F2CE4A42       | Long             | DBT              | CORP              | IT        |       7967000 | PA      | $9455248.81     | 0.02%             | 2032-07-14      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| GAM Resecuritization Trust                                                       | GAM Resecuritization Trust, Series 2018-B, Class A1                                                                              | CUSIP: 36459QAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       4162757 | PA      | $4147232.81     | 0.01%             | 2051-08-27      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |     335251191 | PA      | $-162665.38     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Harvest Midstream I LP                                                           | Harvest Midstream I LP                                                                                                           | CUSIP: 417558AA1<br>LEI: 549300DW5M17KJOXCY66 | Long             | DBT              | CORP              | US        |        724000 | PA      | $736334.06      | 0.00%             | 2028-09-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | HICPXT                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | GB        |      52450000 | PA      | $-103477.95     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    2198130458 | PA      | $20049.80       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Baytex Energy Corp.                                                              | Baytex Energy Corp.                                                                                                              | CUSIP: 07317QAJ4<br>LEI: 549300R5LTV2H7I1I079 | Long             | DBT              | CORP              | CA        |       1460000 | PA      | $1460885.10     | 0.00%             | 2030-04-30      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CMS Spreadoption                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |   -4032470000 | NC      | $-1313326.60    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Exmoor Funding plc                                                               | Exmoor Funding plc, Series 2024-1, Class B                                                                                       | CUSIP: N/A<br>LEI: 635400TJWGCUUIZAGH30       | Long             | ABS-MBS          | CORP              | GB        |        967000 | PA      | $1339254.92     | 0.00%             | 2094-03-25      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| Jane Street Group                                                                | Jane Street Group                                                                                                                | CUSIP: 47077WAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        100000 | PA      | $97009.23       | 0.00%             | 2029-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Washington Mutural WMABS                                                         | Washington Mutural WMABS, Series 2007-HE1, Class 2A2                                                                             | CUSIP: 93935KAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       4540188 | PA      | $1422516.61     | 0.00%             | 2036-11-25      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| AlixPartners LLP                                                                 | AlixPartners LLP, 1st Lien Term Loan                                                                                             | CUSIP: 01642PBB1<br>LEI: 5493005G2MHUFTGARL57 | Long             | LON              | CORP              | US        |        610251 | PA      | $612313.59      | 0.00%             | 2028-02-04      | Variable      | 6.94%                 | No            |                  2 | On Loan: No      |
| Match Group Holdings II LLC                                                      | Match Group Holdings II LLC                                                                                                      | CUSIP: 57665RAN6<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |        423000 | PA      | $412773.89      | 0.00%             | 2028-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     419054622 | PA      | $397779.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mars, Inc.                                                                       | Mars, Inc.                                                                                                                       | CUSIP: 571676BC8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |      23901000 | PA      | $23842652.40    | 0.06%             | 2055-05-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | NDIRS                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | FR        |     355740000 | PA      | $-888557.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $138918.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TICP CLO XII Ltd.                                                                | TICP CLO XII Ltd., Series 2018-12A, Class BR                                                                                     | CUSIP: 87250FAN0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |        925000 | PA      | $926186.96      | 0.00%             | 2034-07-15      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-06-30

**Name of Applicant:** BlackRock Funds V

**Signature:** Chuck Pulsfort

**Name of Signer:** Chuck Pulsfort

**Title:** Assistant Treasurer