# EDGAR Filing Document

**Accession Number:** 0001738078
**File Stem:** 0002071691-26-012510
**Filing Date:** 2026-5
**Character Count:** 4328518
**Document Hash:** b780b7b6b137a23ebf93a766cb51a4f2
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002071691-26-012510.hdr.sgml**: 20260528

**ACCESSION NUMBER**: 0002071691-26-012510

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260528

**DATE AS OF CHANGE**: 20260528

**PERIOD START**: 20261231

**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:** 261029785

**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:** 2026-12-31

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $89322638314.78

**Total Liabilities:** $43135124365.10

**Net Assets:** $46187513949.68

**Amount of Assets Invested in Other Investment Companies:** $137511702.13

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 2003562.91000000 | **1-Year:** 279088.73000000 | **5-Year:** 3553411.45000000 | **10-Year:** 4164823.57000000 | **30-Year:** 930513.86000000

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

- **3-Month:** 2383483.69000000 | **1-Year:** 1575128.95000000 | **5-Year:** 6169539.90000000 | **10-Year:** -99989.97000000 | **30-Year:** 272104.19000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000202265 | 0.74%                | 0.72%                | -2.13%               |
| Class ID C000202266 | 0.92%                | 0.79%                | -2.05%               |
| Class ID C000202267 | 0.93%                | 0.80%                | -2.04%               |
| Class ID C000202264 | 0.90%                | 0.67%                | -1.97%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $159718651.35            | $251837995.88                              |
| Month 2  | $187380210.58            | $-10247062.28                              |
| Month 3  | $-66978734.47            | $-1373344473.66                            |

**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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| CBRE Group, Inc.                                                          | CBRE Group, Inc., Class A                                                                                                                           | CUSIP: 12504L109<br>LEI: 52990016II9MJ2OSWA10 | Long             | EC               | CORP              | US        |         2171 | NS      | $294083.66      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | SOP                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   -110871000 | PA      | $-1983189.92    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Daiwa House Industry Co. Ltd.                                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | JP        |     14000000 | NS      | $881832.22      | 0.00%             |  |  |  | No            |                  3 | 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      | $10662430.46    | 0.02%             | 2040-07-15      | Variable      | 4.99%                 | No            |                  2 | On Loan: No      |
| United States of America                                                  | U.S. Treasury Bonds                                                                                                                                 | CUSIP: 912810TJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    186365000 | PA      | $132479308.35   | 0.29%             | 2052-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MonotaRO Co. Ltd.                                                         | MonotaRO Co. Ltd.                                                                                                                                   | CUSIP: N/A<br>LEI: 5299005JUER5ANXWTC33       | Long             | EC               | CORP              | JP        |        73400 | NS      | $795620.76      | 0.00%             |  |  |  | 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      | $286551.78      | 0.00%             | 2035-10-15      | Floating      | 4.27%                 | 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      | $467790.03      | 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      | $8775539.44     | 0.02%             | 2027-05-29      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Vanguard Short-Term Corporate Bond ETF                                                                                                              | CUSIP: 92206C409<br>LEI: N/A                  | N/A              | DE               |  | GB        |     -1800000 | NS      | $-288000.00     | -0.00%            |  |  |  | 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      | $235172.20      | 0.00%             | 2029-08-01      | Variable      | 9.17%                 | 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        |     36405764 | PA      | $36612337.77    | 0.08%             | 2055-05-25      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| Mars, Inc.                                                                | Mars, Inc.                                                                                                                                          | CUSIP: 571676AU9<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |       100000 | PA      | $100698.08      | 0.00%             | 2031-04-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Mexican Peso                                                              | Mexican Peso                                                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | MX        |   3123452126 | OU      | $174270609.03   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| ProAmpac PG Borrower LLC                                                  | ProAmpac PG Borrower LLC, 1st Lien Term Loan                                                                                                        | CUSIP: 74274NAN3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      4000000 | PA      | $4548269.75     | 0.01%             | 2033-03-07      | Variable      | 6.23%                 | 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        |      1353465 | PA      | $1349579.62     | 0.00%             | 2038-04-25      | Floating      | 7.54%                 | 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      | $1235042.29     | 0.00%             | 2049-06-25      | Floating      | 5.23%                 | 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        |      4900000 | PA      | $5509518.50     | 0.01%             | 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      | $3696768.67     | 0.01%             | 2028-02-04      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Sino-American Silicon Products, Inc.                                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       305000 | NS      | $-5768.23       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Benin                                                         | Benin Government Bond                                                                                                                               | CUSIP: 08205QAA6<br>LEI: 635400Q11P6AE5A5Y230 | Long             | DBT              | NUSS              | BJ        |      5069000 | PA      | $4959133.48     | 0.01%             | 2038-02-13      | Fixed         | 7.96%                 | No            |                  2 | On Loan: No      |
| Indy US Holdco LLC                                                        | Indy US Holdco LLC, 1st Lien Term Loan                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1648444 | PA      | $1877878.33     | 0.00%             | 2030-10-31      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    703276404 | PA      | $53757.73       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Atos SE                                                                   | Atos SE                                                                                                                                             | CUSIP: N/A<br>LEI: 5493001EZOOA66PTBR68       | Long             | SN               | CORP              | FR        |     14481807 | PA      | $18871245.66    | 0.04%             | 2029-12-18      | Variable      | 9.36%                 | 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        |      2149175 | PA      | $1930152.19     | 0.00%             | 2063-09-16      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| Elanco Animal Health, Inc.                                                | Elanco Animal Health, Inc., 1st Lien Term Loan B                                                                                                    | CUSIP: 28414BAJ5<br>LEI: 549300SHPNDCE059M934 | Long             | LON              | CORP              | US        |       285095 | PA      | $285023.61      | 0.00%             | 2032-10-29      | Variable      | 5.42%                 | 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        |        11000 | PA      | $10802.92       | 0.00%             | 2031-07-10      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| IRB Holding Corp.                                                         | IRB Holding Corp., 1st Lien Term Loan B                                                                                                             | CUSIP: 44988LAM9<br>LEI: 549300HVW4WNWYBXN830 | Long             | LON              | CORP              | US        |       976993 | PA      | $974042.07      | 0.00%             | 2030-12-16      | Variable      | 6.18%                 | 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      | $1979753.14     | 0.00%             | 2062-03-27      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      3294000 | PA      | $57271.65       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | REA Group Ltd.                                                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        10600 | NS      | $-49401.93      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp. | Uniform Mortgage-Backed Securities                                                                                                                  | CUSIP: 01F050650<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |  -6268331271 | PA      | $-6174267626.33 | -13.37%           | 2056-05-25      | Fixed         | 5.00%                 | 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        |     42802000 | PA      | $48102693.92    | 0.10%             | 2036-12-18      | Variable      | 3.98%                 | No            |                  2 | On Loan: No      |
| Nordstrom, Inc.                                                           | Nordstrom, Inc.                                                                                                                                     | CUSIP: 655664AT7<br>LEI: 549300S3IZB5P35KNV16 | Long             | DBT              | CORP              | US        |       657000 | PA      | $613277.63      | 0.00%             | 2030-04-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Kronos International, Inc.                                                | Kronos International, Inc.                                                                                                                          | CUSIP: N/A<br>LEI: 529900NTVDLUSYY9F493       | Long             | DBT              | CORP              | US        |      5520000 | PA      | $5481256.29     | 0.01%             | 2029-03-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   1484007420 | PA      | $-1693.43       | -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        |     45767000 | PA      | $44832569.43    | 0.10%             | 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      | $-221114.28     | -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        |       461554 | PA      | $604908.88      | 0.00%             | 2036-12-15      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd.                                                         | CIFC Funding Ltd., Series 2014-3A, Class A1R                                                                                                        | CUSIP: 12549QBL8<br>LEI: 549300KEIUMRD7WX5J42 | Long             | ABS-CBDO         | CORP              | KY        |      3250000 | PA      | $3243500.00     | 0.01%             | 2038-03-31      | Floating      | 4.85%                 | 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      | $2778184.16     | 0.01%             | 2034-02-21      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association, Series 2022-78                                                                                            | CUSIP: 38383P6D8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     48974609 | PA      | $8192888.93     | 0.02%             | 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        |      7751000 | PA      | $7686811.57     | 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        |      4311000 | PA      | $4356390.52     | 0.01%             | 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        |      1106847 | PA      | $966061.02      | 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      | $27232200.15    | 0.06%             | 2037-06-15      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| Bayer AG                                                                  | Bayer AG                                                                                                                                            | CUSIP: N/A<br>LEI: 549300J4U55H3WP1XT59       | Long             | DBT              | CORP              | DE        |      5500000 | PA      | $6334388.72     | 0.01%             | 2082-03-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    114200736 | PA      | $604399.88      | 0.00%             |  |  |  | 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        |      1987391 | PA      | $2031122.28     | 0.00%             | 2052-10-25      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman Loan Advisers CLO 31 Ltd.                                | Neuberger Berman Loan Advisers CLO 31 Ltd., Series 2019-31A, Class AR2                                                                              | CUSIP: 64132JAW5<br>LEI: 5493007OZE2103TZO049 | Long             | ABS-CBDO         | CORP              | KY        |      5000000 | PA      | $4995781.00     | 0.01%             | 2039-01-20      | Floating      | 4.90%                 | 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      | $-1807828.17    | -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        |       564000 | PA      | $546757.73      | 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        |      5008000 | PA      | $5305350.00     | 0.01%             | 2030-03-21      | 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      | $-59768.50      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Buckeye Partners LP                                                       | Buckeye Partners LP                                                                                                                                 | CUSIP: 118230AV3<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |      1450000 | PA      | $1492383.50     | 0.00%             | 2029-07-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Iron Mountain, Inc.                                                       | Iron Mountain, Inc.                                                                                                                                 | CUSIP: 46284VAL5<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |       280000 | PA      | $271815.88      | 0.00%             | 2032-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | FR        |      4000000 | PA      | $72592.47       | 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        |      2395000 | PA      | $2716189.63     | 0.01%             | 2027-03-03      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Polaris plc                                                               | Polaris plc, Series 2026-1X, Class A                                                                                                                | CUSIP: N/A<br>LEI: 213800DMUJ69B2MVV386       | Long             | ABS-MBS          | CORP              | GB        |      3990929 | PA      | $5259510.58     | 0.01%             | 2070-06-27      | Floating      | 4.46%                 | 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        |     10702099 | PA      | $10435156.29    | 0.02%             | 2037-04-15      | Floating      | 7.46%                 | 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      | $463178.02      | 0.00%             | 2066-12-20      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Obara Group, Inc.                                                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    720000000 | NC      | $2136171.34     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Dexus                                                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       464100 | NS      | $-29597.54      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Steel Corp.                                                        | Nippon Steel Corp.                                                                                                                                  | CUSIP: N/A<br>LEI: 35380065QWQ4U2V3PA33       | Long             | DBT              | CORP              | JP        |   2180000000 | PA      | $14079581.61    | 0.03%             | 2031-02-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| IHS Holding Ltd.                                                          | IHS Holding Ltd.                                                                                                                                    | CUSIP: 44963HAB1<br>LEI: 213800CLGMKL63VKTD94 | Long             | DBT              | CORP              | KY        |      7038000 | PA      | $6968746.08     | 0.02%             | 2028-11-29      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Mitchell International, Inc.                                              | Mitchell International, Inc., 1st Lien Term Loan                                                                                                    | CUSIP: 60662WBB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       985031 | PA      | $937483.79      | 0.00%             | 2031-06-17      | Variable      | 6.67%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Asset-Backed Certificates Trust                         | Washington Mutual Asset-Backed Certificates Trust, Series 2007-HE1, Class 2A1                                                                       | CUSIP: 93935KAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       506255 | PA      | $157937.49      | 0.00%             | 2036-11-25      | Floating      | 3.91%                 | 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        |      1961749 | PA      | $2262045.19     | 0.00%             | 2028-05-22      | Variable      | 5.14%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Tonies SE                                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DE        |       196295 | NS      | $113443.79      | 0.00%             |  |  |  | No            |                  1 | 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        |      1111008 | PA      | $930802.52      | 0.00%             | 2052-02-25      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                                                  | CUSIP: 3140W3DX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     16095975 | PA      | $15950132.87    | 0.03%             | 2054-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Redstone Holdco 2 LP                                                      | Redstone HoldCo 2 LP, 1st Lien Term Loan A1                                                                                                         | CUSIP: 75775JAB9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      9486013 | PA      | $8284419.58     | 0.02%             | 2030-12-31      | Variable      | 9.17%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Nintendo Co. Ltd.                                                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -14700 | NS      | $34391.56       | 0.00%             |  |  |  | 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        |      7318034 | PA      | $7013457.10     | 0.02%             | 2031-06-23      | Variable      | 6.70%                 | No            |                  2 | On Loan: No      |
| Drawbridge Special Opportunities Fund LP                                  | Drawbridge Special Opportunities Fund LP                                                                                                            | CUSIP: 26150TAF6<br>LEI: OTW7FAILU3FWEXAKRN53 | Long             | DBT              | CORP              | US        |      4300000 | PA      | $4037718.96     | 0.01%             | 2030-09-17      | Fixed         | 5.95%                 | 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        |       353490 | PA      | $281530.69      | 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        |      3786603 | PA      | $3529001.94     | 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        |       191000 | PA      | $187574.10      | 0.00%             | 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        |      2386214 | PA      | $1561989.24     | 0.00%             | 2036-10-25      | Floating      | 4.11%                 | 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        |       617966 | PA      | $600425.23      | 0.00%             | 2034-07-25      | Floating      | 3.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | ALS Ltd.                                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -9000 | NS      | $-6155.93       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Arini European CLO V DAC                                                  | Arini European CLO V DAC, Series 5X, Class D                                                                                                        | CUSIP: N/A<br>LEI: 635400HVHHJPCXB66K47       | Long             | ABS-CBDO         | CORP              | IE        |      1470000 | PA      | $1662547.11     | 0.00%             | 2039-01-15      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings, Inc.                                     | Clydesdale Acquisition Holdings, Inc.                                                                                                               | CUSIP: 18972EAB1<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |      8745000 | PA      | $8159731.26     | 0.02%             | 2030-04-15      | Fixed         | 8.75%                 | 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        |       972292 | PA      | $620205.72      | 0.00%             | 2029-04-30      | Variable      | 7.95%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd.                                                         | CIFC Funding Ltd., Series 2018-3A, Class A1R                                                                                                        | CUSIP: 12551YAJ2<br>LEI: 635400OB7ZCBUWDQNV87 | Long             | ABS-CBDO         | CORP              | KY        |      7750000 | PA      | $7749118.05     | 0.02%             | 2038-10-18      | Floating      | 4.94%                 | 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      | $499760.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Barratt Redrow plc                                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |      -291300 | NS      | $16746.89       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Mitsubishi Materials Corp.                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        35900 | NS      | $58398.22       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Trust 2401                                                                | Trust 2401                                                                                                                                          | CUSIP: 89834MAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |       436000 | PA      | $423303.68      | 0.00%             | 2044-01-30      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Wolfspeed, Inc.                                                           | Wolfspeed, Inc.                                                                                                                                     | CUSIP: 977852AS1<br>LEI: 549300OGU88P3AW3TO93 | Long             | DBT              | CORP              | US        |       396001 | PA      | $313830.79      | 0.00%             | 2031-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Nikkei 225 Index                                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | JP        |            6 | NC      | $-50793.49      | -0.00%            |  |  |  | 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        |      2270903 | PA      | $3012593.59     | 0.01%             | 2045-07-20      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO X Ltd.                                        | Benefit Street Partners CLO X Ltd., Series 2016-10A, Class A1R3                                                                                     | CUSIP: 08181LBE6<br>LEI: 549300MYLNCW81S1Y182 | Long             | ABS-CBDO         | CORP              | KY        |      2830000 | PA      | $2830715.71     | 0.01%             | 2038-07-20      | Floating      | 4.97%                 | 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        |      5709932 | PA      | $7562284.24     | 0.02%             | 2049-06-25      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| Credit Acceptance Corp.                                                   | Credit Acceptance Corp.                                                                                                                             | CUSIP: 225310AS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3186000 | PA      | $3111606.90     | 0.01%             | 2030-03-15      | Fixed         | 6.62%                 | 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        |       851000 | PA      | $840260.38      | 0.00%             | 2027-08-01      | Fixed         | 3.62%                 | 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      | $13482148.77    | 0.03%             | 2039-11-09      | Variable      | 7.25%                 | No            |                  2 | On Loan: No      |
| Legence Holdings LLC                                                      | Legence Holdings LLC, 1st Lien Term Loan                                                                                                            | CUSIP: 75865HAM0<br>LEI: 2549003DYOLJRQR9G070 | Long             | LON              | CORP              | US        |       438320 | PA      | $438868.03      | 0.00%             | 2031-12-16      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| CP Iris Holdco I, Inc.                                                    | CP Iris Holdco I, Inc., 1st Lien Term Loan                                                                                                          | CUSIP: 12659EAH1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       305319 | PA      | $302458.11      | 0.00%             | 2032-10-27      | Variable      | 7.67%                 | No            |                  2 | On Loan: No      |
| Meituan                                                                   | Meituan                                                                                                                                             | CUSIP: N/A<br>LEI: 21380033K525E5JLIA77       | Long             | DBT              | CORP              | KY        |      6000000 | PA      | $6019043.64     | 0.01%             | 2028-04-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LSF12 Crown US Commercial Bidco LLC                                       | LSF12 Crown US Commercial Bidco LLC, 1st Lien Term Loan                                                                                             | CUSIP: 50221UAE1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       964252 | PA      | $964251.52      | 0.00%             | 2031-12-02      | Variable      | 6.67%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Royal Bank of Canada                                                                                                                                | CUSIP: 780087102<br>LEI: N/A                  | N/A              | DE               |  | US        |       -12000 | NS      | $-44279.50      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $4635.81        | 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        |     19680410 | PA      | $3293077.81     | 0.01%             | 2051-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                              | Oracle Corp.                                                                                                                                        | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |         1599 | NS      | $235228.89      | 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        |      3130000 | PA      | $3232945.70     | 0.01%             | 2030-02-04      | Fixed         | 8.62%                 | No            |                  2 | 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      | $4513500.00     | 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      | $5324410.02     | 0.01%             |  |  |  | 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      | $3891936.28     | 0.01%             | 2062-04-20      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| Zayo Group LLC                                                            | Zayo Group LLC, 1st Lien Term Loan                                                                                                                  | CUSIP: 98919XAJ0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |        10882 | PA      | $12409.29       | 0.00%             | 2030-03-11      | Variable      | 5.14%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | NetEase, Inc.                                                                                                                                       | CUSIP: 64110W102<br>LEI: N/A                  | N/A              | DE               |  | US        |            1 | NS      | $-7.60          | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | CLP Holdings Ltd.                                                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -284000 | NS      | $-26242.39      | -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        |      2695841 | PA      | $1860130.21     | 0.00%             | 2036-07-15      | Floating      | 5.88%                 | 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        |      1780805 | PA      | $1720225.74     | 0.00%             | 2036-03-25      | Floating      | 4.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | USD Currency                                                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |     49455316 | PA      | $215895.03      | 0.00%             |  |  |  | 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      | $130189168.25   | 0.28%             |  |  |  | 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      | $4052028.59     | 0.01%             | 2039-01-28      | Floating      | 6.03%                 | 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        |      2300000 | PA      | $2195419.00     | 0.00%             | 2030-07-27      | Fixed         | 8.45%                 | 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        |          548 | PA      | $545.20         | 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        |     12129150 | PA      | $12177132.89    | 0.03%             | 2065-05-25      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                                       | New Residential Mortgage Loan Trust, Series 2025-NQM7, Class A1LC                                                                                   | CUSIP: 64831YAB2<br>LEI: 2138008C4H1F2CU67V53 | Long             | ABS-MBS          | CORP              | US        |      1750000 | PA      | $1744394.40     | 0.00%             | 2065-10-26      | Variable      | 5.16%                 | No            |                  2 | On Loan: No      |
| AGL Energy Ltd.                                                           | AGL Energy Ltd.                                                                                                                                     | CUSIP: N/A<br>LEI: 549300QAZ8A74DEDXO80       | Long             | DBT              | CORP              | AU        |      9370000 | PA      | $6154131.70     | 0.01%             | 2035-09-30      | Fixed         | 5.77%                 | 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      | $484516.64      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Prime Investments LLC                                                     | Prime Investments LLC                                                                                                                               | CUSIP: 74167YAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     47342442 | PA      | $49117783.58    | 0.11%             | 2030-05-01      | Fixed         | 11.00%                | No            |                  3 | On Loan: No      |
| N/A                                                                       | EURO STOXX 50 Index                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DE        |        -2736 | NC      | $-5210063.23    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Olympus Water U.S. Holding Corp.                                          | Olympus Water US Holding Corp.                                                                                                                      | CUSIP: 46150DAA0<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |      1876000 | PA      | $1786559.07     | 0.00%             | 2032-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Standard Industries, Inc.                                                 | Standard Industries, Inc.                                                                                                                           | CUSIP: 853496AG2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |      2192000 | PA      | $2066102.26     | 0.00%             | 2030-07-15      | Fixed         | 4.38%                 | 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        |       227416 | PA      | $186757.91      | 0.00%             | 2035-11-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Jose Andres Group 1L Notes                                                | Jose Andres Group 1L Notes                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |     18923000 | PA      | $14050327.50    | 0.03%             | 2032-11-14      | Fixed         | 10.00%                | No            |                  3 | On Loan: No      |
| RBC Capital Markets LLC                                                   | RBC Capital Markets LLC                                                                                                                             | CUSIP: N/A<br>LEI: 549300LCO2FLSSVFFR64       | Long             | RA               | CORP              | US        |       215250 | PA      | $215250.00      | 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      | $20972.27       | 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        |      3722000 | PA      | $3554198.16     | 0.01%             | 2029-03-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman Loan Advisers CLO 30 Ltd.                                | Neuberger Berman Loan Advisers CLO 30 Ltd., Series 2018-30A, Class D1R2                                                                             | CUSIP: 64132MBN7<br>LEI: 549300WWWM7IDWOVIL36 | Long             | ABS-CBDO         | CORP              | KY        |       750000 | PA      | $740697.08      | 0.00%             | 2039-01-20      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Finance plc                                                     | Rio Tinto Finance plc                                                                                                                               | CUSIP: N/A<br>LEI: 2138009113L7IDGEM175       | Long             | DBT              | CORP              | GB        |      7413000 | PA      | $9472038.12     | 0.02%             | 2029-12-11      | 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      | $3229.23        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                                       | GS Mortgage-Backed Securities Trust, Series 2026-CES1, Class A2                                                                                     | CUSIP: 36277LAB9<br>LEI: 2549005U12N6A8G3H936 | Long             | ABS-O            | CORP              | US        |       861708 | PA      | $854426.74      | 0.00%             | 2056-05-25      | Variable      | 5.27%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  20330100000 | PA      | $5969648.73     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                                                  | CUSIP: 3140NJG81<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        41487 | PA      | $41108.94       | 0.00%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                | Verus Securitization Trust, Series 2025-R1, Class B1                                                                                                | CUSIP: 92541AAE0<br>LEI: 213800UBQ9UM61L7TB84 | Long             | ABS-MBS          | CORP              | US        |       389000 | PA      | $385660.16      | 0.00%             | 2065-05-25      | Variable      | 6.40%                 | No            |                  2 | On Loan: No      |
| Muthoot Finance Ltd.                                                      | Muthoot Finance Ltd.                                                                                                                                | CUSIP: 62828M2D2<br>LEI: 335800HAMJMBFL4RRF02 | Long             | DBT              | CORP              | IN        |      3500000 | PA      | $3474800.00     | 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      | $663135.28      | 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        |      2310401 | PA      | $2310942.81     | 0.01%             | 2041-03-15      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-399496.99     | -0.00%            |  |  |  | No            |                  2 | 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      | $513271.43      | 0.00%             | 2047-11-25      | Variable      | 4.24%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Sartorius Stedim Biotech                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -8100 | NS      | $-77589.29      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Dual Binary Option: Payout at expiration if the SPX Index cash is below or at 6573.1 and 10Y Secured Overnight Financing Rate is above or at 4.13   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | US        |      4500000 | PA      | $419443.82      | 0.00%             |  |  |  | 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        |      7409000 | PA      | $8978689.19     | 0.02%             | 2029-05-16      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| EFG Holding S.A.E.                                                        | EFG Holding S.A.E.                                                                                                                                  | CUSIP: N/A<br>LEI: 5586005JYFTUMPVGE837       | Long             | EC               | CORP              | EG        |      1767470 | NS      | $816809.72      | 0.00%             |  |  |  | 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        |       289643 | PA      | $289751.84      | 0.00%             | 2031-04-20      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| Essendi SA                                                                | Essendi SA                                                                                                                                          | CUSIP: N/A<br>LEI: 2221000MD2YP7WLTNC52       | Long             | DBT              | CORP              | LU        |      1805000 | PA      | $2068972.29     | 0.00%             | 2032-05-15      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| RBC Capital Markets LLC                                                   | RBC Capital Markets LLC                                                                                                                             | CUSIP: N/A<br>LEI: 549300LCO2FLSSVFFR64       | Long             | RA               | CORP              | US        |       294222 | PA      | $294222.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Providus CLO XIV DAC                                                      | Providus CLO XIV DAC, Series 14X, Class D                                                                                                           | CUSIP: N/A<br>LEI: 635400RHQLITOVVAUF62       | Long             | ABS-CBDO         | CORP              | IE        |      2491000 | PA      | $2797863.30     | 0.01%             | 2040-04-18      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| Celestial Dynasty Ltd.                                                    | Celestial Dynasty Ltd.                                                                                                                              | CUSIP: N/A<br>LEI: 254900A85ZVOMCLC2410       | Long             | DBT              | CORP              | VG        |      4636000 | PA      | $4572255.00     | 0.01%             | 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        |      1643000 | PA      | $1642218.59     | 0.00%             | 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      | $60008.75       | 0.00%             | 2035-04-15      | Floating      | 6.95%                 | No            |                  2 | On Loan: No      |
| Veolia Environnement SA                                                   | Veolia Environnement SA                                                                                                                             | CUSIP: N/A<br>LEI: 969500LENY69X51OOT31       | Long             | DBT              | CORP              | FR        |     29900000 | PA      | $33449795.92    | 0.07%             | 2027-11-15      | Variable      | 2.00%                 | 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        |      9953980 | PA      | $9798658.70     | 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      | $2019904.20     | 0.00%             | 2037-10-18      | Floating      | 11.01%                | No            |                  2 | On Loan: No      |
| N/A                                                                       | Kobe Steel Ltd.                                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |      -133200 | NS      | $12444.61       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Obara Group, Inc.                                                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -147000 | NS      | $228664.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Arini US CLO V Ltd.                                                       | Arini US CLO V Ltd., Series 5A, Class D                                                                                                             | CUSIP: 04040CAG2<br>LEI: 254900RPWXD20B0D2E70 | Long             | ABS-CBDO         | CORP              | KY        |      1000000 | PA      | $1000000.00     | 0.00%             | 2039-04-15      | Floating      | 0.00%                 | No            |                  3 | 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      | $1393733.62     | 0.00%             | 2055-08-20      | Floating      | 7.23%                 | No            |                  2 | On Loan: No      |
| State of California                                                       | State of California, Series 2009                                                                                                                    | CUSIP: 13063A5E0<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |      2155000 | PA      | $2475710.76     | 0.01%             | 2034-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Wom New Holdco                                                            | WOM New Holdco                                                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |        82839 | NS      | $1905297.00     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                                       | Rightmove plc                                                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -181300 | NS      | $-19550.57      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GoodLeap Home Improvement Solutions Trust                                 | GoodLeap Home Improvement Solutions Trust, Series 2025-3A, Class A                                                                                  | CUSIP: 38237FAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     29938899 | PA      | $29805703.47    | 0.06%             | 2049-10-20      | Fixed         | 5.00%                 | 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        |         1219 | PA      | $1110.15        | 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        |      5948910 | PA      | $5859676.35     | 0.01%             | 2032-01-28      | Variable      | 7.67%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     23400000 | PA      | $24027.73       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                | Verus Securitization Trust, Series 2025-12, Class B1                                                                                                | CUSIP: 92490FAP5<br>LEI: 2138009XAW9T934GL239 | Long             | ABS-MBS          | CORP              | US        |       734694 | PA      | $729452.33      | 0.00%             | 2070-12-25      | Variable      | 6.56%                 | 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      | $38845702.23    | 0.08%             | 2055-07-20      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| CIP Commercial Mortgage Trust                                             | CIP Commercial Mortgage Trust, Series 2025-SBAY, Class E                                                                                            | CUSIP: 12576AAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     15516000 | PA      | $15457815.00    | 0.03%             | 2037-10-15      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |      1308956 | PA      | $141572.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Talen Energy Supply LLC                                                   | Talen Energy Supply LLC                                                                                                                             | CUSIP: 87422VAM0<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |      1427000 | PA      | $1411100.94     | 0.00%             | 2034-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Cadence Design Systems, Inc.                                              | Cadence Design Systems, Inc.                                                                                                                        | CUSIP: 127387108<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | EC               | CORP              | US        |        20359 | NS      | $5657155.33     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lam Research Corp.                                                        | Lam Research Corp.                                                                                                                                  | CUSIP: 512807306<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |        75856 | NS      | $16207392.96    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Adient Global Holdings Ltd.                                               | Adient Global Holdings Ltd.                                                                                                                         | CUSIP: 00687YAB1<br>LEI: 213800VA38VCKE6M8790 | Long             | DBT              | CORP              | JE        |      1176000 | PA      | $1191631.39     | 0.00%             | 2028-04-15      | Fixed         | 7.00%                 | 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      | $400016.92      | 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      | $-25199.58      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MVM Energetika Zrt.                                                       | MVM Energetika Zrt.                                                                                                                                 | CUSIP: N/A<br>LEI: 529900ELI5AQ9F74PF85       | Long             | DBT              | NUSS              | HU        |       817000 | PA      | $843041.88      | 0.00%             | 2031-03-13      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Pikes Peak CLO 14 Ltd.                                                    | Pikes Peak CLO 14 Ltd., Series 2023-14A, Class D2R                                                                                                  | CUSIP: 72134CAW1<br>LEI: 213800AO7LGLGDRRY278 | Long             | ABS-CBDO         | CORP              | JE        |      2300000 | PA      | $2283028.07     | 0.00%             | 2038-07-20      | Floating      | 8.32%                 | No            |                  2 | On Loan: No      |
| Republic of Cote d'Ivoire                                                 | Republic of Cote d'Ivoire                                                                                                                           | CUSIP: 221625AX4<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |     11219000 | PA      | $9816625.00     | 0.02%             | 2041-02-25      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Iron Mountain, Inc.                                                       | Iron Mountain, Inc.                                                                                                                                 | CUSIP: 46284VAG6<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |       751000 | PA      | $742998.62      | 0.00%             | 2028-07-15      | Fixed         | 5.00%                 | 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        |      5960212 | PA      | $7888937.14     | 0.02%             | 2067-05-17      | Floating      | 4.58%                 | 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      | $-42394.32      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                                                                                  | CUSIP: 3132DQPM2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       522561 | PA      | $520069.64      | 0.00%             | 2053-06-01      | Fixed         | 5.00%                 | 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        |      3749517 | PA      | $3503912.72     | 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      | $2777369.76     | 0.01%             | 2052-06-13      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     12650000 | PA      | $-16549.99      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | EUR/USD Up-and-out barrier option; Barrier price EUR 1.20000                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | DE        |     82436889 | PA      | $151100.59      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hill FL BV                                                                | Hill FL BV                                                                                                                                          | CUSIP: N/A<br>LEI: 549300OGU88P3AW3TO93       | Long             | ABS-O            | CORP              | NL        |      4199000 | PA      | $4838241.90     | 0.01%             | 2033-10-18      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                                         | HSBC Holdings plc                                                                                                                                   | CUSIP: N/A<br>LEI: MLU0ZO3ML4LN2LL2TL39       | Long             | DBT              | CORP              | GB        |      9750000 | PA      | $7735085.95     | 0.02%             | 2029-06-14      | Variable      | 5.25%                 | 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      | $1109957.36     | 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        |      2591138 | PA      | $3001971.76     | 0.01%             | 2049-08-13      | Floating      | 3.26%                 | No            |                  2 | On Loan: No      |
| Community Health Systems, Inc.                                            | Community Health Systems, Inc.                                                                                                                      | CUSIP: 12543DBN9<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |      1924000 | PA      | $2064184.56     | 0.00%             | 2032-01-15      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| Genesis Energy LP                                                         | Genesis Energy LP                                                                                                                                   | CUSIP: 37185LAQ5<br>LEI: 549300VJ5D6MDK138782 | Long             | DBT              | CORP              | US        |      2922000 | PA      | $3005014.02     | 0.01%             | 2032-05-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Silver Point CLO 1 Ltd.                                                   | Silver Point CLO 1 Ltd., Series 2022-1A, Class A1R                                                                                                  | CUSIP: 828085AN0<br>LEI: 549300UJUGKIKZF7CD63 | Long             | ABS-CBDO         | CORP              | JE        |      3000000 | PA      | $2999687.40     | 0.01%             | 2038-01-20      | Floating      | 4.99%                 | 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      | $1190505.27     | 0.00%             | 2056-05-15      | Floating      | 5.79%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     32011668 | PA      | $5602.85        | 0.00%             |  |  |  | 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      | $12940691.15    | 0.03%             | 2032-07-15      | Floating      | 4.63%                 | 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      | $1014219.89     | 0.00%             | 2037-10-15      | Floating      | 8.12%                 | 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      | $27152.81       | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Romania                                                                   | Romania Government Bond                                                                                                                             | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |      2688000 | PA      | $2968045.26     | 0.01%             | 2045-10-07      | Fixed         | 6.50%                 | No            |                  2 | 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        |      1099312 | PA      | $1003438.37     | 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        |     10876296 | PA      | $10788551.64    | 0.02%             | 2044-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Jacobs Solutions, Inc.                                                                                                                              | CUSIP: 46982L108<br>LEI: N/A                  | N/A              | DE               |  | GB        |         8600 | NS      | $19585.64       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GAMMA Sociedade de Titularizacao de Creditos SA Consumer Totta 3          | GAMMA Sociedade de Titularizacao de Creditos SA Consumer Totta 3, Series 3, Class D                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | PT        |       549921 | PA      | $634464.23      | 0.00%             | 2035-10-25      | Floating      | 4.68%                 | 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        |      7493175 | PA      | $7534681.45     | 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        |      7000800 | PA      | $6965986.42     | 0.02%             | 2036-08-15      | Floating      | 8.11%                 | 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      | $-472672.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Philippines                                                   | Republic of Philippines                                                                                                                             | CUSIP: N/A<br>LEI: 529900RAHBALMYIJ3T08       | Long             | DBT              | NUSS              | PH        |    550000000 | PA      | $8418089.05     | 0.02%             | 2036-02-23      | Fixed         | 5.92%                 | 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      | $182953.99      | 0.00%             | 2061-09-21      | Floating      | 5.93%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Nagoya Railroad Co., Ltd.                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | JP        |     15000000 | NS      | $756539.11      | 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      | $477761.89      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Mondi plc                                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -107200 | NS      | $-48862.76      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Indonesia                                                     | Republic of Indonesia                                                                                                                               | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        |       605000 | PA      | $679625.24      | 0.00%             | 2033-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Bausch + Lomb Corp.                                                       | Bausch + Lomb Corp.                                                                                                                                 | CUSIP: 071705AA5<br>LEI: 549300NY6OZM39SO6475 | Long             | DBT              | CORP              | CA        |      6528000 | PA      | $6740160.00     | 0.01%             | 2028-10-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Zeon Corp.                                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |       234800 | NS      | $60957.68       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Hesai Group                                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        66460 | NS      | $-200256.14     | -0.00%            |  |  |  | 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        |        36526 | PA      | $33067.07       | 0.00%             | 2028-02-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Discovery Global Holdings, Inc.                                           | Discovery Global Holdings, Inc.                                                                                                                     | CUSIP: 55903VBW2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |      5092000 | PA      | $3354638.73     | 0.01%             | 2042-03-15      | Fixed         | 5.05%                 | 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      | $-738474.60     | -0.00%            | 2043-11-01      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| MTU Aero Engines AG                                                       | MTU Aero Engines AG                                                                                                                                 | CUSIP: N/A<br>LEI: 529900807L67JY81RD65       | Long             | DBT              | CORP              | DE        |      2500000 | PA      | $2664082.87     | 0.01%             | 2033-07-15      | None          | 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      | $2546203.30     | 0.01%             | 2037-10-22      | Floating      | 5.25%                 | 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      | $566895.44      | 0.00%             | 2056-09-12      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    782948684 | PA      | $-13890060.89   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | USD Currency                                                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    -28691100 | PA      | $-547081.68     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ING Groep NV                                                              | ING Groep NV                                                                                                                                        | CUSIP: N/A<br>LEI: 549300NYKK9MWM7GGW15       | Long             | DBT              | CORP              | NL        |      7900000 | PA      | $10588204.23    | 0.02%             | 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      | $1184765.52     | 0.00%             | 2040-07-16      | Fixed         | 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      | $1302591.16     | 0.00%             | 2032-10-17      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| Norwegian Krone                                                           | Norwegian Krone                                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | NO        |    322375204 | OU      | $33293249.35    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| AtkinsRealis Group, Inc.                                                  | AtkinsRealis Group, Inc.                                                                                                                            | CUSIP: 04764T104<br>LEI: UL01OYG5OMLM5G6CFM03 | Long             | EC               | CORP              | CA        |         4625 | NS      | $297561.28      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Port of Beaumont Navigation District                                      | Port of Beaumont Navigation District, Series 2024B                                                                                                  | CUSIP: 73360CAS3<br>LEI: 549300G8PKBXALUKJY33 | Long             | DBT              | MUN               | US        |     10535000 | PA      | $10543960.02    | 0.02%             | 2026-07-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Sunac China Holdings Ltd.                                                 | Sunac China Holdings Ltd.                                                                                                                           | CUSIP: N/A<br>LEI: 549300OLARYHDXP3WK18       | Long             | EC               | CORP              | KY        |     12246227 | NS      | $1663586.44     | 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      | $512548.34      | 0.00%             | 2034-01-15      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| Cedacri SpA                                                               | Cedacri SpA                                                                                                                                         | CUSIP: N/A<br>LEI: 815600E85FCD78B3EE61       | Long             | DBT              | CORP              | IT        |      3977000 | PA      | $4473889.16     | 0.01%             | 2028-05-15      | Floating      | 7.48%                 | 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      | $4639110.31     | 0.01%             | 2038-10-21      | Floating      | 3.22%                 | No            |                  2 | On Loan: No      |
| Clarios Global LP                                                         | Clarios Global LP                                                                                                                                   | CUSIP: 18060TAC9<br>LEI: 549300474L1ZLXZY2P98 | Long             | DBT              | CORP              | US        |       415000 | PA      | $419038.37      | 0.00%             | 2028-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Barclays plc                                                              | Barclays plc                                                                                                                                        | CUSIP: N/A<br>LEI: 213800LBQA1Y9L22JB70       | Long             | DBT              | CORP              | GB        |      3283000 | PA      | $3623926.40     | 0.01%             | 2035-12-15      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| Pluxee NV                                                                 | Pluxee NV                                                                                                                                           | CUSIP: N/A<br>LEI: 213800RQNIQT48SEEO85       | Long             | DBT              | CORP              | NL        |     38300000 | PA      | $44151299.31    | 0.10%             | 2028-09-04      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Romania                                                                   | Romania Government Bond                                                                                                                             | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |       900000 | PA      | $970697.28      | 0.00%             | 2033-03-04      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   8620727516 | PA      | $57673.51       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp. Variable Rate Notes, Series 5482, Class FB                                                                         | CUSIP: 3137HHLV1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     18114283 | PA      | $18308888.68    | 0.04%             | 2054-12-25      | Floating      | 5.16%                 | 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      | $1309971.03     | 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        |     16894554 | PA      | $12797624.66    | 0.03%             | 2035-06-15      | Variable      | 3.60%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-408458.46     | -0.00%            |  |  |  | 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        |       559577 | PA      | $422045.52      | 0.00%             | 2035-11-25      | Floating      | 4.34%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | S&P 500 Index                                                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | FR        |          799 | NC      | $408088.29      | 0.00%             |  |  |  | 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        |      1651316 | PA      | $1245823.47     | 0.00%             | 2044-11-20      | Variable      | 4.00%                 | 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      | $2288777.25     | 0.00%             | 2053-12-22      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| Eni SpA                                                                   | Eni SpA, Series NC6                                                                                                                                 | CUSIP: N/A<br>LEI: BUCRF72VH5RBN7X3VL35       | Long             | DBT              | CORP              | IT        |      4427000 | PA      | $5026105.34     | 0.01%             | 2027-02-11      | Variable      | 2.00%                 | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                                         | Barclays Bank plc                                                                                                                                   | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | RA               | CORP              | GB        |      7462070 | PA      | $7462070.00     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    667013977 | PA      | $-17172.02      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                                          | CSC Holdings LLC                                                                                                                                    | CUSIP: 126307BN6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |      7101000 | PA      | $5135052.65     | 0.01%             | 2029-01-31      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| JPMorgan Chase Financial Co. LLC                                          | JPMorgan Chase Financial Co. LLC, Series 1                                                                                                          | CUSIP: N/A<br>LEI: 549300NJFDJOFYVV6789       | Long             | DBT              | CORP              | US        |      4000000 | PA      | $3822000.00     | 0.01%             | 2028-04-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                                                                                  | CUSIP: 3132DP5P9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       113330 | PA      | $112251.76      | 0.00%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                                                 | HCA, Inc.                                                                                                                                           | CUSIP: 404119CL1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     12975000 | PA      | $10357851.68    | 0.02%             | 2052-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Hambridge Euro CLO DAC                                                    | Hambridge Euro CLO DAC, Series 1X, Class A                                                                                                          | CUSIP: N/A<br>LEI: 635400P8G4JAUUUQGV26       | Long             | ABS-CBDO         | CORP              | IE        |     11380000 | PA      | $13146305.65    | 0.03%             | 2038-10-20      | Floating      | 3.41%                 | 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        |      5586312 | PA      | $5697947.60     | 0.01%             | 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      | $6570335.87     | 0.01%             | 2060-12-25      | Variable      | 2.69%                 | No            |                  2 | On Loan: No      |
| Experian plc                                                              | Experian plc                                                                                                                                        | CUSIP: N/A<br>LEI: 635400RXXHHYT1JTSZ26       | Long             | EC               | CORP              | JE        |         8681 | NS      | $300314.82      | 0.00%             |  |  |  | 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        |       788367 | PA      | $704642.13      | 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      | $217660.55      | 0.00%             | 2027-05-29      | Fixed         | 16.62%                | 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      | $8227835.99     | 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      | $39.99          | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hess Midstream Operations LP                                              | Hess Midstream Operations LP                                                                                                                        | CUSIP: 428102AH0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       578000 | PA      | $581708.45      | 0.00%             | 2028-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                                                  | CUSIP: 3140XNSW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       474527 | PA      | $469107.66      | 0.00%             | 2053-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Performance Food Group, Inc.                                              | Performance Food Group, Inc.                                                                                                                        | CUSIP: 71376LAE0<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |      3005000 | PA      | $2886496.02     | 0.01%             | 2029-08-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | EURO STOXX 50 Index                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DE        |          286 | NC      | $974364.21      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Rakuten Group, Inc.                                                       | Rakuten Group, Inc., Series 1                                                                                                                       | CUSIP: N/A<br>LEI: 529900IMXUCQKUL1H943       | Long             | DBT              | CORP              | JP        |    900000000 | PA      | $5681772.96     | 0.01%             | 2030-10-23      | Variable      | 4.69%                 | No            |                  2 | On Loan: No      |
| United Rentals North America, Inc.                                        | United Rentals North America, Inc.                                                                                                                  | CUSIP: 911365BL7<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |       958000 | PA      | $952558.56      | 0.00%             | 2030-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | General Mills, Inc.                                                                                                                                 | CUSIP: 370334104<br>LEI: N/A                  | N/A              | DE               |  | US        |       -55200 | NS      | $7595.52        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   3042556606 | PA      | $-38821.70      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Neon Payments Ltd.                                                        | Neon Payments Ltd.                                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | US        |        28089 | NS      | $11950465.05    | 0.03%             |  |  |  | No            |                  3 | On Loan: No      |
| Advance Auto Parts, Inc.                                                  | Advance Auto Parts, Inc.                                                                                                                            | CUSIP: 00751YAE6<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |      1371000 | PA      | $1259078.83     | 0.00%             | 2030-04-15      | Fixed         | 3.90%                 | 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        |       489457 | PA      | $570605.29      | 0.00%             | 2042-10-27      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-797015.09     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Frontier Communications Holdings LLC                                      | Frontier Communications Holdings LLC                                                                                                                | CUSIP: 35908MAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     18687000 | PA      | $19174469.08    | 0.04%             | 2030-05-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Republic of Korea                                                         | Republic of Korea                                                                                                                                   | CUSIP: N/A<br>LEI: 549300O0QCVSQGPGDT58       | Long             | DBT              | NUSS              | KR        |  40410000000 | PA      | $20978445.26    | 0.05%             | 2055-09-10      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| USA Rare Earth, Inc.                                                      | USA Rare Earth, Inc.                                                                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       937853 | NS      | $14194405.16    | 0.03%             |  |  |  | Yes           |                  2 | On Loan: No      |
| N/A                                                                       | Xiaomi Corp., Class B                                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       438600 | NS      | $-49976.69      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Dowson plc                                                                | Dowson plc, Series 2025-1, Class C                                                                                                                  | CUSIP: N/A<br>LEI: 635400KCWWV87X81YE49       | Long             | ABS-O            | CORP              | GB        |      1137390 | PA      | $1506383.83     | 0.00%             | 2032-12-20      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| Virgin Media O2 Vendor Financing Notes V DAC                              | Virgin Media O2 Vendor Financing Notes V DAC                                                                                                        | CUSIP: N/A<br>LEI: 635400ASSEVCXAPVGC36       | Long             | DBT              | CORP              | IE        |      6063000 | PA      | $7108659.94     | 0.02%             | 2032-03-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Wynn Macau Ltd.                                                           | Wynn Macau Ltd.                                                                                                                                     | CUSIP: 98313RAD8<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |      2941000 | PA      | $2910443.01     | 0.01%             | 2027-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ION Platform Finance US, Inc.                                             | ION Platform Finance US, Inc.                                                                                                                       | CUSIP: 46206AAF9<br>LEI: 213800FKHT3BRRKMCC89 | Long             | DBT              | CORP              | US        |      1294000 | PA      | $1199631.94     | 0.00%             | 2029-08-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Republic of Colombia                                                      | Republic of Colombia                                                                                                                                | CUSIP: 195325ET8<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |      1143000 | PA      | $1134427.50     | 0.00%             | 2029-01-21      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd.                                                              | OCP CLO Ltd., Series 2025-46A, Class D1                                                                                                             | CUSIP: 671023AG4<br>LEI: 213800J27YESIODUZS34 | Long             | ABS-CBDO         | CORP              | KY        |       490000 | PA      | $474974.98      | 0.00%             | 2038-10-15      | Floating      | 6.30%                 | 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      | $-436902.61     | -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        |      1220579 | PA      | $1020890.45     | 0.00%             | 2052-02-25      | Variable      | 3.27%                 | 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        |      1846604 | PA      | $203405.12      | 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        |         5300 | NS      | $51357.00       | 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      | $2001327.00     | 0.00%             | 2037-07-18      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                            | BNP Paribas SA                                                                                                                                      | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | RA               | CORP              | FR        |      1843750 | PA      | $1843750.00     | 0.00%             |  |  |  | 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        |      2967763 | PA      | $3082765.48     | 0.01%             | 2028-11-06      | Variable      | 7.84%                 | No            |                  3 | On Loan: No      |
| Summit Acquisition, Inc.                                                  | Summit Acquisition, Inc., 1st Lien Term Loan                                                                                                        | CUSIP: 86600DAH7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       388052 | PA      | $387082.31      | 0.00%             | 2031-10-16      | Variable      | 7.17%                 | No            |                  3 | On Loan: No      |
| Starwood Mortgage Residential Trust                                       | Starwood Mortgage Residential Trust, Series 2020-INV1, Class M1                                                                                     | CUSIP: 85573EAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1545000 | PA      | $1461522.11     | 0.00%             | 2055-11-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-300084.62     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Iliad SA                                                                  | Iliad SA                                                                                                                                            | CUSIP: N/A<br>LEI: 969500FZ9BTRZS3JNB97       | Long             | DBT              | CORP              | FR        |      5100000 | PA      | $6079237.29     | 0.01%             | 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        |       624000 | PA      | $650339.04      | 0.00%             | 2033-09-26      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Molina Healthcare, Inc.                                                   | Molina Healthcare, Inc.                                                                                                                             | CUSIP: 60855RAK6<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |      3626000 | PA      | $3241752.05     | 0.01%             | 2030-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Celanese US Holdings LLC                                                  | Celanese US Holdings LLC                                                                                                                            | CUSIP: 15089QAN4<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |      2889000 | PA      | $3015653.76     | 0.01%             | 2029-07-15      | Fixed         | 7.33%                 | No            |                  2 | On Loan: No      |
| Argentine Republic (The)                                                  | Argentine Republic (The)                                                                                                                            | CUSIP: 040114HX1<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |       437850 | PA      | $384432.30      | 0.00%             | 2029-07-09      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Evonik Industries AG                                                      | Evonik Industries AG                                                                                                                                | CUSIP: N/A<br>LEI: 41GUOJQTALQHLF39XJ34       | Long             | EC               | CORP              | DE        |       106325 | NS      | $2086380.70     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-101394.47     | -0.00%            |  |  |  | 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      | $4024958.75     | 0.01%             | 2062-07-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Washington Mutual 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        |      1660769 | PA      | $1412807.59     | 0.00%             | 2047-06-25      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      6820000 | PA      | $-96710.63      | -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      | $2368221.53     | 0.01%             | 2061-02-23      | Floating      | 7.38%                 | No            |                  2 | On Loan: No      |
| SC Austria SARL                                                           | SC Austria SARL, Series 2025-1, Class B                                                                                                             | CUSIP: N/A<br>LEI: 81560007AFE688B7A894       | Long             | ABS-O            | CORP              | LU        |      4602000 | PA      | $5336854.92     | 0.01%             | 2041-07-25      | Floating      | 3.13%                 | No            |                  2 | On Loan: No      |
| Corp. Nacional del Cobre de Chile                                         | Corp. Nacional del Cobre de Chile                                                                                                                   | CUSIP: 21987BBQ0<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | NUSS              | CL        |     11253000 | PA      | $11024564.10    | 0.02%             | 2037-01-30      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| Signal Peak CLO 12 Ltd.                                                   | Signal Peak CLO 12 Ltd., Series 2022-12A, Class A1R                                                                                                 | CUSIP: 82671XAQ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |      2000000 | PA      | $2001460.60     | 0.00%             | 2037-07-18      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| Sensata Technologies, Inc.                                                | Sensata Technologies, Inc.                                                                                                                          | CUSIP: 81728UAC8<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |      1032000 | PA      | $1052623.49     | 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        |       493737 | PA      | $577739.74      | 0.00%             | 2043-01-26      | Floating      | 4.04%                 | 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      | $1637277.66     | 0.00%             | 2067-02-25      | Variable      | 4.05%                 | No            |                  2 | On Loan: No      |
| Valero Energy Corp.                                                       | Valero Energy Corp.                                                                                                                                 | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               | CORP              | US        |        19028 | NS      | $4701438.24     | 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      | $3304905.60     | 0.01%             |  |  |  | No            |                  2 | 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        |      1047891 | PA      | $1045138.89     | 0.00%             | 2036-05-25      | Floating      | 4.20%                 | No            |                  2 | On Loan: No      |
| CENT                                                                      | CENT, Series 2025-CITY, Class A                                                                                                                     | CUSIP: 12517TAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      9691000 | PA      | $9760498.04     | 0.02%             | 2040-07-10      | Variable      | 4.92%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | SEB SA                                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |        -1100 | NS      | $-1640.98       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | S&P 500 Index                                                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | FR        |         1193 | NC      | $528186.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Osmosis Buyer Ltd.                                                        | Osmosis Buyer Ltd., 1st Lien Term Loan B                                                                                                            | CUSIP: 00132UAQ7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      1319858 | PA      | $1315938.38     | 0.00%             | 2028-07-31      | Variable      | 6.41%                 | No            |                  2 | On Loan: No      |
| Kioxia Holdings Corp.                                                     | Kioxia Holdings Corp.                                                                                                                               | CUSIP: 49726JAA6<br>LEI: 35380080RTKRARNH4R73 | Long             | DBT              | CORP              | JP        |      4091000 | PA      | $4156983.49     | 0.01%             | 2030-07-24      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| UK Logistics DAC                                                          | UK Logistics DAC, Series 2025-2X, Class C                                                                                                           | CUSIP: N/A<br>LEI: 635400CRV6HKMHJF8S64       | Long             | ABS-MBS          | CORP              | IE        |      2693153 | PA      | $3572795.20     | 0.01%             | 2035-08-17      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| Clean Harbors, Inc.                                                       | Clean Harbors, Inc.                                                                                                                                 | CUSIP: 184496AQ0<br>LEI: 5493000SJVZVZJKHJF48 | Long             | DBT              | CORP              | US        |       197000 | PA      | $200068.40      | 0.00%             | 2031-02-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Metro Inc/CN                                                                                                                                        | CUSIP: 59162N109<br>LEI: N/A                  | N/A              | DE               |  | US        |        17400 | NS      | $-2285.23       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Discovery Global Holdings, Inc.                                           | Discovery Global Holdings, Inc.                                                                                                                     | CUSIP: 934423AB0<br>LEI: 549300DXR29GD4N0A520 | Short            | DBT              | CORP              | US        |     -2100000 | PA      | $-2253904.03    | -0.00%            | 2033-05-17      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| Treasury Corp. of Victoria                                                | Treasury Corp. of Victoria                                                                                                                          | CUSIP: N/A<br>LEI: 549300ZJM7BQW1P9UV75       | Long             | DBT              | NUSS              | AU        |     43658000 | PA      | $26928922.37    | 0.06%             | 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        |         3800 | NS      | $130975.10      | 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        |     20573317 | PA      | $20229244.88    | 0.04%             | 2038-04-25      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| McGraw-Hill Education, Inc.                                               | McGraw-Hill Education, Inc.                                                                                                                         | CUSIP: 58064LAA2<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |      3317000 | PA      | $3379316.48     | 0.01%             | 2031-09-01      | Fixed         | 7.38%                 | 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        |      2404419 | PA      | $2548144.97     | 0.01%             | 2029-03-01      | Variable      | 5.53%                 | 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      | $117784.81      | 0.00%             |  |  |  | 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        |     15000000 | PA      | $15384793.50    | 0.03%             | 2029-04-27      | Fixed         | 8.96%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   8193489176 | PA      | $207470.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ECL Entertainment LLC                                                     | ECL Entertainment LLC, 1st Lien Term Loan B                                                                                                         | CUSIP: 26826TAM5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     21698440 | PA      | $21535701.76    | 0.05%             | 2030-08-30      | Variable      | 6.67%                 | 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        |      8000000 | PA      | $8512480.00     | 0.02%             | 2031-12-03      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| Halseypoint CLO II Ltd.                                                   | HalseyPoint CLO II Ltd., Series 2020-2A, Class BR                                                                                                   | CUSIP: 40638TAN2<br>LEI: 549300PIQILNPH8UJT31 | Long             | ABS-CBDO         | CORP              | KY        |      3250000 | PA      | $3253194.75     | 0.01%             | 2037-07-20      | Floating      | 5.62%                 | 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        |      1677049 | PA      | $1680230.12     | 0.00%             | 2052-08-25      | Variable      | 6.97%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $160325.40      | 0.00%             |  |  |  | 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      | $2537334.76     | 0.01%             | 2039-01-15      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Invesco QQQ Trust, Series 1                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1201 | NC      | $64295.94       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Ackermans & van Haaren NV                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        10600 | NS      | $62190.11       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Continuum Energy Pte. Ltd.                                                | Continuum Energy Pte. Ltd.                                                                                                                          | CUSIP: 211926AA8<br>LEI: 254900MLJ5CQ9QU8DV90 | Long             | DBT              | CORP              | SG        |     14389309 | PA      | $14336068.56    | 0.03%             | 2027-09-11      | Fixed         | 12.85%                | 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      | $-291975.13     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                                                                                  | CUSIP: 3132DWHE6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     51141690 | PA      | $50678303.38    | 0.11%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       630552 | PA      | $71736.82       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BYD Electronic International Co. Ltd.                                     | BYD Electronic International Co. Ltd.                                                                                                               | CUSIP: N/A<br>LEI: 5299001O3LAFGRPZ3Y63       | Long             | EC               | CORP              | HK        |       314250 | NS      | $1130384.89     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Crowdstrike Holdings, Inc.                                                | Crowdstrike Holdings, Inc., Class A                                                                                                                 | CUSIP: 22788C105<br>LEI: 549300YBY08K9KM4HX32 | Long             | EC               | CORP              | US        |        27571 | NS      | $10763994.11    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Energy Transfer LP                                                        | Energy Transfer LP                                                                                                                                  | CUSIP: 86765BAU3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |       800000 | PA      | $794662.81      | 0.00%             | 2027-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Corning, Inc.                                                                                                                                       | CUSIP: 219350105<br>LEI: N/A                  | N/A              | DE               |  | US        |       -10200 | NS      | $-51000.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Freeport-McMoRan, Inc.                                                                                                                              | CUSIP: 35671D857<br>LEI: N/A                  | N/A              | DE               |  | GB        |        29100 | NS      | $111744.00      | 0.00%             |  |  |  | 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        |      4409555 | PA      | $3948724.79     | 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        |       972081 | PA      | $969048.32      | 0.00%             | 2029-12-13      | Variable      | 6.79%                 | No            |                  2 | On Loan: No      |
| Discovery Global Holdings, Inc.                                           | Discovery Global Holdings, Inc.                                                                                                                     | CUSIP: 55903VBW2<br>LEI: 549300DXR29GD4N0A520 | Short            | DBT              | CORP              | US        |     -9192000 | PA      | $-6055742.18    | -0.01%            | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | XPeng, Inc., Class A                                                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        30500 | NS      | $-17594.04      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Peru                                                          | Republic of Peru                                                                                                                                    | CUSIP: 715638DF6<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |       522000 | PA      | $476572.95      | 0.00%             | 2031-01-23      | Fixed         | 2.78%                 | 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        |      1339657 | PA      | $1331847.23     | 0.00%             | 2032-01-16      | Variable      | 6.70%                 | 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      | $2.06           | 0.00%             | 2046-03-25      | Floating      | 4.15%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd.                                                         | CIFC Funding 2021-IV Ltd., Series 2021-4A, Class AR                                                                                                 | CUSIP: 12547DAL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2775862 | PA      | $2777274.64     | 0.01%             | 2037-07-23      | Floating      | 5.03%                 | 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      | $11261584.38    | 0.02%             | 2028-03-15      | Floating      | 5.76%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   8452868543 | PA      | $16235995.28    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Hilcorp Energy I LP                                                       | Hilcorp Energy I LP                                                                                                                                 | CUSIP: 431318AZ7<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |        51000 | PA      | $49359.25       | 0.00%             | 2032-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Alphabet, Inc.                                                            | Alphabet, Inc.                                                                                                                                      | CUSIP: 02079KBP1<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |     11489000 | PA      | $11452045.40    | 0.02%             | 2056-02-15      | Fixed         | 5.65%                 | 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      | $3745741.27     | 0.01%             | 2033-04-15      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| DBC Mortgage Trust                                                        | DBC Mortgage Trust, Series 2025-DBC, Class A                                                                                                        | CUSIP: 23306HAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     14136000 | PA      | $14127180.55    | 0.03%             | 2042-11-15      | Floating      | 5.02%                 | 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      | $2273013.83     | 0.00%             | 2034-03-28      | Floating      | 6.23%                 | No            |                  2 | On Loan: No      |
| Garfunkelux Holdco 4 SA                                                   | Garfunkelux Holdco 4 SA                                                                                                                             | CUSIP: N/A<br>LEI: 984500A488473C1E8792       | Long             | DBT              | CORP              | LU        |      2184890 | PA      | $1262.71        | 0.00%             | 2030-05-01      | 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      | $1858171.81     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | ETRSI                                                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |      4907327 | PA      | $-61842.42      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| KFC Holding Co.                                                           | KFC Holding Co.                                                                                                                                     | CUSIP: 48250NAC9<br>LEI: 549300G2LG4YUB3MM115 | Long             | DBT              | CORP              | US        |      1581000 | PA      | $1578243.53     | 0.00%             | 2027-06-01      | Fixed         | 4.75%                 | No            |                  2 | 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      | $2086944.27     | 0.00%             | 2039-12-25      | Floating      | 3.83%                 | No            |                  2 | On Loan: No      |
| K. Hovnanian Enterprises, Inc.                                            | K. Hovnanian Enterprises, Inc.                                                                                                                      | CUSIP: 48251UAP3<br>LEI: 549300JJCQ0KAI7CJG32 | Long             | DBT              | CORP              | US        |      1320000 | PA      | $1305064.20     | 0.00%             | 2031-04-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Talen Energy Supply LLC                                                   | Talen Energy Supply LLC                                                                                                                             | CUSIP: 87422VAK4<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |     12612000 | PA      | $13230959.12    | 0.03%             | 2030-06-01      | Fixed         | 8.62%                 | 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      | $16323652.80    | 0.04%             | 2041-06-15      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa                                                  | Republic of South Africa                                                                                                                            | CUSIP: N/A<br>LEI: 378900AAFB4F17004C49       | Long             | DBT              | NUSS              | ZA        |     47005882 | PA      | $2728806.56     | 0.01%             | 2035-02-28      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     62462800 | PA      | $14099083.93    | 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        |      3115963 | PA      | $4113615.36     | 0.01%             | 2035-02-17      | Floating      | 5.44%                 | 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      | $8070000.00     | 0.02%             | 2039-12-15      | Floating      | 5.17%                 | 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        |     22196796 | PA      | $22224168.66    | 0.05%             | 2054-09-25      | Variable      | 6.33%                 | No            |                  2 | On Loan: No      |
| BFLD Trust                                                                | BFLD Trust, Series 2025-FPM, Class C                                                                                                                | CUSIP: 05556HAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2370000 | PA      | $2366900.77     | 0.01%             | 2040-10-10      | Variable      | 6.21%                 | 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      | $893897.10      | 0.00%             | 2037-10-22      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| Arini European CLO II DAC                                                 | Arini European CLO II DAC, Series 2A, Class DR                                                                                                      | CUSIP: N/A<br>LEI: 635400I3AJDMBZIMZK57       | Long             | ABS-CBDO         | CORP              | IE        |      2300000 | PA      | $2660765.20     | 0.01%             | 2038-10-15      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | AUD Currency                                                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |   -102889085 | PA      | $-0.05          | -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        |      5300442 | PA      | $5298785.53     | 0.01%             | 2040-03-15      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| Neptune Bidco US, Inc.                                                    | Neptune Bidco US, Inc.                                                                                                                              | CUSIP: 640695AD4<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |      5343000 | PA      | $5183986.98     | 0.01%             | 2033-02-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Symphony CLO 36 Ltd.                                                      | Symphony CLO 36 Ltd., Series 2025-52A, Class BR                                                                                                     | CUSIP: 87170MAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | BM        |      1500000 | PA      | $1498956.00     | 0.00%             | 2036-01-20      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| Altria Group, Inc.                                                        | Altria Group, Inc.                                                                                                                                  | CUSIP: 02209SBG7<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |       300000 | PA      | $294676.37      | 0.00%             | 2059-02-14      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Tabcorp Finance Pty. Ltd.                                                 | Tabcorp Finance Pty. Ltd.                                                                                                                           | CUSIP: N/A<br>LEI: 213800DP7KVM374ANX97       | Long             | DBT              | CORP              | AU        |      9930000 | PA      | $6666289.52     | 0.01%             | 2031-05-28      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa                                                  | Republic of South Africa                                                                                                                            | CUSIP: 836205AV6<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |       784000 | PA      | $562520.00      | 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      | $-7510298.52    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Match Group Holdings II LLC                                               | Match Group Holdings II LLC                                                                                                                         | CUSIP: 57665RAG1<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |      1082000 | PA      | $1077482.76     | 0.00%             | 2027-12-15      | 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      | $127315.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-159492.55     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Nationwide Building Society                                               | Nationwide Building Society                                                                                                                         | CUSIP: 63861VAE7<br>LEI: 549300XFX12G42QIKN82 | Short            | DBT              | CORP              | GB        |      -300000 | PA      | $-293246.80     | -0.00%            | 2030-07-18      | Variable      | 3.96%                 | No            |                  2 | On Loan: No      |
| TBC Bank Group plc                                                        | TBC Bank Group plc                                                                                                                                  | CUSIP: N/A<br>LEI: 213800T6NS9N2WQ3B328       | Long             | EC               | CORP              | GB        |        47214 | NS      | $2577707.73     | 0.01%             |  |  |  | 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      | $245825.35      | 0.00%             | 2034-07-25      | Floating      | 7.08%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                                 | Vistra Operations Co. LLC                                                                                                                           | CUSIP: 92840VAB8<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |      3709000 | PA      | $3708997.03     | 0.01%             | 2027-02-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Ithaca Energy North Sea plc                                               | Ithaca Energy North Sea plc                                                                                                                         | CUSIP: N/A<br>LEI: 213800BMMUN3AKWBIO91       | Long             | DBT              | CORP              | GB        |      9484000 | PA      | $10964212.53    | 0.02%             | 2031-10-01      | 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        |    695641404 | PA      | $13281842.72    | 0.03%             | 2033-10-05      | Fixed         | 26.20%                | No            |                  2 | On Loan: No      |
| Maison Finco plc                                                          | Maison Finco plc                                                                                                                                    | CUSIP: N/A<br>LEI: 9845007743J958DAS530       | Long             | DBT              | CORP              | GB        |      5765000 | PA      | $7153750.44     | 0.02%             | 2032-04-30      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Lebanese Republic                                                         | Lebanese Republic                                                                                                                                   | CUSIP: N/A<br>LEI: 529900QPC4K9S1KHL354       | Long             | DBT              | NUSS              | LB        |     20671000 | PA      | $4868020.50     | 0.01%             | 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        |      1931329 | PA      | $1412544.37     | 0.00%             | 2037-05-25      | Floating      | 4.27%                 | 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        |      1686652 | PA      | $1956129.85     | 0.00%             | 2034-10-18      | Floating      | 3.60%                 | 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        |      2000000 | PA      | $2309388.30     | 0.01%             | 2031-08-22      | Variable      | 5.01%                 | No            |                  2 | On Loan: No      |
| GGP                                                                       | GGP, Series 2026-TY, Class HRR                                                                                                                      | CUSIP: 373914AE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     15500000 | PA      | $15234122.30    | 0.03%             | 2043-03-05      | Variable      | 8.06%                 | 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        |       995000 | PA      | $986502.70      | 0.00%             | 2031-07-23      | Variable      | 6.42%                 | No            |                  2 | On Loan: No      |
| Hilton Domestic Operating Co., Inc.                                       | Hilton Domestic Operating Co., Inc.                                                                                                                 | CUSIP: 432833AP6<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |      4842000 | PA      | $4889621.07     | 0.01%             | 2029-04-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Kajima Corp.                                                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        53200 | NS      | $2217.75        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Gildan Activewear, Inc.                                                                                                                             | CUSIP: 375916103<br>LEI: N/A                  | N/A              | DE               |  | US        |       -41800 | NS      | $19173.71       | 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        |      7255000 | PA      | $7257558.11     | 0.02%             | 2037-10-17      | Floating      | 4.98%                 | 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      | $19265658.00    | 0.04%             | 2028-07-31      | Fixed         | 7.47%                 | 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      | $-2370242.67    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Muenchener Rueckversicherungs-Gesellschaft AG                             | Muenchener Rueckversicherungs-Gesellschaft AG (Registered)                                                                                          | CUSIP: N/A<br>LEI: 529900MUF4C20K50JS49       | Long             | EC               | CORP              | DE        |          491 | NS      | $310086.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sound Point CLO XXVIII Ltd.                                               | Sound Point CLO XXVIII Ltd., Series 2020-3A, Class D                                                                                                | CUSIP: 83615CAG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       500000 | PA      | $479595.20      | 0.00%             | 2032-01-25      | Floating      | 7.58%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Lenovo Group Ltd.                                                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      1252000 | NS      | $49762.35       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freeport Indonesia PT                                                     | Freeport Indonesia PT                                                                                                                               | CUSIP: N/A<br>LEI: 549300T4HTQHRKLNE619       | Long             | DBT              | CORP              | ID        |     15035000 | PA      | $14567880.59    | 0.03%             | 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      | $8880573.95     | 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        |      1023000 | PA      | $988965.20      | 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        |     97612788 | PA      | $108476340.26   | 0.23%             | 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        |       910852 | PA      | $913200.20      | 0.00%             | 2034-01-15      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| Dryden 85 CLO Ltd.                                                        | Dryden 85 CLO Ltd., Series 2020-85A, Class A1LN                                                                                                     | CUSIP: 26246BBG8<br>LEI: 549300XS2BVK8BZTXN05 | Long             | ABS-CBDO         | CORP              | KY        |     14500000 | PA      | $14542775.00    | 0.03%             | 2037-07-15      | Floating      | 5.05%                 | No            |                  3 | On Loan: No      |
| Celanese US Holdings LLC                                                  | Celanese US Holdings LLC                                                                                                                            | CUSIP: 15089QBD5<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |      1517000 | PA      | $1554202.91     | 0.00%             | 2034-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Banijay Entertainment SAS                                                 | Banijay Entertainment SAS                                                                                                                           | CUSIP: N/A<br>LEI: 969500CE0IE2EZ5VBG13       | Long             | DBT              | CORP              | FR        |      5031000 | PA      | $5961342.10     | 0.01%             | 2029-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Deephaven Residential Mortgage Trust                                      | Deephaven Residential Mortgage Trust, Series 2026-INV1, Class A1                                                                                    | CUSIP: 24381GAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6637228 | PA      | $6583490.85     | 0.01%             | 2070-12-25      | Variable      | 4.80%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Isuzu Motors Ltd.                                                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       166000 | NS      | $854.69         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Amgen, Inc.                                                               | Amgen, Inc.                                                                                                                                         | CUSIP: 031162CF5<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     12503000 | PA      | $10489613.65    | 0.02%             | 2051-06-15      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| Fulvia Spv Srl                                                            | Fulvia Spv SRL, Series 2025-1, Class C                                                                                                              | CUSIP: N/A<br>LEI: 815600283046823DB425       | Long             | ABS-O            | CORP              | IT        |      1106580 | PA      | $1278458.81     | 0.00%             | 2041-12-23      | Floating      | 3.26%                 | No            |                  2 | On Loan: No      |
| Repsol International Finance BV                                           | Repsol International Finance BV                                                                                                                     | CUSIP: N/A<br>LEI: 5493002YCY6HTK0OUR29       | Long             | DBT              | CORP              | NL        |     60763000 | PA      | $69402398.80    | 0.15%             | 2026-12-22      | Variable      | 2.50%                 | 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      | $74952.68       | 0.00%             | 2031-10-20      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                                         | Barclays Bank plc                                                                                                                                   | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | RA               | CORP              | GB        |       305250 | PA      | $305250.00      | 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        |      1339000 | PA      | $1557777.62     | 0.00%             | 2029-03-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Trident Energy Finance plc                                                | Trident Energy Finance plc                                                                                                                          | CUSIP: N/A<br>LEI: 9845004ECK3FYO64I382       | Long             | DBT              | CORP              | GB        |      2996000 | PA      | $3184268.64     | 0.01%             | 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      | $2219583.31     | 0.00%             | 2055-06-14      | Floating      | 7.23%                 | No            |                  2 | On Loan: No      |
| MHP Lux SA                                                                | MHP Lux SA                                                                                                                                          | CUSIP: 59318YAC2<br>LEI: 222100RHC7R1WZ1J3M44 | Long             | DBT              | CORP              | LU        |      2278000 | PA      | $2289390.00     | 0.00%             | 2029-07-28      | Fixed         | 10.50%                | 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        |      5266000 | PA      | $4775297.27     | 0.01%             | 2032-07-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| BAY Mortgage Trust                                                        | BAY Mortgage Trust, Series 2025-LIVN, Class A                                                                                                       | CUSIP: 072925AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2000000 | PA      | $1989378.80     | 0.00%             | 2035-05-15      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Renesas Electronics Corp.                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -102700 | NS      | $124976.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ascent Resources Utica Holdings LLC                                       | Ascent Resources Utica Holdings LLC                                                                                                                 | CUSIP: 04364VAU7<br>LEI: 549300EGLQ2M2CL7JZ89 | Long             | DBT              | CORP              | US        |      2696000 | PA      | $2693503.77     | 0.01%             | 2029-06-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Rockford Tower Europe CLO DAC                                             | Rockford Tower Europe CLO DAC, Series 2025-3X, Class D                                                                                              | CUSIP: N/A<br>LEI: 6354009EFUWKAOBABO62       | Long             | ABS-CBDO         | CORP              | IE        |      2440000 | PA      | $2810169.80     | 0.01%             | 2040-01-15      | Floating      | 5.18%                 | 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      | $7263092.37     | 0.02%             | 2046-06-01      | Fixed         | 6.71%                 | No            |                  2 | On Loan: No      |
| BCPE Empire Holdings, Inc.                                                | BCPE Empire Holdings, Inc., 1st Lien Term Loan                                                                                                      | CUSIP: 05550HAQ8<br>LEI: 549300O2G0VI2955B626 | Long             | LON              | CORP              | US        |      1495000 | PA      | $1470706.25     | 0.00%             | 2030-12-11      | Variable      | 6.92%                 | 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      | $2209800.00     | 0.00%             | 2026-05-15      | Floating      | 5.09%                 | 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      | $1091813.60     | 0.00%             | 2046-06-25      | Variable      | 4.21%                 | 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      | $683662.50      | 0.00%             | 2042-07-01      | 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      | $8318652.83     | 0.02%             |  |  |  | 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        |       474523 | PA      | $552524.97      | 0.00%             | 2034-03-21      | Floating      | 3.82%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | JD.com, Inc., Class A                                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        33100 | NS      | $44332.64       | 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      | $-87690.21      | -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        |     18557801 | PA      | $15031818.84    | 0.03%             | 2028-04-23      | Variable      | 16.30%                | 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        |      5430279 | PA      | $5417843.83     | 0.01%             | 2032-01-27      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| Creative Artists Agency LLC                                               | Creative Artists Agency LLC, 1st Lien Term Loan                                                                                                     | CUSIP: 22526WAU2<br>LEI: 5493008FV5TCFL3KHH96 | Long             | LON              | CORP              | US        |       514678 | PA      | $513792.91      | 0.00%             | 2031-10-01      | Variable      | 6.17%                 | 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      | $-749643.87     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NetApp, Inc.                                                              | NetApp, Inc.                                                                                                                                        | CUSIP: 64110DAK0<br>LEI: QTX3D84DZDD5JYOCYH15 | Short            | DBT              | CORP              | US        |      -500000 | PA      | $-459139.66     | -0.00%            | 2030-06-22      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Keppel REIT                                                               | Keppel REIT                                                                                                                                         | CUSIP: N/A<br>LEI: 549300ZD5HZLQCF55J25       | Long             | DBT              | CORP              | SG        |     12500000 | PA      | $9790386.56     | 0.02%             | 2028-08-11      | Variable      | 3.78%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      1123093 | PA      | $744.12         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CQP Holdco LP                                                             | CQP Holdco LP                                                                                                                                       | CUSIP: 12657NAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1090000 | PA      | $1143914.67     | 0.00%             | 2033-12-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Development Bank of Kazakhstan JSC                                        | Development Bank of Kazakhstan JSC                                                                                                                  | CUSIP: 25159XAF0<br>LEI: 213800LCDPGJ1BI7KX98 | Long             | DBT              | NUSS              | KZ        |   5082500000 | PA      | $9966952.83     | 0.02%             | 2028-05-23      | Fixed         | 13.49%                | 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        |      1425181 | PA      | $1264569.31     | 0.00%             | 2044-02-22      | Fixed         | 5.97%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $890.43         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | USD Currency                                                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    -27856000 | PA      | $-9863.68       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                                                                                  | CUSIP: 3133C1Y79<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       397841 | PA      | $394235.85      | 0.00%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO                                                   | Bain Capital Credit CLO Ltd., Series 2018-2A, Class BR                                                                                              | CUSIP: 05682VAQ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2500000 | PA      | $2499263.75     | 0.01%             | 2031-07-19      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDSCMBX                                                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |      1083248 | PA      | $246850.43      | 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      | $288732.12      | 0.00%             | 2033-04-20      | Floating      | 4.33%                 | 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      | $16625.00       | 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      | $-4871078.29    | -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      | $856683.42      | 0.00%             | 2045-01-25      | Variable      | 3.61%                 | 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      | $293563.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Banco de Sabadell SA                                                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       503800 | NS      | $38529.39       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Meritage Homes Corp.                                                      | Meritage Homes Corp.                                                                                                                                | CUSIP: 59001A102<br>LEI: 52990044W9UMFJO2FB97 | Long             | EC               | CORP              | US        |       113302 | NS      | $7006595.68     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| RBC Capital Markets LLC                                                   | RBC Capital Markets LLC                                                                                                                             | CUSIP: N/A<br>LEI: 549300LCO2FLSSVFFR64       | Long             | RA               | CORP              | US        |       885269 | PA      | $885268.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Arini US CLO IV Ltd.                                                      | Arini US CLO IV Ltd., Series 4A, Class A                                                                                                            | CUSIP: 04039EAA4<br>LEI: 2549000YTF465KO4L531 | Long             | ABS-CBDO         | CORP              | KY        |      3000000 | PA      | $2999207.10     | 0.01%             | 2039-01-15      | Floating      | 4.93%                 | 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      | $-307.00        | -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      | $3736911.90     | 0.01%             | 2036-10-25      | Floating      | 4.21%                 | No            |                  2 | On Loan: No      |
| Unibail-Rodamco-Westfield SE                                              | Unibail-Rodamco-Westfield SE                                                                                                                        | CUSIP: N/A<br>LEI: 969500SHQITWXSIS7N89       | Long             | DBT              | CORP              | FR        |      5700000 | PA      | $6517186.39     | 0.01%             | 2031-06-11      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| Republic of Turkiye (The)                                                 | Republic of Turkiye (The)                                                                                                                           | CUSIP: 900123DR8<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |      3496000 | PA      | $3351790.00     | 0.01%             | 2035-09-16      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDIT                                                                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | FR        |      9702000 | PA      | $322734.99      | 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      | $320.00         | 0.00%             | 2031-04-17      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| NYMT Loan Trust                                                           | NYMT Loan Trust, Series 2026-INV1, Class A1                                                                                                         | CUSIP: 62957GAF4<br>LEI: 254900Y31NJCJWYHMA05 | Long             | ABS-MBS          | CORP              | US        |      2771700 | PA      | $2755070.78     | 0.01%             | 2061-02-25      | Variable      | 4.77%                 | 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      | $4049010.00     | 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      | $844124.46      | 0.00%             | 2034-10-22      | Floating      | 10.23%                | No            |                  2 | On Loan: No      |
| Magellan Capital Holdings plc                                             | Magellan Capital Holdings plc                                                                                                                       | CUSIP: N/A<br>LEI: 254900YN2K3DJ8B72Q22       | Long             | DBT              | CORP              | GB        |      5621000 | PA      | $5586430.85     | 0.01%             | 2029-07-08      | Variable      | 8.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | USD Currency                                                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |      1697700 | PA      | $31902.40       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ally Financial, Inc.                                                      | Ally Financial, Inc.                                                                                                                                | CUSIP: 02005NBY5<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |      1911000 | PA      | $1844558.31     | 0.00%             | 2040-01-17      | Variable      | 6.65%                 | 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        |       388384 | PA      | $453270.37      | 0.00%             | 2032-12-14      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Ltd.                                                            | Rio Tinto Ltd.                                                                                                                                      | CUSIP: N/A<br>LEI: 529900X2VMAQT2PE0V24       | Long             | EC               | CORP              | AU        |         2655 | NS      | $301644.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Romania                                                                   | Romania Government Bond                                                                                                                             | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |      3885000 | PA      | $2809916.14     | 0.01%             | 2041-04-14      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Bombardier, Inc.                                                          | Bombardier, Inc., Class B                                                                                                                           | CUSIP: 097751861<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | EC               | CORP              | CA        |         1551 | NS      | $274298.77      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic of South Africa                                                  | Republic of South Africa                                                                                                                            | CUSIP: 836205BG8<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |       932000 | PA      | $921049.00      | 0.00%             | 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        |     12834000 | PA      | $30455082.00    | 0.07%             | 2030-05-01      | Fixed         | 4.75%                 | 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        |      2608978 | PA      | $3803212.57     | 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        |        79000 | NS      | $13777600.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| American Airlines, Inc.                                                   | American Airlines, Inc., 1st Lien Term Loan                                                                                                         | CUSIP: 02376CBM6<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | LON              | CORP              | US        |       980000 | PA      | $948885.00      | 0.00%             | 2029-06-04      | Variable      | 5.91%                 | No            |                  2 | On Loan: No      |
| Mineral Resources Ltd.                                                    | Mineral Resources Ltd.                                                                                                                              | CUSIP: 603051AE3<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |      1554000 | PA      | $1610134.35     | 0.00%             | 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        |      1089487 | PA      | $1047548.01     | 0.00%             | 2035-11-20      | Floating      | 4.45%                 | No            |                  2 | On Loan: No      |
| Opal Bidco SAS                                                            | Opal Bidco SAS                                                                                                                                      | CUSIP: N/A<br>LEI: 969500R96XT7XY2UJ564       | Long             | DBT              | CORP              | FR        |      7965000 | PA      | $8985675.05     | 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        |      4327000 | PA      | $5040856.07     | 0.01%             | 2031-01-31      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Great Lakes Dredge & Dock Corp.                                           | Great Lakes Dredge & Dock Corp.                                                                                                                     | CUSIP: 390607AF6<br>LEI: 549300H65E3MZ1CX0P05 | Short            | DBT              | CORP              | US        |     -8696000 | PA      | $-8690533.69    | -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      | $-223524.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     12000000 | PA      | $152431.94      | 0.00%             |  |  |  | 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        |     10250000 | PA      | $10256370.38    | 0.02%             | 2037-10-24      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| Albertsons Cos., Inc.                                                     | Albertsons Cos., Inc.                                                                                                                               | CUSIP: 013092AG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3304000 | PA      | $3151818.09     | 0.01%             | 2029-03-15      | Fixed         | 3.50%                 | 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      | $1993281.30     | 0.00%             | 2031-05-01      | Fixed         | 8.20%                 | No            |                  2 | On Loan: No      |
| Amazon.com, Inc.                                                          | Amazon.com, Inc.                                                                                                                                    | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |       114059 | NS      | $23755067.93    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Venture Global LNG, Inc.                                                  | Venture Global LNG, Inc.                                                                                                                            | CUSIP: 92332YAD3<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |      7102000 | PA      | $7627462.78     | 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        |       742000 | PA      | $710316.60      | 0.00%             | 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      | $11987080.00    | 0.03%             | 2029-04-16      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | EUR Currency                                                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      1840000 | PA      | $4495.71        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Keisei Electric Railway Co. Ltd.                                          | Keisei Electric Railway Co. Ltd.                                                                                                                    | CUSIP: N/A<br>LEI: 529900VNP95IIHXPCY17       | Long             | EC               | CORP              | JP        |       135800 | NS      | $1016050.36     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Valaris Ltd.                                                              | Valaris Ltd.                                                                                                                                        | CUSIP: 91889FAC5<br>LEI: 5299008BQ9IREYWBTS30 | Short            | DBT              | CORP              | BM        |     -9970000 | PA      | $-10330824.27   | -0.02%            | 2030-04-30      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Altice France SA                                                          | Altice France SA                                                                                                                                    | CUSIP: N/A<br>LEI: 5493001ZMCICV4N02J21       | Long             | DBT              | CORP              | FR        |      3887466 | PA      | $4277739.20     | 0.01%             | 2032-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Sobha Sukuk I Holding Ltd.                                                | Sobha Sukuk I Holding Ltd.                                                                                                                          | CUSIP: N/A<br>LEI: 254900VZENPT8NAXW686       | Long             | DBT              | CORP              | AE        |      2208000 | PA      | $1898880.00     | 0.00%             | 2030-09-11      | Fixed         | 7.12%                 | 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        |      6531131 | PA      | $745830.99      | 0.00%             | 2056-07-25      | Variable      | 1.53%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding XXXV Ltd.                                            | Madison Park Funding XXXV Ltd., Series 2019-35A, Class A1R2                                                                                         | CUSIP: 55819MBC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     18825000 | PA      | $18811722.73    | 0.04%             | 2039-02-13      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| Republic of Colombia                                                      | Titulos de Tesoreria                                                                                                                                | CUSIP: N/A<br>LEI: 549300MHDRBVRF6B9117       | Long             | DBT              | NUSS              | CO        |   6036500000 | PA      | $1478253.59     | 0.00%             | 2058-03-13      | Fixed         | 12.00%                | 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        |      3779048 | PA      | $3782614.09     | 0.01%             | 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      | $49620372.60    | 0.11%             |  |  |  | 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      | $140.44         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Crescent Energy Finance LLC                                               | Crescent Energy Finance LLC                                                                                                                         | CUSIP: 45344LAG8<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |      2006000 | PA      | $2097072.40     | 0.00%             | 2034-01-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Newday Funding Master Issuer plc                                          | Newday Funding Master Issuer plc, Series 2025-2X, Class C                                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | GB        |      3307000 | PA      | $4363895.58     | 0.01%             | 2033-07-15      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| Michigan State Housing Development Authority                              | Michigan State Housing Development Authority, Series 2025A-1                                                                                        | CUSIP: 59465PGQ5<br>LEI: 549300NSWW1HVXE93T03 | Long             | DBT              | MUN               | US        |      7025000 | PA      | $7153942.47     | 0.02%             | 2050-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust                                                | J.P. Morgan Mortgage Trust, Series 2025-NQM5, Class A1LC                                                                                            | CUSIP: 46664DAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3827510 | PA      | $3801056.16     | 0.01%             | 2066-05-25      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| Shift4 Payments LLC                                                       | Shift4 Payments LLC, 1st Lien Term Loan                                                                                                             | CUSIP: 82453JAC2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       369075 | PA      | $367923.49      | 0.00%             | 2032-07-06      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| Rogers Communications, Inc.                                               | Rogers Communications, Inc.                                                                                                                         | CUSIP: 775109CG4<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |      7695000 | PA      | $7599948.36     | 0.02%             | 2027-03-15      | Fixed         | 3.20%                 | 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        |      6984000 | PA      | $6982909.10     | 0.02%             | 2038-01-15      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Wells Fargo & Co.                                                                                                                                   | CUSIP: 949746101<br>LEI: N/A                  | N/A              | DE               |  | GB        |        21400 | NS      | $32811.92       | 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        |     12638000 | PA      | $14491360.95    | 0.03%             | 2032-10-15      | Floating      | 5.23%                 | 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        |      2581120 | PA      | $2325890.69     | 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        |      1744000 | PA      | $1755698.75     | 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      | $4586710.78     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| OCP SA                                                                    | OCP SA                                                                                                                                              | CUSIP: 67091TAF2<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | NUSS              | MA        |     10000000 | PA      | $10413800.00    | 0.02%             | 2034-05-02      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Sona Fios CLO V DAC                                                       | Sona Fios CLO V DAC, Series 5X, Class D                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-CBDO         | CORP              | IE        |      1130000 | PA      | $1302487.48     | 0.00%             | 2038-08-25      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| Nissan Motor Acceptance Co. LLC                                           | Nissan Motor Acceptance Co. LLC                                                                                                                     | CUSIP: 65480CAK1<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |       627000 | PA      | $615305.32      | 0.00%             | 2028-09-29      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Anchorage Capital CLO 37 Ltd.                                             | Anchorage Capital CLO 37 Ltd., Series 2026-37A, Class D                                                                                             | CUSIP: 032923AJ3<br>LEI: 6367003PENZLMQJOVV74 | Long             | ABS-CBDO         | CORP              | KY        |      2185000 | PA      | $2185000.00     | 0.00%             | 2039-04-20      | Floating      | 6.81%                 | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                                         | Barclays Bank plc                                                                                                                                   | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | RA               | CORP              | GB        |       309000 | PA      | $309000.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Murphy Oil USA, Inc.                                                      | Murphy Oil USA, Inc.                                                                                                                                | CUSIP: 626738AE8<br>LEI: N32S6DTR2ZZ5222WHV58 | Long             | DBT              | CORP              | US        |        72000 | PA      | $71015.08       | 0.00%             | 2029-09-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                                                  | CUSIP: 3140BL2S0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6810127 | PA      | $6974662.92     | 0.02%             | 2055-09-01      | Fixed         | 6.00%                 | 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        |      4175223 | PA      | $4830945.44     | 0.01%             | 2040-12-28      | Floating      | 2.91%                 | 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      | $2185998.06     | 0.00%             | 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      | $-49918.10      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SJM International Ltd.                                                    | SJM International Ltd.                                                                                                                              | CUSIP: N/A<br>LEI: 254900D15HMHW0MJ6N62       | Long             | DBT              | CORP              | VG        |      6000000 | PA      | $5734620.00     | 0.01%             | 2031-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Wehle Park CLO Ltd.                                                       | Wehle Park CLO Ltd., Series 2022-1A, Class A1R                                                                                                      | CUSIP: 94860LAL9<br>LEI: 549300H0MQXDP83CAD27 | Long             | ABS-CBDO         | CORP              | JE        |      4520000 | PA      | $4518844.69     | 0.01%             | 2038-10-21      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | J M Smucker Co. (The)                                                                                                                               | CUSIP: 832696405<br>LEI: N/A                  | N/A              | DE               |  | US        |        19800 | NS      | $-173074.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDIO                                                                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |    -32445000 | PA      | $-18865.09      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                                       | Intesa Sanpaolo SpA                                                                                                                                 | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | DBT              | CORP              | IT        |     15600000 | PA      | $18008540.61    | 0.04%             | 2032-09-16      | Variable      | 3.85%                 | 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      | $4088700.00     | 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      | $128989.09      | 0.00%             | 2062-09-18      | Floating      | 4.06%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    226584832 | PA      | $-2876.23       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State of Georgia                                                          | State of Georgia, Series 2022A                                                                                                                      | CUSIP: 373385KQ5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      4470000 | PA      | $4501176.46     | 0.01%             | 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        |      5356000 | PA      | $4785960.92     | 0.01%             | 2031-07-13      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                               | Block, Inc.                                                                                                                                         | CUSIP: 852234AS2<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |      3013000 | PA      | $3040511.70     | 0.01%             | 2032-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BBAM European CLO I DAC                                                   | BBAM European CLO I DAC, Series 1X, Class ARR                                                                                                       | CUSIP: N/A<br>LEI: 549300TZ7R77T955CQ98       | Long             | ABS-CBDO         | CORP              | IE        |      5000000 | PA      | $5761413.50     | 0.01%             | 2038-10-22      | Floating      | 3.38%                 | 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        |     47206800 | PA      | $2030690.19     | 0.00%             | 2054-02-15      | Variable      | 1.25%                 | 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        |     12956900 | PA      | $4284151.17     | 0.01%             | 2037-09-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                            | BNP Paribas SA                                                                                                                                      | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | RA               | CORP              | FR        |      7529776 | PA      | $8703291.59     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Mitsubishi Chemical Group Corp.                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -341900 | NS      | $-121640.96     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Ecuador                                                       | Republic of Ecuador                                                                                                                                 | CUSIP: N/A<br>LEI: 5299003Y2U5XK0A35H71       | Long             | DBT              | NUSS              | EC        |      1165880 | PA      | $1022476.76     | 0.00%             | 2035-07-31      | Variable      | 6.90%                 | No            |                  2 | On Loan: No      |
| Builders FirstSource, Inc.                                                | Builders FirstSource, Inc.                                                                                                                          | CUSIP: 12008RAN7<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |      1295000 | PA      | $1261266.80     | 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        |      -489500 | NS      | $1681.87        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust                                                      | BBCMS Mortgage Trust, Series 2025-C35, Class AS                                                                                                     | CUSIP: 07337DAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5893000 | PA      | $6072982.24     | 0.01%             | 2058-07-15      | Variable      | 5.84%                 | No            |                  2 | On Loan: No      |
| Elmwood European CLO 1                                                    | Elmwood European CLO 1, Series 2026-1A, Class D                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-CBDO         | CORP              | IE        |      2450000 | PA      | $2831832.50     | 0.01%             | 2040-04-16      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Vodacom Group Ltd.                                                        | Vodacom Group Ltd.                                                                                                                                  | CUSIP: N/A<br>LEI: 37890012A8DC24B8D663       | Long             | EC               | CORP              | ZA        |       147900 | NS      | $1261427.38     | 0.00%             |  |  |  | No            |                  1 | 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        |      4000000 | PA      | $4001066.40     | 0.01%             | 2037-10-20      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| Arsenal AIC Parent LLC                                                    | Arsenal AIC Parent LLC                                                                                                                              | CUSIP: 04288BAB6<br>LEI: 254900G9F9HA5EP57J39 | Long             | DBT              | CORP              | US        |      1581000 | PA      | $1646085.03     | 0.00%             | 2030-10-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     23148283 | PA      | $103193.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Anchorage Capital CLO 30 Ltd.                                             | Anchorage Capital CLO 30 Ltd., Series 2024-30A, Class A1                                                                                            | CUSIP: 03333CAA3<br>LEI: 213800WBJC3SQNXZV879 | Long             | ABS-CBDO         | CORP              | KY        |      6000000 | PA      | $6000273.00     | 0.01%             | 2037-01-20      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                         | Wells Fargo & Co.                                                                                                                                   | CUSIP: N/A<br>LEI: PBLD0EJDB5FWOLXP3B76       | Long             | DBT              | CORP              | US        |     12200000 | PA      | $13355265.81    | 0.03%             | 2030-05-04      | Variable      | 1.74%                 | No            |                  2 | On Loan: No      |
| Alphabet, Inc.                                                            | Alphabet, Inc.                                                                                                                                      | CUSIP: 02079KBA4<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |     13370000 | PA      | $12944853.79    | 0.03%             | 2055-11-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    464406400 | PA      | $1456552.97     | 0.00%             |  |  |  | No            |                  2 | 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      | $1596463.71     | 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        |      4069064 | PA      | $2591576.11     | 0.01%             | 2036-10-25      | Floating      | 4.03%                 | No            |                  2 | On Loan: No      |
| Ares XLIII CLO Ltd.                                                       | Ares XLIII CLO Ltd., Series 2017-43A, Class ER2                                                                                                     | CUSIP: 04017AAJ9<br>LEI: 549300ECLIGB6OZRBA51 | Long             | ABS-CBDO         | CORP              | KY        |      1000000 | PA      | $963228.60      | 0.00%             | 2038-01-15      | Floating      | 9.67%                 | 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      | $6292020.00     | 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        |      2269220 | PA      | $2188847.99     | 0.00%             | 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        |     18457104 | PA      | $103010093.24   | 0.22%             | 2026-09-03      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association, Series 2025-129, Class AB                                                                                 | CUSIP: 38381MYE4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      6497313 | PA      | $6459725.21     | 0.01%             | 2054-09-16      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| XPLR Infrastructure Operating Partners LP                                 | XPLR Infrastructure Operating Partners LP                                                                                                           | CUSIP: 98380MAA3<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |      1496000 | PA      | $1574840.70     | 0.00%             | 2031-01-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    103239811 | PA      | $-1930734.32    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $10897.48       | 0.00%             |  |  |  | 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      | $210410.74      | 0.00%             | 2028-06-05      | Variable      | 15.25%                | No            |                  3 | 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      | $1149653.74     | 0.00%             | 2032-08-20      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | USD Currency                                                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CH        |     61817059 | PA      | $449998.11      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Trimaran Cavu Ltd.                                                        | Trimaran CAVU Ltd., Series 2021-2A, Class D1R                                                                                                       | CUSIP: 89624UAU6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1550000 | PA      | $1495726.75     | 0.00%             | 2034-10-25      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                                          | CSC Holdings LLC                                                                                                                                    | CUSIP: 126307AZ0<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |      5900000 | PA      | $3760748.50     | 0.01%             | 2029-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Wrangler Holdco Corp.                                                     | Wrangler Holdco Corp.                                                                                                                               | CUSIP: 37441QAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       379000 | PA      | $390249.19      | 0.00%             | 2032-04-01      | Fixed         | 6.62%                 | 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      | $19000080.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Ellington Financial Mortgage Trust                                        | Ellington Financial Mortgage Trust, Series 2026-NQM1, Class A1LC                                                                                    | CUSIP: 26846GAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1453016 | PA      | $1443726.43     | 0.00%             | 2071-02-25      | Variable      | 4.96%                 | No            |                  2 | On Loan: No      |
| Suzano Austria GmbH                                                       | Suzano Austria GmbH                                                                                                                                 | CUSIP: 86964WAF9<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |      1643000 | PA      | $1677831.60     | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDIT                                                                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | FR        |     23773000 | PA      | $-696776.64     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Apidos CLO XXXIX Ltd.                                                     | Apidos CLO XXXIX Ltd., Series 2022-39A, Class D1R                                                                                                   | CUSIP: 03766HAW0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2500000 | PA      | $2415940.00     | 0.01%             | 2038-10-21      | Floating      | 6.27%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Mercari, Inc.                                                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -46600 | NS      | $-80823.04      | -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      | $1397159.98     | 0.00%             | 2063-05-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| RR 41 Ltd.                                                                | RR 41 Ltd., Series 2025-41A, Class A1A                                                                                                              | CUSIP: 749764AA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2500000 | PA      | $2497366.50     | 0.01%             | 2040-10-15      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| Alumina Pty. Ltd.                                                         | Alumina Pty. Ltd.                                                                                                                                   | CUSIP: 02220AAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |      1237000 | PA      | $1270692.17     | 0.00%             | 2032-09-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                                                                                  | CUSIP: 3133C9KV4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1297865 | PA      | $1285939.27     | 0.00%             | 2053-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ares LXX CLO Ltd.                                                         | Ares LXX CLO Ltd., Series 2023-70A, Class A1R                                                                                                       | CUSIP: 039951AS7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |      7000000 | PA      | $6993184.10     | 0.02%             | 2039-01-25      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                     | Bank of America Corp.                                                                                                                               | CUSIP: 06051GJL4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Short            | DBT              | CORP              | US        |      -100000 | PA      | $-88624.47      | -0.00%            | 2031-10-24      | Variable      | 1.92%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Morgan Stanley                                                                                                                                      | CUSIP: 617446448<br>LEI: N/A                  | N/A              | DE               |  | US        |       -18700 | NS      | $-10005.79      | -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      | $223339.38      | 0.00%             | 2035-04-15      | Floating      | 10.37%                | No            |                  2 | On Loan: No      |
| Kaspi.KZ JSC                                                              | Kaspi.KZ JSC                                                                                                                                        | CUSIP: 466281AA0<br>LEI: 2549003YU6FARG8OAZ13 | Long             | DBT              | CORP              | KZ        |      1263000 | PA      | $1266372.21     | 0.00%             | 2030-03-26      | Fixed         | 6.25%                 | 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      | $712682.63      | 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      | $-157454.63     | -0.00%            | 2052-10-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Empresa Nacional del Petroleo                                             | Empresa Nacional del Petroleo                                                                                                                       | CUSIP: 29245JAP7<br>LEI: 549300YP3P0JZBLIV197 | Long             | DBT              | NUSS              | CL        |       547000 | PA      | $551731.55      | 0.00%             | 2034-07-30      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                       | Petroleos Mexicanos                                                                                                                                 | CUSIP: 71643VAB1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |      2870000 | PA      | $2809012.50     | 0.01%             | 2032-02-16      | Fixed         | 6.70%                 | 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        |        55629 | NS      | $859350.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | State Street SPDR S&P 500 ETF Trust                                                                                                                 | CUSIP: 00CCD84H9<br>LEI: N/A                  | N/A              | DE               |  | US        |         3198 | NC      | $35586.19       | 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      | $-649237.19     | -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        |       663884 | PA      | $584109.48      | 0.00%             | 2036-05-25      | Variable      | 6.85%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Flagstar Bank NA                                                                                                                                    | CUSIP: 649445400<br>LEI: N/A                  | N/A              | DE               |  | US        |       542184 | NS      | $346997.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Vale SA                                                                   | Vale SA                                                                                                                                             | CUSIP: N/A<br>LEI: 254900SMTWBX7RU2SR20       | Long             | EC               | CORP              | BR        |       122463 | NS      | $1949771.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| 3R Lux SARL                                                               | 3R Lux SARL                                                                                                                                         | CUSIP: 88563PAA6<br>LEI: 9845007D0DF0BEFD8D97 | Long             | DBT              | CORP              | LU        |      3826000 | PA      | $3916867.50     | 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      | $1083763.93     | 0.00%             | 2026-12-14      | Fixed         | 2.00%                 | 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      | $11741726.15    | 0.03%             | 2037-11-23      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| ION Platform Finance US, Inc.                                             | ION Platform Finance US, Inc.                                                                                                                       | CUSIP: 46206AAD4<br>LEI: 213800FKHT3BRRKMCC89 | Long             | DBT              | CORP              | US        |       201000 | PA      | $186921.01      | 0.00%             | 2029-05-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Cirsa Finance International SARL                                          | Cirsa Finance International SARL                                                                                                                    | CUSIP: N/A<br>LEI: 254900KUJN6DHWH2K029       | Long             | DBT              | CORP              | LU        |      1084000 | PA      | $1278911.78     | 0.00%             | 2028-07-31      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Velocity plc                                                              | Velocity plc, Series 2026-1, Class A                                                                                                                | CUSIP: N/A<br>LEI: 213800PL94CXWBF7SX91       | Long             | ABS-O            | CORP              | GB        |      5816000 | PA      | $7695755.89     | 0.02%             | 2037-02-25      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| Lithia Motors, Inc.                                                       | Lithia Motors, Inc.                                                                                                                                 | CUSIP: 536797AE3<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |       740000 | PA      | $730208.69      | 0.00%             | 2027-12-15      | 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      | $464556.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Birch Grove CLO 4 Ltd.                                                    | Birch Grove CLO 4 Ltd., Series 2022-4A, Class A1R                                                                                                   | CUSIP: 09077CAQ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2000000 | PA      | $2000357.00     | 0.00%             | 2037-07-15      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| Match Group Holdings II LLC                                               | Match Group Holdings II LLC                                                                                                                         | CUSIP: 57665RAL0<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |      1421000 | PA      | $1316885.26     | 0.00%             | 2030-08-01      | Fixed         | 4.12%                 | 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      | $5412440.26     | 0.01%             | 2046-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Tenaska Pennsylvania Partners LLC                                         | Tenaska Pennsylvania Partners LLC, 1st Lien Term Loan B                                                                                             | CUSIP: 88032VAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      7620000 | PA      | $7581900.00     | 0.02%             | 2033-02-18      | Variable      | 5.90%                 | No            |                  3 | On Loan: No      |
| State of Mongolia                                                         | State of Mongolia                                                                                                                                   | CUSIP: N/A<br>LEI: 254900PW61ADCBDCLP71       | Long             | DBT              | NUSS              | MN        |       750000 | PA      | $759750.00      | 0.00%             | 2030-02-25      | Fixed         | 6.62%                 | 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        |       151685 | PA      | $119703.39      | 0.00%             | 2035-06-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      4703000 | PA      | $-102895.55     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK Logistics DAC                                                          | UK Logistics DAC, Series 2025-2X, Class B                                                                                                           | CUSIP: N/A<br>LEI: 635400CRV6HKMHJF8S64       | Long             | ABS-MBS          | CORP              | IE        |      6467900 | PA      | $8580286.31     | 0.02%             | 2035-08-17      | Floating      | 5.39%                 | 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      | $108845.82      | 0.00%             | 2050-02-15      | Variable      | 0.59%                 | 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        |     65916375 | PA      | $65743127.08    | 0.14%             | 2064-12-26      | Variable      | 4.79%                 | 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      | $28037.01       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ESR Asset Management Ltd.                                                 | ESR Asset Management Ltd.                                                                                                                           | CUSIP: N/A<br>LEI: 9845006E1088FAEFC677       | Long             | DBT              | CORP              | BM        |       750000 | PA      | $577470.48      | 0.00%             | 2026-09-04      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| Yen                                                                       | Yen                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | JP        |    796571608 | OU      | $5019196.67     | 0.01%             |  |  |  | No            |                  1 | 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      | $896948.43      | 0.00%             | 2066-05-20      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $851.61         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd.                                                         | CIFC Funding Ltd., Series 2025-4A, Class A1                                                                                                         | CUSIP: 12575MAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      8000000 | PA      | $8000625.60     | 0.02%             | 2038-10-24      | Floating      | 5.40%                 | 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 3A1                                                          | CUSIP: 939344AK3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2497604 | PA      | $2197171.19     | 0.00%             | 2036-05-25      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Isetan Mitsukoshi Holdings Ltd.                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        47400 | NS      | $41606.78       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ACRES Commercial Realty Issuer LLC                                        | ACRES Commercial Realty Issuer LLC, Series 2026-FL4, Class A                                                                                        | CUSIP: 00501XAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3250000 | PA      | $3244723.30     | 0.01%             | 2044-08-18      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | USD Currency                                                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |     49342803 | PA      | $5049.34        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | USD Currency                                                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CH        |    -66026700 | PA      | $-1374437.18    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sparta US HoldCo LLC                                                      | Sparta US HoldCo LLC, 1st Lien Term Loan                                                                                                            | CUSIP: 84673EAE9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      1488342 | PA      | $1485677.84     | 0.00%             | 2030-08-02      | Variable      | 6.67%                 | No            |                  2 | On Loan: No      |
| LCM 32 Ltd.                                                               | LCM 32 Ltd., Series 32A, Class B                                                                                                                    | CUSIP: 50204AAE6<br>LEI: 549300PWEMQKJMMXR454 | Long             | ABS-CBDO         | CORP              | KY        |      2500000 | PA      | $2498667.75     | 0.01%             | 2034-07-20      | Floating      | 5.63%                 | 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      |
| Barclays Mortgage Trust                                                   | Barclays Mortgage Trust, Series 2022-RPL1, Class B                                                                                                  | CUSIP: 06745CAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5006024 | PA      | $5007379.16     | 0.01%             | 2028-02-25      | Variable      | 7.25%                 | No            |                  2 | On Loan: No      |
| Kersia International SAS                                                  | Kersia International SAS, 1st Lien Term Loan B                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | FR        |      1701750 | PA      | $1943855.87     | 0.00%             | 2030-12-23      | Variable      | 5.63%                 | 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        |      2374696 | PA      | $1972064.28     | 0.00%             | 2051-12-25      | Variable      | 3.19%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    496227268 | PA      | $-380024.19     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sunrise SPV 97 SRL                                                        | Sunrise SPV 97 SRL, Series 2025-2, Class B                                                                                                          | CUSIP: N/A<br>LEI: 815600D891F71DDF9E74       | Long             | ABS-O            | CORP              | IT        |      3677000 | PA      | $4252563.73     | 0.01%             | 2050-10-27      | Floating      | 2.95%                 | No            |                  2 | On Loan: No      |
| Arini US CLO III Ltd.                                                     | Arini US CLO III Ltd., Series 3A, Class A                                                                                                           | CUSIP: 04039YAA0<br>LEI: 254900RLGVSRR5ZHHW52 | Long             | ABS-CBDO         | CORP              | KY        |      3080000 | PA      | $3078970.05     | 0.01%             | 2039-01-15      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| Essendi SA                                                                | Essendi SA                                                                                                                                          | CUSIP: N/A<br>LEI: 2221000MD2YP7WLTNC52       | Long             | DBT              | CORP              | LU        |       611000 | PA      | $690497.15      | 0.00%             | 2031-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Rand                                                                      | Rand                                                                                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | ZA        |   1166120930 | OU      | $68914585.52    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Sunac China Holdings Ltd.                                                 | Sunac China Holdings Ltd.                                                                                                                           | CUSIP: N/A<br>LEI: 549300OLARYHDXP3WK18       | Long             | DBT              | CORP              | KY        |      3832681 | PA      | $929425.14      | 0.00%             | 2028-06-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Heimstaden AB                                                             | Heimstaden AB                                                                                                                                       | CUSIP: N/A<br>LEI: 549300WD2QBD89VBPV88       | Long             | DBT              | CORP              | SE        |       975000 | PA      | $1151359.21     | 0.00%             | 2030-01-29      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Luna 2.5 SARL                                                             | Luna 2.5 SARL                                                                                                                                       | CUSIP: N/A<br>LEI: 894500N8J2QVEYP0UI86       | Long             | DBT              | CORP              | LU        |     12566000 | PA      | $14286305.02    | 0.03%             | 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        |      3628000 | PA      | $1388254.20     | 0.00%             | 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        |      5371521 | PA      | $5349908.13     | 0.01%             | 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        |       467000 | PA      | $484220.63      | 0.00%             | 2029-02-14      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     26606137 | PA      | $9034.37        | 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      | $40428046.12    | 0.09%             | 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        |      4761000 | PA      | $6478106.07     | 0.01%             | 2027-09-15      | Variable      | 8.88%                 | No            |                  2 | On Loan: No      |
| Navoi Mining & Metallurgical Combinat                                     | Navoi Mining & Metallurgical Combinat                                                                                                               | CUSIP: N/A<br>LEI: 213800YLNAGERZ4C3M60       | Long             | DBT              | CORP              | UZ        |      7978000 | PA      | $8198990.60     | 0.02%             | 2030-05-14      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Nidda Healthcare Holding GmbH                                             | Nidda Healthcare Holding GmbH                                                                                                                       | CUSIP: N/A<br>LEI: 549300Q89C4WAO6L0L19       | Long             | DBT              | CORP              | DE        |      2520000 | PA      | $2889557.65     | 0.01%             | 2032-10-15      | Floating      | 5.23%                 | 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      | $4382713.46     | 0.01%             | 2040-07-15      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| Anchorage Capital CLO 31 Ltd.                                             | Anchorage Capital CLO 31 Ltd., Series 2025-31A, Class D1                                                                                            | CUSIP: 032912AJ6<br>LEI: 636700LHRCVD3XI3ZU07 | Long             | ABS-CBDO         | CORP              | KY        |      2000000 | PA      | $1998779.40     | 0.00%             | 2038-10-20      | Floating      | 6.61%                 | No            |                  2 | On Loan: No      |
| Asbury Automotive Group, Inc.                                             | Asbury Automotive Group, Inc.                                                                                                                       | CUSIP: 043436AV6<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |      1702000 | PA      | $1640121.73     | 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        |      2778299 | PA      | $3682762.48     | 0.01%             | 2054-09-21      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| QTS Issuer ABS II LLC                                                     | QTS Issuer ABS II LLC, Series 2026-2A, Class A2                                                                                                     | CUSIP: 74690FAU0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      7076000 | PA      | $6928950.11     | 0.02%             | 2056-01-05      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| LendingClub Rated Notes Issuer Trust                                      | LendingClub Rated Notes Issuer Trust, Series 2025-P2, Class B                                                                                       | CUSIP: 525949AB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       996000 | PA      | $995579.19      | 0.00%             | 2035-04-15      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| Ukraine                                                                   | Ukraine Government Bond                                                                                                                             | CUSIP: 903724BZ4<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |        83071 | PA      | $58149.70       | 0.00%             | 2029-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Dollar General Corp.                                                                                                                                | CUSIP: 256677105<br>LEI: N/A                  | N/A              | DE               |  | US        |         9600 | NS      | $-147965.00     | -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        |     14800000 | PA      | $14800000.00    | 0.03%             | 2032-03-11      | Fixed         | 7.11%                 | No            |                  2 | On Loan: No      |
| Telefonica Emisiones SA                                                   | Telefonica Emisiones SA                                                                                                                             | CUSIP: N/A<br>LEI: 549300Y5MFC4SW5Z3K71       | Long             | DBT              | CORP              | ES        |      4500000 | PA      | $4940711.05     | 0.01%             | 2034-01-19      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Davidson Homes, Inc.                                                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       537085 | NS      | $365217.80      | 0.00%             |  |  |  | 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      | $4531870.29     | 0.01%             | 2040-10-01      | Fixed         | 7.61%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | EUR Currency                                                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |     28757900 | PA      | $15622.17       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Simon Property Group, Inc.                                                                                                                          | CUSIP: 828806109<br>LEI: N/A                  | N/A              | DE               |  | US        |       -14800 | NS      | $-74592.00      | -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      | $163037.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PennyMac Financial Services, Inc.                                         | PennyMac Financial Services, Inc.                                                                                                                   | CUSIP: 70932MAE7<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |      1690000 | PA      | $1679479.41     | 0.00%             | 2030-11-15      | Fixed         | 7.12%                 | 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        |       135226 | PA      | $156896.00      | 0.00%             | 2041-09-16      | Floating      | 3.94%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Illinois Tool Works, Inc.                                                                                                                           | CUSIP: 452308109<br>LEI: N/A                  | N/A              | DE               |  | US        |         9000 | NS      | $-12596.70      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | EUR Currency                                                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | FR        |    -75000000 | PA      | $-106030.57     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | NEXTDC Ltd.                                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -149700 | NS      | $126342.90      | 0.00%             |  |  |  | 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        |       346974 | PA      | $336090.66      | 0.00%             | 2036-10-25      | Floating      | 4.24%                 | No            |                  2 | On Loan: No      |
| Mahle GmbH                                                                | Mahle GmbH                                                                                                                                          | CUSIP: N/A<br>LEI: 52990098TR1QJBWIYG58       | Long             | DBT              | CORP              | DE        |      1200000 | PA      | $1324776.71     | 0.00%             | 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        |      1651253 | PA      | $1406049.44     | 0.00%             | 2052-02-25      | Variable      | 3.27%                 | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                          | NRG Energy, Inc.                                                                                                                                    | CUSIP: 629377CY6<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |      6119000 | PA      | $6109852.10     | 0.01%             | 2029-07-15      | Fixed         | 5.75%                 | 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      | $42378951.28    | 0.09%             | 2066-07-30      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Arini US CLO V Ltd.                                                       | Arini US CLO V Ltd., Series 5A, Class C                                                                                                             | CUSIP: 04040CAE7<br>LEI: 254900RPWXD20B0D2E70 | Long             | ABS-CBDO         | CORP              | KY        |      1000000 | PA      | $1000000.00     | 0.00%             | 2039-04-15      | Floating      | 0.00%                 | No            |                  3 | On Loan: No      |
| N/A                                                                       | USD Currency                                                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |     25840000 | PA      | $284626.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corp.                                                    | Tenet Healthcare Corp.                                                                                                                              | CUSIP: 88033GDB3<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |      1475000 | PA      | $1473556.27     | 0.00%             | 2027-11-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Eurobank SA                                                               | Eurobank SA                                                                                                                                         | CUSIP: N/A<br>LEI: 213800KGF4EFNUQKAT69       | Long             | DBT              | CORP              | GR        |      4018000 | PA      | $4512182.62     | 0.01%             | 2036-02-07      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Franklin Resources, Inc.                                                                                                                            | CUSIP: 354613101<br>LEI: N/A                  | N/A              | DE               |  | US        |        90300 | NS      | $-25284.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Lamar Media Corp.                                                         | Lamar Media Corp.                                                                                                                                   | CUSIP: 513075BR1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       153000 | PA      | $148810.99      | 0.00%             | 2028-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Bridge Street CLO II Ltd.                                                 | Bridge Street CLO II Ltd., Series 2021-1A, Class A1R                                                                                                | CUSIP: 10806JAN3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      6750000 | PA      | $6744401.55     | 0.01%             | 2039-01-20      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      6800000 | PA      | $-104163.53     | -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        |    692500000 | PA      | $1358015.71     | 0.00%             | 2028-05-23      | Fixed         | 13.49%                | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                                         | Barclays Bank plc                                                                                                                                   | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | RA               | CORP              | GB        |       324090 | PA      | $324090.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ams-OSRAM AG                                                              | ams-OSRAM AG                                                                                                                                        | CUSIP: N/A<br>LEI: 5299001JPPT2QFTV5D76       | Long             | DBT              | CORP              | AT        |      1900000 | PA      | $2299235.09     | 0.00%             | 2029-03-30      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      3056000 | PA      | $7057.08        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $1582285.99     | 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      | $1243001.48     | 0.00%             | 2060-04-28      | Floating      | 7.48%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                                                                                  | CUSIP: 3133C6TQ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1104610 | PA      | $1093580.66     | 0.00%             | 2053-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BofA Securities, Inc.                                                     | BofA Securities, Inc.                                                                                                                               | CUSIP: N/A<br>LEI: 549300HN4UKV1E2R3U73       | Long             | RA               | CORP              | US        |      6965785 | PA      | $6965785.00     | 0.02%             |  |  |  | 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      | $68908.88       | 0.00%             | 2030-10-20      | Variable      | 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        |      6100000 | PA      | $7145937.59     | 0.02%             | 2041-10-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PENN Commercial Mortgage Trust                                            | PENN Commercial Mortgage Trust, Series 2025-P11, Class A                                                                                            | CUSIP: 69382VAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      8922000 | PA      | $9065414.90     | 0.02%             | 2042-08-10      | Variable      | 5.34%                 | 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        |       389000 | PA      | $451654.73      | 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        |      8244000 | PA      | $8294947.92     | 0.02%             | 2054-06-28      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | 30-day Federal Funds                                                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |          225 | NC      | $-258163.87     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | USD Currency                                                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    -18525000 | PA      | $-156839.51     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Atlas Funding plc                                                         | Atlas Funding plc, Series 2025-2, Class E                                                                                                           | CUSIP: N/A<br>LEI: 213800W2FS9Z1VKVEA38       | Long             | ABS-MBS          | CORP              | GB        |       498000 | PA      | $657204.81      | 0.00%             | 2067-07-20      | Floating      | 6.80%                 | No            |                  2 | On Loan: No      |
| Flatiron CLO 25 Ltd.                                                      | Flatiron CLO 25 Ltd., Series 2024-2A, Class A                                                                                                       | CUSIP: 33883XAA8<br>LEI: 254900Z25NHHRUZ9O184 | Long             | ABS-CBDO         | CORP              | KY        |      1150000 | PA      | $1150338.68     | 0.00%             | 2037-10-17      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| Upgrade Master Pass-Thru Trust                                            | Upgrade Master Pass-Thru Trust, Series 2025-ST7, Class B                                                                                            | CUSIP: 91533RAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      5725000 | PA      | $5722206.77     | 0.01%             | 2032-11-15      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| UBS Switzerland AG                                                        | UBS Switzerland AG                                                                                                                                  | CUSIP: N/A<br>LEI: 549300WOIFUSNYH0FL22       | Long             | DBT              | CORP              | CH        |     49930000 | PA      | $56768352.26    | 0.12%             | 2029-08-18      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| Mahle GmbH                                                                | Mahle GmbH                                                                                                                                          | CUSIP: N/A<br>LEI: 52990098TR1QJBWIYG58       | Long             | DBT              | CORP              | DE        |      3238000 | PA      | $3836139.61     | 0.01%             | 2032-07-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CRH plc                                                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        22100 | NS      | $70116.67       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   4340005156 | PA      | $-401895.79     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | USD Currency                                                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |     37548500 | PA      | $5994.32        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Herc Holdings, Inc.                                                       | Herc Holdings, Inc.                                                                                                                                 | CUSIP: 42704LAE4<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |        73000 | PA      | $74199.17       | 0.00%             | 2029-06-15      | Fixed         | 6.62%                 | 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        |      6683997 | PA      | $6672640.64     | 0.01%             | 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        |      2387597 | PA      | $1047753.54     | 0.00%             | 2037-07-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Malaysian Ringgit                                                         | Malaysian Ringgit                                                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | MY        |     44661272 | OU      | $11030198.18    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Panorama Auto Trust                                                       | Panorama Auto Trust, Series 2026-1, Class C                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | AU        |      2395000 | PA      | $1647786.92     | 0.00%             | 2034-03-15      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| Rad CLO 9 Ltd.                                                            | Rad CLO 9 Ltd., Series 2020-9A, Class A1R                                                                                                           | CUSIP: 75009NAA0<br>LEI: 254900102FXSL1683637 | Long             | ABS-CBDO         | CORP              | KY        |      7250000 | PA      | $7253345.88     | 0.02%             | 2038-01-15      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| Charles River Laboratories International, Inc.                            | Charles River Laboratories International, Inc.                                                                                                      | CUSIP: 159864AE7<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | DBT              | CORP              | US        |      1842000 | PA      | $1800504.35     | 0.00%             | 2028-05-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                                                  | CUSIP: 3140N16U2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |          689 | PA      | $683.07         | 0.00%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Safran SA                                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |          249 | NC      | $4461.00        | 0.00%             |  |  |  | No            |                  1 | 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      | $981151.19      | 0.00%             | 2052-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | USD Currency                                                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    -20609222 | PA      | $-175067.51     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GGAM Finance Ltd.                                                         | GGAM Finance Ltd.                                                                                                                                   | CUSIP: 36170JAD8<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |      3215000 | PA      | $3286517.68     | 0.01%             | 2029-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | eBay, Inc.                                                                                                                                          | CUSIP: 278642103<br>LEI: N/A                  | N/A              | DE               |  | US        |        15400 | NS      | $-22733.27      | -0.00%            |  |  |  | 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      | $5934104.19     | 0.01%             | 2064-12-26      | Variable      | 7.54%                 | 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        |      5850716 | PA      | $7753300.05     | 0.02%             | 2060-04-28      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |      1975000 | PA      | $-1867.91       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Boyd Gaming Corp.                                                         | Boyd Gaming Corp.                                                                                                                                   | CUSIP: 103304BU4<br>LEI: 254900787YGRYS2A1Z35 | Long             | DBT              | CORP              | US        |      1832000 | PA      | $1812953.06     | 0.00%             | 2027-12-01      | Fixed         | 4.75%                 | 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        |      1432721 | PA      | $1431073.81     | 0.00%             | 2032-11-08      | Variable      | 6.17%                 | 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      | $605295.55      | 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      | $-6245366.85    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| AFG Trust                                                                 | AFG Trust, Series 2026-1, Class A2                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | CORP              | AU        |      1420000 | PA      | $971430.70      | 0.00%             | 2057-10-10      | Floating      | 4.92%                 | 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        |      8096197 | PA      | $10725728.46    | 0.02%             | 2061-09-20      | Floating      | 4.58%                 | 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      | $961560.00      | 0.00%             | 2029-01-31      | Variable      | 7.04%                 | No            |                  2 | On Loan: No      |
| Alibaba Group Holding Ltd.                                                | Alibaba Group Holding Ltd.                                                                                                                          | CUSIP: 01609WBG6<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |      3035000 | PA      | $4209545.00     | 0.01%             | 2031-06-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                                              | Barclays Mortgage Loan Trust, Series 2026-NQM3, Class PT2                                                                                           | CUSIP: 06749CAM8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     86465139 | PA      | $87658513.56    | 0.19%             | 2066-01-25      | Variable      | 4.92%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     60385437 | PA      | $-252152.71     | -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      | $1615564.65     | 0.00%             | 2037-07-20      | Floating      | 11.50%                | No            |                  2 | On Loan: No      |
| HIVE BV                                                                   | HIVE BV, Series 2025-1, Class A                                                                                                                     | CUSIP: N/A<br>LEI: 724500W27MWLGM594D53       | Long             | ABS-O            | CORP              | NL        |      9444542 | PA      | $10916539.42    | 0.02%             | 2045-11-21      | Floating      | 2.72%                 | 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        |      6127319 | PA      | $87037.95       | 0.00%             | 2053-09-16      | Variable      | 0.53%                 | No            |                  2 | On Loan: No      |
| Whitebox CLO I Ltd.                                                       | Whitebox CLO I Ltd., Series 2019-1A, Class ER3                                                                                                      | CUSIP: 96467CAJ6<br>LEI: 549300E4AC0513DYO913 | Long             | ABS-CBDO         | CORP              | KY        |      5750000 | PA      | $5472360.68     | 0.01%             | 2037-01-24      | Floating      | 8.97%                 | No            |                  2 | On Loan: No      |
| Solaris Energy Infrastructure, Inc.                                       | Solaris Energy Infrastructure, Inc.                                                                                                                 | CUSIP: 83419XAB4<br>LEI: 529900MTK3C8Y8TIIC10 | Long             | DBT              | CORP              | US        |     41735000 | PA      | $52116581.25    | 0.11%             | 2031-10-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Betclic Everest Group                                                     | Betclic Everest Group, 1st Lien Term Loan B                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | FR        |      5774127 | PA      | $6557229.26     | 0.01%             | 2031-12-10      | Variable      | 5.25%                 | No            |                  2 | 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        |     27596077 | PA      | $1077715.12     | 0.00%             | 2056-06-15      | Variable      | 0.73%                 | No            |                  2 | On Loan: No      |
| Trinitas CLO XXV Ltd.                                                     | Trinitas CLO XXV Ltd., Series 2023-25A, Class CR                                                                                                    | CUSIP: 89640BAW4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | BM        |      2000000 | PA      | $2004142.80     | 0.00%             | 2039-01-23      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| ITT Holdings LLC                                                          | ITT Holdings LLC                                                                                                                                    | CUSIP: 45074JAA2<br>LEI: 549300TH2PHOLK31LB42 | Long             | DBT              | CORP              | US        |      2580000 | PA      | $2508632.56     | 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      | $1500339.15     | 0.00%             | 2038-01-25      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| Romania                                                                   | Romania Government Bond                                                                                                                             | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |       814000 | PA      | $830768.40      | 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      | $2662605.00     | 0.01%             | 2029-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| KLA Corp.                                                                 | KLA Corp.                                                                                                                                           | CUSIP: 482480100<br>LEI: 549300H0BF5JCG96TJ81 | Long             | EC               | CORP              | US        |        17998 | NS      | $26500435.18    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| IGT Holding IV AB                                                         | IGT Holding IV AB, Facility 1st Lien Term Loan B4                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | SE        |      2000000 | PA      | $2262946.25     | 0.00%             | 2031-08-29      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                                                  | CUSIP: 3140NP4K3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1056986 | PA      | $1047680.37     | 0.00%             | 2053-07-01      | Fixed         | 5.00%                 | 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      | $997495.00      | 0.00%             | 2032-05-29      | Floating      | 4.97%                 | 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        |      2419337 | PA      | $2118161.14     | 0.00%             | 2047-03-20      | Floating      | 3.98%                 | 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      | $1412660.50     | 0.00%             | 2050-11-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | KOSPI 200 Index                                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | KR        |          -61 | NC      | $774909.24      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Breakwater Energy Holdings SARL                                           | Breakwater Energy Holdings SARL                                                                                                                     | CUSIP: 10637BAA3<br>LEI: 984500969HAFA937F390 | Long             | DBT              | CORP              | LU        |      4869000 | PA      | $5113345.90     | 0.01%             | 2030-11-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Republic of Poland                                                        | Republic of Poland                                                                                                                                  | CUSIP: N/A<br>LEI: 259400R9L8QEP0TPXS31       | Long             | DBT              | NUSS              | PL        |    129746000 | PA      | $33257067.78    | 0.07%             | 2034-10-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Latitude Australia Credit Card Master Trust                               | Latitude Australia Credit Card Master Trust, Series 2026-1, Class C                                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | AU        |       822000 | PA      | $564371.26      | 0.00%             | 2038-09-22      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                                                  | CUSIP: 3140NBP96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     42385947 | PA      | $42004071.35    | 0.09%             | 2053-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Nickel Industries Ltd.                                                    | Nickel Industries Ltd.                                                                                                                              | CUSIP: N/A<br>LEI: 54930007K0WX53TSIK16       | Long             | DBT              | CORP              | AU        |      6165000 | PA      | $6149587.50     | 0.01%             | 2030-09-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| New Immo Holding SA                                                       | New Immo Holding SA                                                                                                                                 | CUSIP: N/A<br>LEI: 5493007LOTJ0I8E94R81       | Long             | DBT              | CORP              | FR        |      9500000 | PA      | $11000878.86    | 0.02%             | 2028-04-17      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                            | Morgan Stanley                                                                                                                                      | CUSIP: 61747YFA8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      9010000 | PA      | $9108536.60     | 0.02%             | 2029-02-01      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| Park Blue CLO Ltd.                                                        | Park Blue CLO Ltd., Series 2023-3A, Class A1R                                                                                                       | CUSIP: 70019AAN9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      3000000 | PA      | $3003224.40     | 0.01%             | 2037-04-20      | Floating      | 5.15%                 | 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        |     14670421 | PA      | $14684174.15    | 0.03%             | 2041-08-15      | Floating      | 5.36%                 | 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      | $2317125.33     | 0.01%             | 2031-10-15      | Floating      | 4.82%                 | 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        |      1817152 | PA      | $1546351.70     | 0.00%             | 2050-07-25      | Variable      | 3.52%                 | 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      | $48319100.88    | 0.10%             | 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      | $2199340.00     | 0.00%             | 2040-04-20      | 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      | $2200083.65     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    182000000 | PA      | $266114.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sabena Technics SAS                                                       | Sabena Technics SAS                                                                                                                                 | CUSIP: N/A<br>LEI: 969500IBFY3VCVJ46X47       | Long             | DBT              | CORP              | FR        |     15038533 | PA      | $17382287.90    | 0.04%             | 2029-09-30      | Floating      | 8.72%                 | Yes           |                  3 | 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        |      1299153 | PA      | $1219075.61     | 0.00%             | 2037-07-25      | Floating      | 4.20%                 | 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        |      4155510 | PA      | $1233189.13     | 0.00%             | 2028-04-30      | Variable      | 8.57%                 | 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      | $8232454.44     | 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        |     46964954 | PA      | $47038500.76    | 0.10%             | 2054-10-25      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| AstraZeneca plc                                                           | AstraZeneca plc                                                                                                                                     | CUSIP: 046353AU2<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Short            | DBT              | CORP              | GB        |      -100000 | PA      | $-85066.10      | -0.00%            | 2048-08-17      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Engie Brasil Energia SA                                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -8700 | NS      | $-1132.53       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CRSO Trust                                                                | CRSO Trust                                                                                                                                          | CUSIP: 228925AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4399284 | PA      | $4528579.84     | 0.01%             | 2028-07-10      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| PLYM Commercial Mortgage Trust                                            | PLYM Commercial Mortgage Trust, Series 2026-IND, Class D                                                                                            | CUSIP: 69292BAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5777000 | PA      | $5719480.14     | 0.01%             | 2043-03-15      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| Canyon CLO Ltd.                                                           | Canyon CLO Ltd., Series 2021-4A, Class AR                                                                                                           | CUSIP: 13877PAL1<br>LEI: 254900V38Q76ALAJY818 | Long             | ABS-CBDO         | CORP              | KY        |      3500000 | PA      | $3493263.55     | 0.01%             | 2034-10-15      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | FR        |    171472000 | PA      | $1773913.39     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mobius Merger Sub, Inc.                                                   | Mobius Merger Sub, Inc.                                                                                                                             | CUSIP: 606950AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1630000 | PA      | $1149275.67     | 0.00%             | 2030-06-01      | Fixed         | 9.00%                 | 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        |       969849 | PA      | $894069.12      | 0.00%             | 2046-12-26      | Floating      | 4.11%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | USD Currency                                                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CH        |     -2476100 | PA      | $-4338.30       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VZ Secured Financing BV                                                   | VZ Secured Financing BV                                                                                                                             | CUSIP: N/A<br>LEI: 549300MG611MYCOWY949       | Long             | DBT              | CORP              | NL        |     25166000 | PA      | $26816647.75    | 0.06%             | 2033-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Pepper Prime Trust                                                        | Pepper Prime Trust, Series 2025-1, Class A1A                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | CORP              | AU        |     19340000 | PA      | $13284253.83    | 0.03%             | 2067-04-12      | Floating      | 4.90%                 | No            |                  2 | 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      | $5001005.00     | 0.01%             | 2038-07-15      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| Sun Country Airlines Pass-Through Trusts                                  | Sun Country Airlines Pass-Through Trusts, Series 2022-1A                                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |      5192781 | PA      | $5108658.00     | 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      | $257350.50      | 0.00%             | 2039-05-10      | Variable      | 0.38%                 | No            |                  2 | On Loan: No      |
| SC Germany SA Compartment Consumer                                        | SC Germany SA Compartment Consumer, Series 2025-2, Class D                                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | LU        |      2600000 | PA      | $2994682.75     | 0.01%             | 2038-12-15      | Floating      | 3.44%                 | 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        |      1075493 | PA      | $929597.91      | 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        |      6970725 | NS      | $2067212.74     | 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        |      1246656 | PA      | $1445283.12     | 0.00%             | 2034-10-18      | Floating      | 3.25%                 | 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      | $7359928.05     | 0.02%             | 2036-02-15      | Floating      | 7.04%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDSCMBX                                                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      3623226 | PA      | $1011889.47     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $191830.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Elstree 1st plc                                                           | Elstree 1st plc, Series 252-1ST, Class C                                                                                                            | CUSIP: N/A<br>LEI: 2138008Y99GI8Q29TP62       | Long             | ABS-MBS          | CORP              | GB        |       550000 | PA      | $725043.33      | 0.00%             | 2065-10-21      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| RR 14 Ltd.                                                                | RR 14 Ltd., Series 2021-14A, Class SUB                                                                                                              | CUSIP: 74980NAC2<br>LEI: 54930006FTQV76P0VH16 | Long             | ABS-CBDO         | CORP              | KY        |      5000000 | PA      | $864450.00      | 0.00%             | 2121-04-15      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Speedster Bidco GmbH                                                      | Speedster Bidco GmbH, Facility 1st Lien Term Loan B1                                                                                                | CUSIP: D8000HAC5<br>LEI: N/A                  | Long             | LON              | CORP              | DE        |       898229 | PA      | $858375.03      | 0.00%             | 2031-12-10      | Variable      | 6.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    132203935 | PA      | $16510.79       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | DWS Group GmbH & Co. KGaA                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        24000 | NS      | $17986.10       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |     13380000 | PA      | $-182410.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                                       | New Residential Mortgage Loan Trust, Series 2026-NQM1, Class A1                                                                                     | CUSIP: 64832LAE3<br>LEI: 213800ECBEJHYYK9P940 | Long             | ABS-MBS          | CORP              | US        |      1566284 | PA      | $1551802.52     | 0.00%             | 2065-11-25      | Variable      | 4.82%                 | 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      | 4.84%                 | 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      | $3892065.92     | 0.01%             | 2063-10-25      | Variable      | 7.92%                 | 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      | $4390230.66     | 0.01%             | 2034-07-25      | Floating      | 2.98%                 | No            |                  2 | On Loan: No      |
| Vista Point Securitization Trust                                          | Vista Point Securitization Trust, Series 2025-CES3, Class A1                                                                                        | CUSIP: 92842MAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      5423812 | PA      | $5404916.15     | 0.01%             | 2055-11-25      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| NCL Finance Ltd.                                                          | NCL Finance Ltd.                                                                                                                                    | CUSIP: 62888HAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      1304000 | PA      | $1315203.97     | 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      | $55978776.44    | 0.12%             | 2041-12-10      | Variable      | 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        |      2340250 | PA      | $2340250.00     | 0.01%             |  |  |  | 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        |     12828369 | PA      | $18472851.50    | 0.04%             | 2051-11-25      | 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      | $160904.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| New South Wales Treasury Corp.                                            | New South Wales Treasury Corp.                                                                                                                      | CUSIP: N/A<br>LEI: TC7LRO17HPNPLTAV0H77       | Long             | DBT              | NUSS              | AU        |     49384000 | PA      | $28874050.88    | 0.06%             | 2032-11-22      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Whirlpool Corp.                                                           | Whirlpool Corp.                                                                                                                                     | CUSIP: 963320BD7<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |      1961000 | PA      | $1914674.12     | 0.00%             | 2030-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | NVR, Inc.                                                                                                                                           | CUSIP: 62944T105<br>LEI: N/A                  | N/A              | DE               |  | GB        |          200 | NS      | $11828.00       | 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      | $-3200.52       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO 19B-R3 Ltd.                                    | Golub Capital Partners CLO 19B-R3 Ltd., Series 2017-19RA, Class A1R3                                                                                | CUSIP: 38181YAA4<br>LEI: 2549003VC5PGFRGCQU51 | Long             | ABS-CBDO         | CORP              | KY        |      9750000 | PA      | $9735107.85     | 0.02%             | 2036-10-20      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                | Verus Securitization Trust, Series 2025-7, Class B1                                                                                                 | CUSIP: 924931AJ7<br>LEI: 213800OVCAXDOBS94P47 | Long             | ABS-MBS          | CORP              | US        |      1850000 | PA      | $1858055.09     | 0.00%             | 2070-08-25      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     32045400 | PA      | $4475119.99     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Cheniere Energy, Inc.                                                                                                                               | CUSIP: 00CBV0GJ1<br>LEI: N/A                  | N/A              | DE               |  | US        |          300 | NC      | $270000.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Alternative Loan Trust                                                    | Alternative Loan Trust, Series 2005-J4, Class B1                                                                                                    | CUSIP: 12667GNJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        67656 | PA      | $67134.10       | 0.00%             | 2035-07-25      | Floating      | 5.82%                 | 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        |     16910000 | PA      | $11811375.96    | 0.03%             | 2055-03-11      | Floating      | 6.20%                 | 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      | $-437552.09     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    224700317 | PA      | $904199.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Argentine Republic (The)                                                  | Argentine Republic (The)                                                                                                                            | CUSIP: 040114HS2<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |      1131933 | PA      | $948559.75      | 0.00%             | 2030-07-09      | Variable      | 0.75%                 | No            |                  2 | On Loan: No      |
| Schneider Electric SE                                                     | Schneider Electric SE, Series SUFP                                                                                                                  | CUSIP: N/A<br>LEI: 969500A1YF1XUYYXS284       | Long             | DBT              | CORP              | FR        |      5200000 | PA      | $5971401.01     | 0.01%             | 2033-09-23      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC                                                          | CCO Holdings LLC                                                                                                                                    | CUSIP: 1248EPCT8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2042000 | PA      | $2078702.44     | 0.00%             | 2031-03-01      | Fixed         | 7.38%                 | 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        |      1000000 | PA      | $990320.00      | 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        |        16203 | NS      | $14903033.31    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Huntsman International LLC                                                | Huntsman International LLC                                                                                                                          | CUSIP: 44701QBE1<br>LEI: 3YTEJFW18LGIUQ2N5J61 | Long             | DBT              | CORP              | US        |      1789000 | PA      | $1672910.13     | 0.00%             | 2029-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Post Holdings, Inc.                                                       | Post Holdings, Inc.                                                                                                                                 | CUSIP: 737446AV6<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |      2362000 | PA      | $2326907.06     | 0.01%             | 2033-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Palmer Square Loan Funding Ltd.                                           | Palmer Square Loan Funding Ltd., Series 2024-3A, Class CR                                                                                           | CUSIP: 69690EAQ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2000000 | PA      | $2001000.00     | 0.00%             | 2032-08-08      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| Nomura Holdings, Inc.                                                     | Nomura Holdings, Inc.                                                                                                                               | CUSIP: 65535HCC1<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |      1000000 | PA      | $1006763.00     | 0.00%             | 2030-07-15      | Variable      | 7.00%                 | 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      | $2221880.71     | 0.00%             | 2040-12-10      | Variable      | 2.68%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                                                  | CUSIP: 3138WDJ36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         2172 | PA      | $2143.15        | 0.00%             | 2044-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Cirkul, Inc.                                                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        48605 | NS      | $0.49           | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Argento LLC                                                               | Argento LLC, 1st Lien Term Loan A                                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18498000 | PA      | $17758080.00    | 0.04%             | 2033-02-24      | Variable      | 7.49%                 | 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      | $5313447.04     | 0.01%             | 2056-11-25      | 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      | $-937.88        | -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        |    134450000 | PA      | $2131696.98     | 0.00%             | 2026-11-17      | None          | 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      | $1421472.50     | 0.00%             |  |  |  | Yes           |                  3 | 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      | $2782955.76     | 0.01%             | 2031-09-22      | Floating      | 2.99%                 | 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        |     20641331 | PA      | $19817884.16    | 0.04%             | 2037-04-25      | Floating      | 4.49%                 | 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      | $3427145.55     | 0.01%             | 2038-07-15      | Floating      | 7.74%                 | No            |                  2 | On Loan: No      |
| Compartment Driver UK Ten                                                 | Compartment Driver UK Ten, Series 10, Class B                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | LU        |      2700000 | PA      | $3564049.52     | 0.01%             | 2033-04-25      | 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      | $-474.62        | -0.00%            |  |  |  | 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      | $4301810.27     | 0.01%             | 2043-01-15      | Floating      | 5.15%                 | 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      | $-126669.19     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bahn AG                                                          | Deutsche Bahn AG, Series CB                                                                                                                         | CUSIP: N/A<br>LEI: 52990063S23N13HU4E98       | Long             | DBT              | NUSS              | DE        |     23300000 | PA      | $24510180.68    | 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        |    154426550 | PA      | $-186291.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Williams Scotsman, Inc.                                                   | Williams Scotsman, Inc.                                                                                                                             | CUSIP: 96949VAM5<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |      3254000 | PA      | $3290588.11     | 0.01%             | 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      | $3549662.96     | 0.01%             | 2037-07-20      | Floating      | 9.92%                 | No            |                  2 | On Loan: No      |
| WESCO Distribution, Inc.                                                  | WESCO Distribution, Inc.                                                                                                                            | CUSIP: 95081QAR5<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |      1474000 | PA      | $1508683.22     | 0.00%             | 2032-03-15      | Fixed         | 6.62%                 | 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        |      7529447 | PA      | $9969802.52     | 0.02%             | 2067-02-15      | Floating      | 4.58%                 | No            |                  2 | On Loan: No      |
| CML Lake Tahoe Resort Hotel                                               | CML Lake Tahoe Resort Hotel, 1st Lien Term Loan                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16358250 | PA      | $16151545.50    | 0.03%             | 2026-10-25      | Variable      | 6.68%                 | No            |                  3 | On Loan: No      |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp. | Uniform Mortgage-Backed Securities                                                                                                                  | CUSIP: 01F032641<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |   -234612000 | PA      | $-215055689.17  | -0.47%            | 2056-04-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    115216720 | PA      | $282300.05      | 0.00%             |  |  |  | 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        |     58725182 | PA      | $59423418.56    | 0.13%             | 2065-05-25      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Velocity plc                                                              | Velocity plc, Series 2026-1, Class D                                                                                                                | CUSIP: N/A<br>LEI: 213800PL94CXWBF7SX91       | Long             | ABS-O            | CORP              | GB        |       486000 | PA      | $643282.47      | 0.00%             | 2037-02-25      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| CMOC Capital Ltd.                                                         | CMOC Capital Ltd.                                                                                                                                   | CUSIP: N/A<br>LEI: 254900RVFDRGDY5WUQ83       | Long             | DBT              | CORP              | VG        |      8600000 | PA      | $8320578.78     | 0.02%             | 2027-01-24      | None          | 0.00%                 | 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        |      5268667 | PA      | $4972567.88     | 0.01%             | 2029-02-16      | Variable      | 10.16%                | 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        |       787819 | PA      | $621712.00      | 0.00%             | 2035-06-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | FR        |      7500000 | PA      | $36152.79       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | OSG Corp.                                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    350000000 | NC      | $576647.96      | 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        |       414000 | PA      | $427734.76      | 0.00%             | 2033-07-03      | Fixed         | 2.00%                 | 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      | $91000.00       | 0.00%             | 2026-07-12      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Salesforce, Inc.                                                          | Salesforce, Inc.                                                                                                                                    | CUSIP: 79466LAQ7<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |     11630000 | PA      | $11632994.96    | 0.03%             | 2028-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group, Inc.                                              | Mizuho Financial Group, Inc.                                                                                                                        | CUSIP: 60687YAD1<br>LEI: 353800CI5L6DDAN5XZ33 | Short            | DBT              | CORP              | JP        |      -200000 | PA      | $-199938.80     | -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      | $947758.14      | 0.00%             | 2059-04-28      | Floating      | 2.84%                 | 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      | $1173207.16     | 0.00%             | 2039-07-25      | Floating      | 5.33%                 | 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        |      8975000 | PA      | $8980237.81     | 0.02%             | 2038-07-20      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| Light & Wonder International, Inc.                                        | Light & Wonder International, Inc., 1st Lien Term Loan B3                                                                                           | CUSIP: 80875AAY7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       980056 | PA      | $979242.91      | 0.00%             | 2029-04-16      | Variable      | 5.67%                 | 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      | $6002192.40     | 0.01%             | 2038-01-17      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| Ziggo BV                                                                  | Ziggo BV, Facility 1st Lien Term Loan H                                                                                                             | CUSIP: N9833RAH2<br>LEI: 213800TQASLF9JXH5J59 | Long             | LON              | CORP              | NL        |      6779000 | PA      | $7562047.95     | 0.02%             | 2029-01-31      | Variable      | 4.94%                 | 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      | $1999826.60     | 0.00%             | 2031-04-20      | Floating      | 6.83%                 | 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        |      7421000 | PA      | $7378098.25     | 0.02%             | 2030-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| RR 19 Ltd.                                                                | RR 19 Ltd., Series 2021-19A, Class DR                                                                                                               | CUSIP: 74983BAJ0<br>LEI: 549300RJ4N2AJDFNE876 | Long             | ABS-CBDO         | CORP              | KY        |      3000000 | PA      | $2917626.90     | 0.01%             | 2040-04-15      | Floating      | 8.37%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Suncorp Group Ltd.                                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       106200 | NS      | $46279.01       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PRPM Trust                                                                | PRPM Trust, Series 2025-NQM3, Class B1                                                                                                              | CUSIP: 69382NAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4228881 | PA      | $4232129.20     | 0.01%             | 2070-05-25      | Variable      | 6.89%                 | No            |                  2 | On Loan: No      |
| Penske Truck Leasing Co. LP                                               | Penske Truck Leasing Co. LP                                                                                                                         | CUSIP: 709599CA0<br>LEI: 549300ZX07JYMI8GHQ39 | Long             | DBT              | CORP              | US        |      2100000 | PA      | $2130493.83     | 0.00%             | 2029-07-01      | Fixed         | 5.25%                 | 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      | $4156006.07     | 0.01%             | 2031-01-17      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| MFA Trust                                                                 | MFA Trust, Series 2021-INV1, Class M1                                                                                                               | CUSIP: 552747AD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4189000 | PA      | $3997186.53     | 0.01%             | 2056-01-25      | Variable      | 2.29%                 | No            |                  2 | On Loan: No      |
| Greenko Rj01 Irep Pvt Ltd.                                                | Greenko Rj01 Irep Pvt Ltd.                                                                                                                          | CUSIP: N/A<br>LEI: 335800WGED7FT6CH4Y04       | Long             | DBT              | CORP              | IN        |    400000000 | PA      | $4250725.50     | 0.01%             | 2027-09-30      | Fixed         | 12.50%                | 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      | $843895.16      | 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      | $2121549.66     | 0.00%             | 2033-04-15      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | USD/KRW One-touch barrier option; Barrier price USD 1,400.00000                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | FR        |      1287000 | PA      | $1.26           | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | USD Currency                                                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    -32414000 | PA      | $-398588.35     | -0.00%            |  |  |  | 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        |     34035247 | PA      | $32935105.59    | 0.07%             | 2062-03-27      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Dexcom, Inc.                                                                                                                                        | CUSIP: 252131107<br>LEI: N/A                  | N/A              | DE               |  | US        |       -17400 | NS      | $69659.19       | 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      | $-398.12        | -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      | $467.50         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Altice France SA                                                          | Altice France SA                                                                                                                                    | CUSIP: N/A<br>LEI: 5493001ZMCICV4N02J21       | Long             | DBT              | CORP              | FR        |      1748131 | PA      | $2003314.06     | 0.00%             | 2029-11-01      | Fixed         | 7.25%                 | 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      | $-700776.02     | -0.00%            | 2030-09-11      | Variable      | 4.63%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     24413099 | PA      | $174145.04      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ALA Trust                                                                 | ALA Trust, Series 2025-OANA, Class A                                                                                                                | CUSIP: 009920AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      7291000 | PA      | $7309227.50     | 0.02%             | 2040-06-15      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Vedanta Resources Finance II plc                                          | Vedanta Resources Finance II plc                                                                                                                    | CUSIP: 92243XAK7<br>LEI: 8945002DGA3BBXO3N634 | Long             | DBT              | CORP              | GB        |      4530000 | PA      | $4820191.80     | 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        |       459000 | PA      | $457528.17      | 0.00%             | 2038-04-20      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| Allied Universal Holdco LLC                                               | Allied Universal Holdco LLC                                                                                                                         | CUSIP: N/A<br>LEI: 98450038B4549046D794       | Long             | DBT              | CORP              | GB        |      7656000 | PA      | $9806487.02     | 0.02%             | 2028-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Whetstone Park CLO Ltd.                                                   | Whetstone Park CLO Ltd., Series 2021-1A, Class D                                                                                                    | CUSIP: 96329YAJ6<br>LEI: 549300M54M5QSBMB3780 | Long             | ABS-CBDO         | CORP              | KY        |      1750000 | PA      | $1630793.50     | 0.00%             | 2035-01-20      | Floating      | 6.83%                 | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                                    | Arab Republic of Egypt                                                                                                                              | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |       200000 | PA      | $152080.00      | 0.00%             | 2061-02-16      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    159000000 | PA      | $-650428.41     | -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      | $9552440.47     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Consolidated Communications LLC                                           | Consolidated Communications LLC, Series 2026-1A, Class B                                                                                            | CUSIP: 315961AJ1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      5501000 | PA      | $5425698.46     | 0.01%             | 2056-03-20      | Fixed         | 5.42%                 | No            |                  2 | 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      | $7776539.40     | 0.02%             | 2037-04-20      | Floating      | 3.35%                 | 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      | $180050.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SG Residential Mortgage Trust                                             | SG Residential Mortgage Trust, Series 2026-1, Class A1                                                                                              | CUSIP: 818916AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     17897780 | PA      | $17728575.91    | 0.04%             | 2066-01-25      | Variable      | 4.78%                 | No            |                  2 | On Loan: No      |
| Vivalto Sante Investissement                                              | Vivalto Sante Investissement, 1st Lien Term Loan B                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | FR        |      2370000 | PA      | $2734461.04     | 0.01%             | 2031-07-21      | Variable      | 5.63%                 | No            |                  2 | On Loan: No      |
| VB-S1 Issuer LLC                                                          | VB-S1 Issuer LLC, Series 2026-1A, Class C2                                                                                                          | CUSIP: 91825HAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     37240000 | PA      | $36589972.08    | 0.08%             | 2056-03-15      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | USD Currency                                                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |   -100132946 | PA      | $-1395033.16    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CBAM Ltd.                                                                 | CBAM Ltd., Series 2018-5A, Class A1R                                                                                                                | CUSIP: 12516LAC9<br>LEI: 25490038OT2B8HTRW786 | Long             | ABS-CBDO         | CORP              | KY        |      3525000 | PA      | $3525841.77     | 0.01%             | 2038-10-17      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| Republic of Ghana                                                         | Republic of Ghana                                                                                                                                   | CUSIP: N/A<br>LEI: 213800PP4399SNNXZ126       | Long             | DBT              | NUSS              | GH        |      7405708 | PA      | $7044679.50     | 0.02%             | 2029-07-03      | 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      | $7941.49        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Texas Capital Bancshares, Inc.                                            | Texas Capital Bancshares, Inc.                                                                                                                      | CUSIP: 88224QAC1<br>LEI: 549300466Q2SXRX0YM48 | Long             | DBT              | CORP              | US        |      8772000 | PA      | $8648797.79     | 0.02%             | 2032-02-27      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| Meituan                                                                   | Meituan, Class B                                                                                                                                    | CUSIP: N/A<br>LEI: 21380033K525E5JLIA77       | Long             | EC               | CORP              | KY        |       106800 | NS      | $1165428.37     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | SOP                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |    226011502 | PA      | $8849899.33     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Disco Corp.                                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -1700 | NS      | $6199.63        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Targa Resources Corp.                                                     | Targa Resources Corp.                                                                                                                               | CUSIP: 87612KAA0<br>LEI: 5493003QENHHS261UR94 | Short            | DBT              | CORP              | US        |      -300000 | PA      | $-302354.81     | -0.00%            | 2027-07-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Life Time, Inc.                                                           | Life Time, Inc., 1st Lien Term Loan                                                                                                                 | CUSIP: 50218KAN8<br>LEI: 549300PALKE96VYH4X17 | Long             | LON              | CORP              | US        |       727668 | PA      | $726984.37      | 0.00%             | 2031-11-05      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| AIMCO CLO 11 Ltd.                                                         | AIMCO CLO 11 Ltd., Series 2020-11A, Class A1R2                                                                                                      | CUSIP: 00140NAW0<br>LEI: 549300VLRW0CEQ83RF89 | Long             | ABS-CBDO         | CORP              | KY        |      5750000 | PA      | $5750752.10     | 0.01%             | 2037-07-17      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| Panorama Auto Trust                                                       | Panorama Auto Trust, Series 2025-3, Class C                                                                                                         | CUSIP: N/A<br>LEI: 9845007SF7637H412C03       | Long             | ABS-O            | CORP              | AU        |      3242000 | PA      | $2229503.51     | 0.00%             | 2033-09-15      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| Alphabet, Inc.                                                            | Alphabet, Inc., Class C                                                                                                                             | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |       106569 | NS      | $30570383.34    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Post Holdings, Inc.                                                       | Post Holdings, Inc.                                                                                                                                 | CUSIP: 737446AU8<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |      1765000 | PA      | $1783248.34     | 0.00%             | 2032-02-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                                       | GS Mortgage-Backed Securities Trust, Series 2025-NQM3, Class B2                                                                                     | CUSIP: 36274TAF6<br>LEI: 2549007JKCA9H9HUGZ71 | Long             | ABS-MBS          | CORP              | US        |      1567720 | PA      | $1548119.27     | 0.00%             | 2065-11-25      | Variable      | 7.36%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | HawkEye 360, Inc.                                                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       515422 | NS      | $10715623.38    | 0.02%             |  |  |  | No            |                  3 | On Loan: No      |
| Cloud Software Group, Inc.                                                | Cloud Software Group, Inc.                                                                                                                          | CUSIP: 88632QAE3<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |      2333000 | PA      | $2276005.51     | 0.00%             | 2029-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                                         | Barclays Bank plc                                                                                                                                   | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | RA               | CORP              | GB        |      5272647 | PA      | $5272646.85     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GGAM Finance Ltd.                                                         | GGAM Finance Ltd.                                                                                                                                   | CUSIP: 36170JAC0<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |      1994000 | PA      | $2012344.80     | 0.00%             | 2027-02-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Tencent Music Entertainment Group                                                                                                                   | CUSIP: 88034P109<br>LEI: N/A                  | N/A              | DE               |  | GB        |       140000 | NS      | $-96600.00      | -0.00%            |  |  |  | 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        |      7000000 | PA      | $7006305.60     | 0.02%             | 2038-07-25      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| Met Tower Global Funding                                                  | Met Tower Global Funding                                                                                                                            | CUSIP: 58989V2H6<br>LEI: 635400OFJCY9IOGBGY57 | Short            | DBT              | CORP              | US        |      -150000 | PA      | $-152882.92     | -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      | $569166.52      | 0.00%             | 2033-03-10      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                                       | GS Mortgage-Backed Securities Trust, Series 2025-NQM3, Class B1                                                                                     | CUSIP: 36274TAE9<br>LEI: 2549007JKCA9H9HUGZ71 | Long             | ABS-MBS          | CORP              | US        |      1475040 | PA      | $1473376.74     | 0.00%             | 2065-11-25      | Fixed         | 6.87%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                                                  | CUSIP: 3140N2RJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       681783 | PA      | $674514.61      | 0.00%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Aramark Services, Inc.                                                    | Aramark Services, Inc.                                                                                                                              | CUSIP: 038522AQ1<br>LEI: 42YMHYH0XMHJEXDUB065 | Long             | DBT              | CORP              | US        |       909000 | PA      | $903635.35      | 0.00%             | 2028-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Polaris plc                                                               | Polaris plc, Series 2025-2, Class B                                                                                                                 | CUSIP: N/A<br>LEI: 6354008SKUHLCPHT7N63       | Long             | ABS-MBS          | CORP              | GB        |      1236999 | PA      | $1631505.07     | 0.00%             | 2068-08-25      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| Ryan Specialty LLC                                                        | Ryan Specialty LLC                                                                                                                                  | CUSIP: 78351MAA0<br>LEI: 549300K52N7QBO3PYY45 | Long             | DBT              | CORP              | US        |      1279000 | PA      | $1239057.98     | 0.00%             | 2030-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Federal National Mortgage Association Variable Rate Notes, Series 2025-18, Class FH                                                                 | CUSIP: 3136BVAP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7418655 | PA      | $7481258.43     | 0.02%             | 2054-08-25      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| Heimstaden Bostad AB                                                      | Heimstaden Bostad AB                                                                                                                                | CUSIP: N/A<br>LEI: 549300TJR3PR8EXILG79       | Long             | DBT              | CORP              | SE        |     13277000 | PA      | $14852482.05    | 0.03%             | 2027-02-01      | Variable      | 2.62%                 | No            |                  2 | On Loan: No      |
| Caresyntax, Inc.                                                          | Caresyntax, Inc.                                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |        59130 | NS      | $0.59           | 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      | $335865.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp. Variable Rate Notes, Series 5574, Class FB                                                                         | CUSIP: 3137HMZ94<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     12445514 | PA      | $12542225.10    | 0.03%             | 2055-09-25      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Accor SA                                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |        29900 | NS      | $41843.39       | 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      | $157977.60      | 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      | $-17021.63      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Australia & New Zealand Banking Group Ltd.                                | Australia & New Zealand Banking Group Ltd.                                                                                                          | CUSIP: N/A<br>LEI: JHE42UYNWWTJB8YTTU19       | Long             | DBT              | CORP              | AU        |      7000000 | PA      | $4574451.29     | 0.01%             | 2040-08-14      | Variable      | 5.69%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Northern Star Resources Ltd.                                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -58500 | NS      | $141099.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SC Germany SA Compartment Leasing                                         | SC Germany SA Compartment Leasing, Series 2025-1, Class B                                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | LU        |      1300000 | PA      | $1502327.02     | 0.00%             | 2036-09-14      | Floating      | 2.79%                 | No            |                  2 | On Loan: No      |
| Auto ABS Italian Stella Loans                                             | Auto ABS Italian Stella Loans, Series 2025-2, Class C                                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | IT        |      1479000 | PA      | $1706948.15     | 0.00%             | 2040-06-25      | Floating      | 3.09%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | USD Currency                                                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |     38987900 | PA      | $378953.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hikma Finance USA LLC                                                     | Hikma Finance USA LLC                                                                                                                               | CUSIP: N/A<br>LEI: 213800BU7YH2WTM1QL87       | Long             | DBT              | CORP              | US        |       470000 | PA      | $467503.13      | 0.00%             | 2030-07-08      | Fixed         | 5.12%                 | 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      | $937486.58      | 0.00%             | 2055-02-15      | Floating      | 3.68%                 | No            |                  2 | On Loan: No      |
| TMS Issuer SARL                                                           | TMS Issuer SARL                                                                                                                                     | CUSIP: N/A<br>LEI: 21380092DY1X4BHPMA32       | Long             | DBT              | CORP              | LU        |      5000000 | PA      | $5061750.00     | 0.01%             | 2032-08-23      | Fixed         | 5.78%                 | 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      | $4994022.00     | 0.01%             | 2038-03-27      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                                                  | CUSIP: 3140QSTU5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       556764 | PA      | $551708.57      | 0.00%             | 2053-08-01      | Fixed         | 5.00%                 | 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        |     14339260 | PA      | $11893924.42    | 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        |      2544046 | PA      | $2160758.87     | 0.00%             | 2036-03-27      | Floating      | 3.97%                 | 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      | $246708.25      | 0.00%             | 2037-07-19      | Floating      | 9.07%                 | 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      | $236619.85      | 0.00%             | 2039-06-10      | Variable      | 1.46%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $310.57         | 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      | $282698.12      | 0.00%             |  |  |  | No            |                  2 | 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        |      1829379 | PA      | $1818055.14     | 0.00%             | 2037-10-24      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman Loan Advisers CLO 30 Ltd.                                | Neuberger Berman Loan Advisers CLO 30 Ltd., Series 2018-30A, Class A1R2                                                                             | CUSIP: 64132MBA5<br>LEI: 549300WWWM7IDWOVIL36 | Long             | ABS-CBDO         | CORP              | KY        |      5720000 | PA      | $5715940.52     | 0.01%             | 2037-01-20      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| Republic of Kenya                                                         | Republic of Kenya                                                                                                                                   | CUSIP: 491798AM6<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |       737000 | PA      | $756125.15      | 0.00%             | 2031-02-16      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      4700000 | PA      | $-87036.25      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | TransDigm Group, Inc.                                                                                                                               | CUSIP: 893641100<br>LEI: N/A                  | N/A              | DE               |  | GB        |         2300 | NS      | $20809.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   4298961921 | PA      | $21373.18       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Modena Buyer LLC                                                          | Modena Buyer LLC, 1st Lien Term Loan                                                                                                                | CUSIP: 60753DAC8<br>LEI: 254900B0G2IU0VBDOY26 | Long             | LON              | CORP              | US        |       497481 | PA      | $445106.30      | 0.00%             | 2031-07-01      | Variable      | 7.92%                 | No            |                  2 | On Loan: No      |
| Lagarino European Loan Conduit No. 40 DAC                                 | Lagarino European Loan Conduit No. 40 DAC, Series 40X, Class A                                                                                      | CUSIP: N/A<br>LEI: 984500F6BB6D4DUA7796       | Long             | ABS-MBS          | CORP              | IE        |     11636344 | PA      | $13441489.17    | 0.03%             | 2037-06-22      | Floating      | 3.61%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Whitbread plc                                                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -54600 | NS      | $4285.19        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                                                  | CUSIP: 3140XPDH9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        36437 | PA      | $36024.65       | 0.00%             | 2053-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bbva Consumer Fondo de Titulizacion                                       | Bbva Consumer Fondo de Titulizacion, Series 2026-1, Class E                                                                                         | CUSIP: N/A<br>LEI: 9598008ZNM97MVXBD120       | Long             | ABS-O            | CORP              | ES        |       500000 | PA      | $576622.36      | 0.00%             | 2039-05-20      | Floating      | 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      | $54931.75       | 0.00%             |  |  |  | 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        |      1890503 | PA      | $2200058.30     | 0.00%             | 2055-02-15      | Floating      | 3.10%                 | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd.                                                    | Palmer Square CLO Ltd., Series 2019-1A, Class A1R2                                                                                                  | CUSIP: 69700GAU6<br>LEI: 549300Y43K78UTRMTN21 | Long             | ABS-CBDO         | CORP              | KY        |      9250000 | PA      | $9242076.45     | 0.02%             | 2038-08-14      | Floating      | 4.90%                 | 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      | $2826219.62     | 0.01%             | 2050-08-25      | Variable      | 4.23%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                  | Electricite de France SA                                                                                                                            | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | NUSS              | FR        |     18800000 | PA      | $21063478.05    | 0.05%             | 2031-01-06      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    299521320 | PA      | $-4111127.81    | -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      | $72129.54       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Danske Bank A/S                                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        36900 | NS      | $-19216.32      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $502302.51      | 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        |     27503000 | PA      | $19284998.67    | 0.04%             | 2027-08-31      | Fixed         | 12.50%                | No            |                  3 | On Loan: No      |
| Avaya LLC                                                                 | Avaya LLC                                                                                                                                           | CUSIP: 05351X507<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         2491 | NS      | $35496.75       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MAIN Trust                                                                | MAIN Trust, Series 2026-OLAS, Class E                                                                                                               | CUSIP: 56036BAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4905000 | PA      | $4904943.15     | 0.01%             | 2041-01-15      | Floating      | 7.92%                 | No            |                  2 | On Loan: No      |
| Discovery Global Holdings, Inc.                                           | Discovery Global Holdings, Inc.                                                                                                                     | CUSIP: 55903VBL6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     23118000 | PA      | $22834573.32    | 0.05%             | 2027-03-15      | Fixed         | 3.75%                 | 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        |     12211288 | PA      | $12247239.18    | 0.03%             | 2060-06-25      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   4248404000 | PA      | $-956953.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Pioneer Midco LLC                                                         | Pioneer Midco LLC                                                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |     38617908 | PA      | $38571566.17    | 0.08%             | 2030-11-18      | Floating      | 10.50%                | No            |                  3 | On Loan: No      |
| Smyrna Ready Mix Concrete LLC                                             | Smyrna Ready Mix Concrete LLC                                                                                                                       | CUSIP: 85236FAA1<br>LEI: 549300S7RFWHQFOIOY93 | Long             | DBT              | CORP              | US        |      1299000 | PA      | $1289203.33     | 0.00%             | 2028-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Klepierre SA                                                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -51900 | NS      | $25694.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDSCMBX                                                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      1174312 | PA      | $-369951.46     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| US Foods, Inc.                                                            | US Foods, Inc.                                                                                                                                      | CUSIP: 90290MAD3<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |       347000 | PA      | $342386.39      | 0.00%             | 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      | $25102500.00    | 0.05%             | 2028-10-16      | Fixed         | 5.54%                 | No            |                  3 | On Loan: No      |
| N/A                                                                       | Aurora Innovation, Inc.                                                                                                                             | CUSIP: 051774115<br>LEI: N/A                  | N/A              | DE               |  | US        |        45680 | NS      | $9090.32        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Boston Scientific Corp.                                                   | Boston Scientific Corp.                                                                                                                             | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |        45606 | NS      | $2861776.50     | 0.01%             |  |  |  | No            |                  1 | 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      | $4159575.00     | 0.01%             | 2049-12-31      | 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        |      1489706 | PA      | $1447958.18     | 0.00%             | 2037-06-25      | Floating      | 4.41%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    305295777 | PA      | $279948.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Castell plc                                                               | Castell plc, Series 2026-1, Class C                                                                                                                 | CUSIP: N/A<br>LEI: 2138001VE6A22R7N6706       | Long             | ABS-MBS          | CORP              | GB        |      1127000 | PA      | $1489043.59     | 0.00%             | 2062-12-27      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                                                  | CUSIP: 31418EU81<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    108279910 | PA      | $107164948.33   | 0.23%             | 2053-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WULF Compute LLC                                                          | WULF Compute LLC                                                                                                                                    | CUSIP: 982911AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4053000 | PA      | $4282724.04     | 0.01%             | 2030-10-15      | Fixed         | 7.75%                 | 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      | $996945.90      | 0.00%             | 2031-07-20      | Floating      | 5.53%                 | 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      | $150998.97      | 0.00%             | 2047-12-15      | Variable      | 1.06%                 | No            |                  2 | On Loan: No      |
| BofA Securities, Inc.                                                     | BofA Securities, Inc.                                                                                                                               | CUSIP: N/A<br>LEI: 549300HN4UKV1E2R3U73       | Long             | RA               | CORP              | US        |       439500 | PA      | $439500.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SGL Group ApS                                                             | SGL Group ApS                                                                                                                                       | CUSIP: N/A<br>LEI: 636700YQKGLXCPPUYE74       | Long             | DBT              | CORP              | DK        |     11626000 | PA      | $12497510.62    | 0.03%             | 2030-04-22      | Floating      | 6.78%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    590947909 | PA      | $3162641.46     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of the Philippines                                               | Republic of Philippines                                                                                                                             | CUSIP: N/A<br>LEI: 529900RAHBALMYIJ3T08       | Long             | DBT              | NUSS              | PH        |   2974060000 | PA      | $48550543.04    | 0.11%             | 2030-07-27      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| James Hardie Industries plc                                               | James Hardie Industries plc                                                                                                                         | CUSIP: N/A<br>LEI: 635400NSGXKTVOO7JU45       | Long             | EC               | CORP              | IE        |       105867 | NS      | $2005120.98     | 0.00%             |  |  |  | No            |                  1 | 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        |      3949172 | PA      | $633088.56      | 0.00%             | 2056-07-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Intuit, Inc.                                                              | Intuit, Inc.                                                                                                                                        | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |          784 | NS      | $338985.92      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Otis Worldwide Corp.                                                                                                                                | CUSIP: 68902V107<br>LEI: N/A                  | N/A              | DE               |  | GB        |        50800 | NS      | $-99568.00      | -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      | $3101327.90     | 0.01%             | 2059-09-27      | Floating      | 5.98%                 | No            |                  2 | On Loan: No      |
| Solaris Energy Infrastructure, Inc.                                       | Solaris Energy Infrastructure, Inc., Class A                                                                                                        | CUSIP: 83418M103<br>LEI: 529900MTK3C8Y8TIIC10 | Long             | EC               | CORP              | US        |        78057 | NS      | $4411001.07     | 0.01%             |  |  |  | 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        |    186070000 | PA      | $27784483.04    | 0.06%             | 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        |      1164000 | PA      | $1203576.00     | 0.00%             | 2031-02-03      | Fixed         | 7.05%                 | 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      | $1640849.70     | 0.00%             | 2073-12-16      | Floating      | 6.23%                 | No            |                  2 | On Loan: No      |
| Taco Bell Funding LLC                                                     | Taco Bell Funding LLC, Series 2025-1A, Class A2I                                                                                                    | CUSIP: 87342RAK0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     20173000 | PA      | $19863070.10    | 0.04%             | 2055-08-25      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp.                                     | International Business Machines Corp.                                                                                                               | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               | CORP              | US        |         1335 | NS      | $323590.65      | 0.00%             |  |  |  | No            |                  1 | 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        |      7530121 | PA      | $5362464.97     | 0.01%             | 2062-07-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                   | BPCE SA                                                                                                                                             | CUSIP: N/A<br>LEI: 9695005MSX1OYEMGDF46       | Long             | DBT              | CORP              | FR        |     12900000 | PA      | $16870453.21    | 0.04%             | 2029-04-16      | Fixed         | 5.25%                 | 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        |      9000000 | PA      | $8811810.00     | 0.02%             | 2028-08-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC                                                          | CCO Holdings LLC                                                                                                                                    | CUSIP: 1248EPCD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1743000 | PA      | $1653887.68     | 0.00%             | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| RBC Capital Markets LLC                                                   | RBC Capital Markets LLC                                                                                                                             | CUSIP: N/A<br>LEI: 549300LCO2FLSSVFFR64       | Long             | RA               | CORP              | US        |       600750 | PA      | $600750.00      | 0.00%             |  |  |  | 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      | $3533601.05     | 0.01%             | 2037-07-15      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    480000000 | PA      | $225323.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | USD Currency                                                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CH        |    -44800000 | PA      | $-78492.69      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Koei Tecmo Holdings Co. Ltd.                                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -152800 | NS      | $115391.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BX Trust                                                                  | BX Trust, Series 2025-VOLT, Class A                                                                                                                 | CUSIP: 05619PAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     17362000 | PA      | $17307743.75    | 0.04%             | 2044-12-15      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDI                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    104770304 | PA      | $-1033015.83    | -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      | $276345.00      | 0.00%             | 2030-11-08      | Variable      | 5.43%                 | No            |                  2 | On Loan: No      |
| Exmoor Funding plc                                                        | Exmoor Funding plc, Series 2025-1, Class D                                                                                                          | CUSIP: N/A<br>LEI: 635400YFBIYXOQAEON61       | Long             | ABS-MBS          | CORP              | GB        |       130997 | PA      | $173023.35      | 0.00%             | 2095-03-25      | Floating      | 6.11%                 | No            |                  2 | On Loan: No      |
| TVC DSCR                                                                  | TVC DSCR, Series 2021-1, Class A                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | CORP              | US        |     19732623 | PA      | $18626167.91    | 0.04%             | 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      | $808604.61      | 0.00%             | 2034-04-24      | Floating      | 4.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Bureau Veritas SA                                                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        78500 | NS      | $-145673.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bayer AG                                                                  | Bayer AG, Series NC5                                                                                                                                | CUSIP: N/A<br>LEI: 549300J4U55H3WP1XT59       | Long             | DBT              | CORP              | DE        |     30800000 | PA      | $36928143.25    | 0.08%             | 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      | $25463.70       | 0.00%             |  |  |  | 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      | $5815018.10     | 0.01%             | 2064-06-25      | Variable      | 6.41%                 | No            |                  2 | On Loan: No      |
| Nomura Securities International, Inc.                                     | Nomura Securities International, Inc.                                                                                                               | CUSIP: N/A<br>LEI: OXTKY6Q8X53C9ILVV871       | Long             | RA               | CORP              | US        |       200750 | PA      | $200750.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IHO Verwaltungs GmbH                                                      | IHO Verwaltungs GmbH                                                                                                                                | CUSIP: 44963BAG3<br>LEI: 529900JL0HDVGZMUJF32 | Long             | DBT              | CORP              | DE        |      3900000 | PA      | $3995273.10     | 0.01%             | 2032-11-15      | 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      | $149630.72      | 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        |      3300000 | PA      | $4049262.37     | 0.01%             | 2028-01-18      | Variable      | 7.71%                 | No            |                  2 | On Loan: No      |
| Nan Fung Treasury III Ltd.                                                | Nan Fung Treasury III Ltd.                                                                                                                          | CUSIP: N/A<br>LEI: 254900SXLFVWFJY5QE98       | Long             | DBT              | CORP              | VG        |      3125000 | PA      | $2378906.25     | 0.01%             | 2175-03-10      | Fixed         | 5.00%                 | 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      | $15448013.47    | 0.03%             | 2041-06-15      | Floating      | 7.61%                 | No            |                  2 | On Loan: No      |
| Republic of Poland                                                        | Republic of Poland                                                                                                                                  | CUSIP: N/A<br>LEI: 259400R9L8QEP0TPXS31       | Long             | DBT              | NUSS              | PL        |    113445000 | PA      | $30281032.04    | 0.07%             | 2029-07-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                                              | BX Commercial Mortgage Trust, Series 2025-BCAT, Class A                                                                                             | CUSIP: 12433HAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      9223491 | PA      | $9223487.80     | 0.02%             | 2042-08-15      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | GBP Currency                                                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |     25995000 | PA      | $106163.59      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Taylor Morrison Communities, Inc.                                         | Taylor Morrison Communities, Inc.                                                                                                                   | CUSIP: 87724RAJ1<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |      1023000 | PA      | $1011298.21     | 0.00%             | 2030-08-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Republic of Zambia                                                        | Republic of Zambia                                                                                                                                  | CUSIP: N/A<br>LEI: 213800DMLAZ6LGMMD849       | Long             | DBT              | NUSS              | ZM        |      3491400 | PA      | $3272096.49     | 0.01%             | 2033-06-30      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | SOP                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |    -83655840 | PA      | $-2345068.84    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Studio City Finance Ltd.                                                  | Studio City Finance Ltd.                                                                                                                            | CUSIP: N/A<br>LEI: 254900D6R731QAUIG324       | Long             | DBT              | CORP              | VG        |     12000000 | PA      | $11857920.00    | 0.03%             | 2028-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| EUSHI Finance, Inc.                                                       | EUSHI Finance, Inc.                                                                                                                                 | CUSIP: 29882DAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       754000 | PA      | $740164.85      | 0.00%             | 2056-04-01      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| Republic of Cameroon International Bond                                   | Republic of Cameroon                                                                                                                                | CUSIP: N/A<br>LEI: 54930021BO6NHYGBBV24       | Long             | DBT              | NUSS              | CM        |      1822000 | PA      | $1718146.00     | 0.00%             | 2033-01-30      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      4175000 | PA      | $60014.75       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                                         | Barclays Bank plc                                                                                                                                   | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | RA               | CORP              | GB        |        93250 | PA      | $93250.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United Wholesale Mortgage LLC                                             | United Wholesale Mortgage LLC                                                                                                                       | CUSIP: 913229AC4<br>LEI: 549300HW662MN1WU8550 | Long             | DBT              | CORP              | US        |      1764000 | PA      | $1736146.79     | 0.00%             | 2027-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Escrow Bonds                                            | Washington Mutual Escrow Bonds                                                                                                                      | CUSIP: 939MMIBF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     45161000 | PA      | $4.52           | 0.00%             | 2009-11-06      | Fixed         | 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      | $-348375.15     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Froneri International Ltd.                                                | Froneri International Ltd., 1st Lien Term Loan                                                                                                      | CUSIP: G3679YAJ1<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |      2000000 | PA      | $2267592.76     | 0.00%             | 2031-09-30      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd.                                                    | Palmer Square CLO Ltd., Series 2025-3A, Class A                                                                                                     | CUSIP: 69704GAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     12750000 | PA      | $12756640.20    | 0.03%             | 2037-07-20      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDI                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    111828420 | PA      | $1297767.83     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | EUR Currency                                                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |    -29033600 | PA      | $-266931.24     | -0.00%            |  |  |  | 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        |        58552 | PA      | $120978.11      | 0.00%             | 2036-10-25      | Floating      | 4.19%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Trade Desk, Inc. (The), Class A                                                                                                                     | CUSIP: 88339J105<br>LEI: N/A                  | N/A              | DE               |  | US        |       -57500 | NS      | $72450.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| XPO, Inc.                                                                 | XPO, Inc.                                                                                                                                           | CUSIP: 983793AK6<br>LEI: 54930096DB9LCLPN7H13 | Long             | DBT              | CORP              | US        |      1806000 | PA      | $1862737.30     | 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        |      1970000 | PA      | $2315365.97     | 0.01%             | 2028-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | iShares Russell 2000 ETF                                                                                                                            | CUSIP: 00PC6K163<br>LEI: N/A                  | N/A              | DE               |  | US        |        -1000 | NC      | $-4348.41       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                                         | Barclays Bank plc                                                                                                                                   | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | RA               | CORP              | GB        |       693840 | PA      | $693840.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Regatta 35 Funding Ltd.                                                   | Regatta 35 Funding Ltd., Series 2025-5A, Class A1                                                                                                   | CUSIP: 75903YAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     12500000 | PA      | $12501450.00    | 0.03%             | 2038-10-15      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| WOM Chile Holdco SpA                                                      | WOM Chile Holdco SpA                                                                                                                                | CUSIP: 97810KAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | CL        |     41007536 | PA      | $37195475.45    | 0.08%             | 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      | $712172.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ford Motor Co.                                                            | Ford Motor Co.                                                                                                                                      | CUSIP: 345370CS7<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |      3324000 | PA      | $2601456.34     | 0.01%             | 2046-12-08      | Fixed         | 5.29%                 | 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      | $2852457.47     | 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      | $-10056.90      | -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      | $3941448.50     | 0.01%             | 2018-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Belron UK Finance plc                                                     | Belron UK Finance plc                                                                                                                               | CUSIP: 080782AA3<br>LEI: 9845006BC9D1A77B8178 | Long             | DBT              | CORP              | GB        |      1315000 | PA      | $1323304.23     | 0.00%             | 2029-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      1330000 | PA      | $-31564.27      | -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        |     32508000 | PA      | $584983.10      | 0.00%             | 2027-10-01      | Fixed         | 24.46%                | No            |                  2 | On Loan: No      |
| Japan                                                                     | Japan Government Bond                                                                                                                               | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   6340000000 | PA      | $39643526.04    | 0.09%             | 2030-12-20      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Recordati Industria Chimica e Farmaceutica SpA                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        18300 | NS      | $96459.38       | 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      | $6872658.63     | 0.01%             | 2038-09-06      | Variable      | 2.85%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | AUD Currency                                                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |   -108000000 | PA      | $-114444.99     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Australia 10-Year Bond                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | AU        |        -1804 | NC      | $795665.35      | 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      | $496.92         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |   2559880240 | PA      | $-36165.47      | -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        |     24000000 | PA      | $26999519.66    | 0.06%             | 2027-12-01      | Variable      | 2.62%                 | No            |                  2 | On Loan: No      |
| Halma plc                                                                 | Halma plc                                                                                                                                           | CUSIP: N/A<br>LEI: 2138007FRGLUR9KGBT40       | Long             | EC               | CORP              | GB        |         5822 | NS      | $297101.12      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Bendigo & Adelaide Bank Ltd.                                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       189100 | NS      | $-14732.83      | -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        |     22326046 | PA      | $21688499.08    | 0.05%             | 2061-10-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| iliad SA                                                                  | Iliad SA                                                                                                                                            | CUSIP: N/A<br>LEI: 969500FZ9BTRZS3JNB97       | Long             | DBT              | CORP              | FR        |      6500000 | PA      | $7356987.97     | 0.02%             | 2032-01-09      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Canyon Capital CLO Ltd.                                                   | Canyon Capital CLO Ltd., Series 2016-2A, Class DR                                                                                                   | CUSIP: 13876VAS4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1500000 | PA      | $1485586.95     | 0.00%             | 2031-10-15      | Floating      | 7.08%                 | No            |                  2 | On Loan: No      |
| Otranto Park CLO DAC                                                      | Otranto Park CLO DAC, Series 1X, Class AR                                                                                                           | CUSIP: N/A<br>LEI: 254900C89WZ4XL2PN587       | Long             | ABS-CBDO         | CORP              | IE        |      6569000 | PA      | $7592778.65     | 0.02%             | 2039-10-15      | Floating      | 3.32%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | MTU Aero Engines AG                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         2800 | NS      | $16830.04       | 0.00%             |  |  |  | No            |                  2 | 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        |     20971709 | PA      | $21126832.76    | 0.05%             | 2054-08-25      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $330516.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   4085907822 | PA      | $202670.88      | 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      | $-61520.43      | -0.00%            |  |  |  | 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        |       496098 | PA      | $480912.10      | 0.00%             | 2047-08-25      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| CHG Healthcare Services, Inc.                                             | CHG Healthcare Services, Inc., 1st Lien Term Loan                                                                                                   | CUSIP: 12541HAX1<br>LEI: 54930016Y1HPAVB9PZ54 | Long             | LON              | CORP              | US        |      1275868 | PA      | $1276263.44     | 0.00%             | 2028-09-29      | Variable      | 6.42%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   1033557326 | PA      | $-46806.33      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | S&P 500 Index                                                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1800 | NC      | $457442.95      | 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      | $198806.68      | 0.00%             | 2027-04-15      | Fixed         | 13.00%                | No            |                  2 | On Loan: No      |
| N/A                                                                       | SOP                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   -371813000 | PA      | $-6218753.44    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | ETRSI                                                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      2915890 | PA      | $34101.50       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Gen Digital, Inc.                                                         | Gen Digital, Inc.                                                                                                                                   | CUSIP: 668771AM0<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |       944000 | PA      | $917677.13      | 0.00%             | 2033-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Ayala Corp.                                                               | Ayala Corp.                                                                                                                                         | CUSIP: N/A<br>LEI: 254900QJ68UH8GKNGI69       | Long             | EC               | CORP              | PH        |        19690 | NS      | $164596.87      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Amynta Agency Borrower, Inc.                                              | Amynta Agency Borrower, Inc., 1st Lien Term Loan B                                                                                                  | CUSIP: 57810JAN8<br>LEI: 5493000GP6HBRVTWBO85 | Long             | LON              | CORP              | US        |      1042515 | PA      | $1025949.20     | 0.00%             | 2031-12-29      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| SoftBank Group Corp.                                                      | SoftBank Group Corp.                                                                                                                                | CUSIP: N/A<br>LEI: 5493003BZYYYCDIO0R13       | Long             | DBT              | CORP              | JP        |      4379000 | PA      | $4978626.83     | 0.01%             | 2029-10-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ZF North America Capital, Inc.                                            | ZF North America Capital, Inc.                                                                                                                      | CUSIP: 98877DAH8<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |      4220000 | PA      | $4145370.14     | 0.01%             | 2031-03-24      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                                                                                  | CUSIP: 31427PZD9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     88836975 | PA      | $88004693.83    | 0.19%             | 2053-12-01      | Fixed         | 5.00%                 | 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      | $3560609.79     | 0.01%             | 2032-03-15      | Fixed         | 6.72%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CVS Health Corp.                                                                                                                                    | CUSIP: 126650100<br>LEI: N/A                  | N/A              | DE               |  | US        |       -13700 | NS      | $-25920.40      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARC                                                                      | BARC, Series 2026-CES1, Class A1A                                                                                                                   | CUSIP: 06690CAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     11365000 | PA      | $11254009.41    | 0.02%             | 2056-01-25      | Variable      | 4.84%                 | No            |                  2 | On Loan: No      |
| Rocket Software, Inc.                                                     | Rocket Software, Inc.                                                                                                                               | CUSIP: 77314EAB4<br>LEI: 549300PVG26ISP5X1556 | Long             | DBT              | CORP              | US        |      2436000 | PA      | $2432341.74     | 0.01%             | 2028-11-28      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Navoi Mining & Metallurgical Combinat                                     | Navoi Mining & Metallurgical Combinat                                                                                                               | CUSIP: 63890CAA2<br>LEI: 213800YLNAGERZ4C3M60 | Long             | DBT              | CORP              | UZ        |      4059000 | PA      | $4128814.80     | 0.01%             | 2028-10-17      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Ukraine                                                                   | Ukraine Government Bond                                                                                                                             | CUSIP: N/A<br>LEI: 6354001WLTJXOMEXPY07       | Long             | DBT              | NUSS              | UA        |      3151131 | PA      | $2205791.70     | 0.00%             | 2029-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Venture Global Plaquemines LNG LLC                                        | Venture Global Plaquemines LNG LLC                                                                                                                  | CUSIP: 922966AF3<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |      4781000 | PA      | $4976791.51     | 0.01%             | 2034-06-15      | Fixed         | 6.50%                 | 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      | $2391826.96     | 0.01%             | 2034-03-28      | Floating      | 7.18%                 | 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        |      2138186 | PA      | $2469813.52     | 0.01%             | 2040-12-28      | Floating      | 3.16%                 | No            |                  2 | On Loan: No      |
| GGP                                                                       | GGP, Series 2026-TY, Class A                                                                                                                        | CUSIP: 373914AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3034000 | PA      | $2997161.48     | 0.01%             | 2043-03-05      | Variable      | 4.67%                 | No            |                  2 | On Loan: No      |
| GE Vernova, Inc.                                                          | GE Vernova, Inc.                                                                                                                                    | CUSIP: 36828A101<br>LEI: 254900DP080RU6OK2553 | Long             | EC               | CORP              | US        |         8767 | NS      | $7652714.30     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $1222453.78     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Paramount Global                                                          | Paramount Global                                                                                                                                    | CUSIP: 92553PBC5<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |       603000 | PA      | $404010.00      | 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        |      1392000 | PA      | $1175530.08     | 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      | $-181704.15     | -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        |       990000 | PA      | $796950.00      | 0.00%             | 2029-04-04      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| Xerox Corp.                                                               | Xerox Corp.                                                                                                                                         | CUSIP: 984121CT8<br>LEI: 4KF48RN45X1OO8UBLY20 | Long             | DBT              | CORP              | US        |      2284000 | PA      | $1124870.00     | 0.00%             | 2031-04-15      | Fixed         | 13.50%                | No            |                  2 | On Loan: No      |
| Planet Fitness Master Issuer LLC                                          | Planet Fitness Master Issuer LLC, Series 2025-1A, Class A2II                                                                                        | CUSIP: 72703PAJ2<br>LEI: 549300NX9W3U2DO53T22 | Long             | ABS-O            | CORP              | US        |     15309000 | PA      | $15113550.00    | 0.03%             | 2055-12-06      | Fixed         | 5.65%                 | 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      | $2992493.78     | 0.01%             | 2042-12-15      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| Ardonagh Finco Ltd.                                                       | Ardonagh Finco Ltd.                                                                                                                                 | CUSIP: N/A<br>LEI: 254900D2T84O1K03BA28       | Long             | DBT              | CORP              | JE        |     13580000 | PA      | $15588164.07    | 0.03%             | 2031-02-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | FinecoBank Banca Fineco SpA                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        79500 | NS      | $45560.52       | 0.00%             |  |  |  | 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      | $653841.75      | 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        |       574000 | PA      | $580371.40      | 0.00%             | 2035-03-12      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     24330257 | PA      | $-1299.78       | -0.00%            |  |  |  | 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      | $1019831.59     | 0.00%             | 2034-10-15      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| Live Nation Entertainment, Inc.                                           | Live Nation Entertainment, Inc.                                                                                                                     | CUSIP: 538034AV1<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |       560000 | PA      | $560712.32      | 0.00%             | 2027-05-15      | 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      | $102.14         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Rockford Tower Europe CLO DAC                                             | Rockford Tower Europe CLO DAC, Series 2025-3X, Class A                                                                                              | CUSIP: N/A<br>LEI: 6354009EFUWKAOBABO62       | Long             | ABS-CBDO         | CORP              | IE        |     31392000 | PA      | $36320727.64    | 0.08%             | 2040-01-15      | 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      | $323355.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Rexel SA                                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -42900 | NS      | $-83711.57      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    414291387 | PA      | $4264587.91     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| EAB Global, Inc.                                                          | EAB Global, Inc., 1st Lien Term Loan                                                                                                                | CUSIP: 26835CAC3<br>LEI: 254900WJRUVZKYEF1M36 | Long             | LON              | CORP              | US        |       496203 | PA      | $439551.09      | 0.00%             | 2030-08-16      | Variable      | 6.70%                 | 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      | $432720.64      | 0.00%             | 2038-11-15      | Floating      | 2.48%                 | 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        |      3312914 | PA      | $3350378.62     | 0.01%             | 2041-07-05      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      2095000 | PA      | $-3984.18       | -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      | $164832.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Metropolitan Life Global Funding I                                        | Metropolitan Life Global Funding I                                                                                                                  | CUSIP: N/A<br>LEI: 635400MMSOCXNNNZDZ82       | Long             | DBT              | CORP              | US        |      4416000 | PA      | $5385017.06     | 0.01%             | 2028-10-12      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Jubilee Place BV                                                          | Jubilee Place BV, Series 9, Class C                                                                                                                 | CUSIP: N/A<br>LEI: 724500NW990F5Q3VQE73       | Long             | ABS-MBS          | CORP              | NL        |       457000 | PA      | $520924.99      | 0.00%             | 2061-10-17      | Floating      | 3.08%                 | No            |                  2 | On Loan: No      |
| Market Bidco Finco plc                                                    | Market Bidco Finco plc                                                                                                                              | CUSIP: N/A<br>LEI: 549300UGYX6EBVHRVG53       | Long             | DBT              | CORP              | GB        |       983000 | PA      | $1234466.24     | 0.00%             | 2031-01-31      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Brandywine Realty Trust                                                                                                                             | CUSIP: 105368203<br>LEI: N/A                  | N/A              | DE               |  | US        |       -12500 | NS      | $2375.00        | 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        |        80796 | PA      | $80506.67       | 0.00%             | 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      | $7852670.91     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     11982000 | PA      | $-651.11        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |      1635000 | PA      | $10417.27       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | SGH Ltd.                                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -31200 | NS      | $8921.88        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Prime Security Services Borrower LLC                                      | Prime Security Services Borrower LLC                                                                                                                | CUSIP: 74166MAF3<br>LEI: 549300O6QPZVWXV2DC15 | Long             | DBT              | CORP              | US        |      1361000 | PA      | $1324607.13     | 0.00%             | 2027-08-31      | 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      | $-176589.51     | -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      | 6.54%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | EUR Currency                                                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | FR        |     81694000 | PA      | $199604.60      | 0.00%             |  |  |  | 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        |      2110148 | PA      | $2440900.29     | 0.01%             | 2038-07-20      | Floating      | 3.68%                 | No            |                  2 | On Loan: No      |
| Santander Mortgage Asset Receivable Trust                                 | Santander Mortgage Asset Receivable Trust, Series 2025-NQM5, Class B1                                                                               | CUSIP: 80262CAG3<br>LEI: 254900FHBJ2YHHBOAU80 | Long             | ABS-MBS          | CORP              | US        |      3164750 | PA      | $3151688.44     | 0.01%             | 2065-08-25      | Variable      | 6.89%                 | No            |                  2 | On Loan: No      |
| Taurus Law 130 Securities SRL                                             | Taurus Law 130 Securities SRL                                                                                                                       | CUSIP: N/A<br>LEI: 81560076C5625D0D0238       | Long             | DBT              | CORP              | IT        |     14556721 | PA      | $16742004.81    | 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      | $4999928.50     | 0.01%             | 2038-01-20      | Floating      | 4.94%                 | 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      | $4848114.91     | 0.01%             | 2041-02-15      | Fixed         | 7.83%                 | No            |                  2 | On Loan: No      |
| EDP SA                                                                    | EDP SA                                                                                                                                              | CUSIP: N/A<br>LEI: 529900CLC3WDMGI9VH80       | Long             | DBT              | CORP              | PT        |     44800000 | PA      | $51448851.95    | 0.11%             | 2081-08-02      | Variable      | 1.88%                 | No            |                  2 | On Loan: No      |
| Stellantis NV                                                             | Stellantis NV                                                                                                                                       | CUSIP: N/A<br>LEI: 549300LKT9PW7ZIBDF31       | Long             | DBT              | CORP              | NL        |     11050000 | PA      | $13977155.33    | 0.03%             | 2032-06-16      | Variable      | 8.25%                 | 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        |      5105580 | PA      | $5116894.14     | 0.01%             | 2069-06-25      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| Golub Capital Private Credit Fund CLO 2                                   | Golub Capital Private Credit Fund CLO 2, Series 2025-1A, Class A1                                                                                   | CUSIP: 38181WAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      4465000 | PA      | $4473638.88     | 0.01%             | 2039-10-18      | Floating      | 5.14%                 | 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        |      4152949 | PA      | $2076474.48     | 0.00%             | 2028-10-25      | Variable      | 9.17%                 | 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      | $-48.23         | -0.00%            |  |  |  | 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      | $11492461.39    | 0.02%             | 2057-05-15      | Floating      | 5.24%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association, Series 2025-128, Class AD                                                                                 | CUSIP: 38381MZA1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     10263619 | PA      | $10303793.29    | 0.02%             | 2056-10-16      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Ezaki Glico Co. Ltd.                                                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -40100 | NS      | $-4050.83       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Perrigo Finance Unlimited Co.                                             | Perrigo Finance Unlimited Co.                                                                                                                       | CUSIP: 71429MAC9<br>LEI: 549300E86RB6YCTMRM83 | Long             | DBT              | CORP              | IE        |       939000 | PA      | $847674.87      | 0.00%             | 2030-06-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Republic of Latvia                                                        | Latvia Government Bond                                                                                                                              | CUSIP: 518417AD2<br>LEI: 25490002QDEB2KTLNK39 | Long             | DBT              | NUSS              | LV        |      1327000 | PA      | $1328658.75     | 0.00%             | 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        |       603285 | PA      | $277413.54      | 0.00%             | 2036-11-25      | Floating      | 4.25%                 | No            |                  2 | On Loan: No      |
| Encompass Health Corp.                                                    | Encompass Health Corp.                                                                                                                              | CUSIP: 29261AAA8<br>LEI: 549300FVRPM9DRQZRG64 | Long             | DBT              | CORP              | US        |       454000 | PA      | $449970.02      | 0.00%             | 2028-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CVC Cordatus Loan Fund XXX DAC                                            | CVC Cordatus Loan Fund XXX DAC, Series 30X, Class AR                                                                                                | CUSIP: N/A<br>LEI: 5493000M05JNL8RFAD47       | Long             | ABS-CBDO         | CORP              | IE        |      5750000 | PA      | $6627097.64     | 0.01%             | 2037-05-15      | Floating      | 3.23%                 | No            |                  2 | On Loan: No      |
| Mettler-Toledo International, Inc.                                        | Mettler-Toledo International, Inc.                                                                                                                  | CUSIP: 592688105<br>LEI: 5493000BD5GJNUDIUG10 | Long             | EC               | CORP              | US        |          235 | NS      | $296382.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Benefit Street Partners CLO 44 Ltd.                                       | Benefit Street Partners CLO 44 Ltd., Series 2025-44A, Class A1                                                                                      | CUSIP: 08187NAA5<br>LEI: 254900Z6HW34YGOYWK97 | Long             | ABS-CBDO         | CORP              | KY        |      2000000 | PA      | $1998572.00     | 0.00%             | 2039-01-15      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| Cleveland-Cliffs, Inc.                                                    | Cleveland-Cliffs, Inc.                                                                                                                              | CUSIP: 185899AQ4<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |      1346000 | PA      | $1345879.64     | 0.00%             | 2029-11-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Mehilainen Yhtiot Oy                                                      | Mehilainen Yhtiot Oy, Facility 1st Lien Term Loan B7                                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | FI        |      4505935 | PA      | $5200789.35     | 0.01%             | 2031-08-05      | Variable      | 5.53%                 | 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      | $14765017.30    | 0.03%             | 2049-06-25      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| Iron Mountain, Inc.                                                       | Iron Mountain, Inc.                                                                                                                                 | CUSIP: 46284VAF8<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |      1085000 | PA      | $1055638.16     | 0.00%             | 2029-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | TIS, Inc.                                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -76200 | NS      | $-6238.30       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Discovery Global Holdings, Inc.                                           | Discovery Global Holdings, Inc.                                                                                                                     | CUSIP: 55903VBF9<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |      3200000 | PA      | $1758976.00     | 0.00%             | 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      | $0.48           | 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      | $1995814.00     | 0.00%             | 2039-10-15      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| Fairbridge BV                                                             | Fairbridge BV, Series 2025-1, Class B                                                                                                               | CUSIP: N/A<br>LEI: 724500T08SS1ZWOYTR56       | Long             | ABS-MBS          | CORP              | NL        |       827547 | PA      | $951159.03      | 0.00%             | 2062-02-24      | Floating      | 3.27%                 | No            |                  2 | On Loan: No      |
| Sage AR Funding                                                           | Sage AR Funding, Series 2026-1X, Class C                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | CORP              | GB        |      4067000 | PA      | $5348301.11     | 0.01%             | 2038-05-18      | Floating      | 5.49%                 | 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        |     12639139 | PA      | $12586524.66    | 0.03%             | 2045-03-15      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| iShares Trust                                                             | iShares 0-5 Year TIPS Bond ETF                                                                                                                      | CUSIP: 46429B747<br>LEI: 549300GIWSEGOQLZR212 | Long             |  | RF                | US        |       401690 | NS      | $41546796.70    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Taurus UK DAC                                                             | Taurus UK DAC, Series 2025-UK4, Class A                                                                                                             | CUSIP: N/A<br>LEI: 635400ARN6VSOEBJXY74       | Long             | ABS-MBS          | CORP              | IE        |      4608000 | PA      | $6086956.61     | 0.01%             | 2035-08-18      | Floating      | 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      | $23428.52       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ONNI Commerical Mortgage Trust                                            | ONNI Commerical Mortgage Trust, Series 2024-APT, Class A                                                                                            | CUSIP: 682939AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1909000 | PA      | $1932029.60     | 0.00%             | 2039-07-15      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                  | Electricite de France SA                                                                                                                            | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | NUSS              | FR        |      1600000 | PA      | $1891127.59     | 0.00%             | 2032-06-17      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| Apple, Inc.                                                               | Apple, Inc.                                                                                                                                         | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |        17921 | NS      | $4548170.59     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| IHO Verwaltungs GmbH                                                      | IHO Verwaltungs GmbH                                                                                                                                | CUSIP: N/A<br>LEI: 529900JL0HDVGZMUJF32       | Long             | DBT              | CORP              | DE        |      1297000 | PA      | $1567352.35     | 0.00%             | 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        |       758000 | PA      | $756018.59      | 0.00%             | 2027-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Santander Mortgage Asset Receivable Trust                                 | Santander Mortgage Asset Receivable Trust, Series 2025-NQM6, Class A1                                                                               | CUSIP: 80265DAA1<br>LEI: 2549003RXF6LNJ2GP990 | Long             | ABS-MBS          | CORP              | US        |      8833956 | PA      | $8808855.33     | 0.02%             | 2065-11-25      | Variable      | 5.14%                 | 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        |      2000000 | PA      | $2308163.10     | 0.00%             | 2031-02-03      | Variable      | 5.03%                 | 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        |       284183 | PA      | $288405.15      | 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        |      2605000 | PA      | $2460924.74     | 0.01%             | 2029-04-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ResMed, Inc.                                                              | ResMed, Inc.                                                                                                                                        | CUSIP: 761152107<br>LEI: 529900T3QE5253CCXF22 | Long             | EC               | CORP              | US        |         1251 | NS      | $280824.48      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lithia Motors, Inc.                                                       | Lithia Motors, Inc.                                                                                                                                 | CUSIP: 536797AG8<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |       398000 | PA      | $378025.85      | 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        |      1517000 | PA      | $1507570.78     | 0.00%             | 2027-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Regeneron Pharmaceuticals, Inc.                                                                                                                     | CUSIP: 75886F107<br>LEI: N/A                  | N/A              | DE               |  | US        |         1100 | NS      | $17303.00       | 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      | $-803551.76     | -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        |        31005 | PA      | $37254.05       | 0.00%             | 2043-01-26      | Floating      | 9.44%                 | 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      | $90082250.27    | 0.20%             | 2032-08-15      | Fixed         | 1.70%                 | 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      | $332500.00      | 0.00%             | 2023-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    769381839 | PA      | $-4079648.76    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Iron Mountain, Inc.                                                       | Iron Mountain, Inc.                                                                                                                                 | CUSIP: N/A<br>LEI: SQL3F6CKNNBM3SQGHX24       | Long             | DBT              | CORP              | US        |     16920000 | PA      | $18198084.66    | 0.04%             | 2034-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Kleopatra Finco SARL                                                      | Kleopatra Finco Sarl                                                                                                                                | CUSIP: N/A<br>LEI: 222100M6T1N8VIC8M726       | Long             | DBT              | CORP              | LU        |      9947612 | PA      | $10181862.36    | 0.02%             | 2031-01-30      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| Global Partners LP                                                        | Global Partners LP                                                                                                                                  | CUSIP: 37954FAL8<br>LEI: 549300PCHWTW9P4DU444 | Long             | DBT              | CORP              | US        |       729000 | PA      | $734950.83      | 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        |     46638148 | PA      | $1485229.12     | 0.00%             | 2052-05-15      | Variable      | 1.39%                 | No            |                  2 | On Loan: No      |
| Cinemark USA, Inc.                                                        | Cinemark USA, Inc.                                                                                                                                  | CUSIP: 172441BH9<br>LEI: 54930008H2137JSCPQ09 | Long             | DBT              | CORP              | US        |      1554000 | PA      | $1596714.80     | 0.00%             | 2032-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Asset-Backed European Securitisation Transaction Twenty-Four Srl          | Asset-Backed European Securitisation Transaction Twenty-Four SRL, Series 2024-R, Class C                                                            | CUSIP: N/A<br>LEI: 8156003524A4F7B21C64       | Long             | ABS-O            | CORP              | IT        |       900000 | PA      | $1044179.52     | 0.00%             | 2040-08-16      | Floating      | 3.24%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-144.60        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Clarivate Science Holdings Corp.                                          | Clarivate Science Holdings Corp.                                                                                                                    | CUSIP: 18064PAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2810000 | PA      | $2651845.05     | 0.01%             | 2028-07-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                                       | GS Mortgage-Backed Securities Trust, Series 2025-DSC2, Class A1                                                                                     | CUSIP: 36275JAC4<br>LEI: 254900Y4XCLF0D6VBG48 | Long             | ABS-MBS          | CORP              | US        |      4417472 | PA      | $4404588.97     | 0.01%             | 2066-01-25      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                                                                                  | CUSIP: 3132DSRU8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     17633355 | PA      | $17459687.66    | 0.04%             | 2053-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Deephaven Residential Mortgage Trust                                      | Deephaven Residential Mortgage Trust, Series 2026-INV1, Class B1                                                                                    | CUSIP: 24381GAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       407412 | PA      | $401544.86      | 0.00%             | 2070-12-25      | Variable      | 6.57%                 | 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      | $1015346.11     | 0.00%             | 2056-12-22      | Floating      | 5.73%                 | 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      | $1781248.23     | 0.00%             | 2045-11-01      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| Foundation Finance Trust                                                  | Foundation Finance Trust, Series 2025-3A, Class E                                                                                                   | CUSIP: 35042TAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      8840000 | PA      | $8694288.51     | 0.02%             | 2052-08-15      | Fixed         | 8.42%                 | 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      | $179062.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities plc                                                   | JPMorgan Securities plc                                                                                                                             | CUSIP: N/A<br>LEI: K6Q0W1PS1L1O4IQL9C32       | Long             | RA               | CORP              | GB        |      7355110 | PA      | $8501403.89     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Voyager Parent LLC                                                        | Voyager Parent LLC                                                                                                                                  | CUSIP: 92921EAA0<br>LEI: 2549002DYVI4ACSV4V71 | Long             | DBT              | CORP              | US        |      3837000 | PA      | $3983627.12     | 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      | $1944787.50     | 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        |      2680000 | PA      | $2802522.47     | 0.01%             | 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      | $61939.01       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    588763669 | PA      | $-3193213.23    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                            | Morgan Stanley                                                                                                                                      | CUSIP: 61747YFU4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      8525000 | PA      | $8521484.29     | 0.02%             | 2030-10-18      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | SOP                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    454550000 | PA      | $803055.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Splitrock Services, Inc.                                                  | Splitrock Services, Inc., Series 2024-1-A                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | US        |       303843 | PA      | $5844834.24     | 0.01%             | 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      | $519908.32      | 0.00%             | 2032-07-15      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    235630500 | PA      | $379619.47      | 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        |      8771000 | PA      | $10063223.31    | 0.02%             | 2035-10-02      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| PRPM Trust                                                                | PRPM Trust, Series 2025-NQM6, Class B1                                                                                                              | CUSIP: 69383RAM4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       547146 | PA      | $542818.29      | 0.00%             | 2070-12-25      | Variable      | 6.96%                 | No            |                  2 | On Loan: No      |
| Permian Resources Operating LLC                                           | Permian Resources Operating LLC                                                                                                                     | CUSIP: 27034RAA1<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |      9512000 | PA      | $9520110.98     | 0.02%             | 2027-04-15      | 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      | $-3188428.74    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| thyssenkrupp AG                                                           | thyssenkrupp AG                                                                                                                                     | CUSIP: N/A<br>LEI: 549300UDG16DOYUPR330       | Long             | EC               | CORP              | DE        |        83393 | NS      | $734817.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                     | Bank of America Corp.                                                                                                                               | CUSIP: 06051GHV4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     26935000 | PA      | $25832285.14    | 0.06%             | 2030-07-23      | Variable      | 3.19%                 | No            |                  2 | On Loan: No      |
| RCI Banque SA                                                             | RCI Banque SA                                                                                                                                       | CUSIP: N/A<br>LEI: 96950001WI712W7PQG45       | Long             | DBT              | CORP              | FR        |      8800000 | PA      | $10309515.84    | 0.02%             | 2034-10-09      | Variable      | 5.50%                 | 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        |       545879 | PA      | $426469.15      | 0.00%             | 2050-02-25      | Variable      | 3.54%                 | 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      | $16937465.30    | 0.04%             |  |  |  | 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        |       429457 | PA      | $329169.00      | 0.00%             | 2036-10-10      | Variable      | 3.18%                 | No            |                  2 | On Loan: No      |
| Navoi Mining & Metallurgical Combinat                                     | Navoi Mining & Metallurgical Combinat                                                                                                               | CUSIP: N/A<br>LEI: 213800YLNAGERZ4C3M60       | Long             | DBT              | CORP              | UZ        |      2989000 | PA      | $3040410.80     | 0.01%             | 2028-10-17      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                   | BPCE SA                                                                                                                                             | CUSIP: N/A<br>LEI: 9695005MSX1OYEMGDF46       | Long             | DBT              | CORP              | FR        |      7900000 | PA      | $8803163.04     | 0.02%             | 2039-02-27      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| Republic of Serbia                                                        | Republic of Serbia                                                                                                                                  | CUSIP: 817477AJ1<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |       713000 | PA      | $713000.00      | 0.00%             | 2034-06-12      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DENTSPLY SIRONA, Inc.                                                     | DENTSPLY SIRONA, Inc.                                                                                                                               | CUSIP: 24906PAB5<br>LEI: 9NHEHR1SOZCYXDO8HO28 | Long             | DBT              | CORP              | US        |      1864000 | PA      | $1820251.36     | 0.00%             | 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      | $9220916.11     | 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        |      6478000 | PA      | $6476375.97     | 0.01%             | 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      | $263786.77      | 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      | $1827065.52     | 0.00%             | 2029-11-15      | 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      | $190247.79      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| National RMBS Trust                                                       | National RMBS Trust, Series 2026-1, Class D                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | CORP              | AU        |       550000 | PA      | $376235.60      | 0.00%             | 2057-10-20      | Floating      | 6.14%                 | 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        |      6545176 | PA      | $6572037.51     | 0.01%             | 2064-01-25      | Variable      | 5.90%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | USD/JPY One-touch barrier option; Barrier price USD 150.00000                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | FR        |      6490000 | PA      | $472718.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp.                                                 | Toyota Motor Credit Corp.                                                                                                                           | CUSIP: 89236TLD5<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |       900000 | PA      | $907069.58      | 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        |      2720316 | PA      | $2679511.35     | 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      | $2881125.00     | 0.01%             | 2034-11-15      | Floating      | 10.87%                | No            |                  2 | On Loan: No      |
| Canyon Capital CLO R Ltd.                                                 | Canyon Capital CLO R Ltd., Series 2012-1RA, Class C                                                                                                 | CUSIP: 13876JAG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1500000 | PA      | $1505876.85     | 0.00%             | 2030-07-15      | Floating      | 5.93%                 | No            |                  2 | On Loan: No      |
| HomeServe USA Holding Corp.                                               | HomeServe USA Corp., 1st Lien Term Loan                                                                                                             | CUSIP: 43761EAD0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      1425859 | PA      | $1412669.47     | 0.00%             | 2030-10-21      | Variable      | 5.68%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  15212095317 | PA      | $34328.49       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Grupo Aeroportuario del Sureste SAB de CV                                 | Grupo Aeroportuario del Sureste SAB de CV, Class B                                                                                                  | CUSIP: N/A<br>LEI: 5299001W7JIDXCUOUC82       | Long             | EC               | CORP              | MX        |        40137 | NS      | $1352627.87     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Quikrete Holdings, Inc.                                                   | Quikrete Holdings, Inc.                                                                                                                             | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |      6049000 | PA      | $6133704.15     | 0.01%             | 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      | $273315.61      | 0.00%             | 2030-07-30      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| IHO Verwaltungs GmbH                                                      | IHO Verwaltungs GmbH                                                                                                                                | CUSIP: N/A<br>LEI: 529900JL0HDVGZMUJF32       | Long             | DBT              | CORP              | DE        |      2489431 | PA      | $2944891.17     | 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      | $2118100.00     | 0.00%             | 2035-08-10      | Variable      | 4.14%                 | 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      | $2253.23        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bethpage Park CLO Ltd.                                                    | Bethpage Park CLO Ltd., Series 2021-1A, Class D                                                                                                     | CUSIP: 087598AG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2000000 | PA      | $1914960.40     | 0.00%             | 2036-10-15      | Floating      | 6.88%                 | No            |                  2 | On Loan: No      |
| RSA Security LLC                                                          | RSA Security LLC, Class A                                                                                                                           | CUSIP: N/A<br>LEI: DDXF51QWGHQV97O29E54       | Long             | EC               | CORP              | US        |       524037 | NS      | $5.24           | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Aesir European Loan Conduit No. DAC                                       | Aesir European Loan Conduit No. DAC, Series 41X, Class B                                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | CORP              | IE        |      1786000 | PA      | $2336246.48     | 0.01%             | 2036-01-23      | Floating      | 5.14%                 | 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        |      2987315 | PA      | $207648.29      | 0.00%             | 2065-05-25      | Variable      | 2.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | iShares iBoxx $ High Yield Corporate Bond ETF                                                                                                       | CUSIP: 00PC1EKL8<br>LEI: N/A                  | N/A              | DE               |  | US        |        -7447 | NC      | $-328178.66     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Formentera Partners Fund II LP                                            | Formentera Partners Fund II LP                                                                                                                      | CUSIP: N/A<br>LEI: 54930034O8YBREDODZ37       | Long             | EC               | CORP              | US        |     26260975 | NS      | $24422706.75    | 0.05%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                                       | AUD Currency                                                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | FR        |     82319655 | PA      | $0.04           | 0.00%             |  |  |  | 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        |      3211177 | PA      | $3090757.46     | 0.01%             | 2036-01-15      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | iShares iBoxx $ Investment Grade Corporate Bond ETF                                                                                                 | CUSIP: 00CC1BL45<br>LEI: N/A                  | N/A              | DE               |  | US        |       -31739 | NC      | $-2184254.46    | -0.00%            |  |  |  | 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        |       119191 | PA      | $109229.58      | 0.00%             | 2052-06-25      | Fixed         | 3.78%                 | 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      | $-259665.41     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JobsOhio Beverage System                                                  | JobsOhio Beverage System, Series 2013B                                                                                                              | CUSIP: 47770VCU2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      3015000 | PA      | $3008635.03     | 0.01%             | 2029-01-01      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                                                   | JPMorgan Securities LLC                                                                                                                             | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | Long             | RA               | CORP              | US        |        98250 | PA      | $98250.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Tencent Holdings Ltd.                                                     | Tencent Holdings Ltd.                                                                                                                               | CUSIP: 88032Q109<br>LEI: 254900N4SLUMW4XUYY11 | Long             | EC               | CORP              | KY        |         3702 | NS      | $234040.44      | 0.00%             |  |  |  | No            |                  1 | 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        |       219191 | PA      | $219191.23      | 0.00%             | 2031-07-15      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| CIM Trust                                                                 | CIM Trust, Series 2023-I2, Class B1                                                                                                                 | CUSIP: 12570HAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4261000 | PA      | $4240040.65     | 0.01%             | 2067-12-25      | Variable      | 6.76%                 | No            |                  2 | On Loan: No      |
| Starwood Property Trust, Inc.                                             | Starwood Property Trust, Inc.                                                                                                                       | CUSIP: 85571BAU9<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |      4344000 | PA      | $4317361.29     | 0.01%             | 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      | $5014900.00     | 0.01%             | 2028-02-15      | Fixed         | 6.73%                 | No            |                  2 | On Loan: No      |
| Oceanica Lux                                                              | Oceanica Lux                                                                                                                                        | CUSIP: 67525AAA0<br>LEI: 635400VU48WVABC1TO64 | Long             | DBT              | CORP              | LU        |      2169000 | PA      | $2281715.77     | 0.00%             | 2029-10-02      | Fixed         | 13.00%                | No            |                  2 | On Loan: No      |
| Panorama Auto Trust                                                       | Panorama Auto Trust, Series 2025-3, Class B                                                                                                         | CUSIP: N/A<br>LEI: 9845007SF7637H412C03       | Long             | ABS-O            | CORP              | AU        |      4803000 | PA      | $3293217.83     | 0.01%             | 2033-09-15      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| Shin Kong Life Singapore Pte. Ltd.                                        | Shin Kong Life Singapore Pte. Ltd.                                                                                                                  | CUSIP: N/A<br>LEI: 9845008AEF61S9A2LB52       | Long             | DBT              | CORP              | SG        |      6000000 | PA      | $6225300.00     | 0.01%             | 2035-06-26      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| TK Elevator Midco GmbH                                                    | TK Elevator Midco GmbH, 1st Lien Term Loan B1                                                                                                       | CUSIP: D9000BAJ1<br>LEI: 549300C2AFWPAYWS5574 | Long             | LON              | CORP              | DE        |       975279 | PA      | $976839.83      | 0.00%             | 2030-04-30      | Variable      | 6.38%                 | 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        |     20512928 | PA      | $20577104.59    | 0.04%             | 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        |     14236301 | PA      | $14932601.16    | 0.03%             | 2041-10-15      | Floating      | 8.54%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    365039500 | PA      | $110771.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Royalty Pharma plc                                                        | Royalty Pharma plc, Class A                                                                                                                         | CUSIP: N/A<br>LEI: 549300FGFN7VOK8BZR03       | Long             | EC               | CORP              | GB        |         6938 | NS      | $332815.86      | 0.00%             |  |  |  | No            |                  1 | 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      | $264616.74      | 0.00%             | 2051-05-10      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| GE HealthCare Technologies, Inc.                                          | GE HealthCare Technologies, Inc.                                                                                                                    | CUSIP: 36266G107<br>LEI: 549300OI9J7XOWZMUN85 | Long             | EC               | CORP              | US        |         3805 | NS      | $270839.90      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    121376207 | PA      | $-245578.44     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    249920051 | PA      | $-10374681.07   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Xerox Corp.                                                               | Xerox Corp., 1st Lien Term Loan                                                                                                                     | CUSIP: 98415LAY2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     11234192 | PA      | $7077540.95     | 0.02%             | 2029-11-19      | Variable      | 7.72%                 | 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        |       831194 | PA      | $676230.56      | 0.00%             | 2051-12-25      | Variable      | 3.19%                 | 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        |      2954929 | PA      | $2457762.20     | 0.01%             | 2033-03-15      | Variable      | 3.35%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Lottery Corp. Ltd. (The)                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -766100 | NS      | $-40979.73      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CIM Trust                                                                 | CIM Trust, Series 2023-I1, Class B1                                                                                                                 | CUSIP: 12570DAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3735000 | PA      | $3739832.67     | 0.01%             | 2058-04-25      | Variable      | 7.04%                 | No            |                  2 | On Loan: No      |
| Together Asset-Backed Securitisation 14 plc                               | Together Asset-Backed Securitisation plc, Series 2025-1ST1X, Class A                                                                                | CUSIP: N/A<br>LEI: 213800ATT519H28VFU67       | Long             | ABS-MBS          | CORP              | GB        |      3367528 | PA      | $4446130.65     | 0.01%             | 2066-08-15      | Floating      | 4.49%                 | No            |                  2 | On Loan: No      |
| TSB Bank plc                                                              | TSB Bank plc                                                                                                                                        | CUSIP: N/A<br>LEI: 549300XP222MV7P3CC54       | Long             | DBT              | CORP              | GB        |     11130000 | PA      | $12928306.66    | 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        |     12212000 | PA      | $13816583.17    | 0.03%             | 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      | $1601872.29     | 0.00%             | 2031-08-20      | Floating      | 7.68%                 | No            |                  2 | On Loan: No      |
| Kuaishou Technology                                                       | Kuaishou Technology                                                                                                                                 | CUSIP: N/A<br>LEI: 300300FCDZBE6UP9ED24       | Long             | EC               | CORP              | KY        |       104200 | NS      | $613771.96      | 0.00%             |  |  |  | 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        |      2669275 | PA      | $2135006.16     | 0.00%             | 2065-04-16      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Expedia Group, Inc.                                                                                                                                 | CUSIP: 30212P303<br>LEI: N/A                  | N/A              | DE               |  | GB        |       -68477 | NS      | $394427.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Pilgrim's Pride Corp.                                                     | Pilgrim's Pride Corp.                                                                                                                               | CUSIP: 72147KAK4<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |       100000 | PA      | $104718.00      | 0.00%             | 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        |    316486638 | PA      | $-828191.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |     21071428 | PA      | $-57581.80      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                                              | BX Commercial Mortgage Trust, Series 2025-JDI, Class A                                                                                              | CUSIP: 05594LAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     10857166 | PA      | $10860545.35    | 0.02%             | 2042-11-15      | Floating      | 5.07%                 | 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      | $683218.68      | 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        |   1316619326 | PA      | $-79631.08      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BX Trust                                                                  | BX Trust, Series 2025-OMG, Class A                                                                                                                  | CUSIP: 05619HAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      7346000 | PA      | $7327635.00     | 0.02%             | 2042-10-15      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Singapore Technologies Engineering Ltd.                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        96400 | NS      | $11043.66       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Insurance Australia Group Ltd.                                            | Insurance Australia Group Ltd.                                                                                                                      | CUSIP: N/A<br>LEI: 549300PFEWKNHRG25N08       | Long             | DBT              | CORP              | AU        |      9290000 | PA      | $6428736.21     | 0.01%             | 2037-06-15      | 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      | $-141517.00     | -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        |     12157000 | PA      | $15695413.00    | 0.03%             | 2027-12-07      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | FR        |       285000 | PA      | $25043.29       | 0.00%             |  |  |  | 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        |      2900000 | PA      | $3862660.56     | 0.01%             | 2055-07-20      | Floating      | 6.75%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                        | Banco Santander SA                                                                                                                                  | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | DBT              | CORP              | ES        |     10400000 | PA      | $13455487.86    | 0.03%             | 2030-11-17      | Fixed         | 4.62%                 | 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      | $1249707.63     | 0.00%             | 2037-01-20      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| Cloudera, Inc.                                                            | Cloudera, Inc., 1st Lien Term Loan                                                                                                                  | CUSIP: 74339VAB4<br>LEI: 549300PGONC4JOI0RG62 | Long             | LON              | CORP              | US        |       497409 | PA      | $441450.78      | 0.00%             | 2028-10-09      | Variable      | 7.52%                 | No            |                  2 | On Loan: No      |
| AES Andes SA                                                              | AES Andes SA                                                                                                                                        | CUSIP: 00111VAA5<br>LEI: 549300IF4IFG0FS0RM26 | Long             | DBT              | CORP              | CL        |       612000 | PA      | $625387.50      | 0.00%             | 2029-03-15      | Fixed         | 6.30%                 | 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      | $5901394.98     | 0.01%             | 2057-03-22      | Floating      | 5.68%                 | 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      | $3176707.05     | 0.01%             | 2039-06-13      | Variable      | 3.42%                 | No            |                  2 | On Loan: No      |
| United Group BV                                                           | United Group BV                                                                                                                                     | CUSIP: N/A<br>LEI: 213800PC85O8BJ7DU398       | Long             | DBT              | CORP              | NL        |      1543000 | PA      | $1739451.86     | 0.00%             | 2030-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Rockford Tower Credit Funding I Ltd.                                      | Rockford Tower Credit Funding I Ltd., Series 2022-1A, Class A                                                                                       | CUSIP: 77341QAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      8000000 | PA      | $7848918.40     | 0.02%             | 2040-04-20      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| Ballyrock CLO 29 Ltd.                                                     | Ballyrock CLO 29 Ltd., Series 2025-29A, Class D                                                                                                     | CUSIP: 05876TAA4<br>LEI: 254900DD7OSYIC2KWA70 | Long             | ABS-CBDO         | CORP              | KY        |      2700000 | PA      | $2638846.35     | 0.01%             | 2038-07-25      | Floating      | 8.82%                 | 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        |        66972 | PA      | $66995.17       | 0.00%             | 2051-07-25      | Floating      | 9.69%                 | No            |                  2 | On Loan: No      |
| Avianca Midco 2 plc                                                       | Avianca Midco 2 plc                                                                                                                                 | CUSIP: 05369YAD1<br>LEI: 213800AMPX5VKH9AMX10 | Long             | DBT              | CORP              | GB        |     15962000 | PA      | $14669876.10    | 0.03%             | 2031-01-28      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Alliant Holdings Intermediate LLC                                         | Alliant Holdings Intermediate LLC, 1st Lien Term Loan                                                                                               | CUSIP: 01881UAN5<br>LEI: 5493006Q26653NF8SI73 | Long             | LON              | CORP              | US        |       980131 | PA      | $971662.64      | 0.00%             | 2031-09-19      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| Newell Brands, Inc.                                                       | Newell Brands, Inc.                                                                                                                                 | CUSIP: 651229BF2<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |      1518000 | PA      | $1457150.36     | 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        |     14145773 | PA      | $18664385.93    | 0.04%             | 2035-05-17      | Floating      | 7.74%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                           | Citigroup, Inc., Series GG                                                                                                                          | CUSIP: 17327CBC6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      1000000 | PA      | $1007058.00     | 0.00%             | 2030-08-15      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| Cintas Corp. No. 2                                                        | Cintas Corp. No. 2                                                                                                                                  | CUSIP: 17252MAN0<br>LEI: 549300QVUQTTKMTE0G41 | Long             | DBT              | CORP              | US        |       300000 | PA      | $298561.92      | 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      | $5355084.84     | 0.01%             | 2032-01-28      | Variable      | 5.14%                 | 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      | $288310.66      | 0.00%             | 2033-04-20      | Floating      | 5.33%                 | 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      | $462523.95      | 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      | $371177810.54   | 0.80%             | 2030-03-07      | Fixed         | 4.38%                 | 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        |      4618158 | PA      | $3858563.53     | 0.01%             | 2031-12-28      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Chord Energy Corp.                                                        | Chord Energy Corp.                                                                                                                                  | CUSIP: 674215AQ1<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | DBT              | CORP              | US        |      1930000 | PA      | $1955611.10     | 0.00%             | 2030-10-01      | Fixed         | 6.00%                 | 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        |       916798 | PA      | $839521.57      | 0.00%             | 2037-01-25      | Floating      | 4.13%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC                                                          | CCO Holdings LLC                                                                                                                                    | CUSIP: 1248EPCU5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3560000 | PA      | $3569805.31     | 0.01%             | 2033-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Southwest Airlines Co.                                                    | Southwest Airlines Co.                                                                                                                              | CUSIP: 844741108<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | EC               | CORP              | US        |         6508 | NS      | $244505.56      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Italmatch Chemicals SpA                                                   | Italmatch Chemicals SpA                                                                                                                             | CUSIP: N/A<br>LEI: 815600E7294ACCE76074       | Long             | DBT              | CORP              | IT        |      4075000 | PA      | $4541981.49     | 0.01%             | 2031-02-05      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| Lendmark Funding Trust                                                    | Lendmark Funding Trust, Series 2025-3A, Class C                                                                                                     | CUSIP: 525951AC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       985000 | PA      | $974766.93      | 0.00%             | 2035-05-21      | Fixed         | 5.04%                 | 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      | $11839133.93    | 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        |        16826 | NS      | $3348878.78     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                                                  | CUSIP: 31418EQ86<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2628508 | PA      | $2604826.97     | 0.01%             | 2053-04-01      | 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      | $-322416.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | USD Currency                                                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |    -25926500 | PA      | $-204974.70     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                           | Citigroup, Inc.                                                                                                                                     | CUSIP: 17292GAT2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | SN               | CORP              | US        |     79100000 | PA      | $77496247.50    | 0.17%             | 2030-09-09      | Floating      | 6.35%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | APA Corp.                                                                                                                                           | CUSIP: 03743Q108<br>LEI: N/A                  | N/A              | DE               |  | US        |        27700 | NS      | $218830.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| South Bow Canadian Infrastructure Holdings Ltd.                           | South Bow Canadian Infrastructure Holdings Ltd.                                                                                                     | CUSIP: 836720AG7<br>LEI: 2549004FYUSYLPBT1G26 | Long             | DBT              | CORP              | CA        |       279000 | PA      | $287250.03      | 0.00%             | 2055-03-01      | Variable      | 7.62%                 | 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      | $48942.67       | 0.00%             | 2035-10-15      | Floating      | 7.49%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      1778000 | PA      | $-262729.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |       830000 | PA      | $-14573.94      | -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      | $95645108.96    | 0.21%             | 2034-04-30      | Fixed         | 3.25%                 | 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        |      1207937 | PA      | $1127127.60     | 0.00%             | 2037-08-25      | Floating      | 4.27%                 | No            |                  2 | On Loan: No      |
| Service Corp. International                                               | Service Corp. International                                                                                                                         | CUSIP: 817565CF9<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |       314000 | PA      | $289703.25      | 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        |    144357764 | PA      | $65651.00       | 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        |       400640 | PA      | $458465.15      | 0.00%             | 2032-10-18      | Floating      | 3.91%                 | No            |                  2 | On Loan: No      |
| Edison International                                                      | Edison International                                                                                                                                | CUSIP: 281020AZ0<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |      1460000 | PA      | $1495613.78     | 0.00%             | 2054-06-15      | Variable      | 7.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Federal National Mortgage Association Variable Rate Notes, Series 2025-9, Class FG                                                                  | CUSIP: 3136BVEA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8152960 | PA      | $8209826.89     | 0.02%             | 2055-03-25      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| Crown Point CLO 11 Ltd.                                                   | Crown Point CLO 11 Ltd., Series 2021-11A, Class A1R                                                                                                 | CUSIP: 22845JAJ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      3250000 | PA      | $3249029.55     | 0.01%             | 2038-02-28      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Kimco Realty Corp.                                                                                                                                  | CUSIP: 49446R109<br>LEI: N/A                  | N/A              | DE               |  | US        |        89400 | NS      | $-20562.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Dorna Sports SL                                                           | Dorna Sports SL, Facility 1st Lien Term Loan B                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | ES        |      1100000 | PA      | $1268828.56     | 0.00%             | 2032-08-11      | Variable      | 4.87%                 | 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      | $3643223.78     | 0.01%             | 2064-06-25      | Variable      | 8.00%                 | No            |                  2 | On Loan: No      |
| Apidos CLO LV                                                             | Apidos CLO LV, Series 2025-55A, Class A1                                                                                                            | CUSIP: 03771VAA0<br>LEI: 254900Z4DQDC7AU0J989 | Long             | ABS-CBDO         | CORP              | KY        |      1030000 | PA      | $1029095.45     | 0.00%             | 2039-01-20      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| VB-S1 Issuer LLC                                                          | VB-S1 Issuer LLC, Series 2026-1A, Class D                                                                                                           | CUSIP: 91825HAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      6825000 | PA      | $6710307.92     | 0.01%             | 2056-03-15      | Fixed         | 5.19%                 | 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        |      1020396 | PA      | $1350189.11     | 0.00%             | 2061-03-15      | Floating      | 4.53%                 | No            |                  2 | On Loan: No      |
| Kinetik Holdings LP                                                       | Kinetik Holdings LP                                                                                                                                 | CUSIP: 49461MAB6<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |      3682000 | PA      | $3744310.49     | 0.01%             | 2028-12-15      | Fixed         | 6.62%                 | 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        |      1526737 | PA      | $1493381.16     | 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      | $4476878.10     | 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        |        25006 | NS      | $3412568.82     | 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      | $5640648.95     | 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        |       880420 | PA      | $741465.73      | 0.00%             | 2035-09-25      | Floating      | 4.19%                 | No            |                  2 | On Loan: No      |
| Arcline FM Holdings LLC                                                   | Arcline FM Holdings LLC, 1st Lien Term Loan                                                                                                         | CUSIP: 03960DAJ2<br>LEI: 2549000HKCEC1E8UTO17 | Long             | LON              | CORP              | US        |       458827 | PA      | $458955.29      | 0.00%             | 2030-06-24      | Variable      | 6.45%                 | No            |                  2 | On Loan: No      |
| ARES Loan Funding I Ltd.                                                  | ARES Loan Funding I Ltd., Series 2021-ALFA, Class D2R                                                                                               | CUSIP: 04018XAY5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1000000 | PA      | $967095.00      | 0.00%             | 2039-04-15      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | National Australia Bank Ltd.                                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -68500 | NS      | $212341.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Equate Petrochemical Co. KSCC                                             | Equate Petrochemical Co. KSCC                                                                                                                       | CUSIP: N/A<br>LEI: 635400J73BDO4TTGXD45       | Long             | DBT              | CORP              | KW        |       521000 | PA      | $515627.19      | 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        |      4076055 | PA      | $4713635.61     | 0.01%             | 2062-09-18      | Floating      | 2.88%                 | No            |                  2 | On Loan: No      |
| Carlyle US CLO Ltd.                                                       | Carlyle US CLO Ltd., Series 2019-4A, Class A11R                                                                                                     | CUSIP: 14317VAQ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      5000000 | PA      | $5000000.00     | 0.01%             | 2035-04-15      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| XPLR Infrastructure Operating Partners LP                                 | XPLR Infrastructure Operating Partners LP                                                                                                           | CUSIP: 98380MAB1<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |      3970000 | PA      | $4193983.67     | 0.01%             | 2033-03-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | 3-mo. SOFR                                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |          184 | NC      | $-72352.52      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Somnigroup International, Inc.                                            | Somnigroup International, Inc.                                                                                                                      | CUSIP: 88023UAJ0<br>LEI: 549300HFEKVR3US71V91 | Long             | DBT              | CORP              | US        |       289000 | PA      | $262745.39      | 0.00%             | 2031-10-15      | Fixed         | 3.88%                 | 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      | $-298706.23     | -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        |     13600000 | PA      | $17033200.14    | 0.04%             | 2028-01-18      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Elstree 1st plc                                                           | Elstree 1st plc, Series 252-1ST, Class E                                                                                                            | CUSIP: N/A<br>LEI: 2138008Y99GI8Q29TP62       | Long             | ABS-MBS          | CORP              | GB        |       705000 | PA      | $929624.87      | 0.00%             | 2065-10-21      | Floating      | 6.61%                 | 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      | $-510.35        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Nikon Corp.                                                                                                                                         | CUSIP: 654111103<br>LEI: N/A                  | N/A              | DE               |  | US        |       -65600 | NS      | $-5639.41       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Hops Hill No. 5 plc                                                       | Hops Hill No. 5 plc, Series 5, Class B                                                                                                              | CUSIP: N/A<br>LEI: 635400LDVC1LDKJUB342       | Long             | ABS-MBS          | CORP              | GB        |      1578000 | PA      | $2080424.09     | 0.00%             | 2056-06-21      | Floating      | 4.73%                 | 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      | $8734207.95     | 0.02%             | 2034-10-14      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| Islamic Republic of Pakistan                                              | Islamic Republic of Pakistan                                                                                                                        | CUSIP: N/A<br>LEI: 529900LOP29R5WKHOD86       | Long             | DBT              | NUSS              | PK        |      2989000 | PA      | $2770803.00     | 0.01%             | 2031-04-08      | Fixed         | 7.38%                 | 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        |      1298253 | PA      | $1501121.48     | 0.00%             | 2031-01-16      | Floating      | 2.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Taiyo Yuden Co. Ltd.                                                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | JP        |      8000000 | NS      | $894741.82      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| ASG Finance DAC                                                           | ASG Finance DAC                                                                                                                                     | CUSIP: N/A<br>LEI: 5493005UOB0OMEJ4WK10       | Long             | DBT              | CORP              | IE        |     11801000 | PA      | $9381795.00     | 0.02%             | 2029-05-15      | Fixed         | 9.75%                 | 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        |     12448799 | PA      | $12488538.14    | 0.03%             | 2070-07-25      | Variable      | 5.51%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust                                    | Velocity Commercial Capital Loan Trust, Series 2026-1, Class A                                                                                      | CUSIP: 92262WAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      8276179 | PA      | $8160206.46     | 0.02%             | 2056-02-25      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Singapore Airlines Ltd.                                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       374700 | NS      | $17914.09       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Lojas Renner SA                                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       343200 | NS      | $18132.38       | 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        |       974684 | PA      | $602909.99      | 0.00%             | 2028-11-06      | Variable      | 7.29%                 | No            |                  2 | On Loan: No      |
| Republic of Angola                                                        | Republic of Angola                                                                                                                                  | CUSIP: N/A<br>LEI: 549300QHR2R3J8JSGK83       | Long             | DBT              | NUSS              | AO        |      4070000 | PA      | $4114515.63     | 0.01%             | 2031-01-15      | Fixed         | 9.24%                 | No            |                  2 | On Loan: No      |
| Jack Henry & Associates, Inc.                                             | Jack Henry & Associates, Inc.                                                                                                                       | CUSIP: 426281101<br>LEI: 529900X1QS8C54W0JB21 | Long             | EC               | CORP              | US        |         1973 | NS      | $311812.92      | 0.00%             |  |  |  | No            |                  1 | 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        |       233000 | PA      | $265088.20      | 0.00%             | 2031-06-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | IDEX Corp.                                                                                                                                          | CUSIP: 45167R104<br>LEI: N/A                  | N/A              | DE               |  | US        |       -10000 | NS      | $5482.11        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Finance Corp. International Ltd.                            | Goldman Sachs Finance Corp. International Ltd.                                                                                                      | CUSIP: N/A<br>LEI: 549300KQWCT26VXWW684       | Long             | DBT              | CORP              | JE        |       500000 | PA      | $466520.00      | 0.00%             | 2028-11-06      | None          | 0.00%                 | 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      | $3118329.57     | 0.01%             | 2033-02-27      | Floating      | 3.81%                 | No            |                  2 | On Loan: No      |
| Bryant Park Funding Ltd.                                                  | Bryant Park Funding Ltd., Series 2023-21A, Class AR                                                                                                 | CUSIP: 117650AL5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      7750000 | PA      | $7746149.80     | 0.02%             | 2038-10-18      | Floating      | 4.94%                 | 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      | $833261.52      | 0.00%             | 2037-01-25      | Floating      | 4.23%                 | No            |                  2 | On Loan: No      |
| Mumbai International Airport Ltd.                                         | Mumbai International Airport Ltd.                                                                                                                   | CUSIP: N/A<br>LEI: 3358007EYZ5BPHJRDL82       | Long             | DBT              | CORP              | IN        |     21800000 | PA      | $22311535.91    | 0.05%             | 2029-07-04      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Ryohin Keikaku Co. Ltd.                                                   | Ryohin Keikaku Co. Ltd.                                                                                                                             | CUSIP: N/A<br>LEI: 549300PMNF56J66BY371       | Long             | EC               | CORP              | JP        |        62300 | NS      | $1329457.60     | 0.00%             |  |  |  | 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      | $3975591.08     | 0.01%             | 2036-07-24      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | HawkEye 360, Inc.                                                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       204533 | NS      | $4252241.07     | 0.01%             |  |  |  | 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      | $992610.00      | 0.00%             | 2029-10-15      | Variable      | 6.79%                 | 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      | $645072.28      | 0.00%             | 2035-08-25      | Variable      | 2.69%                 | No            |                  2 | On Loan: No      |
| TUI Cruises GmbH                                                          | TUI Cruises GmbH                                                                                                                                    | CUSIP: N/A<br>LEI: 529900SVD83QUUIZYY18       | Long             | DBT              | CORP              | DE        |      5515000 | PA      | $6205190.64     | 0.01%             | 2030-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Velocity plc                                                              | Velocity plc, Series 2026-1, Class C                                                                                                                | CUSIP: N/A<br>LEI: 213800PL94CXWBF7SX91       | Long             | ABS-O            | CORP              | GB        |       483000 | PA      | $639312.22      | 0.00%             | 2037-02-25      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      1750000 | PA      | $688797.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Lowe's Cos., Inc.                                                                                                                                   | CUSIP: 00CC4NYP5<br>LEI: N/A                  | N/A              | DE               |  | US        |          280 | NC      | $3360.00        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Ventas, Inc.                                                                                                                                        | CUSIP: 92276F100<br>LEI: N/A                  | N/A              | DE               |  | GB        |        16100 | NS      | $-1127.00       | -0.00%            |  |  |  | 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        |      1707831 | PA      | $1915606.02     | 0.00%             | 2029-06-01      | Variable      | 5.99%                 | No            |                  2 | On Loan: No      |
| Ukraine                                                                   | Ukraine Government Bond                                                                                                                             | CUSIP: N/A<br>LEI: 6354001WLTJXOMEXPY07       | Long             | DBT              | NUSS              | UA        |     11367680 | PA      | $8184729.60     | 0.02%             | 2032-02-01      | Variable      | 4.00%                 | 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        |     84087293 | PA      | $2145554.56     | 0.00%             | 2065-05-25      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                                                                                  | CUSIP: 3133CCMJ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       332317 | PA      | $328345.94      | 0.00%             | 2053-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fortescue Treasury Pty. Ltd.                                              | Fortescue Treasury Pty. Ltd.                                                                                                                        | CUSIP: 30251GBD8<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |       884000 | PA      | $894606.77      | 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      | $2283865.53     | 0.00%             | 2036-07-15      | Fixed         | 7.46%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                                                  | CUSIP: 3140W3Q69<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1412160 | PA      | $1399510.03     | 0.00%             | 2054-10-01      | Fixed         | 5.00%                 | 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      | $3935838.71     | 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        |         4750 | PA      | $3323.89        | 0.00%             | 2029-01-01      | Variable      | 10.00%                | No            |                  2 | On Loan: No      |
| ContourGlobal Power Holdings SA                                           | ContourGlobal Power Holdings SA                                                                                                                     | CUSIP: N/A<br>LEI: 549300O5AGIFK0PQ1516       | Long             | DBT              | CORP              | LU        |     17088000 | PA      | $18703932.37    | 0.04%             | 2031-07-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Wintershall Dea Finance 2 BV                                              | Wintershall Dea Finance 2 BV                                                                                                                        | CUSIP: N/A<br>LEI: 529900DV88FUQZSVVL48       | Long             | DBT              | CORP              | NL        |      6971000 | PA      | $8142557.11     | 0.02%             | 2030-05-08      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | U.S. Treasury 5 Year Note                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1000 | NC      | $335938.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MFA Trust                                                                 | MFA Trust, Series 2025-NQM3, Class A1                                                                                                               | CUSIP: 58004LAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     12180806 | PA      | $12167367.71    | 0.03%             | 2070-08-25      | Variable      | 5.26%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | SOP                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     45240000 | PA      | $123507.91      | 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      | $16937465.30    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                                                  | CUSIP: 3140XMWJ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       803958 | PA      | $796880.12      | 0.00%             | 2053-02-01      | Fixed         | 5.00%                 | 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        |      4325364 | PA      | $4007536.27     | 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      | $762036.37      | 0.00%             | 2061-02-26      | Floating      | 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      | $3497094.24     | 0.01%             |  |  |  | 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      | $1598000.00     | 0.00%             | 2034-08-15      | Floating      | 5.56%                 | 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      | 5.21%                 | 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      | $2371174.49     | 0.01%             | 2035-12-25      | Floating      | 4.49%                 | No            |                  2 | On Loan: No      |
| Danish Krone                                                              | Danish Krone                                                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | DK        |      3139400 | OU      | $485584.33      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LUX                                                                       | LUX Trust, Series 2023-LION, Class A                                                                                                                | CUSIP: 55067LAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4399541 | PA      | $4418460.35     | 0.01%             | 2040-08-15      | Floating      | 6.36%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | SOP                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |  -1523372000 | PA      | $-5687532.66    | -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      | $204316.00      | 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        |      6126000 | PA      | $1454925.00     | 0.00%             | 2032-03-23      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Development Bank of Mongolia LLC                                          | Development Bank of Mongolia LLC                                                                                                                    | CUSIP: N/A<br>LEI: 254900HRWK3OKXS9UW60       | Long             | DBT              | NUSS              | MN        |      1525000 | PA      | $1533768.75     | 0.00%             | 2028-07-03      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Sycamore Tree CLO Ltd.                                                    | Sycamore Tree CLO Ltd., Series 2025-6A, Class B                                                                                                     | CUSIP: 87122HAE2<br>LEI: 2138001M3BAXCUCAUG38 | Long             | ABS-CBDO         | CORP              | KY        |      1800000 | PA      | $1801638.18     | 0.00%             | 2038-04-20      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-15299.55      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    257958320 | PA      | $-1463.87       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bryant Park CLO Ltd.                                                      | Bryant Park CLO Ltd., Series 2025-27A, Class A1                                                                                                     | CUSIP: 11765EAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      7250000 | PA      | $7252674.53     | 0.02%             | 2038-07-20      | Floating      | 5.00%                 | 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      | $201040.40      | 0.00%             | 2062-03-21      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Eagle Bancorp, Inc.                                                                                                                                 | CUSIP: 268948106<br>LEI: N/A                  | N/A              | DE               |  | US        |        65550 | NS      | $-7210.50       | -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        |       513236 | PA      | $511764.39      | 0.00%             | 2030-02-19      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| HarborView Mortgage Loan Trust                                            | HarborView Mortgage Loan Trust, Series 2005-1, Class 1A                                                                                             | CUSIP: 41161PLC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2196397 | PA      | $1050710.87     | 0.00%             | 2035-03-19      | Floating      | 4.43%                 | No            |                  2 | On Loan: No      |
| FMC Corp.                                                                 | FMC Corp.                                                                                                                                           | CUSIP: 302491AT2<br>LEI: CKDHZ2X64EEBQCSP7013 | Short            | DBT              | CORP              | US        |     -7783000 | PA      | $-7706627.76    | -0.02%            | 2026-10-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                                       | New Residential Mortgage Loan Trust, Series 2025-NQM5, Class B2                                                                                     | CUSIP: 64832GAH7<br>LEI: 213800USJ6KQFZEWGZ76 | Long             | ABS-MBS          | CORP              | US        |       833334 | PA      | $815773.90      | 0.00%             | 2065-08-25      | Variable      | 7.40%                 | No            |                  2 | On Loan: No      |
| Centene Corp.                                                             | Centene Corp.                                                                                                                                       | CUSIP: 15135BAR2<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |      9714000 | PA      | $9542205.00     | 0.02%             | 2027-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ABN AMRO Bank NV                                                          | ABN AMRO Bank NV                                                                                                                                    | CUSIP: N/A<br>LEI: BFXS5XCH7N0Y05NIXW11       | Long             | DBT              | CORP              | NL        |     12200000 | PA      | $15715590.62    | 0.03%             | 2030-11-08      | 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      | $53257.55       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Atrium Hotel Portfolio Trust                                              | Atrium Hotel Portfolio Trust, Series 2024-ATRM, Class A                                                                                             | CUSIP: 04963XAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     28130000 | PA      | $28402607.83    | 0.06%             | 2029-11-10      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Hankyu Hanshin Holdings, Inc.                                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -71600 | NS      | $-154127.06     | -0.00%            |  |  |  | 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        |       445404 | PA      | $590618.63      | 0.00%             | 2032-05-16      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | HawkEye 360, Inc.                                                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        81813 | NS      | $1471815.87     | 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        |      5005066 | PA      | $1471512.83     | 0.00%             | 2037-02-25      | Floating      | 4.13%                 | 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      | $1303105.17     | 0.00%             | 2056-04-21      | Floating      | 5.03%                 | 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      | $-2433366.07    | -0.01%            | 2028-05-03      | Fixed         | 5.45%                 | 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      | $4098803.53     | 0.01%             | 2032-11-15      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| Pierpont Btl plc                                                          | Pierpont Btl plc, Series 2026-1, Class A                                                                                                            | CUSIP: N/A<br>LEI: 213800UHT3RX1VL8CX54       | Long             | ABS-MBS          | CORP              | GB        |     10374000 | PA      | $13676445.58    | 0.03%             | 2062-12-21      | Floating      | 4.52%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | USD Currency                                                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CH        |    -24726823 | PA      | $-15597.78      | -0.00%            |  |  |  | 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        |      5841357 | PA      | $5885935.29     | 0.01%             | 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      | $1292854.56     | 0.00%             | 2060-04-28      | Floating      | 5.48%                 | 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      | $2149348.98     | 0.00%             | 2044-03-09      | Variable      | 2.84%                 | 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      |
| Edgeconnex Data Centers Europe BV                                         | Edgeconnex Data Centers Europe BV, Series 2026-1X, Class A2                                                                                         | CUSIP: N/A<br>LEI: 72450093DSNFE8T3IA66       | Long             | ABS-O            | CORP              | NL        |     10615000 | PA      | $11955153.69    | 0.03%             | 2056-04-30      | Variable      | 4.50%                 | 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      | $1235254.51     | 0.00%             | 2041-11-05      | Variable      | 5.36%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd.                                                         | CIFC Funding Ltd., Series 2022-2A, Class A1R                                                                                                        | CUSIP: 12567MAN1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     17235000 | PA      | $17198427.33    | 0.04%             | 2035-04-19      | Floating      | 4.64%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Lennar Corp., Class A                                                                                                                               | CUSIP: 526057104<br>LEI: N/A                  | N/A              | DE               |  | US        |       -10300 | NS      | $68408.48       | 0.00%             |  |  |  | No            |                  2 | 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        |      3349717 | PA      | $3254615.45     | 0.01%             | 2042-07-28      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | USD Currency                                                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    -38039000 | PA      | $-465857.72     | -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      | $13.61          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp. Variable Rate Notes, Series 5478, Class FD                                                                         | CUSIP: 3137HHSB8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      9909853 | PA      | $9985983.45     | 0.02%             | 2054-02-25      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $796818.42      | 0.00%             |  |  |  | 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        |       154897 | PA      | $242598.31      | 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        |       270000 | PA      | $268415.10      | 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        |      1146258 | PA      | $1142395.00     | 0.00%             | 2031-01-17      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| Romania                                                                   | Romania Government Bond                                                                                                                             | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |     28462000 | PA      | $28609433.16    | 0.06%             | 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        |        29900 | NS      | $47917.43       | 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        |      1929879 | PA      | $2559042.21     | 0.01%             | 2032-05-16      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| SM Energy Co.                                                             | SM Energy Co.                                                                                                                                       | CUSIP: 78454L100<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | EC               | CORP              | US        |       468845 | NS      | $14618587.10    | 0.03%             |  |  |  | No            |                  1 | 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        |      1430415 | PA      | $1329542.18     | 0.00%             | 2031-06-02      | Variable      | 6.42%                 | No            |                  2 | On Loan: No      |
| Baht                                                                      | Baht                                                                                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | TH        |     20827469 | OU      | $631518.17      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     78324864 | PA      | $-198237.48     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Expand Energy Corp.                                                                                                                                 | CUSIP: 165167735<br>LEI: N/A                  | N/A              | DE               |  | US        |       -10900 | NS      | $-23326.00      | -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        |      4208000 | PA      | $3945645.93     | 0.01%             | 2031-05-01      | Fixed         | 4.00%                 | 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      | $303657.37      | 0.00%             | 2030-06-15      | Variable      | 8.29%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    469319191 | PA      | $-32445.90      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Texas Instruments, Inc.                                                                                                                             | CUSIP: 882508104<br>LEI: N/A                  | N/A              | DE               |  | US        |        -5500 | NS      | $-30305.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Airtel Africa plc                                                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -573100 | NS      | $54476.33       | 0.00%             |  |  |  | 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      | $4350645.00     | 0.01%             | 2123-01-15      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| China Pacific Insurance Group Co. Ltd.                                    | China Pacific Insurance Group Co. Ltd.                                                                                                              | CUSIP: N/A<br>LEI: 529900BA5ILEL308WX03       | Long             | DBT              | CORP              | CN        |    213000000 | PA      | $27558090.60    | 0.06%             | 2030-09-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Dryden 98 CLO Ltd.                                                        | Dryden 98 CLO Ltd., Series 2022-98A, Class B1R                                                                                                      | CUSIP: 26248AAN4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2750000 | PA      | $2740238.05     | 0.01%             | 2035-04-20      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                                 | Ford Motor Credit Co. LLC                                                                                                                           | CUSIP: 345397F81<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      7205000 | PA      | $7219887.69     | 0.02%             | 2026-11-05      | Fixed         | 5.12%                 | 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      | $1897297.88     | 0.00%             | 2042-05-05      | Variable      | 5.89%                 | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd.                                                    | Palmer Square CLO Ltd., Series 2023-2A, Class DR                                                                                                    | CUSIP: 69703AAU6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1700000 | PA      | $1686847.95     | 0.00%             | 2038-07-20      | 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      | $158.59         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chemours Co. (The)                                                        | Chemours Co. (The)                                                                                                                                  | CUSIP: 163851AJ7<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |      2903000 | PA      | $2918853.28     | 0.01%             | 2033-01-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | USD Currency                                                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    -25840000 | PA      | $-122747.78     | -0.00%            |  |  |  | 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        |     18102000 | PA      | $16216665.28    | 0.04%             | 2027-06-19      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC                                                | AerCap Ireland Capital DAC                                                                                                                          | CUSIP: 00774MAY1<br>LEI: 549300TI38531ODB1G63 | Short            | DBT              | CORP              | IE        |     -1800000 | PA      | $-1592550.34    | -0.00%            | 2033-10-29      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Entegris, Inc.                                                            | Entegris, Inc.                                                                                                                                      | CUSIP: 29365BAA1<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |      2481000 | PA      | $2452545.91     | 0.01%             | 2029-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| HA Sustainable Infrastructure Capital, Inc.                               | HA Sustainable Infrastructure Capital, Inc.                                                                                                         | CUSIP: 41068XAG5<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | DBT              | CORP              | US        |      1800000 | PA      | $1862607.60     | 0.00%             | 2056-06-01      | Variable      | 8.00%                 | No            |                  2 | On Loan: No      |
| New Zealand Dollar                                                        | New Zealand Dollar                                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | NZ        |      2738203 | OU      | $1573508.55     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GMR Energy Ltd.                                                           | GMR Energy Ltd.                                                                                                                                     | CUSIP: N/A<br>LEI: 335800FLS48CJQD36X45       | Long             | DBT              | CORP              | IN        |   1050000000 | PA      | $10913258.21    | 0.02%             | 2030-07-31      | Variable      | 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      | $-143231.43     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Turkiye (The)                                                 | Republic of Turkiye (The)                                                                                                                           | CUSIP: N/A<br>LEI: 5493000PCHOG3B6S3Q85       | Long             | DBT              | NUSS              | TR        |     69000000 | PA      | $1488203.33     | 0.00%             | 2030-10-02      | Fixed         | 33.90%                | No            |                  2 | On Loan: No      |
| BlackRock Funds III                                                       | BlackRock Cash Funds: Institutional, SL Agency Shares                                                                                               | CUSIP: 066922519<br>LEI: 549300JDHS1T46VWOG19 | Long             | STIV             | RF                | US        |    636844828 | NS      | $636972197.09   | 1.38%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Siemens AG (Registered)                                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         6500 | NS      | $-3815.31       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MAIN Trust                                                                | MAIN Trust, Series 2026-OLAS, Class C                                                                                                               | CUSIP: 56036BAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1680000 | PA      | $1679988.37     | 0.00%             | 2041-01-15      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                                  | Benchmark Mortgage Trust, Series 2020-B21, Class A5                                                                                                 | CUSIP: 08163LAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4051000 | PA      | $3586239.71     | 0.01%             | 2053-12-17      | Fixed         | 1.98%                 | 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      | $269125.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Venture Global LNG, Inc.                                                  | Venture Global LNG, Inc.                                                                                                                            | CUSIP: 92332YAE1<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |      4220000 | PA      | $4308843.66     | 0.01%             | 2030-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Mila BV                                                                   | Mila BV, Series 2025-1, Class B                                                                                                                     | CUSIP: N/A<br>LEI: 72450098VTA940FX5997       | Long             | ABS-O            | CORP              | NL        |       500000 | PA      | $577492.71      | 0.00%             | 2042-10-12      | Floating      | 2.79%                 | No            |                  2 | On Loan: No      |
| LifePoint Health, Inc.                                                    | LifePoint Health, Inc.                                                                                                                              | CUSIP: 53219LAV1<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |      2865000 | PA      | $3029771.88     | 0.01%             | 2030-08-15      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| WESCO Distribution, Inc.                                                  | WESCO Distribution, Inc.                                                                                                                            | CUSIP: 95081QAS3<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |       222000 | PA      | $226165.16      | 0.00%             | 2033-03-15      | 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      | $752688.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-19944.66      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Examworks Bidco, Inc.                                                     | Examworks Bidco, Inc., 1st Lien Term Loan                                                                                                           | CUSIP: 28542CAG4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       982424 | PA      | $980586.73      | 0.00%             | 2033-02-07      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| Pepper Residential Securities Trust No. 41                                | Pepper Residential Securities Trust No. 41, Series 41, Class A1A                                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | CORP              | AU        |     22560000 | PA      | $15497407.41    | 0.03%             | 2067-07-12      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Euro-BTP                                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |         5809 | NC      | $-3761363.88    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| CarVal CLO VIII-C Ltd.                                                    | CarVal CLO VIII-C Ltd., Series 2022-2A, Class A1R                                                                                                   | CUSIP: 14686NAL5<br>LEI: 254900NZG2CMHKHNPU97 | Long             | ABS-CBDO         | CORP              | JE        |     15750000 | PA      | $15764204.93    | 0.03%             | 2037-10-22      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp. Variable Rate Notes, Series 5458, Class FB                                                                         | CUSIP: 3137HFWY7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     73275406 | PA      | $73557054.29    | 0.16%             | 2054-10-25      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Li Auto, Inc., Class A                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -183300 | NS      | $-49301.30      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | JDE Peet's NV                                                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -29100 | NS      | $-7297.52       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WR Grace Holdings LLC                                                     | WR Grace Holdings LLC                                                                                                                               | CUSIP: 92943GAH4<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |      2154000 | PA      | $2091910.95     | 0.00%             | 2033-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Egyptian Pound                                                            | Egyptian Pound                                                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | EG        |      1940592 | OU      | $35587.61       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RFMSI Trust                                                               | RFMSI Trust, Series 2006-SA2, Class 2A1                                                                                                             | CUSIP: 749574AC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6675413 | PA      | $4432246.91     | 0.01%             | 2036-08-25      | Variable      | 5.49%                 | No            |                  2 | On Loan: No      |
| Atrium Hotel Portfolio Trust                                              | Atrium Hotel Portfolio Trust, Series 2025-ATRM, Class A                                                                                             | CUSIP: 049917AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     14679000 | PA      | $14690536.23    | 0.03%             | 2042-08-15      | Floating      | 5.32%                 | 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      | $11194942.50    | 0.02%             | 2036-02-15      | Floating      | 6.44%                 | No            |                  2 | On Loan: No      |
| Uniti Services LLC                                                        | Uniti Services LLC                                                                                                                                  | CUSIP: 97382BAB5<br>LEI: 549300KT9GVEBYCD2N29 | Long             | DBT              | CORP              | US        |      5767000 | PA      | $5995671.12     | 0.01%             | 2033-10-15      | Fixed         | 7.50%                 | 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        |     75039740 | PA      | $1525250.24     | 0.00%             | 2064-06-25      | Variable      | 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      | $973655.25      | 0.00%             | 2045-04-25      | Variable      | 3.44%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Ajinomoto Co., Inc.                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -34500 | NS      | $-46178.22      | -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      | $9512.98        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                     | Bank of America Corp.                                                                                                                               | CUSIP: 06051GHZ5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Short            | DBT              | CORP              | US        |      -100000 | PA      | $-92432.11      | -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        |        89896 | PA      | $89869.56       | 0.00%             | 2031-01-20      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                          | NRG Energy, Inc.                                                                                                                                    | CUSIP: 629377CS9<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |      1022000 | PA      | $936927.80      | 0.00%             | 2032-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Iliad Holding SAS                                                         | Maya SAS                                                                                                                                            | CUSIP: N/A<br>LEI: 9695009BGMXB527HV965       | Long             | DBT              | CORP              | FR        |      8716000 | PA      | $10495401.42    | 0.02%             | 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        |      1889751 | PA      | $1006605.64     | 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      | $-3819526.38    | -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        |      5693823 | PA      | $5581789.37     | 0.01%             | 2054-10-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust                                    | Velocity Commercial Capital Loan Trust, Series 2025-5, Class M3                                                                                     | CUSIP: 92262KAK1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3519084 | PA      | $3467687.32     | 0.01%             | 2055-12-25      | Variable      | 6.70%                 | No            |                  2 | On Loan: No      |
| AREIT                                                                     | AREIT, Series 2025-CRE11, Class A                                                                                                                   | CUSIP: 04002DAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     11482000 | PA      | $11486034.77    | 0.02%             | 2043-07-25      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                              | UBS Group AG                                                                                                                                        | CUSIP: N/A<br>LEI: 549300SZJ9VS8SGXAN81       | Long             | DBT              | CORP              | CH        |      3500000 | PA      | $3937232.94     | 0.01%             | 2037-01-13      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| NCR Voyix Corp.                                                           | NCR Voyix Corp.                                                                                                                                     | CUSIP: 62886EBA5<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |       600000 | PA      | $573874.44      | 0.00%             | 2029-04-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Samarco Mineracao SA                                                      | Samarco Mineracao SA                                                                                                                                | CUSIP: 79588YAA7<br>LEI: 529900U8HKV15GJC4O60 | Long             | DBT              | CORP              | BR        |       322688 | PA      | $317847.68      | 0.00%             | 2031-06-30      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | LY Corp.                                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       685500 | NS      | $-64729.93      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                           | Citigroup, Inc.                                                                                                                                     | CUSIP: 172967PF2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     27250000 | PA      | $27670076.74    | 0.06%             | 2030-02-13      | Variable      | 5.17%                 | 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        |      1088069 | PA      | $1270118.72     | 0.00%             | 2043-02-25      | 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      | $-1100333.61    | -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      | $-569233.59     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OEG Finance plc                                                           | OEG Finance plc                                                                                                                                     | CUSIP: N/A<br>LEI: 254900KMBHWF9UK63G44       | Long             | DBT              | CORP              | GB        |     24154000 | PA      | $28755532.19    | 0.06%             | 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      | $-97802.03      | -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        |      3310000 | PA      | $2734693.20     | 0.01%             | 2030-02-15      | Fixed         | 7.38%                 | 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      | $1080491.11     | 0.00%             | 2030-09-20      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| Adecco Group AG                                                           | Adecco Group AG (Registered)                                                                                                                        | CUSIP: N/A<br>LEI: NI14Y5UMU60O7JE9P611       | Long             | EC               | CORP              | CH        |        11843 | NS      | $284850.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SLG Commercial Mortgage Trust                                             | SLG Commercial Mortgage Trust, Series 2026-PAT, Class HRR                                                                                           | CUSIP: 78451CAL7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     17000000 | PA      | $16705187.70    | 0.04%             | 2039-02-15      | Variable      | 8.41%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      3315000 | PA      | $38571.80       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ITG Communications LLC                                                    | ITG Communications LLC , 1st Lien Term Loan                                                                                                         | CUSIP: 45045PAQ9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     22094044 | PA      | $20989341.56    | 0.05%             | 2031-07-09      | Variable      | 8.45%                 | No            |                  3 | On Loan: No      |
| Democratic Socialist Republic of Sri Lanka                                | Sri Lanka Government Bond                                                                                                                           | CUSIP: N/A<br>LEI: 254900IG6Y30I2QE2R92       | Long             | DBT              | NUSS              | LK        |       569539 | PA      | $473714.06      | 0.00%             | 2033-03-15      | Variable      | 3.35%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |      1480000 | PA      | $9705.38        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BP Capital Markets plc                                                    | BP Capital Markets plc                                                                                                                              | CUSIP: N/A<br>LEI: 549300CRVT18MXX0AG93       | Long             | DBT              | CORP              | GB        |     92149000 | PA      | $106366632.57   | 0.23%             | 2026-04-10      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Airbnb, Inc., Class A                                                                                                                               | CUSIP: 009066101<br>LEI: N/A                  | N/A              | DE               |  | GB        |        14900 | NS      | $-88387.70      | -0.00%            |  |  |  | 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      | $343934.15      | 0.00%             | 2057-12-27      | Floating      | 3.95%                 | 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      | $832424.61      | 0.00%             | 2031-08-20      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | EUR Currency                                                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | DE        |    -50722000 | PA      | $-1175011.35    | -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        |      8535000 | PA      | $8541682.73     | 0.02%             | 2030-10-23      | Variable      | 4.69%                 | No            |                  2 | On Loan: No      |
| USI, Inc.                                                                 | USI, Inc., 1st Lien Term Loan                                                                                                                       | CUSIP: 90351NAQ8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      1277034 | PA      | $1272245.19     | 0.00%             | 2030-09-27      | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | USD Currency                                                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CH        |       992800 | PA      | $7506.20        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                      | JPMorgan Chase & Co.                                                                                                                                | CUSIP: 46647PEK8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      1900000 | PA      | $1923526.96     | 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      | $25892521.36    | 0.06%             | 2033-06-10      | Floating      | 8.44%                 | 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      | $1579.94        | 0.00%             |  |  |  | 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      | 0.04%                 | 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        |      2429688 | PA      | $1288308.72     | 0.00%             | 2037-02-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Buckeye Partners LP                                                       | Buckeye Partners LP                                                                                                                                 | CUSIP: 118230AR2<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |       100000 | PA      | $97787.85       | 0.00%             | 2027-12-01      | Fixed         | 4.12%                 | 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      | $19596957.94    | 0.04%             | 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        |     21708540 | PA      | $21627133.23    | 0.05%             | 2030-03-15      | Floating      | 6.61%                 | No            |                  2 | On Loan: No      |
| ECARAT DE SA Compartment                                                  | ECARAT DE SA Compartment, Series 2025-2, Class C                                                                                                    | CUSIP: N/A<br>LEI: 213800ETWMJRFLJ8U337       | Long             | ABS-O            | CORP              | LU        |       400000 | PA      | $462219.79      | 0.00%             | 2037-02-25      | Floating      | 2.99%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Investment AB Latour, Class B                                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |       -92100 | NS      | $-118347.54     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EssilorLuxottica SA                                                       | EssilorLuxottica SA                                                                                                                                 | CUSIP: N/A<br>LEI: 549300M3VH1A3ER1TB49       | Long             | EC               | CORP              | FR        |         3840 | NS      | $894816.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| New Generation Gas Gathering LLC                                          | New Generation Gas Gathering LLC                                                                                                                    | CUSIP: N/A<br>LEI: 9845008CB7EPB0KCD474       | Long             | DBT              | CORP              | US        |     39061892 | PA      | $39307981.81    | 0.09%             | 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        |     10000000 | PA      | $10195000.00    | 0.02%             | 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      | $2963920.78     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Sega Sammy Holdings, Inc.                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -92800 | NS      | $113629.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Enel SpA                                                                  | Enel SpA                                                                                                                                            | CUSIP: N/A<br>LEI: WOCMU6HCI0OJWNPRZS33       | Long             | DBT              | CORP              | IT        |      1850000 | PA      | $2025156.06     | 0.00%             | 2034-10-14      | Variable      | 4.50%                 | 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      | $1352707.34     | 0.00%             | 2062-07-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    144479304 | PA      | $128946.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JDE Peet's NV                                                             | JDE Peet's NV                                                                                                                                       | CUSIP: N/A<br>LEI: 724500EHG519SE5ZRT89       | Long             | DBT              | CORP              | NL        |     17201000 | PA      | $20055543.37    | 0.04%             | 2030-01-23      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | China Pacific Insurance Group Co. Ltd., Class H                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -244400 | NS      | $60080.36       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EG Finco Ltd.                                                             | EG Finco Ltd., 1st Lien Term Loan                                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | GB        |      6000000 | PA      | $6838147.30     | 0.01%             | 2031-02-10      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| RR 8 Ltd.                                                                 | RR 8 Ltd., Series 2020-8A, Class A1A2                                                                                                               | CUSIP: 74980FBA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2000000 | PA      | $1998991.40     | 0.00%             | 2039-01-15      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | iShares iBoxx $ Investment Grade Corporate Bond ETF                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -10429 | NC      | $0.00           | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Stem, Inc.                                                                | Stem, Inc.                                                                                                                                          | CUSIP: 85859NAA0<br>LEI: 549300GVWIYFILN5V546 | Long             | DBT              | CORP              | US        |      1234000 | PA      | $505242.73      | 0.00%             | 2028-12-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Jefferies GmbH                                                            | Jefferies GmbH                                                                                                                                      | CUSIP: N/A<br>LEI: 5493004I3LZM39BWHQ75       | Long             | DBT              | CORP              | DE        |     11500000 | PA      | $13244422.81    | 0.03%             | 2028-02-06      | Variable      | 3.37%                 | 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      | $16928410.77    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    795890000 | PA      | $2769106.36     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| COLT Mortgage Loan Trust                                                  | COLT Mortgage Loan Trust, Series 2025-7, Class B1                                                                                                   | CUSIP: 19689CAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1000000 | PA      | $1001146.20     | 0.00%             | 2070-06-25      | Variable      | 6.92%                 | 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        |        21322 | PA      | $9947.04        | 0.00%             | 2060-12-25      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Croda International plc                                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |       -42100 | NS      | $-77236.94      | -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        |     52711715 | PA      | $53139849.62    | 0.12%             | 2054-12-25      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| Rocket Mortgage LLC                                                       | Rocket Mortgage LLC                                                                                                                                 | CUSIP: 77313LAA1<br>LEI: 549300FGXN1K3HLB1R50 | Long             | DBT              | CORP              | US        |      1109000 | PA      | $1097003.39     | 0.00%             | 2026-10-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Six Flags Entertainment Corp.                                             | Six Flags Entertainment Corp.                                                                                                                       | CUSIP: 83003AAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      6295000 | PA      | $6305155.98     | 0.01%             | 2032-01-15      | Fixed         | 8.62%                 | 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        |     16626957 | PA      | $11467983.56    | 0.02%             | 2066-06-14      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| Pepper Residential Securities Trust No. 41                                | Pepper Residential Securities Trust No. 41, Series 41, Class A2                                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | CORP              | AU        |      2140000 | PA      | $1471059.51     | 0.00%             | 2067-07-12      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| COLT Mortgage Loan Trust                                                  | COLT Mortgage Loan Trust, Series 2025-12, Class A1LC                                                                                                | CUSIP: 19688UAC6<br>LEI: 213800A53WDNKWGEVL75 | Long             | ABS-MBS          | CORP              | US        |      3000000 | PA      | $2977775.70     | 0.01%             | 2071-01-26      | Variable      | 5.09%                 | No            |                  2 | On Loan: No      |
| Service Corp. International                                               | Service Corp. International                                                                                                                         | CUSIP: 817565CE2<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |      2452000 | PA      | $2436130.17     | 0.01%             | 2029-06-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| GS Finance Corp.                                                          | GS Finance Corp.                                                                                                                                    | CUSIP: 40058XL69<br>LEI: 549300FR80KBVO6DRL61 | Long             | SN               | CORP              | US        |     62541000 | PA      | $60867840.63    | 0.13%             | 2031-02-17      | Floating      | 0.00%                 | No            |                  2 | 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      | $2532379.14     | 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      | $4146178.76     | 0.01%             | 2042-04-15      | Floating      | 6.11%                 | No            |                  2 | On Loan: No      |
| Boots Group Finco LP                                                      | Boots Group Finco LP                                                                                                                                | CUSIP: N/A<br>LEI: 254900YVLYOVF1PF1N93       | Long             | DBT              | CORP              | US        |      1784000 | PA      | $2051569.62     | 0.00%             | 2032-08-31      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Nationwide Building Society                                               | Nationwide Building Society                                                                                                                         | CUSIP: N/A<br>LEI: 549300XFX12G42QIKN82       | Long             | DBT              | CORP              | GB        |      1100000 | PA      | $1462934.05     | 0.00%             | 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        |      7804445 | PA      | $6577373.67     | 0.01%             | 2035-09-25      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                                   | Goldman Sachs & Co. LLC                                                                                                                             | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | Long             | RA               | CORP              | US        |      8149575 | PA      | $8149575.00     | 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      | $-142.62        | -0.00%            |  |  |  | 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      | $3645264.43     | 0.01%             | 2041-04-17      | Variable      | 3.40%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | SOP                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |    226011290 | PA      | $8238385.73     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    188994498 | PA      | $-91391.74      | -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        |       650000 | PA      | $659928.75      | 0.00%             | 2030-05-06      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Kroger Co. (The)                                                          | Kroger Co. (The)                                                                                                                                    | CUSIP: 501044101<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | EC               | CORP              | US        |         4698 | NS      | $339947.28      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    397481700 | PA      | $1545571.36     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ardagh Group SA                                                           | Ardagh Group SA                                                                                                                                     | CUSIP: 03969UAA4<br>LEI: 6354006L1NWUUOPYX274 | Long             | DBT              | CORP              | LU        |     34965527 | PA      | $29383280.61    | 0.06%             | 2030-12-01      | Variable      | 12.00%                | 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      | $1441639.05     | 0.00%             | 2038-04-20      | Floating      | 7.27%                 | No            |                  2 | On Loan: No      |
| QTS Issuer ABS II LLC                                                     | QTS Issuer ABS II LLC, Series 2026-5A, Class A2                                                                                                     | CUSIP: 74690FBE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      9547000 | PA      | $9500065.40     | 0.02%             | 2056-03-05      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| Banco Mercantil del Norte SA                                              | Banco Mercantil del Norte SA                                                                                                                        | CUSIP: 05971PAD0<br>LEI: 549300QTVYRPFHS0J362 | Long             | DBT              | CORP              | MX        |      1104000 | PA      | $1139328.00     | 0.00%             | 2031-05-20      | Variable      | 8.38%                 | 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      | $11774837.50    | 0.03%             | 2024-10-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Deere & Co.                                                                                                                                         | CUSIP: 244199105<br>LEI: N/A                  | N/A              | DE               |  | US        |        -2400 | NS      | $13752.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                            | Morgan Stanley Capital I Trust, Series 2021-230P, Class B                                                                                           | CUSIP: 61772WAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4970000 | PA      | $4634525.00     | 0.01%             | 2038-12-15      | Floating      | 5.24%                 | 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      | $963135.87      | 0.00%             | 2036-06-15      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Oman Government International Bond                                        | Oman Government Bond                                                                                                                                | CUSIP: N/A<br>LEI: 549300SZ20F0QTKNQC75       | Long             | DBT              | NUSS              | OM        |       760000 | PA      | $792503.60      | 0.00%             | 2048-01-17      | Fixed         | 6.75%                 | 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      | $2457315.00     | 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      | $6992468.00     | 0.02%             | 2038-02-15      | Floating      | 4.90%                 | 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        |      3144245 | PA      | $604397.08      | 0.00%             | 2035-11-25      | Floating      | 5.14%                 | 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        |      2991523 | PA      | $2771494.80     | 0.01%             | 2036-11-25      | Floating      | 4.13%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Lasertec Corp.                                                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |         4400 | NS      | $91029.22       | 0.00%             |  |  |  | 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      | $2590218.98     | 0.01%             | 2032-07-15      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| Mozambique International Bond                                             | Republic of Mozambique                                                                                                                              | CUSIP: N/A<br>LEI: 213800759WLKYIKPER73       | Long             | DBT              | NUSS              | MZ        |      1951000 | PA      | $1462489.11     | 0.00%             | 2031-09-15      | Variable      | 9.00%                 | No            |                  2 | On Loan: No      |
| Fulvia Spv Srl                                                            | Fulvia Spv SRL, Series 2025-1, Class B                                                                                                              | CUSIP: N/A<br>LEI: 815600283046823DB425       | Long             | ABS-O            | CORP              | IT        |      2340983 | PA      | $2698649.67     | 0.01%             | 2041-12-23      | Floating      | 3.01%                 | 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        |      9544008 | PA      | $11013990.28    | 0.02%             | 2038-01-14      | Floating      | 3.24%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                               | Prologis LP                                                                                                                                         | CUSIP: 74340XBN0<br>LEI: GL16H1DHB0QSHP25F723 | Short            | DBT              | CORP              | US        |      -200000 | PA      | $-196095.54     | -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        |      2200000 | PA      | $2139284.40     | 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        |      1667000 | PA      | $1644249.28     | 0.00%             | 2030-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Birch Grove CLO 2 Ltd.                                                    | Birch Grove CLO 2 Ltd., Series 2021-2A, Class D1R                                                                                                   | CUSIP: 09077LAU6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1000000 | PA      | $991558.00      | 0.00%             | 2037-10-19      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| Windstream Services LLC                                                   | Windstream Services LLC                                                                                                                             | CUSIP: 97381AAA0<br>LEI: 549300KT9GVEBYCD2N29 | Long             | DBT              | CORP              | US        |      3375000 | PA      | $3527404.88     | 0.01%             | 2031-10-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Ardagh Metal Packaging Finance USA LLC                                    | Ardagh Metal Packaging Finance USA LLC                                                                                                              | CUSIP: N/A<br>LEI: 635400YUJMWFYRBL5293       | Long             | DBT              | CORP              | US        |      5311000 | PA      | $5538093.61     | 0.01%             | 2029-09-01      | Fixed         | 3.00%                 | 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        |      1384000 | PA      | $1314246.40     | 0.00%             | 2028-08-26      | Fixed         | 7.00%                 | 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        |     23758000 | PA      | $31968677.22    | 0.07%             | 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: 254900J0WS4AXV2LAX55 | Long             | LON              | CORP              | US        |       492449 | PA      | $492616.16      | 0.00%             | 2028-03-31      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| BHP Billiton Finance Ltd.                                                 | BHP Billiton Finance Ltd.                                                                                                                           | CUSIP: N/A<br>LEI: 549300KZMIS43NMT0A66       | Long             | DBT              | CORP              | AU        |     19360000 | PA      | $21664071.36    | 0.05%             | 2035-09-04      | Fixed         | 3.64%                 | 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      | $13338.62       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | ETRSI                                                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DE        |      5174515 | PA      | $31455.00       | 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        |      1278481 | PA      | $1480318.30     | 0.00%             | 2032-01-26      | Variable      | 6.55%                 | 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        |       185347 | PA      | $240067.12      | 0.00%             | 2044-06-12      | Floating      | 4.00%                 | 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      | $546793.36      | 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        |       123627 | PA      | $143300.91      | 0.00%             | 2043-01-26      | Floating      | 3.09%                 | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                                           | Danske Bank A/S                                                                                                                                     | CUSIP: N/A<br>LEI: MAES062Z21O4RZ2U7M96       | Long             | DBT              | CORP              | DK        |      6000000 | PA      | $7927649.55     | 0.02%             | 2031-10-04      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                | Verus Securitization Trust, Series 2025-5, Class A1                                                                                                 | CUSIP: 92540XAA9<br>LEI: 213800Z7TIVJRAYLRV98 | Long             | ABS-MBS          | CORP              | US        |      8665778 | PA      | $8693467.45     | 0.02%             | 2070-06-25      | Variable      | 5.43%                 | No            |                  2 | On Loan: No      |
| Molina Healthcare, Inc.                                                   | Molina Healthcare, Inc.                                                                                                                             | CUSIP: 60855RAL4<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |      1846000 | PA      | $1603474.92     | 0.00%             | 2032-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Methanex Corp.                                                            | Methanex Corp.                                                                                                                                      | CUSIP: 59151KAM0<br>LEI: 549300TSJHRXT9QXRD13 | Long             | DBT              | CORP              | CA        |      2738000 | PA      | $2720957.05     | 0.01%             | 2027-10-15      | Fixed         | 5.12%                 | 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        |     19100000 | PA      | $21398390.44    | 0.05%             | 2033-07-21      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Home Depot, Inc. (The)                                                    | Home Depot, Inc. (The)                                                                                                                              | CUSIP: 437076DB5<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |       900000 | PA      | $908681.47      | 0.00%             | 2027-06-25      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Eisai Co. Ltd.                                                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        42500 | NS      | $60378.21       | 0.00%             |  |  |  | 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      | $451251.11      | 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        |     10651000 | PA      | $10860691.56    | 0.02%             | 2028-12-07      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    250245641 | PA      | $358511.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    510800000 | PA      | $7300610.84     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Macquarie Group Ltd.                                                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        12100 | NS      | $100946.48      | 0.00%             |  |  |  | No            |                  2 | 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      | $2008923.01     | 0.00%             | 2039-04-15      | Floating      | 3.72%                 | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                                         | Barclays Bank plc                                                                                                                                   | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | RA               | CORP              | GB        |      1824969 | PA      | $1824969.00     | 0.00%             |  |  |  | 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        |      3697000 | PA      | $4019879.90     | 0.01%             | 2028-11-30      | 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      | $3855.84        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kodiak Gas Services LLC                                                   | Kodiak Gas Services LLC                                                                                                                             | CUSIP: 50012LAC8<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |      2295000 | PA      | $2377746.23     | 0.01%             | 2029-02-15      | Fixed         | 7.25%                 | 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        |      2695000 | PA      | $2384932.97     | 0.01%             | 2034-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    108452000 | PA      | $-609674.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| QTS Issuer ABS II LLC                                                     | QTS Issuer ABS II LLC, Series 2025-1A, Class A2                                                                                                     | CUSIP: 74690FAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     19332000 | PA      | $18936032.31    | 0.04%             | 2055-10-05      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| Crescent Midstream Operating LLC                                          | Crescent Midstream Operating LLC, 1st Lien Term Loan                                                                                                | CUSIP: 22577PAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     28394000 | PA      | $28453059.52    | 0.06%             | 2033-02-11      | Variable      | 7.41%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                         | Johnson & Johnson                                                                                                                                   | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |         1291 | NS      | $315572.04      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Prodigy Finance DAC                                                       | Prodigy Finance DAC, Series 2021-1A, Class B                                                                                                        | CUSIP: 742855AB5<br>LEI: 635400HTAZNW3LYYMQ40 | Long             | ABS-O            | CORP              | IE        |       176884 | PA      | $175995.36      | 0.00%             | 2051-07-25      | Floating      | 6.29%                 | 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        |    164000000 | PA      | $24564862.52    | 0.05%             | 2030-06-11      | 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      | $-120213.90     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Washington Mutual Escrow Bonds                                            | 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      |
| Arbor Realty Commercial Real Estate Notes LLC                             | Arbor Realty Commercial Real Estate Notes LLC, Series 2026-FL1, Class A                                                                             | CUSIP: 03881XAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     11550000 | PA      | $11543406.11    | 0.02%             | 2043-09-20      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                      | Massachusetts Housing Finance Agency, Series 2014B                                                                                                  | CUSIP: 57587ADP0<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |       385000 | PA      | $383575.46      | 0.00%             | 2039-12-01      | Fixed         | 4.50%                 | 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      | $1674359.02     | 0.00%             | 2062-04-20      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-114295.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  56152264586 | PA      | $-4064071.37    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Chile                                                         | Republic of Chile                                                                                                                                   | CUSIP: 168863DX3<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |      1672000 | PA      | $1641904.00     | 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      | $3703312.13     | 0.01%             | 2033-07-15      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| La Trobe Financial Capital Markets Trust                                  | La Trobe Financial Capital Markets Trust, Series 2025-1, Class A1L                                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | CORP              | AU        |      7103439 | PA      | $4885383.73     | 0.01%             | 2057-05-15      | Floating      | 5.00%                 | 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        |      2977360 | PA      | $2852355.09     | 0.01%             | 2037-05-25      | Floating      | 4.29%                 | No            |                  2 | On Loan: No      |
| Mariner Finance Issuance Trust                                            | Mariner Finance Issuance Trust, Series 2025-BA, Class A                                                                                             | CUSIP: 56847TAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     17475000 | PA      | $17389089.41    | 0.04%             | 2038-11-22      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| Anthropics Technology Ltd.                                                | Anthropics Technology Ltd., Series G                                                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | GB        |        40906 | NS      | $10600233.58    | 0.02%             |  |  |  | No            |                  3 | On Loan: No      |
| PRA Group Europe Holding II SARL                                          | PRA Group Europe Holding II SARL                                                                                                                    | CUSIP: N/A<br>LEI: 635400CWOMLGBIP4GA24       | Long             | DBT              | CORP              | LU        |      9527000 | PA      | $10414900.26    | 0.02%             | 2032-09-30      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDSCMBX                                                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |      1245437 | PA      | $317363.42      | 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        |      2825193 | PA      | $2147407.71     | 0.00%             | 2044-03-25      | Variable      | 3.85%                 | 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      | $-33261.80      | -0.00%            |  |  |  | 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        |     10322000 | PA      | $10549788.27    | 0.02%             | 2043-07-15      | Fixed         | 6.22%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    160550672 | PA      | $-191200.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Unity-Peace Park CLO Ltd.                                                 | Unity-Peace Park CLO Ltd., Series 2022-1A, Class DR                                                                                                 | CUSIP: 913318AU5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |      4000000 | PA      | $3970032.00     | 0.01%             | 2035-04-20      | Floating      | 6.51%                 | 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      | $1435096.68     | 0.00%             | 2054-11-27      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | JFE Holdings, Inc.                                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |       155400 | NS      | $-1645.14       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Kenya                                                         | Republic of Kenya                                                                                                                                   | CUSIP: 491798AR5<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |     15097000 | PA      | $13717134.20    | 0.03%             | 2034-02-26      | Fixed         | 7.88%                 | 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        |     63577669 | PA      | $63603163.36    | 0.14%             | 2061-06-25      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                                       | Intesa Sanpaolo SpA                                                                                                                                 | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | DBT              | CORP              | IT        |     13500000 | PA      | $15924480.64    | 0.03%             | 2027-01-11      | Variable      | 7.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Cosan SA                                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     -1523200 | NS      | $-53647.36      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Digicel International Finance Ltd.                                        | Digicel International Finance Ltd.                                                                                                                  | CUSIP: 25381MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1303000 | PA      | $1322281.27     | 0.00%             | 2032-08-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Venture Global Calcasieu Pass LLC                                         | Venture Global Calcasieu Pass LLC                                                                                                                   | CUSIP: 92328MAA1<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |      4572000 | PA      | $4345863.85     | 0.01%             | 2029-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Benin Sukuk SA                                                            | Benin Sukuk SA                                                                                                                                      | CUSIP: N/A<br>LEI: 254900FAFYBRYHYVQK50       | Long             | DBT              | NUSS              | BJ        |       859000 | PA      | $797383.93      | 0.00%             | 2033-01-29      | Fixed         | 6.20%                 | 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      | $4548151.56     | 0.01%             | 2038-03-30      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| Jefferson Capital Holdings LLC                                            | Jefferson Capital Holdings LLC                                                                                                                      | CUSIP: 472481AC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       421000 | PA      | $438144.80      | 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        |     16300000 | PA      | $16780350.58    | 0.04%             | 2031-03-02      | Fixed         | 1.82%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | HUB24 Ltd.                                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -28200 | NS      | $73323.70       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   4343148601 | PA      | $-846803.99     | -0.00%            |  |  |  | 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      | $790183.39      | 0.00%             | 2034-02-21      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Nationwide Building Society                                               | Nationwide Building Society                                                                                                                         | CUSIP: N/A<br>LEI: 549300XFX12G42QIKN82       | Long             | DBT              | CORP              | GB        |       163000 | PA      | $216069.98      | 0.00%             | 2030-12-20      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDI                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     27500000 | PA      | $71490.41       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Reckitt Benckiser Group plc                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -29872 | NS      | $-276.81        | -0.00%            |  |  |  | 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        | 798293000000 | PA      | $47525549.02    | 0.10%             | 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        |      2999380 | PA      | $2998839.68     | 0.01%             | 2039-06-17      | Floating      | 5.92%                 | 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      | $27804544.68    | 0.06%             | 2039-07-30      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Bell Telephone Co. of Canada or Bell Canada                               | Bell Telephone Co. of Canada or Bell Canada                                                                                                         | CUSIP: 0778FPAQ2<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |      1961000 | PA      | $2007120.76     | 0.00%             | 2055-09-15      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| TeamSystem SpA                                                            | TeamSystem SpA                                                                                                                                      | CUSIP: N/A<br>LEI: 81560062081DF3AB7A90       | Long             | DBT              | CORP              | IT        |      3960000 | PA      | $4224493.49     | 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      | $2639587.50     | 0.01%             | 2034-11-15      | Floating      | 8.32%                 | 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      | $-37738.38      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| B&G Foods, Inc.                                                           | B&G Foods, Inc., 1st Lien Term Loan B5                                                                                                              | CUSIP: 05508TAV4<br>LEI: 549300TRW1LZMDJZAQ78 | Long             | LON              | CORP              | US        |       987469 | PA      | $919580.20      | 0.00%             | 2029-10-10      | Variable      | 7.17%                 | No            |                  2 | On Loan: No      |
| Swedish Krona                                                             | Swedish Krona                                                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | SE        |    358858121 | OU      | $37907614.78    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Franco-Nevada Corp.                                                                                                                                 | CUSIP: 351858105<br>LEI: N/A                  | N/A              | DE               |  | US        |        -7700 | NS      | $-37184.76      | -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      | $3600700.56     | 0.01%             | 2036-07-20      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     17500000 | PA      | $-394136.32     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $55340.57       | 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      | $-722.25        | -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      | $39798061.98    | 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      | $-214.79        | -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      | $1330000.00     | 0.00%             | 2038-01-21      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                                            | Commonwealth Bank of Australia                                                                                                                      | CUSIP: N/A<br>LEI: MSFSBD3QN1GSN7Q6C537       | Long             | DBT              | CORP              | AU        |      5115000 | PA      | $5789093.14     | 0.01%             | 2037-08-26      | Variable      | 3.79%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp. | Uniform Mortgage-Backed Securities                                                                                                                  | CUSIP: 01F052649<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |    -12051000 | PA      | $-12106505.82   | -0.03%            | 2056-04-25      | Fixed         | 5.50%                 | 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      | $719078.78      | 0.00%             | 2033-04-15      | Floating      | 3.72%                 | No            |                  2 | On Loan: No      |
| Youni Italy SRL                                                           | Youni Italy SRL, Series 2025-2, Class D                                                                                                             | CUSIP: N/A<br>LEI: 8156001A7AEEA1E59607       | Long             | ABS-O            | CORP              | IT        |       447314 | PA      | $516416.95      | 0.00%             | 2036-01-25      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| Republic of Guatemala                                                     | Republic of Guatemala                                                                                                                               | CUSIP: 401494BA6<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |       937000 | PA      | $952694.75      | 0.00%             | 2036-08-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| XP, Inc.                                                                  | XP, Inc., Class A                                                                                                                                   | CUSIP: N/A<br>LEI: 5493008KDA8NBZRJST80       | Long             | EC               | CORP              | KY        |        32829 | NS      | $625064.16      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Islamic Republic of Pakistan                                              | Islamic Republic of Pakistan                                                                                                                        | CUSIP: N/A<br>LEI: 529900LOP29R5WKHOD86       | Long             | DBT              | NUSS              | PK        |      3366000 | PA      | $3317193.00     | 0.01%             | 2027-12-05      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Standard Chartered plc                                                    | Standard Chartered plc                                                                                                                              | CUSIP: 853254DH0<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |     10000000 | PA      | $9795700.00     | 0.02%             | 2035-11-14      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| New Immo Holding SA                                                       | New Immo Holding SA                                                                                                                                 | CUSIP: N/A<br>LEI: 5493007LOTJ0I8E94R81       | Long             | DBT              | CORP              | FR        |      7600000 | PA      | $8611155.43     | 0.02%             | 2027-07-23      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| New Mountain CLO 3 Ltd.                                                   | New Mountain CLO 3 Ltd., Series CLO-3A, Class A1R                                                                                                   | CUSIP: 647550AQ5<br>LEI: 549300CEYMYPINCEX579 | Long             | ABS-CBDO         | CORP              | KY        |      3000000 | PA      | $3001848.90     | 0.01%             | 2038-10-20      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| Gallatin CLO VIII Ltd.                                                    | Gallatin CLO VIII Ltd., Series 2017-1A, Class A1R                                                                                                   | CUSIP: 36361UAL4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2104195 | PA      | $2104738.95     | 0.00%             | 2031-07-15      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | USD/INR One-touch barrier option; Barrier price USD 89.00000                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |      7914000 | PA      | $108922.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Panther Escrow Issuer LLC                                                 | Panther Escrow Issuer LLC                                                                                                                           | CUSIP: 69867RAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5394000 | PA      | $5412118.45     | 0.01%             | 2031-06-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                                                  | CUSIP: 3140NCTV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       860001 | PA      | $856191.60      | 0.00%             | 2053-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Australia                                                 | Commonwealth of Australia                                                                                                                           | CUSIP: N/A<br>LEI: 213800J6B7JSBDETCB42       | Long             | DBT              | NUSS              | AU        |     50500000 | PA      | $29722721.72    | 0.06%             | 2031-06-21      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                                                                                  | CUSIP: 3133KRBZ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        80890 | PA      | $80109.68       | 0.00%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Demant A/S                                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -47600 | NS      | $-105443.51     | -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      | $-367206.98     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Kenya                                                         | Republic of Kenya                                                                                                                                   | CUSIP: N/A<br>LEI: 549300VVURQQYU45PR87       | Long             | DBT              | NUSS              | KE        |      2038000 | PA      | $1892792.50     | 0.00%             | 2033-10-09      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Komercni Banka A/S                                                        | Komercni Banka A/S                                                                                                                                  | CUSIP: N/A<br>LEI: IYKCAVNFR8QGF00HV840       | Long             | EC               | CORP              | CZ        |        19546 | NS      | $997243.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fomento Economico Mexicano SAB de CV                                      | Fomento Economico Mexicano SAB de CV                                                                                                                | CUSIP: N/A<br>LEI: 549300A8MDWDJNMLV153       | Long             | EC               | CORP              | MX        |        34932 | NS      | $385688.42      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Occidental Petroleum Corp.                                                                                                                          | CUSIP: 674599105<br>LEI: N/A                  | N/A              | DE               |  | US        |        22400 | NS      | $105056.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHL Mortgage Pass-Through Trust                                           | CHL Mortgage Pass-Through Trust, Series 2007-J1, Class 2A1                                                                                          | CUSIP: 12669MAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2721841 | PA      | $944376.48      | 0.00%             | 2037-02-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                                         | Barclays Bank plc                                                                                                                                   | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | RA               | CORP              | GB        |        85805 | PA      | $85805.00       | 0.00%             |  |  |  | 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      | $2001094.00     | 0.00%             | 2037-07-15      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| Dominican Republic                                                        | Dominican Republic Government Bond                                                                                                                  | CUSIP: 25714PED6<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |      1506000 | PA      | $1430700.00     | 0.00%             | 2030-01-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                          | NRG Energy, Inc.                                                                                                                                    | CUSIP: 629377CE0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |       190000 | PA      | $190354.13      | 0.00%             | 2028-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                            | BNP Paribas SA                                                                                                                                      | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | RA               | CORP              | FR        |      6857568 | PA      | $6857568.00     | 0.01%             |  |  |  | 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      | $5163945.35     | 0.01%             | 2037-10-25      | Floating      | 5.79%                 | 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      | $2569302.14     | 0.01%             | 2037-07-25      | Floating      | 4.53%                 | No            |                  2 | On Loan: No      |
| Dominican Republic                                                        | Dominican Republic Government Bond                                                                                                                  | CUSIP: N/A<br>LEI: 254900EHU7Q8FGVPI369       | Long             | DBT              | NUSS              | DO        |      1792000 | PA      | $1702400.00     | 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        |      2097000 | PA      | $1770895.53     | 0.00%             | 2053-01-18      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Secucor Finance DAC                                                       | Secucor Finance DAC, Series 2025-1, Class F                                                                                                         | CUSIP: N/A<br>LEI: 2138001E8BAK3OXZGG87       | Long             | ABS-O            | CORP              | IE        |      9100000 | PA      | $10577704.89    | 0.02%             | 2036-09-20      | Floating      | 8.14%                 | No            |                  2 | On Loan: No      |
| BNP Paribas Cardif SA                                                     | BNP Paribas Cardif SA                                                                                                                               | CUSIP: N/A<br>LEI: 969500VRSFWX7S1P2M29       | Long             | DBT              | CORP              | FR        |     48100000 | PA      | $53785332.75    | 0.12%             | 2035-11-07      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| COLT Mortgage Loan Trust                                                  | COLT Mortgage Loan Trust, Series 2025-11, Class B1                                                                                                  | CUSIP: 12676KAJ2<br>LEI: 213800CETFGZSOQ6WF79 | Long             | ABS-MBS          | CORP              | US        |      1491000 | PA      | $1485441.85     | 0.00%             | 2070-11-25      | Variable      | 6.90%                 | No            |                  2 | On Loan: No      |
| Biffa Group Holdings Ltd.                                                 | Biffa Group Holdings Ltd.                                                                                                                           | CUSIP: N/A<br>LEI: 21380012LWLXNMXB8I44       | Long             | DBT              | CORP              | JE        |     13050000 | PA      | $14591866.69    | 0.03%             | 2031-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust                                        | Ellington Financial Mortgage Trust, Series 2025-NQM2, Class A1                                                                                      | CUSIP: 281917AC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     12321486 | PA      | $12369551.16    | 0.03%             | 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        |     10461233 | PA      | $9238620.33     | 0.02%             | 2030-05-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Take-Two Interactive Software, Inc.                                                                                                                 | CUSIP: 874054109<br>LEI: N/A                  | N/A              | DE               |  | GB        |         4600 | NS      | $-15364.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Mattamy Group Corp.                                                       | Mattamy Group Corp.                                                                                                                                 | CUSIP: 57701RAM4<br>LEI: 5493008TNY7A82WCXU31 | Long             | DBT              | CORP              | CA        |      7171000 | PA      | $6817833.99     | 0.01%             | 2030-03-01      | Fixed         | 4.62%                 | 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        |     12635380 | PA      | $12683093.57    | 0.03%             | 2070-06-25      | Variable      | 5.59%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | RELX plc                                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        25700 | NS      | $-55432.53      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TAGUS-Sociedade de Titularizacao de Creditos SA                           | TAGUS - Sociedade de Titularizacao de Creditos SA, Series 3, Class D                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | PT        |      1200000 | PA      | $1384509.49     | 0.00%             | 2043-10-27      | Floating      | 4.95%                 | 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        |      1103393 | PA      | $1017035.40     | 0.00%             | 2036-03-25      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                                                                                  | CUSIP: 3132DUTY3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1864170 | PA      | $1853495.58     | 0.00%             | 2054-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Albion Financing 1 SARL                                                   | Albion Financing 1 SARL                                                                                                                             | CUSIP: N/A<br>LEI: 259400W9CABUZBRDLP97       | Long             | DBT              | CORP              | LU        |      1599000 | PA      | $1852283.31     | 0.00%             | 2030-05-21      | 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      | $24041.73       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ukraine                                                                   | Ukraine Government Bond                                                                                                                             | CUSIP: N/A<br>LEI: 6354001WLTJXOMEXPY07       | Long             | DBT              | NUSS              | UA        |      3385923 | PA      | $1442403.20     | 0.00%             | 2034-02-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | USD Currency                                                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |   -184202000 | PA      | $-1202095.38    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Digital Stout Holding LLC                                                 | Digital Stout Holding LLC                                                                                                                           | CUSIP: N/A<br>LEI: 549300N335X1857YDM81       | Long             | DBT              | CORP              | US        |      7200000 | PA      | $8909532.70     | 0.02%             | 2029-07-19      | 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      | $41559.66       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Pitney Bowes, Inc.                                                        | Pitney Bowes, Inc.                                                                                                                                  | CUSIP: 724479AP5<br>LEI: 549300N2O26NW4ST6W55 | Long             | DBT              | CORP              | US        |     13830000 | PA      | $13811745.78    | 0.03%             | 2027-03-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Sage AR Funding                                                           | Sage AR Funding, Series 2026-1X, Class D                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | CORP              | GB        |      1072000 | PA      | $1409056.30     | 0.00%             | 2038-05-18      | Floating      | 6.24%                 | No            |                  2 | On Loan: No      |
| Encompass Health Corp.                                                    | Encompass Health Corp.                                                                                                                              | CUSIP: 29261AAB6<br>LEI: 549300FVRPM9DRQZRG64 | Long             | DBT              | CORP              | US        |       722000 | PA      | $706320.41      | 0.00%             | 2030-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-7669.98       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Elmwood CLO 23 Ltd.                                                       | Elmwood CLO 23 Ltd., Series 2023-2A, Class AR                                                                                                       | CUSIP: 29003YAJ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      4000000 | PA      | $4000948.80     | 0.01%             | 2036-04-16      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp.                                                     | Westpac Banking Corp.                                                                                                                               | CUSIP: N/A<br>LEI: EN5TNI6CI43VEPAMHL14       | Long             | DBT              | CORP              | AU        |      9200000 | PA      | $6055108.83     | 0.01%             | 2045-11-13      | Fixed         | 6.13%                 | 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        |      4803000 | PA      | $5993459.93     | 0.01%             | 2027-12-07      | Fixed         | 1.50%                 | 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      | $5254172.43     | 0.01%             | 2041-02-17      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Carnival Corp.                                                                                                                                      | CUSIP: 143658300<br>LEI: N/A                  | N/A              | DE               |  | US        |       -57900 | NS      | $-49990.02      | -0.00%            |  |  |  | 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      | $347131.09      | 0.00%             | 2031-10-15      | 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      | $-3289662.77    | -0.01%            |  |  |  | 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      | $15234148.81    | 0.03%             | 2026-07-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Sisecam UK plc                                                            | Sisecam UK plc                                                                                                                                      | CUSIP: N/A<br>LEI: 789000T82YRLMLUOC889       | Long             | DBT              | CORP              | GB        |      1103000 | PA      | $1095080.46     | 0.00%             | 2033-01-23      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | iShares iBoxx $ High Yield Corporate Bond ETF                                                                                                       | CUSIP: 00CC180P8<br>LEI: N/A                  | N/A              | DE               |  | US        |        29793 | NC      | $1175148.51     | 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        |       391622 | PA      | $392233.40      | 0.00%             | 2027-08-02      | Variable      | 8.93%                 | 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      | $4713637.50     | 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      | $5052779.67     | 0.01%             | 2031-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Minth Group Ltd.                                                          | Minth Group Ltd.                                                                                                                                    | CUSIP: N/A<br>LEI: 254900B2AH0G13K9G204       | Long             | EC               | CORP              | KY        |       273150 | NS      | $1141097.74     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | USD Currency                                                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    -14333200 | PA      | $-885.05        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sartorius Finance BV                                                      | Sartorius Finance BV                                                                                                                                | CUSIP: N/A<br>LEI: 529900JCAKTMRXK9EA58       | Long             | DBT              | CORP              | NL        |     12200000 | PA      | $14406676.08    | 0.03%             | 2029-09-14      | Fixed         | 4.38%                 | 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      | $2751389.30     | 0.01%             | 2038-07-20      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| Republic of Turkiye (The)                                                 | Republic of Turkiye (The)                                                                                                                           | CUSIP: 900123DJ6<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |      3649000 | PA      | $3983795.75     | 0.01%             | 2030-07-13      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                                              | BX Commercial Mortgage Trust, Series 2025-JDI, Class E                                                                                              | CUSIP: 05594LAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4168582 | PA      | $4167279.78     | 0.01%             | 2042-11-15      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | SGS SA (Registered)                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -11500 | NS      | $8761.97        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nissan Motor Co. Ltd.                                                     | Nissan Motor Co. Ltd.                                                                                                                               | CUSIP: N/A<br>LEI: 353800DRBDH1LUTNAY26       | Long             | DBT              | CORP              | JP        |     11559000 | PA      | $13225383.10    | 0.03%             | 2029-07-17      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     43962313 | PA      | $3847270.88     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SC Austria SARL                                                           | SC Austria SARL, Series 2025-1, Class D                                                                                                             | CUSIP: N/A<br>LEI: 81560007AFE688B7A894       | Long             | ABS-O            | CORP              | LU        |      4188000 | PA      | $4856315.90     | 0.01%             | 2041-07-25      | Floating      | 3.83%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | TOPPAN Holdings, Inc.                                                                                                                               | CUSIP: 890747108<br>LEI: N/A                  | N/A              | DE               |  | GB        |       -31400 | NS      | $67770.19       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| National Australia Bank Ltd.                                              | National Australia Bank Ltd.                                                                                                                        | CUSIP: N/A<br>LEI: F8SB4JFBSYQFRQEH3Z21       | Long             | DBT              | CORP              | AU        |      8000000 | PA      | $5262386.64     | 0.01%             | 2040-07-30      | Variable      | 5.77%                 | 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      | $4829967.50     | 0.01%             | 2037-10-15      | Floating      | 9.82%                 | No            |                  2 | On Loan: No      |
| Asimi Funding plc                                                         | Asimi Funding plc, Series 2025-2, Class D                                                                                                           | CUSIP: N/A<br>LEI: 213800AXPL92U14G2M23       | Long             | ABS-O            | CORP              | GB        |       600668 | PA      | $792637.61      | 0.00%             | 2032-12-16      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| Clarios Global LP                                                         | Clarios Global LP                                                                                                                                   | CUSIP: 18060TAE5<br>LEI: 549300474L1ZLXZY2P98 | Long             | DBT              | CORP              | US        |      3677000 | PA      | $3706416.00     | 0.01%             | 2032-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Federation of Malaysia                                                    | Malaysia Government Bond                                                                                                                            | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |     90500000 | PA      | $22288055.69    | 0.05%             | 2030-05-15      | Fixed         | 3.34%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-221748.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                         | Wells Fargo & Co.                                                                                                                                   | CUSIP: 95000U3H4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Short            | DBT              | CORP              | US        |     -1100000 | PA      | $-1191029.26    | -0.00%            | 2034-10-23      | Variable      | 6.49%                 | No            |                  2 | On Loan: No      |
| Cross Mortgage Trust                                                      | Cross Mortgage Trust, Series 2024-H7, Class A1                                                                                                      | CUSIP: 22757CAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2112351 | PA      | $2119145.60     | 0.00%             | 2069-11-25      | Variable      | 5.59%                 | No            |                  2 | On Loan: No      |
| Taiwan Semiconductor Manufacturing Co. Ltd.                               | Taiwan Semiconductor Manufacturing Co. Ltd.                                                                                                         | CUSIP: N/A<br>LEI: 549300KB6NK5SBD14S87       | Long             | EC               | CORP              | TW        |         5067 | NS      | $293047.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Paramount Global                                                          | Paramount Global                                                                                                                                    | CUSIP: 92556HAE7<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |      4603000 | PA      | $3360190.00     | 0.01%             | 2062-03-30      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| EXO Imaging, Inc., Series D                                               | EXO Imaging, Inc., Series D                                                                                                                         | CUSIP: N/A<br>LEI: 549300PDHXFMVTLI6E60       | Long             | EC               | CORP              | US        |       466497 | NS      | $345207.77      | 0.00%             |  |  |  | Yes           |                  3 | 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        |      9521088 | PA      | $9449923.62     | 0.02%             | 2052-07-25      | Variable      | 4.55%                 | 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      | $250030.60      | 0.00%             | 2034-07-20      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| Commercial Metals Co.                                                     | Commercial Metals Co.                                                                                                                               | CUSIP: 201723AS2<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |      2015000 | PA      | $1993815.30     | 0.00%             | 2033-11-15      | Fixed         | 5.75%                 | 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      | $1958220.00     | 0.00%             | 2034-09-15      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Pagaya Technologies Ltd., Class A                                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |      -417044 | NS      | $20852.20       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fondo de Titulizacion Santander Consumo 9                                 | Fondo de Titulizacion Santander Consumo 9, Series 9, Class C                                                                                        | CUSIP: N/A<br>LEI: 959800RE2YA509E01X80       | Long             | ABS-O            | CORP              | ES        |      4000000 | PA      | $4619479.36     | 0.01%             | 2040-10-25      | Floating      | 3.43%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                   | MPLX LP                                                                                                                                             | CUSIP: 55336VBN9<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |      1200000 | PA      | $1196484.58     | 0.00%             | 2027-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Empire State Development Corp.                                            | Empire State Development Corp., Series 2021B                                                                                                        | CUSIP: 64985TDG3<br>LEI: 54930039Y2EMGXN6LM88 | Long             | DBT              | MUN               | US        |      7085000 | PA      | $6550579.16     | 0.01%             | 2030-03-15      | Fixed         | 2.01%                 | 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        |       987080 | PA      | $941427.65      | 0.00%             | 2027-11-24      | Variable      | 7.77%                 | No            |                  2 | On Loan: No      |
| Trinitas CLO XVIII Ltd.                                                   | Trinitas CLO XVIII Ltd., Series 2021-18A, Class A1R                                                                                                 | CUSIP: 89640LAL6<br>LEI: 2549005HDP7QU1IK5W96 | Long             | ABS-CBDO         | CORP              | KY        |      7010000 | PA      | $7003873.26     | 0.02%             | 2035-01-20      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| Fortune Star BVI Ltd.                                                     | Fortune Star BVI Ltd.                                                                                                                               | CUSIP: N/A<br>LEI: 2549008CU8NYQQRSNU62       | Long             | DBT              | CORP              | VG        |      5399000 | PA      | $5101650.08     | 0.01%             | 2029-09-09      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                            | BNP Paribas SA                                                                                                                                      | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |      4000000 | PA      | $4125952.00     | 0.01%             | 2029-08-16      | Variable      | 7.75%                 | No            |                  2 | On Loan: No      |
| United Wholesale Mortgage LLC                                             | United Wholesale Mortgage LLC                                                                                                                       | CUSIP: 913229AA8<br>LEI: 549300HW662MN1WU8550 | Long             | DBT              | CORP              | US        |      5545000 | PA      | $5190042.92     | 0.01%             | 2029-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Worldline SA                                                              | Worldline SA                                                                                                                                        | CUSIP: N/A<br>LEI: 549300CJMQNCA0U4TS33       | Long             | DBT              | CORP              | FR        |     21700000 | PA      | $21467866.98    | 0.05%             | 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      | $290.04         | 0.00%             | 2058-05-10      | Variable      | 0.57%                 | No            |                  2 | On Loan: No      |
| Primo Brands Corp.                                                        | Primo Brands Corp., 1st Lien Term Loan B                                                                                                            | CUSIP: 89678QAF3<br>LEI: 254900J0WS4AXV2LAX55 | Long             | LON              | CORP              | US        |       985000 | PA      | $986073.65      | 0.00%             | 2031-03-19      | Variable      | 6.22%                 | No            |                  2 | On Loan: No      |
| GLP Pte. Ltd.                                                             | GLP Pte. Ltd.                                                                                                                                       | CUSIP: N/A<br>LEI: 254900PC2NNG9BLIJO15       | Long             | DBT              | CORP              | SG        |     10687000 | PA      | $5346639.84     | 0.01%             | 2026-05-17      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   8462323000 | PA      | $-80009.64      | -0.00%            |  |  |  | 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        |      1500692 | PA      | $1347593.32     | 0.00%             | 2050-02-25      | Variable      | 3.47%                 | 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        |      5548150 | PA      | $5578958.40     | 0.01%             | 2030-11-12      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Grupo Aeromexico SAB de CV                                                | Grupo Aeromexico SAB de CV                                                                                                                          | CUSIP: 40054J109<br>LEI: 529900BECKHBL62WD126 | Long             | EC               | CORP              | MX        |        24266 | NS      | $339966.66      | 0.00%             |  |  |  | No            |                  1 | 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      | $944623.50      | 0.00%             | 2028-05-15      | Floating      | 7.23%                 | No            |                  2 | On Loan: No      |
| QXO Building Products, Inc.                                               | QXO Building Products, Inc.                                                                                                                         | CUSIP: 74825NAA5<br>LEI: 549300HDXQWWCBOYXP31 | Long             | DBT              | CORP              | US        |      2945000 | PA      | $3003873.50     | 0.01%             | 2032-04-30      | Fixed         | 6.75%                 | 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      | $4862792.59     | 0.01%             | 2036-03-20      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Equity Option Index                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |        -1225 | NC      | $-486.31        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    278074172 | PA      | $-39656.81      | -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      | $7074129.04     | 0.02%             | 2063-05-25      | Variable      | 2.50%                 | 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        |     11736000 | PA      | $11704862.04    | 0.03%             | 2041-11-10      | Variable      | 4.76%                 | 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      | $499702.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  66035579672 | PA      | $-787975.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDSCMBX                                                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |      1785573 | PA      | $-569609.96     | -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        |       392908 | PA      | $378347.56      | 0.00%             | 2065-05-25      | Variable      | 2.72%                 | 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      | $387535.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                                       | Intesa Sanpaolo SpA                                                                                                                                 | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | DBT              | CORP              | IT        |      6595000 | PA      | $8572499.73     | 0.02%             | 2030-06-10      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | China Pacific Insurance Group Co. Ltd., Class H                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     -2925400 | NS      | $420451.23      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co LLC                                                   | Morgan Stanley & Co LLC                                                                                                                             | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | Long             | RA               | CORP              | US        |       688050 | PA      | $688050.00      | 0.00%             |  |  |  | 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        |       561119 | PA      | $560925.16      | 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      | $12296416.80    | 0.03%             | 2041-08-10      | Variable      | 8.32%                 | No            |                  2 | On Loan: No      |
| Las Vegas Sands Corp.                                                     | Las Vegas Sands Corp.                                                                                                                               | CUSIP: 517834107<br>LEI: 549300DUOO1KXOHPM605 | Long             | EC               | CORP              | US        |         5652 | NS      | $304529.76      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | CDSCMBX                                                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |      1216422 | PA      | $-16864.49      | -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      | $1252796.02     | 0.00%             | 2038-01-15      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| Snap, Inc.                                                                | Snap, Inc.                                                                                                                                          | CUSIP: 83304AAL0<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |       271000 | PA      | $255897.22      | 0.00%             | 2033-03-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CBAMR Ltd.                                                                | CBAMR Ltd., Series 2019-9A, Class AR                                                                                                                | CUSIP: 14987VAN9<br>LEI: 254900Q3N8LV0KJICN72 | Long             | ABS-CBDO         | CORP              | KY        |      1000000 | PA      | $1000261.60     | 0.00%             | 2037-07-15      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corp.                                                    | Tenet Healthcare Corp.                                                                                                                              | CUSIP: 88033GDK3<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |      1665000 | PA      | $1668870.21     | 0.00%             | 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        |    459000000 | PA      | $61990639.19    | 0.13%             | 2032-05-20      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Kia Corp.                                                                 | Kia Corp.                                                                                                                                           | CUSIP: N/A<br>LEI: 988400V8MJK9N7OI5X76       | Long             | EC               | CORP              | KR        |        11306 | NS      | $1116252.73     | 0.00%             |  |  |  | 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      | $5664034.86     | 0.01%             | 2035-07-15      | Variable      | 4.95%                 | 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        |       982575 | PA      | $983125.28      | 0.00%             | 2031-10-31      | Variable      | 5.70%                 | No            |                  2 | On Loan: No      |
| EUSHI Finance, Inc.                                                       | EUSHI Finance, Inc.                                                                                                                                 | CUSIP: 29882DAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       471000 | PA      | $486152.07      | 0.00%             | 2054-12-15      | Variable      | 7.62%                 | No            |                  2 | On Loan: No      |
| United States of America                                                  | U.S. Treasury Bills                                                                                                                                 | CUSIP: 912797SN8<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |   1145990400 | PA      | $1142639638.67  | 2.47%             | 2026-04-30      | None          | 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        |     25659009 | PA      | $25595128.72    | 0.06%             | 2057-03-15      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Dr Ing hc F Porsche AG (Preference)                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -1300 | NS      | $-3150.28       | -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      | $460831.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sunrise FinCo. I BV                                                       | Sunrise FinCo. I BV                                                                                                                                 | CUSIP: 90320BAA7<br>LEI: 213800MNFBDEQRS6HZ22 | Long             | DBT              | CORP              | NL        |      3218000 | PA      | $3063664.72     | 0.01%             | 2031-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Air Liquide SA                                                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |        17000 | NS      | $260223.59      | 0.00%             |  |  |  | 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        |     44490069 | PA      | $44676980.22    | 0.10%             | 2054-06-25      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| WPP Finance 2013                                                          | WPP Finance 2013                                                                                                                                    | CUSIP: N/A<br>LEI: 549300L84EKSLWWPGI24       | Long             | DBT              | CORP              | GB        |     27000000 | PA      | $29773570.20    | 0.06%             | 2031-06-09      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Motion Finco SARL                                                         | Motion Finco SARL                                                                                                                                   | CUSIP: N/A<br>LEI: 2549002L1LBQZKA7UN30       | Long             | DBT              | CORP              | LU        |      3804000 | PA      | $3796985.33     | 0.01%             | 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      | $1456605.03     | 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      | $910753.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BofA Securities, Inc.                                                     | BofA Securities, Inc.                                                                                                                               | CUSIP: N/A<br>LEI: 549300HN4UKV1E2R3U73       | Long             | RA               | CORP              | US        |      1218250 | PA      | $1218250.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Northumbrian Water Finance plc                                            | Northumbrian Water Finance plc                                                                                                                      | CUSIP: N/A<br>LEI: 213800JTFA6F3S7XX781       | Long             | DBT              | CORP              | GB        |      5488000 | PA      | $7066464.88     | 0.02%             | 2032-07-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | UniCredit SpA                                                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | IT        |          160 | NC      | $82990.03       | 0.00%             |  |  |  | No            |                  1 | 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        |      3457948 | PA      | $717252.36      | 0.00%             | 2036-10-25      | Variable      | 6.51%                 | No            |                  2 | On Loan: No      |
| Turquoise V Trust                                                         | Turquoise V Trust, Series 2026-1, Class D                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | CORP              | AU        |       950000 | PA      | $652160.98      | 0.00%             | 2067-06-12      | Floating      | 5.80%                 | No            |                  2 | On Loan: No      |
| Energean plc                                                              | Energean plc                                                                                                                                        | CUSIP: N/A<br>LEI: 549300RVMKU0CYUZBB05       | Long             | DBT              | CORP              | GB        |      5267000 | PA      | $5922989.92     | 0.01%             | 2031-05-12      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Republic of Poland                                                        | Republic of Poland                                                                                                                                  | CUSIP: 731011AV4<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |       240000 | PA      | $239479.20      | 0.00%             | 2033-10-04      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                                     | United Mexican States                                                                                                                               | CUSIP: 91087BBN9<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     11130000 | PA      | $12493209.19    | 0.03%             | 2034-03-19      | 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      | $485.40         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SCG Commercial Mortgage Trust                                             | SCG Commercial Mortgage Trust, Series 2025-FLWR, Class E                                                                                            | CUSIP: 78438AAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       650000 | PA      | $645267.48      | 0.00%             | 2042-08-15      | Floating      | 6.42%                 | 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      | $124498.55      | 0.00%             |  |  |  | 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        |       980075 | PA      | $979565.36      | 0.00%             | 2031-02-21      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust                                    | Velocity Commercial Capital Loan Trust, Series 2025-P2, Class M2                                                                                    | CUSIP: 92262XAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1873723 | PA      | $1854196.00     | 0.00%             | 2055-10-25      | Variable      | 6.56%                 | 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      | $581687.39      | 0.00%             | 2055-09-28      | Floating      | 5.23%                 | 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      | $8266031.31     | 0.02%             |  |  |  | Yes           |                  3 | On Loan: No      |
| SLG Office Trust                                                          | SLG Office Trust, Series 2026-OMA, Class F                                                                                                          | CUSIP: 78451FAL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4500000 | PA      | $4508554.95     | 0.01%             | 2041-04-15      | Variable      | 7.92%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Heineken Holding NV                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        47000 | NS      | $-255161.97     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Cas Capital No. 2 Ltd.                                                    | Cas Capital No. 2 Ltd.                                                                                                                              | CUSIP: N/A<br>LEI: 2549007CLL9JS1Z83O04       | Long             | DBT              | CORP              | VG        |      1666000 | PA      | $1638677.60     | 0.00%             | 2031-01-13      | Variable      | 6.25%                 | No            |                  2 | 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        |       498942 | PA      | $461582.75      | 0.00%             | 2052-06-25      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| Freeport Indonesia PT                                                     | Freeport Indonesia PT                                                                                                                               | CUSIP: N/A<br>LEI: 549300T4HTQHRKLNE619       | Long             | DBT              | CORP              | ID        |      1707000 | PA      | $1703381.16     | 0.00%             | 2027-04-14      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                                       | GS Mortgage-Backed Securities Trust, Series 2025-NQM5, Class A1                                                                                     | CUSIP: 36273GAA6<br>LEI: 254900MQ3DUBXKU1DC81 | Long             | ABS-MBS          | CORP              | US        |      7662236 | PA      | $7621042.73     | 0.02%             | 2065-07-25      | Variable      | 5.01%                 | 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      | $4510409.06     | 0.01%             | 2041-11-15      | Floating      | 7.31%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Sunny Optical Technology Group Co. Ltd.                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        61400 | NS      | $4275.03        | 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        |       151145 | PA      | $151145.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TELUS Corp.                                                               | TELUS Corp.                                                                                                                                         | CUSIP: 87971MCL5<br>LEI: 894500TX134IMF6NW757 | Long             | DBT              | CORP              | CA        |      2669000 | PA      | $2669976.85     | 0.01%             | 2055-10-15      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | HCA Healthcare, Inc.                                                                                                                                | CUSIP: 40412C101<br>LEI: N/A                  | N/A              | DE               |  | US        |        -3400 | NS      | $176630.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Vmed O2 UK Financing I plc                                                | Vmed O2 UK Financing I plc                                                                                                                          | CUSIP: 92858RAE0<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |      3462000 | PA      | $3093107.63     | 0.01%             | 2033-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Safran SA                                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         4800 | NS      | $-170734.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association, Series 2025-130, Class AL                                                                                 | CUSIP: 38381MXF2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      6500653 | PA      | $6460699.96     | 0.01%             | 2056-08-16      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Federal National Mortgage Association Variable Rate Notes, Series 2024-95, Class FC                                                                 | CUSIP: 3136BTQ22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4294502 | PA      | $4330698.55     | 0.01%             | 2054-12-25      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | S&P 500 Index                                                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | FR        |         -799 | NC      | $-192640.06     | -0.00%            |  |  |  | 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      | $491244.27      | 0.00%             | 2061-09-20      | Floating      | 5.93%                 | 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      | $6591500.53     | 0.01%             | 2039-01-15      | Variable      | 4.64%                 | No            |                  2 | On Loan: No      |
| Apidos CLO LIV                                                            | Apidos CLO LIV, Series 2025-54A, Class D2                                                                                                           | CUSIP: 03771RAJ0<br>LEI: 254900SXYQWBYZA9L226 | Long             | ABS-CBDO         | CORP              | KY        |       750000 | PA      | $751464.68      | 0.00%             | 2038-10-20      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| Kaspi.KZ JSC                                                              | Kaspi.KZ JSC                                                                                                                                        | CUSIP: 48581R205<br>LEI: 2549003YU6FARG8OAZ13 | Long             | EC               | CORP              | KZ        |        26744 | NS      | $1980928.08     | 0.00%             |  |  |  | No            |                  1 | 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      | $662896.44      | 0.00%             | 2038-07-15      | Floating      | 8.14%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Huaneng Power International, Inc., Class H                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     -1644000 | NS      | $17185.85       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LifePoint Health, Inc.                                                    | LifePoint Health, Inc.                                                                                                                              | CUSIP: 53219LAY5<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |       922000 | PA      | $984624.08      | 0.00%             | 2032-02-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                                                  | CUSIP: 3140QSAM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     44663462 | PA      | $44271693.64    | 0.10%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | SMG Swiss Marketplace Group AG                                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         7475 | NS      | $-40714.12      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Pilgrim's Pride Corp.                                                     | Pilgrim's Pride Corp.                                                                                                                               | CUSIP: 72147KAJ7<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |      2853000 | PA      | $2725231.82     | 0.01%             | 2031-04-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Bath & Body Works, Inc.                                                   | Bath & Body Works, Inc.                                                                                                                             | CUSIP: 501797AW4<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |      2595000 | PA      | $2619450.09     | 0.01%             | 2030-10-01      | 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      | $2753.93        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ashton Woods USA LLC                                                      | Ashton Woods USA LLC                                                                                                                                | CUSIP: 045086AR6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4179000 | PA      | $4031630.07     | 0.01%             | 2033-08-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Heineken NV                                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -15600 | NS      | $80556.95       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SG Residential Mortgage Trust                                             | SG Residential Mortgage Trust, Series 2025-1, Class A1                                                                                              | CUSIP: 81880NAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     12261336 | PA      | $12217755.42    | 0.03%             | 2065-12-25      | Variable      | 5.10%                 | 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      | $15457.98       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Manufacturers & Traders Trust Co.                                         | Manufacturers & Traders Trust Co.                                                                                                                   | CUSIP: 55279HAW0<br>LEI: WWB2V0FCW3A0EE3ZJN75 | Long             | DBT              | CORP              | US        |       800000 | PA      | $804712.04      | 0.00%             | 2028-01-27      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Tesla, Inc.                                                               | Tesla, Inc.                                                                                                                                         | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |        15520 | NS      | $5769560.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Quarzo SRL                                                                | Quarzo SRL, Series 2024-1, Class B                                                                                                                  | CUSIP: N/A<br>LEI: 815600702F68B2ED0B22       | Long             | ABS-O            | CORP              | IT        |      3265530 | PA      | $3793271.00     | 0.01%             | 2041-06-15      | Floating      | 3.75%                 | 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        |      6171171 | PA      | $5027760.61     | 0.01%             | 2051-08-25      | Variable      | 2.90%                 | No            |                  2 | On Loan: No      |
| NEW Look Retailers                                                        | NEW Look Retailers                                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | GB        |      4100922 | NS      | $54.28          | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                                       | Wheaton Precious Metals Corp.                                                                                                                       | CUSIP: 962879102<br>LEI: N/A                  | N/A              | DE               |  | US        |         9300 | NS      | $68326.35       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    150420000 | PA      | $-3235627.85    | -0.01%            |  |  |  | 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      | $481768.04      | 0.00%             | 2055-12-12      | Floating      | 5.43%                 | 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      |
| Yum! Brands, Inc.                                                         | Yum! Brands, Inc.                                                                                                                                   | CUSIP: 988498AN1<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |       100000 | PA      | $92377.35       | 0.00%             | 2031-03-15      | 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      | $621832.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sunoco LP                                                                 | Sunoco LP                                                                                                                                           | CUSIP: 86765KAE9<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |      6623000 | PA      | $6762255.20     | 0.01%             | 2030-09-18      | Variable      | 7.88%                 | No            |                  2 | On Loan: No      |
| Anthropic PBC                                                             | Anthropic PBC                                                                                                                                       | CUSIP: N/A<br>LEI: 984500B6DEB8CEBC4Z70       | Long             | EP               | CORP              | US        |       261846 | NS      | $67853829.79    | 0.15%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Directv Financing LLC                                                     | DirecTV Financing LLC                                                                                                                               | CUSIP: 25461LAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      6353000 | PA      | $6485328.23     | 0.01%             | 2031-02-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $771.68         | 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        |       319946 | PA      | $310057.59      | 0.00%             | 2036-10-25      | Floating      | 4.17%                 | 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      | $2793645.14     | 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        |     27870000 | PA      | $9535999.20     | 0.02%             | 2034-10-15      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Ampol Ltd.                                                                | Ampol Ltd.                                                                                                                                          | CUSIP: N/A<br>LEI: 5493009TD1CGVRZ27U11       | Long             | DBT              | CORP              | AU        |     14640000 | PA      | $9550471.70     | 0.02%             | 2055-10-30      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| BAMLL Commercial Mortgage Securities Trust                                | BAMLL Commercial Mortgage Securities Trust, Series 2025-NASH, Class A                                                                               | CUSIP: 05494PAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     10618000 | PA      | $10574864.38    | 0.02%             | 2040-09-15      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| iShares Flexible Income Active ETF                                        | iShares Flexible Income Active ETF                                                                                                                  | CUSIP: 092528603<br>LEI: 5299008ELWKMLX9XJP73 | Long             |  | RF                | US        |      5886000 | NS      | $305659980.00   | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Pony SA                                                                   | Pony SA, Series 2024-1, Class D                                                                                                                     | CUSIP: N/A<br>LEI: 2221001FWHVHKUW4NQ77       | Long             | ABS-O            | CORP              | LU        |       327903 | PA      | $381028.97      | 0.00%             | 2033-01-14      | Floating      | 3.59%                 | No            |                  2 | On Loan: No      |
| New Immo Holding SA                                                       | New Immo Holding SA                                                                                                                                 | CUSIP: N/A<br>LEI: 5493007LOTJ0I8E94R81       | Long             | DBT              | CORP              | FR        |      3300000 | PA      | $3666896.11     | 0.01%             | 2030-11-14      | Fixed         | 4.95%                 | 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      | $9815519.70     | 0.02%             | 2064-06-25      | Variable      | 8.00%                 | 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        |      2000000 | PA      | $2154943.62     | 0.00%             | 2031-06-16      | Variable      | 5.58%                 | 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      | $-74572.54      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Affirm Master Trust                                                       | Affirm Master Trust, Series 2026-1A, Class A                                                                                                        | CUSIP: 00833BAU2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     17480000 | PA      | $17409854.51    | 0.04%             | 2034-02-15      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| Dowson plc                                                                | Dowson plc, Series 2025-1, Class F                                                                                                                  | CUSIP: N/A<br>LEI: 635400KCWWV87X81YE49       | Long             | ABS-O            | CORP              | GB        |      1795399 | PA      | $2379529.26     | 0.01%             | 2032-12-20      | Floating      | 8.98%                 | No            |                  2 | On Loan: No      |
| IVY Hill Middle Market Credit Fund XVIII Ltd.                             | IVY Hill Middle Market Credit Fund XVIII Ltd., Series 18A, Class A1R                                                                                | CUSIP: 46603PAL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     21347500 | PA      | $21417761.03    | 0.05%             | 2037-01-22      | Floating      | 5.25%                 | 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      | $33870.32       | 0.00%             | 2031-11-19      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Oaktree CLO Ltd.                                                          | Oaktree CLO Ltd., Series 2025-31A, Class A                                                                                                          | CUSIP: 67400BAA8<br>LEI: 254900UVA9JUCC0JI897 | Long             | ABS-CBDO         | CORP              | KY        |      4560000 | PA      | $4561141.82     | 0.01%             | 2038-07-15      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | State Street SPDR S&P 500 ETF Trust                                                                                                                 | CUSIP: 00PCDFEJ4<br>LEI: N/A                  | N/A              | DE               |  | US        |        -3549 | NC      | $-2921687.76    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Hashemite Kingdom of Jordan                                               | Hashemite Kingdom of Jordan                                                                                                                         | CUSIP: N/A<br>LEI: 5493000JZ4MYPVMBVN50       | Long             | DBT              | NUSS              | JO        |      2535000 | PA      | $2606448.98     | 0.01%             | 2029-01-13      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| OH Partners LLC                                                           | OH PWR PARTNERS LLC Term Loan First Lien                                                                                                            | CUSIP: 67742MAB9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      9626577 | PA      | $9650643.14     | 0.02%             | 2032-11-12      | Variable      | 6.42%                 | No            |                  3 | 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      | $1779606.20     | 0.00%             | 2037-04-17      | Floating      | 10.92%                | 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        |     84665969 | PA      | $245475.69      | 0.00%             | 2063-10-25      | Variable      | 0.82%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Federal National Mortgage Association Variable Rate Notes, Series 2025-2, Class FG                                                                  | CUSIP: 3136BUXZ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     27473343 | PA      | $27714682.72    | 0.06%             | 2055-02-25      | Floating      | 5.11%                 | 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        |      3117711 | PA      | $2650677.66     | 0.01%             | 2037-05-25      | Floating      | 4.09%                 | No            |                  2 | On Loan: No      |
| Saudi Arabian Oil Co.                                                     | Saudi Arabian Oil Co.                                                                                                                               | CUSIP: N/A<br>LEI: 5586006WD91QHB7J4X50       | Long             | DBT              | NUSS              | SA        |       385000 | PA      | $376999.70      | 0.00%             | 2029-02-02      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Orkla ASA                                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       119900 | NS      | $-32070.32      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                           | Citigroup, Inc.                                                                                                                                     | CUSIP: 17292GKU8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | SN               | CORP              | US        |     38212000 | PA      | $36405183.79    | 0.08%             | 2030-12-11      | Floating      | 5.92%                 | 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      | $6035000.00     | 0.01%             | 2037-07-20      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| CQP Holdco LP                                                             | CQP Holdco LP                                                                                                                                       | CUSIP: 12657NAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1473000 | PA      | $1436532.35     | 0.00%             | 2031-06-15      | Fixed         | 5.50%                 | 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      | $593082.34      | 0.00%             | 2065-04-20      | Floating      | 6.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Euro-Buxl                                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |         -170 | NC      | $-130876.09     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Scotts Miracle-Gro Co. (The)                                              | Scotts Miracle-Gro Co. (The)                                                                                                                        | CUSIP: 810186AS5<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | DBT              | CORP              | US        |       389000 | PA      | $380276.09      | 0.00%             | 2029-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      1088093 | PA      | $119505.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Darden Restaurants, Inc.                                                                                                                            | CUSIP: 237194105<br>LEI: N/A                  | N/A              | DE               |  | GB        |         8300 | NS      | $1506.92        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sunoco LP                                                                 | Sunoco LP                                                                                                                                           | CUSIP: 86765LAT4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2679000 | PA      | $2612352.64     | 0.01%             | 2029-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AutoFlorence 2 SRL                                                        | AutoFlorence 2 SRL, Series 2, Class C                                                                                                               | CUSIP: N/A<br>LEI: 815600C91B7AF7C88210       | Long             | ABS-O            | CORP              | IT        |        55283 | PA      | $63979.85       | 0.00%             | 2044-12-24      | Floating      | 3.07%                 | No            |                  2 | On Loan: No      |
| AGL CLO 6 Ltd.                                                            | AGL CLO 6 Ltd., Series 2020-6A, Class A1R2                                                                                                          | CUSIP: 00119VAY5<br>LEI: 5493008ZSC34VKNPZN79 | Long             | ABS-CBDO         | CORP              | KY        |      2900000 | PA      | $2900472.99     | 0.01%             | 2038-04-20      | Floating      | 4.95%                 | 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        |      1729000 | PA      | $1787867.26     | 0.00%             | 2032-07-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| RBC Capital Markets LLC                                                   | RBC Capital Markets LLC                                                                                                                             | CUSIP: N/A<br>LEI: 549300LCO2FLSSVFFR64       | Long             | RA               | CORP              | US        |       232500 | PA      | $232500.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | USD Currency                                                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |     37368000 | PA      | $685863.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Paraguay Government International Bond                                    | Republic of Paraguay                                                                                                                                | CUSIP: N/A<br>LEI: 529900UXKJTJPCU0HK83       | Long             | DBT              | NUSS              | PY        |       617000 | PA      | $542343.00      | 0.00%             | 2033-01-29      | Fixed         | 2.74%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-927729.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Azule Energy Finance plc                                                  | Azule Energy Finance plc                                                                                                                            | CUSIP: 05501YAA6<br>LEI: 2138006X6O82RJSQDB63 | Long             | DBT              | CORP              | GB        |      3560000 | PA      | $3594888.00     | 0.01%             | 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        |      1352405 | PA      | $1351769.58     | 0.00%             | 2031-03-27      | Variable      | 6.91%                 | 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      | $-26439.01      | -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      | $5072905.00     | 0.01%             | 2041-06-15      | Floating      | 7.06%                 | 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        |      6228393 | PA      | $6218009.95     | 0.01%             | 2052-06-17      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| Stonegate Pub Co. Financing plc                                           | Stonegate Pub Co. Financing plc                                                                                                                     | CUSIP: N/A<br>LEI: 254900L5266ML3505282       | Long             | DBT              | CORP              | GB        |      1825000 | PA      | $2391661.72     | 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        |       329000 | PA      | $331075.33      | 0.00%             | 2030-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Sabre Corp.                                                                                                                                         | CUSIP: 00CC52Y13<br>LEI: N/A                  | N/A              | DE               |  | US        |         2024 | NC      | $15180.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      2300000 | PA      | $11712.10       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Credit Mutuel Home Loan SFH SA                                            | Credit Mutuel Home Loan SFH SA                                                                                                                      | CUSIP: N/A<br>LEI: 9695009KQA7MMTQL8E07       | Long             | DBT              | CORP              | FR        |     73900000 | PA      | $83113092.38    | 0.18%             | 2031-09-10      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Taurus UK DAC                                                             | Taurus UK DAC, Series 2025-UK4, Class B                                                                                                             | CUSIP: N/A<br>LEI: 635400ARN6VSOEBJXY74       | Long             | ABS-MBS          | CORP              | IE        |      1610000 | PA      | $2124234.35     | 0.00%             | 2035-08-18      | Floating      | 5.34%                 | 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      | $-18163707.66   | -0.04%            | 2035-10-23      | Variable      | 5.02%                 | 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      | $-313.46        | -0.00%            |  |  |  | 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        |      4552332 | PA      | $4549486.32     | 0.01%             | 2041-10-15      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| Teleflex, Inc.                                                            | Teleflex, Inc.                                                                                                                                      | CUSIP: 879369AF3<br>LEI: UUL85LWXB4NGSWWXIQ25 | Long             | DBT              | CORP              | US        |       589000 | PA      | $583827.87      | 0.00%             | 2027-11-15      | Fixed         | 4.62%                 | 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      | $2058655.00     | 0.00%             | 2034-09-15      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| KB Home                                                                   | KB Home                                                                                                                                             | CUSIP: 48666K109<br>LEI: 549300LGUCWQURMWLG09 | Long             | EC               | CORP              | US        |        85011 | NS      | $4399319.25     | 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      | $-400530.96     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      1830600 | PA      | $69964.64       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Washington Mutual 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        |       231424 | PA      | $216404.62      | 0.00%             | 2046-06-25      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDI                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    133716000 | PA      | $4404855.18     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Level 3 Financing, Inc.                                                   | Level 3 Financing, Inc.                                                                                                                             | CUSIP: 527298CM3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |      4724053 | PA      | $4810603.04     | 0.01%             | 2033-06-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Bain Capital Euro CLO DAC                                                 | Bain Capital Euro CLO DAC, Series 2024-3A, Class A1                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-CBDO         | CORP              | IE        |      4750000 | PA      | $5473814.44     | 0.01%             | 2038-01-18      | Floating      | 3.33%                 | 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      | $3864433.60     | 0.01%             | 2033-02-15      | Floating      | 7.75%                 | No            |                  2 | On Loan: No      |
| Lagarino European Loan Conduit No. 40 DAC                                 | Lagarino European Loan Conduit No. 40 DAC, Series 40X, Class B                                                                                      | CUSIP: N/A<br>LEI: 984500F6BB6D4DUA7796       | Long             | ABS-MBS          | CORP              | IE        |     11160195 | PA      | $12849112.83    | 0.03%             | 2037-06-22      | Floating      | 4.26%                 | 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      | $17048963.96    | 0.04%             | 2034-09-15      | Floating      | 6.09%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | WH Group Ltd.                                                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      1502000 | NS      | $120427.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |      1900000 | PA      | $-48631.60      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | ETRS                                                                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       506970 | PA      | $300545.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fortuna Consumer Loan ABS DAC                                             | Fortuna Consumer Loan ABS DAC, Series 2025-2, Class D                                                                                               | CUSIP: N/A<br>LEI: 635400FJ7YX914D6HX74       | Long             | ABS-O            | CORP              | IE        |      2600000 | PA      | $3000083.11     | 0.01%             | 2035-10-18      | Floating      | 3.35%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Sumitomo Chemical Co. Ltd.                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       470900 | NS      | $77199.69       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Federal National Mortgage Association Variable Rate Notes, Series 2023-68, Class FB                                                                 | CUSIP: 3136BQF38<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     20521683 | PA      | $20608016.05    | 0.04%             | 2054-01-25      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| Breeze Aviation Group, Inc.                                               | Breeze Aviation Group, Inc.                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |      7931485 | PA      | $7911656.10     | 0.02%             | 2028-01-30      | Fixed         | 0.00%                 | Yes           |                  3 | On Loan: No      |
| Bausch + Lomb Corp.                                                       | Bausch + Lomb Corp., 1st Lien Term Loan                                                                                                             | CUSIP: C0787FAL6<br>LEI: 549300NY6OZM39SO6475 | Long             | LON              | CORP              | CA        |     20322722 | PA      | $20348125.69    | 0.04%             | 2031-01-15      | Variable      | 7.42%                 | No            |                  2 | On Loan: No      |
| Ardonagh Finco Ltd.                                                       | Ardonagh Finco Ltd.                                                                                                                                 | CUSIP: 039853AA4<br>LEI: 254900D2T84O1K03BA28 | Long             | DBT              | CORP              | JE        |      3900000 | PA      | $3945696.30     | 0.01%             | 2031-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                                         | Barclays Bank plc                                                                                                                                   | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | RA               | CORP              | GB        |      6922559 | PA      | $6922558.98     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                                    | Arab Republic of Egypt                                                                                                                              | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |     69502000 | PA      | $1246243.64     | 0.00%             | 2027-12-03      | Fixed         | 24.14%                | No            |                  2 | On Loan: No      |
| Zeitview                                                                  | Zeitview, Series E-3, Class E                                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      4360014 | NS      | $4423627.08     | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| Braccan Mortgage Funding plc                                              | Braccan Mortgage Funding plc, Series 2026-1X, Class C                                                                                               | CUSIP: N/A<br>LEI: 2138006RXLKWX319BI66       | Long             | ABS-MBS          | CORP              | GB        |      1173000 | PA      | $1552573.48     | 0.00%             | 2068-04-17      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Bandai Namco Holdings, Inc.                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |        34300 | NS      | $-44237.44      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Capital Four US CLO II Ltd.                                               | Capital Four US CLO II Ltd., Series 2022-1A, Class AR                                                                                               | CUSIP: 14016CAN6<br>LEI: 2138009KMDCX6G3MTA10 | Long             | ABS-CBDO         | CORP              | JE        |     15580000 | PA      | $15587585.90    | 0.03%             | 2037-01-20      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    831684165 | PA      | $-4902743.50    | -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      | $5249806.80     | 0.01%             | 2035-10-15      | Floating      | 6.52%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | FR        |      4940000 | PA      | $-78638.24      | -0.00%            |  |  |  | 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        |       570900 | PA      | $314067.44      | 0.00%             | 2035-07-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust                                        | Ellington Financial Mortgage Trust, Series 2025-INV4, Class B2                                                                                      | CUSIP: 26846DAK0<br>LEI: 254900KQZEY4W9F3MX66 | Long             | ABS-MBS          | CORP              | US        |      1916949 | PA      | $1893665.55     | 0.00%             | 2070-10-25      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| SAIF Securitization Trust                                                 | SAIF Securitization Trust, Series 2026-CES1, Class A1A                                                                                              | CUSIP: 78710HAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      9750000 | PA      | $9743484.45     | 0.02%             | 2056-02-25      | Variable      | 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      | $-500.29        | -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      | $2307048.89     | 0.00%             | 2032-06-21      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Cross Mortgage Trust                                                      | Cross Mortgage Trust, Series 2025-H10, Class B1                                                                                                     | CUSIP: 22758YAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       552537 | PA      | $544700.89      | 0.00%             | 2071-01-25      | Variable      | 7.13%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Alexandria Real Estate Equities, Inc.                                                                                                               | CUSIP: 015271109<br>LEI: N/A                  | N/A              | DE               |  | GB        |       -30900 | NS      | $51541.17       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MVM Energetika Zrt.                                                       | MVM Energetika Zrt.                                                                                                                                 | CUSIP: N/A<br>LEI: 529900ELI5AQ9F74PF85       | Long             | DBT              | NUSS              | HU        |      6280000 | PA      | $6519142.40     | 0.01%             | 2028-06-09      | 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      | $-104786.08     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Quest Diagnostics, Inc.                                                                                                                             | CUSIP: 74834L100<br>LEI: N/A                  | N/A              | DE               |  | US        |        -8200 | NS      | $-3116.00       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Trust 2401                                                                | Trust 2401                                                                                                                                          | CUSIP: 89834MAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |      1107000 | PA      | $1182619.17     | 0.00%             | 2032-01-23      | Fixed         | 7.70%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association, Series 2025-126, Class AD                                                                                 | CUSIP: 38381PXY4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      4439457 | PA      | $4428572.29     | 0.01%             | 2065-05-16      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     28425022 | PA      | $-122636.28     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    290127000 | PA      | $52089.55       | 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      | $2143990.80     | 0.00%             | 2055-11-15      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| Stonepeak Nile Parent LLC                                                 | Stonepeak Nile Parent LLC, 1st Lien Term Loan                                                                                                       | CUSIP: 86184XAD6<br>LEI: 254900TJV3VAFZD0GU41 | Long             | LON              | CORP              | US        |      1461643 | PA      | $1457725.51     | 0.00%             | 2032-04-09      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| EDP SA                                                                    | EDP SA                                                                                                                                              | CUSIP: N/A<br>LEI: 529900CLC3WDMGI9VH80       | Long             | DBT              | CORP              | PT        |      6600000 | PA      | $7580099.37     | 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      | $1140843.18     | 0.00%             | 2065-04-25      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| Cross Mortgage Trust                                                      | Cross Mortgage Trust, Series 2025-CES1, Class A1A                                                                                                   | CUSIP: 22757WAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2552484 | PA      | $2546890.78     | 0.01%             | 2060-11-25      | Variable      | 5.30%                 | 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      | $1443865.50     | 0.00%             | 2038-04-15      | Floating      | 7.62%                 | No            |                  2 | On Loan: No      |
| Veon Midco BV                                                             | Veon Midco BV                                                                                                                                       | CUSIP: N/A<br>LEI: 213800GOFSH7EPKBRE50       | Long             | DBT              | CORP              | NL        |       724000 | PA      | $685374.60      | 0.00%             | 2027-11-25      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos., Inc.                                               | Marsh & McLennan Cos., Inc.                                                                                                                         | CUSIP: 571748BH4<br>LEI: 549300XMP3KDCKJXIU47 | Short            | DBT              | CORP              | US        |      -800000 | PA      | $-750589.38     | -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        |      3095000 | PA      | $3055436.31     | 0.01%             | 2034-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | H World Group Ltd.                                                                                                                                  | CUSIP: 44332N106<br>LEI: N/A                  | N/A              | DE               |  | US        |        22600 | NS      | $13108.94       | 0.00%             |  |  |  | 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        |      4025685 | PA      | $4054283.94     | 0.01%             | 2034-12-10      | 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      | $48634.52       | 0.00%             |  |  |  | No            |                  2 | 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      | $1461212.62     | 0.00%             | 2036-01-25      | Floating      | 4.42%                 | 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      |
| N/A                                                                       | United Overseas Bank Ltd.                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -97300 | NS      | $-23520.85      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Flutter Financing BV                                                      | Flutter Financing BV, 1st Lien Term Loan B                                                                                                          | CUSIP: N3313EAG5<br>LEI: 635400VFWPBIKJK6GN11 | Long             | LON              | CORP              | NL        |       928625 | PA      | $917017.19      | 0.00%             | 2030-12-02      | Variable      | 5.45%                 | 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      | $42975.00       | 0.00%             | 2037-06-05      | Variable      | 0.15%                 | No            |                  2 | On Loan: No      |
| Betclic Everest Group                                                     | Betclic Everest Group, 1st Lien Term Loan B                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | FR        |       725000 | PA      | $721831.75      | 0.00%             | 2031-12-10      | Variable      | 6.17%                 | 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        |       590733 | PA      | $495809.13      | 0.00%             | 2043-01-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| KKR Financial CLO Ltd.                                                    | KKR Financial CLO Ltd., Series 2013-1A, Class A1R3                                                                                                  | CUSIP: 48249VBG5<br>LEI: 549300ZUUB37M3VWNC17 | Long             | ABS-CBDO         | CORP              | KY        |      3000000 | PA      | $2997000.00     | 0.01%             | 2038-10-15      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| AFG Trust                                                                 | AFG Trust, Series 2026-1, Class A1L                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | CORP              | AU        |     23799000 | PA      | $16333750.22    | 0.04%             | 2057-10-10      | Floating      | 4.79%                 | 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      | $442613.49      | 0.00%             | 2038-07-15      | Floating      | 7.14%                 | 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        |      2284337 | PA      | $467203.76      | 0.00%             | 2036-07-25      | Floating      | 4.11%                 | 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        |      2161469 | PA      | $2525186.01     | 0.01%             | 2034-02-18      | Floating      | 4.25%                 | No            |                  2 | On Loan: No      |
| AIB Group plc                                                             | AIB Group plc                                                                                                                                       | CUSIP: N/A<br>LEI: 635400AKJBGNS5WNQL34       | Long             | DBT              | CORP              | IE        |      2800000 | PA      | $3221994.29     | 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        |      4000000 | PA      | $3962600.00     | 0.01%             | 2027-07-17      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| CRNCL                                                                     | CRNCL                                                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | CORP              | IE        |      4060000 | PA      | $4690107.11     | 0.01%             | 2038-01-25      | Floating      | 3.81%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | H & M Hennes & Mauritz AB, Class B                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |      -100300 | NS      | $-49541.61      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | M&G plc                                                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -342000 | NS      | $-2563.40       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Grifols SA                                                                | Grifols SA                                                                                                                                          | CUSIP: N/A<br>LEI: 959800HSSNXWRKBK4N60       | Long             | DBT              | CORP              | ES        |      7285000 | PA      | $8709099.79     | 0.02%             | 2030-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ARES Commercial Mortgage Trust                                            | ARES Commercial Mortgage Trust, Series 2026-AZURE, Class E                                                                                          | CUSIP: 03990QAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5000000 | PA      | $5000000.00     | 0.01%             | 2038-03-15      | Floating      | 6.90%                 | No            |                  2 | On Loan: No      |
| Volkswagen Financial Services NV                                          | Volkswagen Financial Services NV                                                                                                                    | CUSIP: N/A<br>LEI: 529900ZTQC8D1TW6BL41       | Long             | DBT              | CORP              | NL        |      7300000 | PA      | $9812027.28     | 0.02%             | 2027-09-18      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Republic of Peru                                                          | Republic of Peru                                                                                                                                    | CUSIP: 715638DP4<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |       902000 | PA      | $743248.00      | 0.00%             | 2032-12-01      | Fixed         | 1.86%                 | No            |                  2 | 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        |       488402 | PA      | $405404.92      | 0.00%             | 2035-05-25      | Variable      | 4.67%                 | 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        |       607688 | PA      | $704518.63      | 0.00%             | 2032-09-15      | Floating      | 3.14%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association, Series 2025-88, Class AT                                                                                  | CUSIP: 38381MRL6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      9849169 | PA      | $9864767.98     | 0.02%             | 2058-06-16      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New Turkish Lira                                                          | New Turkish Lira                                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | TR        |    110928494 | OU      | $2496112.64     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | EUR Currency                                                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |     86991500 | PA      | $773107.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  15370873760 | PA      | $67993.40       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Jones Deslauriers Insurance Management, Inc.                              | Jones Deslauriers Insurance Management, Inc.                                                                                                        | CUSIP: 48020RAB1<br>LEI: 549300JQIWNFU00E5424 | Long             | DBT              | CORP              | CA        |      1690000 | PA      | $1717763.32     | 0.00%             | 2030-03-15      | Fixed         | 8.50%                 | 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      | $1213085.18     | 0.00%             | 2063-05-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                                                                                  | CUSIP: 3133BQKZ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       415868 | PA      | $411611.95      | 0.00%             | 2052-11-01      | Fixed         | 5.00%                 | 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      | $1065.48        | 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      | $9193931.48     | 0.02%             | 2039-10-19      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| Harvest CLO XXXII DAC                                                     | Harvest CLO XXXII DAC, Series 32A, Class D                                                                                                          | CUSIP: N/A<br>LEI: 635400AU6OVIWCGACH33       | Long             | ABS-CBDO         | CORP              | IE        |      2105000 | PA      | $2432686.63     | 0.01%             | 2037-07-25      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   2149776911 | PA      | $10911.95       | 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        |       307006 | PA      | $356788.95      | 0.00%             | 2042-02-24      | Floating      | 3.92%                 | No            |                  2 | On Loan: No      |
| Anchorage Capital CLO 19 Ltd.                                             | Anchorage Capital CLO 19 Ltd., Series 2021-19A, Class A1R                                                                                           | CUSIP: 03328JAL1<br>LEI: 549300ZNOS7Q8W8H3S38 | Long             | ABS-CBDO         | CORP              | KY        |      9750000 | PA      | $9758434.73     | 0.02%             | 2038-10-15      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | State Street Consumer Staples Select Sector SPDR ETF                                                                                                | CUSIP: 00PC9CZ95<br>LEI: N/A                  | N/A              | DE               |  | US        |       -11181 | NC      | $-318382.63     | -0.00%            |  |  |  | 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      | $7893753.79     | 0.02%             | 2044-03-09      | Variable      | 3.54%                 | No            |                  2 | On Loan: No      |
| National Grid Electricity Transmission plc                                | National Grid Electricity Transmission plc                                                                                                          | CUSIP: N/A<br>LEI: 5XJXCCYG4SDKFJ5WLB02       | Long             | DBT              | CORP              | GB        |      6855000 | PA      | $8949627.19     | 0.02%             | 2027-06-08      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Volkswagen Bank GmbH                                                      | Volkswagen Bank GmbH                                                                                                                                | CUSIP: N/A<br>LEI: 529900GJD3OQLRZCKW37       | Long             | DBT              | CORP              | DE        |      3500000 | PA      | $4101762.69     | 0.01%             | 2028-05-03      | 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      | $36996.43       | 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      | $583.84         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Forestar Group, Inc.                                                      | Forestar Group, Inc.                                                                                                                                | CUSIP: 346232AE1<br>LEI: 549300BC2UB0GHV60V70 | Long             | DBT              | CORP              | US        |      5349000 | PA      | $5291574.74     | 0.01%             | 2028-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | USD Currency                                                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |    -66026700 | PA      | $-268222.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Zions Bancorp NA                                                          | Zions Bancorp NA                                                                                                                                    | CUSIP: 98971DAB6<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | DBT              | CORP              | US        |      6693000 | PA      | $6206678.59     | 0.01%             | 2029-10-29      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Baidu, Inc.                                                                                                                                         | CUSIP: 056752108<br>LEI: N/A                  | N/A              | DE               |  | US        |            1 | NS      | $-10.38         | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Reworld Holding Corp.                                                     | Reworld Holding Corp.                                                                                                                               | CUSIP: 22303XAA3<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | DBT              | CORP              | US        |      3867000 | PA      | $3625161.30     | 0.01%             | 2029-12-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | iShares MSCI Emerging Markets ETF                                                                                                                   | CUSIP: 00PCC1LY5<br>LEI: N/A                  | N/A              | DE               |  | US        |       -10000 | NC      | $-2929323.22    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     98149399 | PA      | $422788.43      | 0.00%             |  |  |  | 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        |       398000 | PA      | $409613.64      | 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      | $28492.60       | 0.00%             | 2039-11-09      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC                                                          | CCO Holdings LLC                                                                                                                                    | CUSIP: 1248EPCK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      6468000 | PA      | $5895288.35     | 0.01%             | 2031-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Republic of Ecuador                                                       | Republic of Ecuador                                                                                                                                 | CUSIP: N/A<br>LEI: 5299003Y2U5XK0A35H71       | Long             | DBT              | NUSS              | EC        |       221296 | PA      | $185003.87      | 0.00%             | 2030-07-31      | 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      | $84319.66       | 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      | $3268799.53     | 0.01%             | 2063-10-25      | Variable      | 7.92%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                                  | Benchmark Mortgage Trust, Series 2024-V11, Class D                                                                                                  | CUSIP: 081921AC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3928000 | PA      | $3499473.66     | 0.01%             | 2057-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Sofi Consumer Loan Program Trust                                          | Sofi Consumer Loan Program Trust, Series 2026-B, Class A                                                                                            | CUSIP: 83407MAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     44644000 | PA      | $44640066.86    | 0.10%             | 2036-02-25      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Ningbo Joyson Electronic Corp., Class H                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       482000 | NS      | $-36327.60      | -0.00%            |  |  |  | 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        |       307346 | PA      | $355103.17      | 0.00%             | 2049-10-25      | Floating      | 3.44%                 | 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      | $264072.68      | 0.00%             | 2067-09-22      | Floating      | 5.83%                 | 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        |      2643985 | PA      | $541383.90      | 0.00%             | 2037-06-25      | Floating      | 3.97%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $29439.83       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Braccan Mortgage Funding plc                                              | Braccan Mortgage Funding plc, Series 2025-2X, Class D                                                                                               | CUSIP: N/A<br>LEI: 213800WUDDAGMT94UJ09       | Long             | ABS-MBS          | CORP              | GB        |       350000 | PA      | $462992.70      | 0.00%             | 2068-01-17      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| Iliad Holding SAS                                                         | Maya SAS                                                                                                                                            | CUSIP: 449691AC8<br>LEI: 9695009BGMXB527HV965 | Long             | DBT              | CORP              | FR        |      3498000 | PA      | $3520572.59     | 0.01%             | 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        |      2754000 | PA      | $2725978.88     | 0.01%             | 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: 549300L1RCRPOAUCB870 | Long             | LON              | CORP              | US        |       394364 | PA      | $394186.47      | 0.00%             | 2031-10-31      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| AREIT Ltd.                                                                | AREIT Ltd., Series 2023-CRE8, Class A                                                                                                               | CUSIP: 04002BAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | BM        |      1696515 | PA      | $1696051.55     | 0.00%             | 2041-08-17      | Floating      | 5.79%                 | 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      | $3648750.00     | 0.01%             | 2036-01-15      | Floating      | 5.29%                 | 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      | $-3718.85       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Advanced Micro Devices, Inc.                                                                                                                        | CUSIP: 00CC1XJ16<br>LEI: N/A                  | N/A              | DE               |  | US        |          594 | NC      | $570240.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Archrock Partners LP                                                      | Archrock Partners LP                                                                                                                                | CUSIP: 03959KAD2<br>LEI: 549300YFKOM2XNCKQU76 | Long             | DBT              | CORP              | US        |      2218000 | PA      | $2261594.79     | 0.00%             | 2032-09-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Aroundtown Finance SARL                                                   | Aroundtown Finance SARL                                                                                                                             | CUSIP: N/A<br>LEI: 8945006LEXV2KWSWVP51       | Long             | DBT              | CORP              | LU        |     27060000 | PA      | $28461239.82    | 0.06%             | 2031-04-30      | Variable      | 5.25%                 | 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        |      1094000 | PA      | $987176.26      | 0.00%             | 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        |      2212000 | PA      | $2288908.70     | 0.00%             | 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        |      7673000 | PA      | $7277341.06     | 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        |      6233000 | PA      | $6529067.50     | 0.01%             | 2029-03-24      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Petrobras Global Finance BV                                               | Petrobras Global Finance BV                                                                                                                         | CUSIP: 71645WAS0<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |       688000 | PA      | $669974.40      | 0.00%             | 2041-01-27      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     30196874 | PA      | $-155780.45     | -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        |     27871938 | PA      | $26896419.69    | 0.06%             | 2028-12-11      | Variable      | 8.10%                 | No            |                  2 | 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      | $1419080.26     | 0.00%             | 2060-04-28      | Floating      | 6.18%                 | 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      | $1146836.22     | 0.00%             | 2034-05-20      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     11475000 | PA      | $-30065.22      | -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        |      1498223 | PA      | $1493894.58     | 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        |     26680608 | PA      | $27442152.78    | 0.06%             | 2061-06-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SSE plc                                                                   | SSE plc                                                                                                                                             | CUSIP: N/A<br>LEI: 549300KI75VYLLMSK856       | Long             | DBT              | CORP              | GB        |     13600000 | PA      | $17979832.47    | 0.04%             | 2026-04-14      | Variable      | 3.74%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | BCE, Inc.                                                                                                                                           | CUSIP: 05534B760<br>LEI: N/A                  | N/A              | DE               |  | US        |        73600 | NS      | $-16988.93      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Australia 3-Year Bond                                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | AU        |         5157 | NC      | $-1979491.86    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Crescent Midstream Operating LLC                                          | Crescent Midstream Operating LLC                                                                                                                    | CUSIP: N/A<br>LEI: 254900GGNPLW4ZPGYO57       | Long             | EC               | CORP              | US        |     11350000 | NS      | $13279500.00    | 0.03%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                                       | Avolta AG                                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        28800 | NS      | $60660.35       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Raizen Fuels Finance SA                                                   | Raizen Fuels Finance SA                                                                                                                             | CUSIP: 75102XAC0<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |       425000 | PA      | $225462.50      | 0.00%             | 2054-03-05      | Fixed         | 6.95%                 | 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        |       519000 | PA      | $529380.00      | 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        |      7100000 | PA      | $8166449.28     | 0.02%             | 2082-03-25      | 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      | $633919.15      | 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        |       811048 | PA      | $1072935.56     | 0.00%             | 2058-07-20      | Floating      | 4.40%                 | No            |                  2 | On Loan: No      |
| Howard Hughes Corp. (The)                                                 | Howard Hughes Corp. (The)                                                                                                                           | CUSIP: 44267DAF4<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |       433000 | PA      | $397515.74      | 0.00%             | 2031-02-01      | Fixed         | 4.38%                 | 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        |     13271000 | NS      | $3725201.12     | 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      | $95710.15       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Commonwealth of Australia                                                 | Commonwealth of Australia                                                                                                                           | CUSIP: N/A<br>LEI: 213800J6B7JSBDETCB42       | Long             | DBT              | NUSS              | AU        |     33700000 | PA      | $22120371.04    | 0.05%             | 2028-05-21      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                                                | AT&T, Inc.                                                                                                                                          | CUSIP: N/A<br>LEI: 549300Z40J86GGSTL398       | Long             | DBT              | CORP              | US        |     14200000 | PA      | $18825915.06    | 0.04%             | 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        |      2718000 | PA      | $2660477.74     | 0.01%             | 2030-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                                     | Mex Bonos Desarr Fix Rt                                                                                                                             | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |      3820000 | PA      | $19494858.37    | 0.04%             | 2036-02-21      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Pikes Peak CLO 21                                                         | Pikes Peak CLO 21, Series 2026-21A, Class A1                                                                                                        | CUSIP: 720914AA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2250000 | PA      | $2250002.48     | 0.00%             | 2039-04-20      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | GTT Communications, Inc.                                                                                                                            | CUSIP: 362393118<br>LEI: N/A                  | N/A              | DE               |  | US        |       141923 | NS      | $4134216.99     | 0.01%             |  |  |  | No            |                  3 | 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      | $34851188.97    | 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      | $1618980.14     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |       110469 | PA      | $6058.11        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                | Verus Securitization Trust, Series 2026-1, Class A1LC                                                                                               | CUSIP: 92541JAE1<br>LEI: 2138009KJR7Q44BI8668 | Long             | ABS-MBS          | CORP              | US        |      4069114 | PA      | $4049434.54     | 0.01%             | 2071-01-25      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| RR 20 Ltd.                                                                | RR 20 Ltd., Series 2022-20A, Class CR                                                                                                               | CUSIP: 74989UAQ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | BM        |      1750000 | PA      | $1669249.40     | 0.00%             | 2037-07-15      | Floating      | 6.27%                 | No            |                  2 | On Loan: No      |
| Sofi Consumer Loan Program Trust                                          | Sofi Consumer Loan Program Trust, Series 2026-B, Class D                                                                                            | CUSIP: 83407MAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      4181000 | PA      | $4176098.61     | 0.01%             | 2036-02-25      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| TopBuild Corp.                                                            | TopBuild Corp.                                                                                                                                      | CUSIP: 89055F103<br>LEI: 5493007YSKHOL4RWII46 | Long             | EC               | CORP              | US        |         3681 | NS      | $1293135.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Taurus UK DAC                                                             | Taurus UK DAC, Series 2025-UK4, Class C                                                                                                             | CUSIP: N/A<br>LEI: 635400ARN6VSOEBJXY74       | Long             | ABS-MBS          | CORP              | IE        |      2693000 | PA      | $3549769.25     | 0.01%             | 2035-08-18      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| Nomura Securities International, Inc.                                     | Nomura Securities International, Inc.                                                                                                               | CUSIP: N/A<br>LEI: OXTKY6Q8X53C9ILVV871       | Long             | RA               | CORP              | US        |       589000 | PA      | $589000.00      | 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      | $2194920.00     | 0.00%             | 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: 549300BBG8Z3D6QSYP53 | Long             | LON              | CORP              | LU        |       898717 | PA      | $896020.88      | 0.00%             | 2031-09-30      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | USD Currency                                                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CH        |      1650700 | PA      | $12480.35       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    319000000 | PA      | $-12022.09      | -0.00%            |  |  |  | No            |                  2 | 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      | $4080815.57     | 0.01%             | 2040-04-13      | Variable      | 10.30%                | No            |                  2 | On Loan: No      |
| Fibercop SpA                                                              | Fibercop SpA                                                                                                                                        | CUSIP: N/A<br>LEI: 8156007022402E114A31       | Long             | DBT              | CORP              | IT        |      1754000 | PA      | $2010774.61     | 0.00%             | 2030-06-30      | Fixed         | 4.75%                 | 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      | $4153220.59     | 0.01%             | 2039-09-15      | Variable      | 3.48%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    396133836 | PA      | $-283083.18     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LEX Trust                                                                 | LEX Trust, Series 2026-450, Class E                                                                                                                 | CUSIP: 501970AJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      9530000 | PA      | $9437452.07     | 0.02%             | 2043-03-15      | Floating      | 7.37%                 | 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      | $20620530.00    | 0.04%             | 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        |     14086460 | PA      | $9740237.30     | 0.02%             | 2031-10-15      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                                  | Cooperatieve Rabobank UA                                                                                                                            | CUSIP: 21688ABC5<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Short            | DBT              | CORP              | NL        |      -400000 | PA      | $-406267.32     | -0.00%            | 2029-01-09      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Chariot Buyer LLC                                                         | Chariot Buyer LLC, 1st Lien Term Loan                                                                                                               | CUSIP: 15963CAE6<br>LEI: 25490092IFNOZBRVE539 | Long             | LON              | CORP              | US        |       607842 | PA      | $601545.15      | 0.00%             | 2032-09-08      | Variable      | 6.42%                 | No            |                  2 | On Loan: No      |
| Allegro CLO XII Ltd.                                                      | Allegro CLO XII Ltd., Series 2020-1A, Class A1R                                                                                                     | CUSIP: 01750TAN6<br>LEI: 254900E0ZQX4DLP7HF87 | Long             | ABS-CBDO         | CORP              | KY        |      3200000 | PA      | $3200547.52     | 0.01%             | 2037-07-21      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| FS                                                                        | FS, Series 2026-ORL, Class E                                                                                                                        | CUSIP: 30343YAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4002000 | PA      | $3995457.93     | 0.01%             | 2041-02-15      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Ralph Lauren Corp.                                                                                                                                  | CUSIP: 751212101<br>LEI: N/A                  | N/A              | DE               |  | GB        |         5100 | NS      | $24888.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Stena International SA                                                    | Stena International SA                                                                                                                              | CUSIP: N/A<br>LEI: 213800A4LTGG4W55QP46       | Long             | DBT              | CORP              | LU        |      6866000 | PA      | $6938292.11     | 0.02%             | 2031-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| BFLD Commercial Mortgage Trust                                            | BFLD Commercial Mortgage Trust, Series 2025-660F, Class A                                                                                           | CUSIP: 05556QAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     11472000 | PA      | $11457689.83    | 0.02%             | 2042-11-15      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| Five Point Operating Co. LP                                               | Five Point Operating Co. LP                                                                                                                         | CUSIP: 33834YAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1311000 | PA      | $1307914.95     | 0.00%             | 2030-10-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Telefonica Emisiones SA                                                   | Telefonica Emisiones SA                                                                                                                             | CUSIP: 87938WAX1<br>LEI: 549300Y5MFC4SW5Z3K71 | Short            | DBT              | CORP              | ES        |      -400000 | PA      | $-360522.69     | -0.00%            | 2049-03-01      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp. Variable Rate Notes, Series 5500, Class DF                                                                         | CUSIP: 3137HJAC1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     12890995 | PA      | $12989332.83    | 0.03%             | 2054-10-25      | Floating      | 5.01%                 | 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      | $8671094.39     | 0.02%             | 2029-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Eni SpA                                                                   | Eni SpA                                                                                                                                             | CUSIP: N/A<br>LEI: BUCRF72VH5RBN7X3VL35       | Long             | DBT              | CORP              | IT        |      5940000 | PA      | $6608283.41     | 0.01%             | 2032-01-19      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| SSAB AB                                                                   | SSAB AB, Class B                                                                                                                                    | CUSIP: N/A<br>LEI: 529900329VS14ZIML164       | Long             | EC               | CORP              | SE        |       184331 | NS      | $1453099.63     | 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      | $984906.90      | 0.00%             | 2034-07-14      | Floating      | 7.68%                 | No            |                  2 | On Loan: No      |
| Auto Abs Spanish Loans                                                    | Auto Abs Spanish Loans, Series 2026-1, Class C                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | ES        |      1500000 | PA      | $1726103.05     | 0.00%             | 2038-12-28      | Floating      | 3.23%                 | No            |                  2 | On Loan: No      |
| Muangthai Capital PCL                                                     | Muangthai Capital PCL                                                                                                                               | CUSIP: N/A<br>LEI: 254900ZI1FO2W9132C98       | Long             | DBT              | CORP              | TH        |     10275000 | PA      | $10172250.00    | 0.02%             | 2030-07-21      | Fixed         | 7.55%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Rolls-Royce Holdings plc                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        97400 | NS      | $-107031.03     | -0.00%            |  |  |  | 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      | $208890.39      | 0.00%             | 2058-07-20      | Floating      | 5.00%                 | 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      | $9428561.23     | 0.02%             | 2039-06-10      | Variable      | 5.41%                 | 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        |      5092787 | PA      | $6660199.88     | 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        |          703 | PA      | $736.36         | 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      | $35323750.00    | 0.08%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Bank of Ireland Group plc                                                 | Bank of Ireland Group plc                                                                                                                           | CUSIP: N/A<br>LEI: 635400C8EK6DRI12LJ39       | Long             | DBT              | CORP              | IE        |      6000000 | PA      | $8166879.77     | 0.02%             | 2032-12-06      | Variable      | 7.59%                 | No            |                  2 | On Loan: No      |
| London Cards No3 plc                                                      | London Cards No. 3 plc, Series 3X, Class C                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | GB        |      5827000 | PA      | $7704087.05     | 0.02%             | 2035-12-15      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| Insignia (Daintree Bidco Pty Ltd)                                         | Insignia (Daintree Bidco Pty Ltd), 1st Lien Term Loan B                                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | AU        |     19750000 | PA      | $13217717.12    | 0.03%             | 2032-11-24      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                                     | Sumitomo Mitsui Financial Group, Inc.                                                                                                               | CUSIP: N/A<br>LEI: 35380028MYWPB6AUO129       | Long             | DBT              | CORP              | JP        |     11109000 | PA      | $12796219.14    | 0.03%             | 2034-04-02      | Variable      | 3.96%                 | 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        |       258422 | PA      | $299841.13      | 0.00%             | 2041-09-30      | Floating      | 3.09%                 | 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        |      7036022 | PA      | $6063157.91     | 0.01%             | 2052-02-25      | Variable      | 3.27%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Lionsgate Studios Corp.                                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         2247 | NC      | $140437.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Frontier Florida LLC                                                      | Frontier Florida LLC, Series E                                                                                                                      | CUSIP: 362333AH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     21644000 | PA      | $22356736.92    | 0.05%             | 2028-02-01      | Fixed         | 6.86%                 | No            |                  2 | On Loan: No      |
| Outfront Media Capital LLC                                                | Outfront Media Capital LLC                                                                                                                          | CUSIP: 69007TAG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        21000 | PA      | $21896.97       | 0.00%             | 2031-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Grupo Mexico SAB de CV                                                    | Grupo Mexico SAB de CV, Series B                                                                                                                    | CUSIP: N/A<br>LEI: 529900JWLZAYET2ZGW20       | Long             | EC               | CORP              | MX        |        25186 | NS      | $269692.41      | 0.00%             |  |  |  | No            |                  1 | 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        |      1975000 | PA      | $1895269.25     | 0.00%             | 2029-10-19      | Variable      | 6.92%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Danone SA                                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -16600 | NS      | $71152.76       | 0.00%             |  |  |  | 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        |      5441774 | PA      | $5457367.74     | 0.01%             | 2032-05-20      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| Entain plc                                                                | Entain plc                                                                                                                                          | CUSIP: N/A<br>LEI: 213800GNI3K45LQR8L28       | Long             | DBT              | CORP              | IM        |      5842000 | PA      | $6628338.99     | 0.01%             | 2031-11-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Meridian Funding plc                                                      | Meridian Funding plc, Series 2025-1, Class E                                                                                                        | CUSIP: N/A<br>LEI: 6354007VNVP2YBYBAX64       | Long             | ABS-MBS          | CORP              | GB        |       405000 | PA      | $533224.94      | 0.00%             | 2068-02-20      | Floating      | 6.98%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding XL-R Ltd.                                            | Madison Park Funding XL-R Ltd., Series 2025-40RA, Class D1                                                                                          | CUSIP: 55823RAG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      3750000 | PA      | $3729948.00     | 0.01%             | 2038-10-16      | Floating      | 6.78%                 | 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        |      5342000 | PA      | $5374356.49     | 0.01%             | 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      | $25233259.90    | 0.05%             | 2081-11-23      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | SOP                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    -49780000 | PA      | $-116308.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     12164834 | PA      | $-5916.92       | -0.00%            |  |  |  | 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        |      3220000 | PA      | $3123162.36     | 0.01%             | 2037-10-15      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    106773645 | PA      | $49120.16       | 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      | $11506817.85    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco do Brasil SA                                                        | Banco do Brasil SA                                                                                                                                  | CUSIP: N/A<br>LEI: QE0Q0253K88YAGNPE356       | Long             | EC               | CORP              | BR        |       184313 | NS      | $820536.85      | 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      | $17645512.50    | 0.04%             | 2041-07-15      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| Veolia Environnement SA                                                   | Veolia Environnement SA                                                                                                                             | CUSIP: N/A<br>LEI: 969500LENY69X51OOT31       | Long             | DBT              | CORP              | FR        |     22100000 | PA      | $24541861.09    | 0.05%             | 2037-06-17      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| Univision Communications, Inc.                                            | Univision Communications, Inc.                                                                                                                      | CUSIP: 914906AZ5<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |      5606000 | PA      | $5633357.28     | 0.01%             | 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        |      3699000 | PA      | $3812145.01     | 0.01%             | 2055-03-10      | Variable      | 7.00%                 | 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      | $1956562.73     | 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        |      3863000 | PA      | $3853342.50     | 0.01%             | 2026-06-02      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Pandora A/S                                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -12700 | NS      | $-36028.42      | -0.00%            |  |  |  | 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      | $3631831.59     | 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      | $4777848.00     | 0.01%             | 2035-04-10      | Variable      | 5.28%                 | No            |                  2 | On Loan: No      |
| TELUS Corp.                                                               | TELUS Corp.                                                                                                                                         | CUSIP: 87971MCR2<br>LEI: 894500TX134IMF6NW757 | Long             | DBT              | CORP              | CA        |      2162000 | PA      | $2107429.39     | 0.00%             | 2056-06-09      | Variable      | 6.62%                 | 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        |       103341 | NS      | $8237121.50     | 0.02%             |  |  |  | No            |                  2 | On Loan: —       |
| N/A                                                                       | Cirkul, Inc.                                                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        49850 | NS      | $0.50           | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Rakuten Group, Inc.                                                       | Rakuten Group, Inc.                                                                                                                                 | CUSIP: 75102WAA6<br>LEI: 529900IMXUCQKUL1H943 | Long             | DBT              | CORP              | JP        |      2500000 | PA      | $2494000.50     | 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      | $1437578.98     | 0.00%             | 2038-07-16      | Floating      | 5.62%                 | 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        |      1250000 | PA      | $1245993.13     | 0.00%             | 2038-04-20      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| OI European Group BV                                                      | OI European Group BV                                                                                                                                | CUSIP: 67777LAD5<br>LEI: 72450053F5WRDY8CDZ66 | Long             | DBT              | CORP              | NL        |       841000 | PA      | $784806.40      | 0.00%             | 2030-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Kingdom of Morocco                                                        | Kingdom of Morocco                                                                                                                                  | CUSIP: N/A<br>LEI: 529900F3MBW9XY5K1X07       | Long             | DBT              | NUSS              | MA        |       701000 | PA      | $797286.84      | 0.00%             | 2035-04-02      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CVR Energy, Inc.                                                          | CVR Energy, Inc.                                                                                                                                    | CUSIP: 12662PAJ7<br>LEI: 529900SOYZIXZBTXB558 | Long             | DBT              | CORP              | US        |      2388000 | PA      | $2396368.82     | 0.01%             | 2034-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Unipol Assicurazioni SpA                                                  | Unipol Assicurazioni SpA                                                                                                                            | CUSIP: N/A<br>LEI: 8156005CE5E7340CCA86       | Long             | DBT              | CORP              | IT        |      2100000 | PA      | $2481976.76     | 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        |      1893000 | PA      | $1909414.20     | 0.00%             | 2030-01-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | BeOne Medicines Ltd., Class H                                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -13300 | NS      | $5114.51        | 0.00%             |  |  |  | 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      | $3823053.64     | 0.01%             | 2067-02-15      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Nippon Steel Corp.                                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     -2612700 | NS      | $-43874.68      | -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      | $623865.56      | 0.00%             | 2030-02-04      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                          | Deutsche Bank AG                                                                                                                                    | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | DBT              | CORP              | DE        |      2800000 | PA      | $3291281.95     | 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      | $3232497.09     | 0.01%             | 2070-01-27      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| National Health Investors, Inc.                                           | National Health Investors, Inc.                                                                                                                     | CUSIP: 63633DAF1<br>LEI: 549300ZPKZIG6DKDEC02 | Short            | DBT              | CORP              | US        |      -100000 | PA      | $-89975.30      | -0.00%            | 2031-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | USD Currency                                                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |    -25034000 | PA      | $-38173.14      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Bulgaria                                                      | Bulgaria Government Bond                                                                                                                            | CUSIP: N/A<br>LEI: 529900PG0XCL4LICL838       | Long             | DBT              | NUSS              | BG        |       796000 | PA      | $766619.64      | 0.00%             | 2037-03-05      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | FR        |      8428572 | PA      | $-21252.37      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       646923 | PA      | $73373.67       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| American Builders & Contractors Supply Co., Inc.                          | American Builders & Contractors Supply Co., Inc.                                                                                                    | CUSIP: 024747AG2<br>LEI: 549300H5GQ4C1BEKG397 | Long             | DBT              | CORP              | US        |       624000 | PA      | $591485.73      | 0.00%             | 2029-11-15      | Fixed         | 3.88%                 | 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      | $2496753.15     | 0.01%             | 2042-06-18      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| BRCK Trust                                                                | BRCK Trust, Series 2025-830B, Class A                                                                                                               | CUSIP: 10635AAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5360000 | PA      | $5306813.79     | 0.01%             | 2042-12-10      | Variable      | 4.48%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Neoenergia SA                                                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       178400 | NS      | $22634.49       | 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-IGLG, Class F                                                                   | CUSIP: 46593KAL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     11578000 | PA      | $11553246.24    | 0.03%             | 2039-11-09      | Variable      | 8.22%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                           | Citigroup, Inc.                                                                                                                                     | CUSIP: N/A<br>LEI: 6SHGI4ZSSLCXXQSBB395       | Long             | DBT              | CORP              | US        |     32435000 | PA      | $35990544.92    | 0.08%             | 2034-10-22      | Variable      | 3.49%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    553535803 | PA      | $-6281856.88    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Kokusai Electric Corp.                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |        40700 | NS      | $24143.31       | 0.00%             |  |  |  | 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        |       266912 | PA      | $135843.99      | 0.00%             | 2037-04-25      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| MLTI Trust                                                                | MLTI Trust, Series 2026-SF75, Class A                                                                                                               | CUSIP: 55318JAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     11163000 | PA      | $11107185.00    | 0.02%             | 2031-03-15      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | 3-mo. SOFR                                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |          187 | NC      | $-164086.11     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Techem Verwaltungsgesellschaft 675 mbH                                    | Techem Verwaltungsgesellschaft 675 mbH, Facility 1st Lien Term Loan B6                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | DE        |      7173416 | PA      | $8263036.29     | 0.02%             | 2032-07-15      | Variable      | 5.23%                 | No            |                  2 | On Loan: No      |
| DISH Network Corp.                                                        | DISH Network Corp.                                                                                                                                  | CUSIP: 25470MAB5<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |      3464000 | PA      | $3339296.00     | 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      | $494586.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Arini US CLO II Ltd.                                                      | Arini US CLO II Ltd., Series 2A, Class A                                                                                                            | CUSIP: 04039BAA0<br>LEI: 2549001Z731V3ALGMH47 | Long             | ABS-CBDO         | CORP              | KY        |      4750000 | PA      | $4752644.80     | 0.01%             | 2038-03-31      | Floating      | 5.07%                 | 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        |       842511 | PA      | $596673.77      | 0.00%             | 2046-05-25      | Floating      | 4.21%                 | No            |                  2 | On Loan: No      |
| BFLD Commercial Mortgage Trust                                            | BFLD Commercial Mortgage Trust, Series 2025-5MW, Class A                                                                                            | CUSIP: 088921AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      8569000 | PA      | $8501377.74     | 0.02%             | 2042-10-10      | Variable      | 4.67%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | State Street SPDR S&P 500 ETF Trust                                                                                                                 | CUSIP: 00PBAQHY9<br>LEI: N/A                  | N/A              | DE               |  | US        |        -2699 | NC      | $-3343726.68    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| RBC Capital Markets LLC                                                   | RBC Capital Markets LLC                                                                                                                             | CUSIP: N/A<br>LEI: 549300LCO2FLSSVFFR64       | Long             | RA               | CORP              | US        |       955404 | PA      | $955404.00      | 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        |      2536000 | PA      | $2509055.00     | 0.01%             | 2036-10-15      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| Pikes Peak CLO Ltd.                                                       | Pikes Peak CLO 14 Ltd., Series 2023-14A, Class D1R                                                                                                  | CUSIP: 72134CAU5<br>LEI: 213800AO7LGLGDRRY278 | Long             | ABS-CBDO         | CORP              | JE        |      1500000 | PA      | $1475625.15     | 0.00%             | 2038-07-20      | Floating      | 6.82%                 | 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      | $-218077.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Jefferies Finance LLC                                                     | Jefferies Finance LLC                                                                                                                               | CUSIP: 47232MAG7<br>LEI: 549300SKVB18YSSIDT75 | Long             | DBT              | CORP              | US        |      1302000 | PA      | $1241325.50     | 0.00%             | 2031-10-15      | 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      | $-270201.51     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NAK Naftogaz Ukraine                                                      | NAK Naftogaz Ukraine                                                                                                                                | CUSIP: N/A<br>LEI: 213800PUC1T9GI6EIO63       | Long             | DBT              | CORP              | GB        |     18059424 | PA      | $17116668.27    | 0.04%             | 2026-07-19      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Schroders plc                                                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -175400 | NS      | $-22687.55      | -0.00%            |  |  |  | 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        |      6358741 | PA      | $6344231.89     | 0.01%             | 2037-07-25      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| Intu Jersey 2 Ltd.                                                        | Intu Jersey 2 Ltd.                                                                                                                                  | CUSIP: N/A<br>LEI: 2138001VIQT6XAO8XD86       | Long             | DBT              | CORP              | JE        |      3562439 | PA      | $619111.60      | 0.00%             | 2024-11-01      | 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      | $253809.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Baidu, Inc.                                                               | Baidu, Inc., Class A                                                                                                                                | CUSIP: N/A<br>LEI: 254900AL64IANZYI1E02       | Long             | EC               | CORP              | KY        |       108975 | NS      | $1523273.56     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                           | TransDigm, Inc., 1st Lien Term Loan L                                                                                                               | CUSIP: 89364MCD4<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |       325875 | PA      | $325770.72      | 0.00%             | 2032-01-19      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| Wayfair LLC                                                               | Wayfair LLC                                                                                                                                         | CUSIP: 94419NAA5<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |      1484000 | PA      | $1514843.46     | 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        |      1486000 | PA      | $1715981.14     | 0.00%             | 2032-07-14      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                                               | Asurion LLC, 1st Lien Term Loan B13                                                                                                                 | CUSIP: 04649VBE9<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |      1415376 | PA      | $1397386.54     | 0.00%             | 2030-09-19      | Variable      | 7.92%                 | No            |                  2 | On Loan: No      |
| Loxam SAS                                                                 | Loxam SAS                                                                                                                                           | CUSIP: N/A<br>LEI: 969500BNA2YRNE1R5K91       | Long             | DBT              | CORP              | FR        |      5088000 | PA      | $5706798.03     | 0.01%             | 2031-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SPDR Gold Shares                                                          | SPDR Gold Shares                                                                                                                                    | CUSIP: 78463V107<br>LEI: N/A                  | Long             |  | RF                | US        |        72000 | NS      | $30980880.00    | 0.07%             |  |  |  | No            |                  1 | 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        |      5360063 | PA      | $3077530.66     | 0.01%             | 2037-10-25      | Floating      | 6.04%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Siemens Healthineers AG                                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        33900 | NS      | $9952.58        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Neuberger Berman Loan Advisers CLO 51 Ltd.                                | Neuberger Berman Loan Advisers CLO 51 Ltd., Series 2022-51A, Class D1R2                                                                             | CUSIP: 64135BBC2<br>LEI: 549300E2R8NH2QE50368 | Long             | ABS-CBDO         | CORP              | JE        |      3750000 | PA      | $3698900.63     | 0.01%             | 2036-10-23      | Floating      | 6.47%                 | 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      | $1685507.21     | 0.00%             | 2037-10-15      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| DBC Mortgage Trust                                                        | DBC Mortgage Trust, Series 2025-DBC, Class C                                                                                                        | CUSIP: 23306HAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      9525000 | PA      | $9489299.35     | 0.02%             | 2042-11-15      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                              | Oracle Corp.                                                                                                                                        | CUSIP: 68389XCP8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Short            | DBT              | CORP              | US        |     -5000000 | PA      | $-4738445.15    | -0.01%            | 2033-02-06      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Panorama Auto Trust                                                       | Panorama Auto Trust, Series 2025-4, Class C                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | AU        |      3646000 | PA      | $2512388.28     | 0.01%             | 2034-04-20      | Floating      | 5.56%                 | 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      | $2484634.25     | 0.01%             | 2039-04-21      | Floating      | 5.05%                 | 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        |       950525 | PA      | $825369.37      | 0.00%             | 2030-02-18      | 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      | $-38.10         | -0.00%            |  |  |  | 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        |     18751426 | PA      | $18908633.95    | 0.04%             | 2056-03-15      | Floating      | 5.12%                 | 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      | $7362204.01     | 0.02%             | 2037-11-20      | Fixed         | 5.86%                 | No            |                  2 | On Loan: No      |
| Cross Mortgage Trust                                                      | Cross Mortgage Trust, Series 2025-H8, Class A1A                                                                                                     | CUSIP: 22757XAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     11151840 | PA      | $11098375.19    | 0.02%             | 2070-11-25      | Variable      | 5.00%                 | 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        |       471140 | PA      | $471671.20      | 0.00%             | 2035-10-17      | Fixed         | 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      | $35122.62       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RELX plc                                                                  | RELX plc                                                                                                                                            | CUSIP: N/A<br>LEI: 549300WSX3VBUFFJOO66       | Long             | EC               | CORP              | GB        |         9326 | NS      | $305541.86      | 0.00%             |  |  |  | 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      | $6766278.18     | 0.01%             | 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        |      2707500 | PA      | $3324768.39     | 0.01%             | 2035-03-15      | Fixed         | 4.06%                 | 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        |      2009541 | PA      | $1968457.35     | 0.00%             | 2035-11-25      | Floating      | 4.27%                 | 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      | $1894355.42     | 0.00%             | 2033-05-15      | Floating      | 7.48%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                                              | BX Commercial Mortgage Trust, Series 2025-BCAT, Class C                                                                                             | CUSIP: 12433HAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       953493 | PA      | $952301.54      | 0.00%             | 2042-08-15      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Atlas Copco AB, Class A                                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |       114200 | NS      | $68300.24       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    294700944 | PA      | $-1788422.90    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fawry for Banking & Payment Technology Services SAE                       | Fawry for Banking & Payment Technology Services SAE                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | EG        |      4838736 | NS      | $1519223.94     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDI                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     58347459 | PA      | $-730884.86     | -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        |      9160000 | PA      | $9422923.51     | 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      | $13245486.95    | 0.03%             | 2055-06-25      | Fixed         | 8.51%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Hewlett Packard Enterprise Co.                                                                                                                      | CUSIP: 42824C109<br>LEI: N/A                  | N/A              | DE               |  | US        |       -42000 | NS      | $-52386.60      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PTC, Inc.                                                                 | PTC, Inc.                                                                                                                                           | CUSIP: 69370C100<br>LEI: 54930050SSMU8SKDJ030 | Long             | EC               | CORP              | US        |         2047 | NS      | $291677.03      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ION Platform Finance SARL                                                 | ION Platform Finance SARL, 1st Lien Term Loan                                                                                                       | CUSIP: 46206RAD7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      4447059 | PA      | $4103522.49     | 0.01%             | 2032-10-07      | Variable      | 6.13%                 | No            |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                                      | Clear Channel Outdoor Holdings, Inc.                                                                                                                | CUSIP: 18453HAF3<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |      7942000 | PA      | $8311326.83     | 0.02%             | 2030-04-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                                                  | CUSIP: 3140QQ5C5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1050646 | PA      | $1041288.55     | 0.00%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                                       | Intesa Sanpaolo SpA                                                                                                                                 | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | DBT              | CORP              | IT        |     10000000 | PA      | $13549469.39    | 0.03%             | 2029-03-14      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                                                  | CUSIP: 3140QSKM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        31805 | PA      | $31518.36       | 0.00%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                  | Electricite de France SA                                                                                                                            | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | NUSS              | FR        |      6800000 | PA      | $7391259.85     | 0.02%             | 2030-06-15      | Variable      | 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      | $-400578.99     | -0.00%            |  |  |  | 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      | $8666229.14     | 0.02%             | 2037-04-28      | Floating      | 7.47%                 | 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      | $285249.51      | 0.00%             | 2038-01-15      | Floating      | 4.27%                 | No            |                  2 | On Loan: No      |
| Hartford Insurance Group, Inc. (The)                                      | Hartford Insurance Group, Inc. (The)                                                                                                                | CUSIP: 416515104<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | EC               | CORP              | US        |         2277 | NS      | $307918.71      | 0.00%             |  |  |  | No            |                  1 | 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      | $6349874.92     | 0.01%             | 2039-02-15      | Floating      | 7.41%                 | 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      | $1570568.27     | 0.00%             | 2032-10-20      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| Enel SpA                                                                  | Enel SpA, Series 6.5Y                                                                                                                               | CUSIP: N/A<br>LEI: WOCMU6HCI0OJWNPRZS33       | Long             | DBT              | CORP              | IT        |     34602000 | PA      | $38614929.40    | 0.08%             | 2027-06-08      | Variable      | 1.38%                 | No            |                  2 | On Loan: No      |
| Hermitage plc                                                             | Hermitage plc, Series 2025-1, Class D                                                                                                               | CUSIP: N/A<br>LEI: 635400MSBHAPT1EQBW93       | Long             | ABS-O            | CORP              | GB        |      1709000 | PA      | $2254257.80     | 0.00%             | 2033-04-21      | Floating      | 5.43%                 | 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      | $3881346.99     | 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        |      4754000 | PA      | $4767448.79     | 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      | $5852436.15     | 0.01%             | 2033-03-15      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| TAG Immobilien AG                                                         | TAG Immobilien AG                                                                                                                                   | CUSIP: N/A<br>LEI: 529900TAE68USJNXLR59       | Long             | DBT              | CORP              | DE        |      2400000 | PA      | $2851102.91     | 0.01%             | 2031-03-11      | Fixed         | 0.62%                 | 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      | $3553342.12     | 0.01%             | 2042-08-17      | Floating      | 5.06%                 | 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      | $55717434.72    | 0.12%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Bolivarian Republic of Venezuela                                          | Bolivarian Republic of Venezuela                                                                                                                    | CUSIP: 922646AS3<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |      5340000 | PA      | $2536500.00     | 0.01%             | 2027-09-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Palmer Square Loan Funding Ltd.                                           | Palmer Square Loan Funding Ltd., Series 2025-2A, Class C                                                                                            | CUSIP: 69704AAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      5125000 | PA      | $5044972.10     | 0.01%             | 2033-07-15      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Alphabet, Inc., Class C                                                                                                                             | CUSIP: 02079K107<br>LEI: N/A                  | N/A              | DE               |  | US        |        -7110 | NS      | $136156.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sovereign in right of New Zealand                                         | New Zealand Government Bond                                                                                                                         | CUSIP: N/A<br>LEI: 549300237GPHG2AI7C34       | Long             | DBT              | NUSS              | NZ        |      3000000 | PA      | $1636425.06     | 0.00%             | 2054-05-15      | 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      | $467868.57      | 0.00%             |  |  |  | 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        |      2429972 | PA      | $2523389.12     | 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        |    135925241 | PA      | $-94404.52      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | SPIE SA                                                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -22000 | NS      | $23589.62       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $2206002.28     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Upgrade Master Pass-Thru Trust                                            | Upgrade Master Pass-Thru Trust, Series 2025-ST6, Class A                                                                                            | CUSIP: 91533QAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      4576734 | PA      | $4577555.39     | 0.01%             | 2032-10-15      | Fixed         | 4.61%                 | 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        |       947321 | PA      | $1257840.06     | 0.00%             | 2055-10-21      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Nippon Shokubai Co. Ltd.                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       130900 | NS      | $10698.63       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      3916000 | PA      | $-148212.26     | -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      | $33255.00       | 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      | $9002726.10     | 0.02%             | 2037-10-20      | Floating      | 5.06%                 | 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        |       958387 | PA      | $1270337.75     | 0.00%             | 2033-04-21      | Floating      | 4.98%                 | 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      | $582577.53      | 0.00%             | 2059-04-28      | Floating      | 3.09%                 | No            |                  2 | On Loan: No      |
| Vistance Networks, Inc.                                                   | Vistance Networks, Inc.                                                                                                                             | CUSIP: 20337X109<br>LEI: 254900AW4CEPCQWSRI58 | Long             | EC               | CORP              | US        |       546353 | NS      | $9943624.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| QSRP Finco BV                                                             | QSRP Finco BV, Facility 1st Lien Term Loan B3                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2608696 | PA      | $2937377.07     | 0.01%             | 2031-06-19      | Variable      | 5.91%                 | No            |                  2 | On Loan: No      |
| MDGH GMTN RSC Ltd.                                                        | MDGH GMTN RSC Ltd.                                                                                                                                  | CUSIP: 55285GAD6<br>LEI: 213800WRY6FRL9IXLT77 | Long             | DBT              | CORP              | AE        |       723000 | PA      | $683603.73      | 0.00%             | 2033-11-22      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       804626 | PA      | $3878.70        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BradyPlus Holdings LLC                                                    | BradyPlus Holdings LLC, 1st Lien Term Loan                                                                                                          | CUSIP: 10480UAD3<br>LEI: 254900LMURL5G873DV35 | Long             | LON              | CORP              | US        |      1000000 | PA      | $983130.00      | 0.00%             | 2032-12-29      | Variable      | 7.19%                 | No            |                  2 | On Loan: No      |
| Mehilainen Yhtiot Oy                                                      | Mehilainen Yhtiot Oy                                                                                                                                | CUSIP: N/A<br>LEI: 2138006X78HGYRHS5865       | Long             | DBT              | CORP              | FI        |       689000 | PA      | $794967.00      | 0.00%             | 2032-06-30      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| Mineral Resources Ltd.                                                    | Mineral Resources Ltd.                                                                                                                              | CUSIP: 603051AF0<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |       621000 | PA      | $634611.95      | 0.00%             | 2031-04-01      | Fixed         | 7.00%                 | 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      | $990212.43      | 0.00%             | 2029-10-01      | Fixed         | 4.60%                 | 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      | $-17717.78      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Benin Sukuk SA                                                            | Benin Sukuk SA                                                                                                                                      | CUSIP: N/A<br>LEI: 254900FAFYBRYHYVQK50       | Long             | DBT              | NUSS              | BJ        |       602000 | PA      | $558818.54      | 0.00%             | 2033-01-29      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Herens Holdco SARL                                                        | Herens Holdco SARL                                                                                                                                  | CUSIP: 427169AA5<br>LEI: 2221002FZ55AMAUX4G64 | Long             | DBT              | CORP              | LU        |      2531000 | PA      | $2127052.40     | 0.00%             | 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        |     13000000 | PA      | $12561250.00    | 0.03%             | 2027-03-24      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| Baldwin Insurance Group Holdings LLC (The)                                | Baldwin Insurance Group Holdings LLC (The), 1st Lien Term Loan B2                                                                                   | CUSIP: 05825HAH7<br>LEI: 5493004GCDREAQPPYG20 | Long             | LON              | CORP              | US        |       470559 | PA      | $461933.86      | 0.00%             | 2031-05-26      | Variable      | 6.18%                 | 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        |      2798501 | PA      | $2688139.60     | 0.01%             | 2033-03-10      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      4823264 | PA      | $-2561.08       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | SOP                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   -195182000 | PA      | $-6586922.92    | -0.01%            |  |  |  | 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        |      2320248 | PA      | $3336129.11     | 0.01%             | 2047-09-25      | Floating      | 5.69%                 | 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        |       547841 | PA      | $515430.76      | 0.00%             | 2034-03-25      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                                  | Federal Republic of Germany                                                                                                                         | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |     11540000 | PA      | $12889534.79    | 0.03%             | 2033-02-15      | Fixed         | 2.30%                 | 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      | $351684.68      | 0.00%             | 2058-07-20      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| PetSmart LLC                                                              | PetSmart LLC                                                                                                                                        | CUSIP: 71677KAD0<br>LEI: 894500NGJMHSFNESGA67 | Long             | DBT              | CORP              | US        |      5191000 | PA      | $5179077.31     | 0.01%             | 2033-09-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| N/A                                                                       | Lendlease Corp. Ltd.                                                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       462600 | NS      | $-122002.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sabre GLBL, Inc.                                                          | Sabre GLBL, Inc., 1st Lien Term Loan B2                                                                                                             | CUSIP: 78571YBN9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      1498909 | PA      | $1169149.30     | 0.00%             | 2029-07-30      | Variable      | 10.02%                | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     26944791 | PA      | $14290.84       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Steel Corp.                                                        | Nippon Steel Corp.                                                                                                                                  | CUSIP: N/A<br>LEI: 35380065QWQ4U2V3PA33       | Long             | DBT              | CORP              | JP        |   2900000000 | PA      | $18616974.89    | 0.04%             | 2029-02-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    269131980 | PA      | $-6333432.36    | -0.01%            |  |  |  | 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      | $3222159.35     | 0.01%             | 2038-12-14      | Floating      | 2.89%                 | No            |                  2 | On Loan: No      |
| Trimaran CAVU Ltd.                                                        | Trimaran CAVU Ltd., Series 2024-1A, Class A                                                                                                         | CUSIP: 895971AA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     34750000 | PA      | $34771270.48    | 0.08%             | 2038-01-25      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| Raiffeisen Bank International AG                                          | Raiffeisen Bank International AG                                                                                                                    | CUSIP: N/A<br>LEI: 9ZHRYM6F437SQJ6OUG95       | Long             | EC               | CORP              | AT        |        10392 | NS      | $445056.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ecopetrol SA                                                              | Ecopetrol SA                                                                                                                                        | CUSIP: 279158AS8<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | NUSS              | CO        |      1370000 | PA      | $1446035.00     | 0.00%             | 2033-01-13      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Bubbles Bidco SpA                                                         | Bubbles Bidco SpA                                                                                                                                   | CUSIP: N/A<br>LEI: 815600073942740CEB24       | Long             | DBT              | CORP              | IT        |      7521000 | PA      | $8696376.05     | 0.02%             | 2031-09-30      | Floating      | 6.38%                 | 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      | $4702248.35     | 0.01%             | 2057-08-25      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                                 | Vistra Operations Co. LLC                                                                                                                           | CUSIP: 92840VAX0<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |      9362000 | PA      | $9249802.05     | 0.02%             | 2028-10-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Federative Republic of Brazil                                             | Letras do Tesouro Nacional                                                                                                                          | CUSIP: N/A<br>LEI: 254900ZFY40OYEADAP90       | Long             | STIV             | NUSS              | BR        |       735233 | PA      | $132938376.01   | 0.29%             | 2026-10-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Upgrade Master Pass-Thru Trust                                            | Upgrade Master Pass-Thru Trust, Series 2025-ST8, Class D                                                                                            | CUSIP: 91535UAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      7754000 | PA      | $7711417.36     | 0.02%             | 2033-12-15      | Fixed         | 5.91%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Williams Cos., Inc. (The)                                                                                                                           | CUSIP: 00PCDP024<br>LEI: N/A                  | N/A              | DE               |  | US        |        -2240 | NC      | $-44800.00      | -0.00%            |  |  |  | No            |                  1 | 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      | $1010117.24     | 0.00%             | 2041-10-10      | Variable      | 4.76%                 | 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        |     15311000 | PA      | $16211943.94    | 0.04%             | 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        |     36258766 | PA      | $36092853.02    | 0.08%             | 2061-06-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Hestiafloor 2                                                             | Hestiafloor 2 SASU, Facility 1st Lien Term Loan B5                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | FR        |      2352941 | PA      | $2684726.59     | 0.01%             | 2030-02-27      | Variable      | 5.13%                 | No            |                  2 | On Loan: No      |
| Republic of Guatemala                                                     | Republic of Guatemala                                                                                                                               | CUSIP: 401494AX7<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |       941000 | PA      | $1006870.00     | 0.00%             | 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      | $53656.17       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Seashell Bidco SL                                                         | Seashell Bidco SL, 1st Lien Term Loan B                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | ES        |      4350000 | PA      | $5019550.83     | 0.01%             | 2032-12-15      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Zilch Finance 2 Ltd.                                                      | Zilch Finance 2 Ltd.                                                                                                                                | CUSIP: N/A<br>LEI: 213800V4Q6ZVWVFJNT26       | Long             | ABS-O            | CORP              | GB        |     37561300 | PA      | $49716136.72    | 0.11%             | 2027-10-26      | Floating      | 7.23%                 | No            |                  3 | 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      | $17004890.90    | 0.04%             | 2038-01-20      | Floating      | 4.99%                 | No            |                  2 | 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        |      2567778 | PA      | $2152221.31     | 0.00%             | 2047-06-25      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| AGL CLO 11 Ltd.                                                           | AGL CLO 11 Ltd., Series 2021-11A, Class A1R                                                                                                         | CUSIP: 00851TAQ9<br>LEI: 549300G9RL3BICT9HA62 | Long             | ABS-CBDO         | CORP              | KY        |      1510000 | PA      | $1509780.90     | 0.00%             | 2038-10-15      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| Republic of Indonesia                                                     | Republic of Indonesia                                                                                                                               | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        | 182950000000 | PA      | $10813691.19    | 0.02%             | 2033-02-15      | Fixed         | 7.00%                 | 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        |      4051601 | PA      | $4028107.12     | 0.01%             | 2054-10-25      | Fixed         | 6.76%                 | No            |                  2 | On Loan: No      |
| Bayer AG                                                                  | Bayer AG (Registered)                                                                                                                               | CUSIP: N/A<br>LEI: 549300J4U55H3WP1XT59       | Long             | EC               | CORP              | DE        |        33568 | NS      | $1553467.66     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Corp. Trust                                 | GS Mortgage-Backed Securities Corp. Trust, Series 2025-NQM6, Class A1                                                                               | CUSIP: 362933AA1<br>LEI: 254900X1ABPQ6D4G6D07 | Long             | ABS-MBS          | CORP              | US        |     14358506 | PA      | $14305451.35    | 0.03%             | 2066-02-25      | Variable      | 5.02%                 | 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      | $866594.93      | 0.00%             | 2033-04-15      | Floating      | 4.32%                 | 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      | $3570034.68     | 0.01%             | 2033-03-10      | Variable      | 5.25%                 | 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        |      3857631 | PA      | $3871589.55     | 0.01%             | 2069-11-25      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Grifols SA                                                                | Grifols SA                                                                                                                                          | CUSIP: N/A<br>LEI: 959800HSSNXWRKBK4N60       | Long             | DBT              | CORP              | ES        |       291000 | PA      | $347683.91      | 0.00%             | 2030-05-01      | Fixed         | 7.12%                 | 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      | $288906.63      | 0.00%             | 2067-12-16      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| BRANICKS Group AG                                                         | BRANICKS Group AG                                                                                                                                   | CUSIP: N/A<br>LEI: 52990044JL2ZPWONU738       | Long             | DBT              | CORP              | DE        |      5700000 | PA      | $3631891.06     | 0.01%             | 2026-09-22      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Energean plc                                                              | Energean plc                                                                                                                                        | CUSIP: N/A<br>LEI: 549300RVMKU0CYUZBB05       | Long             | DBT              | CORP              | GB        |      2030000 | PA      | $2282830.75     | 0.00%             | 2031-05-12      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Home Depot, Inc. (The)                                                    | Home Depot, Inc. (The)                                                                                                                              | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |         1642 | NS      | $540037.38      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CrossCountry Intermediate HoldCo LLC                                      | CrossCountry Intermediate HoldCo LLC                                                                                                                | CUSIP: 22757VAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1900000 | PA      | $1787805.95     | 0.00%             | 2032-12-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | BioMerieux                                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -12000 | NS      | $-46034.01      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | JTEKT Corp.                                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       121700 | NS      | $-42135.87      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Turkcell Iletisim Hizmetleri A/S                                          | Turkcell Iletisim Hizmetleri A/S                                                                                                                    | CUSIP: 900111AD7<br>LEI: 7890003EX1LTLS2FFL84 | Long             | DBT              | CORP              | TR        |       635000 | PA      | $645325.10      | 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      | $1809938.84     | 0.00%             | 2027-02-12      | Variable      | 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      | $-1194.53       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     48520000 | PA      | $1305742.72     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| First Advantage Holdings LLC                                              | First Advantage Holdings LLC, 1st Lien Term Loan B3                                                                                                 | CUSIP: 78477MAH4<br>LEI: 549300MRQE5MQEH3BI02 | Long             | LON              | CORP              | US        |       956310 | PA      | $929418.63      | 0.00%             | 2031-10-31      | Variable      | 6.45%                 | No            |                  2 | On Loan: No      |
| Akbank TAS                                                                | Akbank TAS                                                                                                                                          | CUSIP: N/A<br>LEI: 789000TUMN63Z28TJ497       | Long             | EC               | CORP              | TR        |      1786753 | NS      | $2666848.78     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| QUALCOMM, Inc.                                                            | QUALCOMM, Inc.                                                                                                                                      | CUSIP: 747525AK9<br>LEI: H1J8DDZKZP6H7RWC0H53 | Short            | DBT              | CORP              | US        |      -100000 | PA      | $-88367.04      | -0.00%            | 2045-05-20      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    253425304 | PA      | $4516.29        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ZF North America Capital, Inc.                                            | ZF North America Capital, Inc.                                                                                                                      | CUSIP: N/A<br>LEI: 529900JYGMS9CW9IQX78       | Long             | DBT              | CORP              | US        |      3549000 | PA      | $3486236.64     | 0.01%             | 2031-03-24      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ReNew Wind Energy AP2                                                     | ReNew Wind Energy AP2                                                                                                                               | CUSIP: N/A<br>LEI: 335800HUUTPY6YMI3284       | Long             | DBT              | CORP              | IN        |      6500000 | PA      | $6124218.75     | 0.01%             | 2028-07-14      | Fixed         | 4.50%                 | 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        |      3361600 | PA      | $3814050.92     | 0.01%             | 2031-06-23      | Variable      | 5.88%                 | 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        |       774343 | PA      | $644567.62      | 0.00%             | 2035-11-25      | Variable      | 4.78%                 | 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      | $4170824.92     | 0.01%             | 2031-01-17      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| HT Troplast GmbH                                                          | HT Troplast GmbH                                                                                                                                    | CUSIP: N/A<br>LEI: 529900Y2N2GAY3FXGP86       | Long             | DBT              | CORP              | DE        |      6440000 | PA      | $7535593.33     | 0.02%             | 2028-07-15      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| AM Green Power BV                                                         | AM Green Power BV                                                                                                                                   | CUSIP: N/A<br>LEI: 89450057OUP37KRY4619       | Long             | DBT              | CORP              | NL        |     27414224 | PA      | $26970113.57    | 0.06%             | 2027-07-09      | Fixed         | 11.30%                | No            |                  3 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     26328750 | PA      | $24853.21       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Bayer AG (Registered)                                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -21800 | NS      | $-39395.68      | -0.00%            |  |  |  | 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      | $1028500.00     | 0.00%             | 2035-08-10      | Variable      | 4.14%                 | No            |                  2 | On Loan: No      |
| Al Rajhi Sukuk Ltd.                                                       | Al Rajhi Sukuk Ltd.                                                                                                                                 | CUSIP: N/A<br>LEI: 549300FHETHK3XGY8N60       | Long             | DBT              | CORP              | KY        |     10000000 | PA      | $9768500.00     | 0.02%             | 2036-03-16      | Variable      | 5.65%                 | 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        |       989899 | PA      | $952777.79      | 0.00%             | 2030-01-31      | Variable      | 6.92%                 | 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        |       435406 | PA      | $426619.14      | 0.00%             | 2031-11-19      | Variable      | 6.67%                 | No            |                  2 | On Loan: No      |
| United States of America                                                  | U.S. Treasury Bills                                                                                                                                 | CUSIP: 912797TJ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |   1145990400 | PA      | $1143680587.59  | 2.48%             | 2026-04-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Alibaba Health Information Technology Ltd.                                | Alibaba Health Information Technology Ltd.                                                                                                          | CUSIP: N/A<br>LEI: 529900GE9653COPX1I86       | Long             | EC               | CORP              | BM        |      1884000 | NS      | $1136084.41     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays plc                                                              | Barclays plc                                                                                                                                        | CUSIP: N/A<br>LEI: 213800LBQA1Y9L22JB70       | Long             | DBT              | CORP              | GB        |      3275000 | PA      | $3615095.64     | 0.01%             | 2035-12-15      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| Airbus SE                                                                 | Airbus SE                                                                                                                                           | CUSIP: N/A<br>LEI: MINO79WLOO247M1IL051       | Long             | EC               | CORP              | NL        |        10229 | NS      | $1934027.39     | 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      | $529.14         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LGI Homes, Inc.                                                           | LGI Homes, Inc.                                                                                                                                     | CUSIP: 50187TAH9<br>LEI: 549300W02B4WNV8CV109 | Long             | DBT              | CORP              | US        |      6472000 | PA      | $6621710.30     | 0.01%             | 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      | $6532632.90     | 0.01%             | 2038-04-17      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| AIMCO CLO 14 Ltd.                                                         | AIMCO CLO 14 Ltd., Series 2021-14A, Class D2R                                                                                                       | CUSIP: 00144GAY7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2000000 | PA      | $1972206.60     | 0.00%             | 2038-10-20      | Floating      | 7.37%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Coloplast A/S, Class B                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        25000 | NS      | $-32808.03      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Eiffage SA                                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -10500 | NS      | $-28668.01      | -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      | $1621856.82     | 0.00%             | 2043-04-30      | Floating      | 3.44%                 | No            |                  2 | On Loan: No      |
| NuStar Logistics LP                                                       | NuStar Logistics LP                                                                                                                                 | CUSIP: 67059TAH8<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |       389000 | PA      | $402224.83      | 0.00%             | 2030-10-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| RevoCar SA Compartment                                                    | RevoCar SA Compartment, Series 2025-2, Class B                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | LU        |       700000 | PA      | $806855.42      | 0.00%             | 2038-08-25      | Floating      | 2.74%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Lotus Bakeries NV                                                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         -100 | NS      | $-16062.82      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Aimco CLO 27 Ltd.                                                         | Aimco CLO 27 Ltd., Series 2026-27A, Class SUB                                                                                                       | CUSIP: 00901DAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     44460000 | PA      | $40014000.00    | 0.09%             | 2039-04-20      | Variable      | 0.00%                 | No            |                  3 | 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        |       506630 | PA      | $508188.84      | 0.00%             | 2036-07-25      | Floating      | 4.03%                 | No            |                  2 | On Loan: No      |
| Secucor Finance DAC                                                       | Secucor Finance DAC, Series 2025-1, Class E                                                                                                         | CUSIP: N/A<br>LEI: 2138001E8BAK3OXZGG87       | Long             | ABS-O            | CORP              | IE        |      1600000 | PA      | $1838681.80     | 0.00%             | 2036-09-20      | Floating      | 6.44%                 | No            |                  2 | On Loan: No      |
| DBMS DAC                                                                  | DBMS DAC, Series 2025-1X, Class B                                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | CORP              | IE        |      1647000 | PA      | $2172842.89     | 0.00%             | 2036-02-18      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| Bank Polska Kasa Opieki SA                                                | Bank Polska Kasa Opieki SA                                                                                                                          | CUSIP: N/A<br>LEI: 5493000LKS7B3UTF7H35       | Long             | EC               | CORP              | PL        |        52559 | NS      | $3114333.28     | 0.01%             |  |  |  | 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        |        63929 | NS      | $557257.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PG&E Corp.                                                                | PG&E Corp.                                                                                                                                          | CUSIP: 69331CAJ7<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |       300000 | PA      | $296037.63      | 0.00%             | 2030-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Huntsman International LLC                                                | Huntsman International LLC                                                                                                                          | CUSIP: 44701QBE1<br>LEI: 3YTEJFW18LGIUQ2N5J61 | Short            | DBT              | CORP              | US        |     -1490000 | PA      | $-1393312.51    | -0.00%            | 2029-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets plc                                                    | BP Capital Markets plc                                                                                                                              | CUSIP: N/A<br>LEI: 549300CRVT18MXX0AG93       | Long             | DBT              | CORP              | GB        |     15100000 | PA      | $19703472.08    | 0.04%             | 2027-03-22      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| Beech                                                                     | Beech, 1st Lien Term Loan                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | IE        |      6881280 | PA      | $7953726.93     | 0.02%             | 2028-01-01      | Variable      | 5.62%                 | 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        |      1681932 | PA      | $1611353.39     | 0.00%             | 2028-05-01      | Fixed         | 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      | $366520.59      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hops Hill No. 5 plc                                                       | Hops Hill No. 5 plc, Series 5, Class C                                                                                                              | CUSIP: N/A<br>LEI: 635400LDVC1LDKJUB342       | Long             | ABS-MBS          | CORP              | GB        |      1233000 | PA      | $1632010.22     | 0.00%             | 2056-06-21      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO 44M Ltd.                                       | Golub Capital Partners CLO 44M Ltd., Series 2019-44A, Class A1R                                                                                     | CUSIP: 38180NAA9<br>LEI: 254900KERZS5XFEN4I27 | Long             | ABS-CBDO         | CORP              | KY        |     28488000 | PA      | $28328481.44    | 0.06%             | 2038-10-21      | Floating      | 5.24%                 | 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        |     20328618 | PA      | $7444559.31     | 0.02%             | 2057-07-31      | Variable      | 2.96%                 | No            |                  2 | On Loan: No      |
| Whatabrands LLC                                                           | Whatabrands LLC, 1st Lien Term Loan B                                                                                                               | CUSIP: 96244UAJ6<br>LEI: 254900HMMX4HTWIP0085 | Long             | LON              | CORP              | US        |      1369394 | PA      | $1366216.76     | 0.00%             | 2028-08-03      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| NJJ Continental SA                                                        | NJJ Continental SA, Facility 1st Lien Term Loan B3                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | LU        |      5923404 | PA      | $6820275.70     | 0.01%             | 2032-01-26      | Variable      | 4.61%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | FR        |      4131000 | PA      | $-154625.38     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                                                  | CUSIP: 3140W0H73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       213673 | PA      | $211210.61      | 0.00%             | 2053-09-01      | 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      | $-117614.08     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | SOP                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        | 590882500000 | PA      | $173278.02      | 0.00%             |  |  |  | No            |                  2 | 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        |     64831309 | PA      | $2496822.29     | 0.01%             | 2052-06-15      | Variable      | 1.53%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Arista Networks, Inc.                                                                                                                               | CUSIP: 040413205<br>LEI: N/A                  | N/A              | DE               |  | US        |         8300 | NS      | $-57591.38      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Kinetik Holdings LP                                                       | Kinetik Holdings LP                                                                                                                                 | CUSIP: 49461MAA8<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |       506000 | PA      | $507861.57      | 0.00%             | 2030-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Hilcorp Energy I LP                                                       | Hilcorp Energy I LP, 1st Lien Term Loan                                                                                                             | CUSIP: 431319AH5<br>LEI: 549300ITPIHLG0LHEC09 | Long             | LON              | CORP              | US        |       282150 | PA      | $281797.31      | 0.00%             | 2030-02-11      | Variable      | 5.43%                 | No            |                  3 | On Loan: No      |
| Boots Group Finco LP                                                      | Boots Group Finco LP                                                                                                                                | CUSIP: N/A<br>LEI: 254900YVLYOVF1PF1N93       | Long             | DBT              | CORP              | US        |      5336000 | PA      | $7014152.44     | 0.02%             | 2032-08-31      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Raizen Fuels Finance SA                                                   | Raizen Fuels Finance SA                                                                                                                             | CUSIP: N/A<br>LEI: 52990010NH26VC32Q522       | Long             | DBT              | CORP              | LU        |      8276000 | PA      | $4489730.00     | 0.01%             | 2037-02-25      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Brant Point CLO Ltd.                                                      | Brant Point CLO Ltd., Series 2025-7A, Class D2                                                                                                      | CUSIP: 105488AL4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       200000 | PA      | $200477.52      | 0.00%             | 2038-07-25      | Floating      | 7.92%                 | No            |                  2 | On Loan: No      |
| Bankinter SA                                                              | Bankinter SA                                                                                                                                        | CUSIP: N/A<br>LEI: VWMYAEQSTOPNV0SUGU82       | Long             | DBT              | CORP              | ES        |     23000000 | PA      | $25663771.78    | 0.06%             | 2033-11-03      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| Standard Chartered plc                                                    | Standard Chartered plc                                                                                                                              | CUSIP: N/A<br>LEI: U4LOSYZ7YG4W3S5F2G91       | Long             | DBT              | CORP              | GB        |      3377000 | PA      | $3084923.27     | 0.01%             | 2031-01-14      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp. | Uniform Mortgage-Backed Securities                                                                                                                  | CUSIP: 01F032641<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   4407544422 | PA      | $4040149281.39  | 8.75%             | 2056-04-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | USD Currency                                                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CH        |     61744941 | PA      | $116977.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Vmed O2 UK Financing I plc                                                | Vmed O2 UK Financing I plc                                                                                                                          | CUSIP: N/A<br>LEI: 213800MRR46ECNGZ7L69       | Long             | DBT              | CORP              | GB        |      8244000 | PA      | $9144867.78     | 0.02%             | 2031-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    501756500 | PA      | $5490867.52     | 0.01%             |  |  |  | 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        |      2604639 | PA      | $1268980.99     | 0.00%             | 2047-01-25      | Floating      | 4.19%                 | 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      | $3282375.00     | 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        |     10680000 | PA      | $10040321.40    | 0.02%             | 2028-04-25      | Variable      | 3.42%                 | 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        |       551108 | PA      | $536208.83      | 0.00%             | 2036-07-25      | Floating      | 4.21%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   2043235193 | PA      | $100772.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   1574587984 | PA      | $-119030.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| IMCD NV                                                                   | IMCD NV                                                                                                                                             | CUSIP: N/A<br>LEI: 724500NSJPNFJPDAUP02       | Long             | DBT              | CORP              | NL        |     28460000 | PA      | $33622818.86    | 0.07%             | 2028-09-18      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Sage AR Funding                                                           | Sage AR Funding, Series 2026-1X, Class A                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | CORP              | GB        |     11126000 | PA      | $14673535.38    | 0.03%             | 2038-05-18      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| Powszechny Zaklad Ubezpieczen SA                                          | Powszechny Zaklad Ubezpieczen SA                                                                                                                    | CUSIP: N/A<br>LEI: QLPCKOOKVX32FUELX240       | Long             | EC               | CORP              | PL        |       105202 | NS      | $1831249.71     | 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      | $1644577.90     | 0.00%             | 2041-12-10      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| Vinci SA                                                                  | Vinci SA, Series ADP                                                                                                                                | CUSIP: N/A<br>LEI: 213800WFQ334R8UXUG83       | Long             | DBT              | CORP              | FR        |     11900000 | PA      | $13057267.30    | 0.03%             | 2031-03-04      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDI                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     48975693 | PA      | $88960.92       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Engie Brasil Energia SA                                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -200127 | NS      | $-53303.12      | -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      | $7073379.06     | 0.02%             | 2030-10-01      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| Japan Housing Finance Agency                                              | Japan Housing Finance Agency, Series 164, Class 1                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | NUSS              | JP        |    385680000 | PA      | $1772583.12     | 0.00%             | 2056-01-10      | Fixed         | 0.33%                 | No            |                  2 | On Loan: No      |
| TAGUS-Sociedade de Titularizacao de Creditos SA                           | TAGUS - Sociedade de Titularizacao de Creditos SA, Series 3, Class A                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | PT        |     11400000 | PA      | $13200645.22    | 0.03%             | 2043-10-27      | Floating      | 2.88%                 | 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      | $7554291.10     | 0.02%             | 2065-01-25      | Variable      | 7.75%                 | 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        |       324694 | PA      | $375433.61      | 0.00%             | 2034-11-14      | Floating      | 3.69%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman Loan Advisers CLO 36R Ltd.                               | Neuberger Berman Loan Advisers CLO 36R Ltd., Series 2020-36RA, Class C                                                                              | CUSIP: 64090EAE6<br>LEI: 254900RBT2LAQQHMHG60 | Long             | ABS-CBDO         | CORP              | KY        |      6700000 | PA      | $6704279.96     | 0.01%             | 2039-07-20      | Floating      | 5.52%                 | 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        |    104638338 | PA      | $5642413.12     | 0.01%             | 2056-12-15      | Variable      | 0.92%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                                                  | CUSIP: 3140A1EM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        85402 | PA      | $84310.62       | 0.00%             | 2053-10-01      | Fixed         | 5.00%                 | 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      | $65372.86       | 0.00%             | 2029-03-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Federative Republic of Brazil                                             | Nota Do Tesouro Nacional                                                                                                                            | CUSIP: N/A<br>LEI: 254900ZFY40OYEADAP90       | Long             | DBT              | NUSS              | BR        |         8038 | PA      | $1430811.25     | 0.00%             | 2029-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Fugue Finance LLC                                                         | Fugue Finance LLC, 1st Lien Term Loan B                                                                                                             | CUSIP: N3430BAM6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      2000000 | PA      | $2291472.62     | 0.00%             | 2032-01-09      | Variable      | 4.79%                 | No            |                  2 | On Loan: No      |
| Prosus NV                                                                 | Prosus NV                                                                                                                                           | CUSIP: N/A<br>LEI: 635400Z5LQ5F9OLVT688       | Long             | DBT              | CORP              | NL        |      4000000 | PA      | $2561151.60     | 0.01%             | 2051-02-08      | Fixed         | 3.83%                 | 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      | $121949.12      | 0.00%             | 2036-03-15      | 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      | $4094331.80     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Deuce Finco plc                                                           | Deuce Finco plc                                                                                                                                     | CUSIP: N/A<br>LEI: 9845007DA2BC863E8437       | Long             | DBT              | CORP              | GB        |      7758000 | PA      | $10111625.01    | 0.02%             | 2031-11-20      | 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      | $-1072609.03    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SK Invictus Intermediate II SARL                                          | SK Invictus Intermediate II SARL                                                                                                                    | CUSIP: 29977LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |       963000 | PA      | $939280.44      | 0.00%             | 2029-10-30      | Fixed         | 5.00%                 | No            |                  2 | 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      | $4911892.08     | 0.01%             | 2037-07-20      | Floating      | 10.17%                | No            |                  2 | On Loan: No      |
| N/A                                                                       | SMG Swiss Marketplace Group AG                                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -7475 | NS      | $33637.64       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | NIDEC Corp.                                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        85400 | NS      | $-75864.44      | -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      | $424635.86      | 0.00%             | 2029-02-19      | Variable      | 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      | $10833785.73    | 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      | $-20105.29      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    207201953 | PA      | $-277879.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VTR Commercial Mortgage Trust                                             | VTR Commercial Mortgage Trust, Series 2025-STEM, Class A                                                                                            | CUSIP: 92890YAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     17487000 | PA      | $17323535.02    | 0.04%             | 2039-10-13      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                                                  | CUSIP: 3138WBTH8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        31861 | PA      | $31436.27       | 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        |       261000 | PA      | $248255.37      | 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        |      4476332 | PA      | $5930228.47     | 0.01%             | 2057-03-22      | Floating      | 4.60%                 | No            |                  2 | On Loan: No      |
| Multiversity SpA                                                          | Multiversity SpA                                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | IT        |      6409000 | PA      | $7376761.11     | 0.02%             | 2031-05-17      | Floating      | 6.28%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                                                | AT&T, Inc.                                                                                                                                          | CUSIP: 00206RAU6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      4900000 | PA      | $6818800.98     | 0.01%             | 2040-04-30      | Fixed         | 7.00%                 | 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        |      1644000 | PA      | $1635780.00     | 0.00%             | 2027-05-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CML Project Cold                                                          | CML Project Cold, 1st Lien Term Loan                                                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     25488766 | PA      | $29436513.02    | 0.06%             | 2031-09-01      | Variable      | 5.15%                 | 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      | $252170.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Dual Binary Option: Payout at expiration if the SPX Index cash is below 6485.7 and USOSFR10 is above 3.9514                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | FR        |      4500000 | PA      | $766246.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Galderma Group AG                                                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        18625 | NS      | $309949.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                                                                                  | CUSIP: 3133C2A65<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       877774 | PA      | $867037.77      | 0.00%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Pinnacle West Capital Corp.                                                                                                                         | CUSIP: 723484101<br>LEI: N/A                  | N/A              | DE               |  | US        |        26600 | NS      | $84588.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | USD/KRW One-touch barrier option; Barrier price USD 1,415.00000                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      5571000 | PA      | $25916.03       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Multiversity SpA                                                          | Multiversity SpA                                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | IT        |      9117000 | PA      | $10542241.86    | 0.02%             | 2031-05-17      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| SLG Office Trust                                                          | SLG Office Trust, Series 2026-OMA, Class A                                                                                                          | CUSIP: 78451FAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1250000 | PA      | $1253672.50     | 0.00%             | 2041-04-15      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| SRC Sukuk Ltd.                                                            | SRC Sukuk Ltd.                                                                                                                                      | CUSIP: N/A<br>LEI: 254900F2OG3526JLAV10       | Long             | DBT              | NUSS              | KY        |       612000 | PA      | $603049.50      | 0.00%             | 2029-04-02      | Fixed         | 4.38%                 | 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        |      1863222 | PA      | $1779496.02     | 0.00%             | 2052-08-25      | Variable      | 7.52%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                | PacifiCorp                                                                                                                                          | CUSIP: 695114DF2<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |      2911000 | PA      | $2781573.74     | 0.01%             | 2055-09-15      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | FR        |     11666667 | PA      | $74555.30       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | EUR Currency                                                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | DE        |    -50722000 | PA      | $-386817.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   2203382709 | PA      | $-498347.06     | -0.00%            |  |  |  | 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      | $528934.08      | 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        |      3511000 | PA      | $3935573.23     | 0.01%             | 2031-02-05      | 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        |    804983000 | PA      | $14324726.37    | 0.03%             | 2028-07-01      | Fixed         | 23.44%                | No            |                  2 | On Loan: No      |
| Japan                                                                     | Japan Government Bond                                                                                                                               | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   3925100000 | PA      | $22638729.32    | 0.05%             | 2055-09-20      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co LLC                                                   | Morgan Stanley & Co LLC                                                                                                                             | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | Long             | RA               | CORP              | US        |      5031722 | PA      | $5031722.50     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AM Green BV                                                               | AM Green BV, 1st Lien Term Loan                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | NL        |     13300000 | PA      | $14717780.00    | 0.03%             | 2027-04-12      | Variable      | 8.00%                 | No            |                  3 | On Loan: No      |
| Proofpoint, Inc.                                                          | Proofpoint, Inc., 1st Lien Term Loan                                                                                                                | CUSIP: 74345HAJ0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      7407504 | PA      | $7160611.89     | 0.02%             | 2028-08-31      | Variable      | 6.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     17900000 | PA      | $-879318.65     | -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      | $673664.31      | 0.00%             | 2029-06-29      | Variable      | 6.94%                 | 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        |     12600000 | PA      | $12547746.54    | 0.03%             | 2038-04-20      | Floating      | 5.07%                 | 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        |      1759921 | PA      | $1764225.90     | 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      | $8739638.25     | 0.02%             | 2038-04-25      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Coca-Cola HBC AG                                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -24300 | NS      | $66866.30       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Iceland Bondco plc                                                        | Iceland Bondco plc                                                                                                                                  | CUSIP: N/A<br>LEI: 2138002DRBYIA8QXHO36       | Long             | DBT              | CORP              | GB        |      4788000 | PA      | $6546181.52     | 0.01%             | 2027-12-15      | Fixed         | 10.88%                | 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        |      1435348 | PA      | $1696103.62     | 0.00%             | 2043-09-22      | Floating      | 5.01%                 | 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      | $3686018.13     | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| OCP Euro CLO DAC                                                          | OCP Euro CLO DAC, Series 2025-14A, Class B                                                                                                          | CUSIP: N/A<br>LEI: 635400IFXA9UJERUJA44       | Long             | ABS-CBDO         | CORP              | IE        |      3580000 | PA      | $4116634.25     | 0.01%             | 2038-10-26      | Floating      | 3.93%                 | 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      | $-181532.19     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Universal Music Group NV                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       160700 | NS      | $-173531.57     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    190641800 | PA      | $-919519.98     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United States of America                                                  | U.S. Treasury Bills                                                                                                                                 | CUSIP: 912797TH0<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    100000000 | PA      | $99868917.00    | 0.22%             | 2026-04-14      | None          | 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      | $101656.50      | 0.00%             | 2033-02-15      | Fixed         | 8.12%                 | 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        |     11552273 | PA      | $15293646.99    | 0.03%             | 2059-07-15      | Floating      | 4.66%                 | 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      | $-34615.42      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NCL Corp. Ltd.                                                            | NCL Corp. Ltd.                                                                                                                                      | CUSIP: 62886HBZ3<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |       447000 | PA      | $433741.26      | 0.00%             | 2033-09-15      | Fixed         | 6.25%                 | 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      | $151775.44      | 0.00%             | 2050-11-15      | Variable      | 0.23%                 | No            |                  2 | On Loan: No      |
| Methanex Corp.                                                            | Methanex Corp.                                                                                                                                      | CUSIP: 59151K108<br>LEI: 549300TSJHRXT9QXRD13 | Long             | EC               | CORP              | CA        |       252193 | NS      | $15015571.22    | 0.03%             |  |  |  | No            |                  1 | 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      | $23097467.60    | 0.05%             | 2027-02-15      | Floating      | 7.11%                 | 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      | $-654493.35     | -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      | $-1565.01       | -0.00%            |  |  |  | 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        |      8379555 | PA      | $5784422.37     | 0.01%             | 2056-09-12      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| Captree Park CLO Ltd.                                                     | Captree Park CLO Ltd., Series 2024-1A, Class D                                                                                                      | CUSIP: 14074EAL5<br>LEI: 254900T5FZQKDOCWVD69 | Long             | ABS-CBDO         | CORP              | JE        |      2796300 | PA      | $2744527.62     | 0.01%             | 2037-07-20      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                                                  | CUSIP: 31418EP20<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     60579744 | PA      | $59974620.02    | 0.13%             | 2053-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Federal National Mortgage Association Variable Rate Notes, Series 2025-42, Class FE                                                                 | CUSIP: 3136BWLP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     19053209 | PA      | $19281319.24    | 0.04%             | 2055-06-25      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-56928.25      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Trane Technologies plc                                                    | Trane Technologies plc                                                                                                                              | CUSIP: N/A<br>LEI: 549300BURLR9SLYY2705       | Long             | EC               | CORP              | IE        |         6739 | NS      | $2808410.86     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Sonder Enterprises, Inc.                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       103459 | NS      | $1.03           | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                                       | Mirvac Group                                                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      2707500 | NS      | $-82293.96      | -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        |      4940000 | PA      | $3310601.44     | 0.01%             | 2056-02-04      | Variable      | 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      | $5878692.90     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| RBC Capital Markets LLC                                                   | RBC Capital Markets LLC                                                                                                                             | CUSIP: N/A<br>LEI: 549300LCO2FLSSVFFR64       | Long             | RA               | CORP              | US        |      1257750 | PA      | $1257750.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | USD Currency                                                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    -28612800 | PA      | $-203938.07     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      1536000 | PA      | $-64003.34      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Church & Dwight Co., Inc.                                                                                                                           | CUSIP: 171340102<br>LEI: N/A                  | N/A              | DE               |  | US        |       -14600 | NS      | $19523.12       | 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      | $3238176.19     | 0.01%             | 2043-04-30      | Floating      | 3.14%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                         | Wells Fargo & Co., Series GG                                                                                                                        | CUSIP: 95002YAE3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      2701000 | PA      | $2711165.73     | 0.01%             | 2031-06-15      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| DGWD Trust                                                                | DGWD Trust, Series 2025-INFL, Class A                                                                                                               | CUSIP: 23347FAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1195000 | PA      | $1195940.23     | 0.00%             | 2035-08-15      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| Lamb Weston Holdings, Inc.                                                | Lamb Weston Holdings, Inc.                                                                                                                          | CUSIP: 513272AD6<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |      1935000 | PA      | $1842210.56     | 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        |      5278000 | PA      | $5277904.47     | 0.01%             | 2035-06-15      | Floating      | 6.97%                 | No            |                  2 | On Loan: No      |
| NOVA Chemicals Corp.                                                      | NOVA Chemicals Corp.                                                                                                                                | CUSIP: 66977WAU3<br>LEI: 549300ZOD6N7RI2FJP09 | Long             | DBT              | CORP              | CA        |      5272000 | PA      | $5565508.06     | 0.01%             | 2030-02-15      | Fixed         | 9.00%                 | 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        |     14095375 | PA      | $14113698.98    | 0.03%             | 2031-06-30      | Variable      | 10.17%                | No            |                  3 | On Loan: No      |
| N/A                                                                       | Canadian Pacific Kansas City Ltd.                                                                                                                   | CUSIP: 13646K108<br>LEI: N/A                  | N/A              | DE               |  | US        |       -21100 | NS      | $-4765.14       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Lightning Power LLC                                                       | Lightning Power LLC                                                                                                                                 | CUSIP: 53229KAA7<br>LEI: 254900BWCHJ03XRL8K59 | Long             | DBT              | CORP              | US        |      2055000 | PA      | $2136126.78     | 0.00%             | 2032-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Xero Ltd.                                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -37200 | NS      | $180686.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Long Gilt                                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |        -1312 | NC      | $3798632.86     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CSC Holdings LLC                                                          | CSC Holdings LLC                                                                                                                                    | CUSIP: 126307AQ0<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     15472000 | PA      | $13420321.52    | 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: XN8R4HH1TVC1XOCL5P21 | Long             | DBT              | CORP              | US        |      3469000 | PA      | $3449962.47     | 0.01%             | 2032-06-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Inspired Finco Holdings Ltd.                                              | Inspired Finco Holdings Ltd., Facility 1st Lien Term Loan B8                                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | GB        |      3846342 | PA      | $4417296.56     | 0.01%             | 2031-02-28      | Variable      | 4.93%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp.                                                       | Union Pacific Corp.                                                                                                                                 | CUSIP: 907818FE3<br>LEI: 549300LMMRSZZCZ8CL11 | Short            | DBT              | CORP              | US        |      -700000 | PA      | $-507355.97     | -0.00%            | 2059-08-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Republic of Kenya                                                         | Republic of Kenya                                                                                                                                   | CUSIP: N/A<br>LEI: 549300VVURQQYU45PR87       | Long             | DBT              | NUSS              | KE        |      1223000 | PA      | $1135861.25     | 0.00%             | 2033-10-09      | Fixed         | 7.88%                 | 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      | $38721.30       | 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             | DBT              | CORP              | AU        |      2000000 | PA      | $1378975.47     | 0.00%             | 2055-11-20      | Floating      | 5.79%                 | No            |                  2 | On Loan: No      |
| Telecom Italia Capital SA                                                 | Telecom Italia Capital SA                                                                                                                           | CUSIP: 87927VAV0<br>LEI: 549300777DJZOR5C4L39 | Long             | DBT              | CORP              | LU        |       707000 | PA      | $787376.71      | 0.00%             | 2038-06-04      | Fixed         | 7.72%                 | No            |                  2 | On Loan: No      |
| Washington Mutual 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        |      5848862 | PA      | $5047719.58     | 0.01%             | 2047-06-25      | Floating      | 4.61%                 | 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      | $82116.58       | 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        |    122440347 | PA      | $-57593.21      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    225509344 | PA      | $-1923802.66    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Salmar ASA                                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -18800 | NS      | $64434.79       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Challenger Ltd.                                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -175800 | NS      | $-96097.83      | -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        |     18371976 | PA      | $17559016.47    | 0.04%             | 2028-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Celanese US Holdings LLC                                                  | Celanese US Holdings LLC                                                                                                                            | CUSIP: 15089QBC7<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |      1091000 | PA      | $1120232.25     | 0.00%             | 2031-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Williams Cos., Inc. (The)                                                 | Williams Cos., Inc. (The)                                                                                                                           | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |        99031 | NS      | $7207476.18     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Commonwealth Bank of Australia                                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -10000 | NS      | $47145.18       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                                         | Barclays Bank plc                                                                                                                                   | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | RA               | CORP              | GB        |        90000 | PA      | $90000.00       | 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      | $2393.18        | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Sycamore Tree CLO Ltd.                                                    | Sycamore Tree CLO Ltd., Series 2025-7A, Class D1                                                                                                    | CUSIP: 87122KAJ4<br>LEI: 2138001WII41ZXUQO254 | Long             | ABS-CBDO         | CORP              | KY        |       750000 | PA      | $744771.75      | 0.00%             | 2038-08-28      | Floating      | 7.28%                 | No            |                  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        |      3076773 | PA      | $2869080.29     | 0.01%             | 2035-03-25      | Floating      | 4.14%                 | No            |                  2 | On Loan: No      |
| Kennedy Lewis CLO 13 Ltd.                                                 | Kennedy Lewis CLO 13 Ltd., Series 2023-13A, Class A1R                                                                                               | CUSIP: 488930AA6<br>LEI: 549300OHYOREA2V0F579 | Long             | ABS-CBDO         | CORP              | KY        |      7250000 | PA      | $7229616.63     | 0.02%             | 2038-01-20      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| Iliad SA                                                                  | Iliad SA                                                                                                                                            | CUSIP: N/A<br>LEI: 969500FZ9BTRZS3JNB97       | Long             | DBT              | CORP              | FR        |      5700000 | PA      | $6897656.27     | 0.01%             | 2030-02-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| British American Tobacco plc                                              | British American Tobacco plc                                                                                                                        | CUSIP: N/A<br>LEI: 213800FKA5MF17RJKT63       | Long             | DBT              | CORP              | GB        |     10649000 | PA      | $12028378.76    | 0.03%             | 2030-10-30      | Variable      | 4.20%                 | 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        |       903753 | PA      | $904140.49      | 0.00%             | 2031-04-18      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| Bombardier, Inc.                                                          | Bombardier, Inc.                                                                                                                                    | CUSIP: 097751CA7<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |      3210000 | PA      | $3413969.82     | 0.01%             | 2030-11-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Republic of Turkiye (The)                                                 | Republic of Turkiye (The)                                                                                                                           | CUSIP: N/A<br>LEI: 5493000PCHOG3B6S3Q85       | Long             | DBT              | NUSS              | TR        |    355352657 | PA      | $6891077.28     | 0.01%             | 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        |       447000 | PA      | $491344.19      | 0.00%             | 2033-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Novelis Corp.                                                             | Novelis Corp.                                                                                                                                       | CUSIP: 670001AE6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |      4764000 | PA      | $4490070.00     | 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        |       297574 | PA      | $138883.07      | 0.00%             | 2039-05-28      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |      4294896 | PA      | $20232.95       | 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        |      2998947 | PA      | $3012592.95     | 0.01%             | 2059-10-27      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | SOP                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |    226011502 | PA      | $7728503.33     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Hungary                                                                   | Hungary Government Bond                                                                                                                             | CUSIP: 445545AU0<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |       473000 | PA      | $459992.50      | 0.00%             | 2036-03-26      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Region Group                                                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       517600 | NS      | $32030.79       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Rheinmetall AG                                                            | Rheinmetall AG                                                                                                                                      | CUSIP: N/A<br>LEI: 5299001OU9CSE29O6S05       | Long             | EC               | CORP              | DE        |         1166 | NS      | $1966792.75     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust                                    | Velocity Commercial Capital Loan Trust, Series 2025-4, Class M5                                                                                     | CUSIP: 92262JAF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1664151 | PA      | $1513414.93     | 0.00%             | 2055-09-25      | Variable      | 10.07%                | 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        |       251794 | PA      | $243157.50      | 0.00%             | 2035-03-25      | Floating      | 4.15%                 | No            |                  2 | On Loan: No      |
| GAMMA Sociedade de Titularizacao de Creditos SA Consumer Totta 3          | GAMMA Sociedade de Titularizacao de Creditos SA Consumer Totta 3, Series 3, Class C                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | PT        |       824881 | PA      | $951666.82      | 0.00%             | 2035-10-25      | Floating      | 3.53%                 | 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        |      4340000 | PA      | $4994467.38     | 0.01%             | 2029-08-06      | Variable      | 5.90%                 | 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        |      6788885 | PA      | $990075.39      | 0.00%             | 2037-05-25      | Floating      | 4.05%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      3487000 | PA      | $-141977.61     | -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      |
| Biocon Biologics Global plc                                               | Biocon Biologics Global plc                                                                                                                         | CUSIP: N/A<br>LEI: 254900PMQN51VACG2D55       | Long             | DBT              | CORP              | GB        |      3891000 | PA      | $3836526.00     | 0.01%             | 2029-10-09      | Fixed         | 6.67%                 | No            |                  2 | On Loan: No      |
| Freedom Mortgage Holdings LLC                                             | Freedom Mortgage Holdings LLC                                                                                                                       | CUSIP: 35641AAD0<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |      5039000 | PA      | $4724430.85     | 0.01%             | 2033-04-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| CIFC Funding 2017-IV Ltd.                                                 | CIFC Funding 2017-IV Ltd., Series 2017-4A, Class CR                                                                                                 | CUSIP: 12551JAS5<br>LEI: 254900JEH56UBUEZJW15 | Long             | ABS-CBDO         | CORP              | KY        |       300000 | PA      | $300935.43      | 0.00%             | 2030-10-24      | Floating      | 7.08%                 | No            |                  2 | On Loan: No      |
| KSL Trust                                                                 | KSL Trust                                                                                                                                           | CUSIP: 50116JAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     10246000 | PA      | $10279244.58    | 0.02%             | 2030-06-15      | Floating      | 7.76%                 | 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        |     26775353 | PA      | $26506665.16    | 0.06%             | 2044-12-15      | Fixed         | 6.09%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO XIV Ltd.                                      | Benefit Street Partners CLO XIV Ltd., Series 2018-14A, Class AR                                                                                     | CUSIP: 08179LAL5<br>LEI: 5493008E17UEFI73RC63 | Long             | ABS-CBDO         | CORP              | KY        |      1000000 | PA      | $1000286.50     | 0.00%             | 2037-10-20      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| Enel SpA                                                                  | Enel SpA                                                                                                                                            | CUSIP: N/A<br>LEI: WOCMU6HCI0OJWNPRZS33       | Long             | DBT              | CORP              | IT        |     14356000 | PA      | $16393280.84    | 0.04%             | 2026-12-10      | Variable      | 2.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | NIKE, Inc., Class B                                                                                                                                 | CUSIP: 654106103<br>LEI: N/A                  | N/A              | DE               |  | US        |       -38700 | NS      | $61552.52       | 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      | $-63339.93      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | FR        |     26050000 | PA      | $53011.20       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | ETRS                                                                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |      1042900 | PA      | $176625.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | State Street Energy Select Sector SPDR ETF                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         8335 | NC      | $0.00           | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MGM Resorts International                                                 | MGM Resorts International                                                                                                                           | CUSIP: 552953CJ8<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |       924000 | PA      | $931627.62      | 0.00%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | SHELL                                                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     49882500 | PA      | $-28482.63      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | SOP                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |    -83655840 | PA      | $-3337392.11    | -0.01%            |  |  |  | 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        |      2761586 | PA      | $2320904.12     | 0.01%             | 2037-05-19      | Floating      | 4.19%                 | No            |                  2 | On Loan: No      |
| Turk Telekomunikasyon A/S                                                 | Turk Telekomunikasyon A/S                                                                                                                           | CUSIP: 90011QAE0<br>LEI: 789000A2TXOI10JZLF90 | Long             | DBT              | CORP              | TR        |       590000 | PA      | $574418.10      | 0.00%             | 2032-10-07      | Fixed         | 6.95%                 | 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      | $215925.38      | 0.00%             | 2053-03-15      | Variable      | 0.52%                 | No            |                  2 | On Loan: No      |
| Arini European CLO II DAC                                                 | Arini European CLO II DAC, Series 2X, Class AR                                                                                                      | CUSIP: N/A<br>LEI: 635400I3AJDMBZIMZK57       | Long             | ABS-CBDO         | CORP              | IE        |     27410000 | PA      | $31664173.19    | 0.07%             | 2038-10-15      | Floating      | 3.34%                 | 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      | $6417689.46     | 0.01%             | 2041-08-15      | Floating      | 7.56%                 | 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      | $2750681.73     | 0.01%             | 2031-08-15      | Floating      | 5.61%                 | 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      | $2364868.55     | 0.01%             | 2036-11-20      | Fixed         | 4.68%                 | 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      | $2001337.00     | 0.00%             | 2037-10-20      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    124190000 | PA      | $3198929.25     | 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        |      7198390 | PA      | $5545594.47     | 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        |       939482 | PA      | $657870.64      | 0.00%             | 2036-10-25      | Floating      | 4.11%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Yamaha Motor Co. Ltd.                                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |        -7400 | NS      | $-2935.80       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | UDR, Inc.                                                                                                                                           | CUSIP: 902653104<br>LEI: N/A                  | N/A              | DE               |  | US        |      -114500 | NS      | $54006.40       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Romania New Leu                                                           | Romania New Leu                                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | RO        |      1986912 | OU      | $450480.55      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Synthomer plc                                                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       588203 | NS      | $173720.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | USD Currency                                                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |     14333200 | PA      | $335135.56      | 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        |       172498 | PA      | $203310.07      | 0.00%             | 2034-07-28      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| Herc Holdings, Inc.                                                       | Herc Holdings, Inc.                                                                                                                                 | CUSIP: 42704LAG9<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |      2296000 | PA      | $2352807.63     | 0.01%             | 2033-06-15      | 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      | $11206.29       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                                                                                  | CUSIP: 3132DWF57<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       540558 | PA      | $535771.02      | 0.00%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Lendingclub Rated Notes Issuer Trust                                      | Lendingclub Rated Notes Issuer Trust, Series 2026-P1, Class C                                                                                       | CUSIP: 52611WAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       942642 | PA      | $900037.51      | 0.00%             | 2037-08-15      | Fixed         | 2.40%                 | No            |                  3 | 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        |      1552600 | PA      | $1802410.99     | 0.00%             | 2044-12-20      | Floating      | 4.02%                 | 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      | $3033309.81     | 0.01%             | 2034-12-15      | Floating      | 5.65%                 | 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        |      4203349 | PA      | $2826134.07     | 0.01%             | 2036-10-27      | Floating      | 4.04%                 | 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      | $-397574.11     | -0.00%            | 2026-06-24      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     37194400 | PA      | $8392221.55     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                                                                                  | CUSIP: 3133KQM78<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       329638 | PA      | $326144.32      | 0.00%             | 2053-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                                 | Vistra Operations Co. LLC                                                                                                                           | CUSIP: 92840VAZ5<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |      8182000 | PA      | $8003579.22     | 0.02%             | 2036-01-31      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| USA Compression Partners LP                                               | USA Compression Partners LP                                                                                                                         | CUSIP: 91740PAG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2600000 | PA      | $2660258.04     | 0.01%             | 2029-03-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDI                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    226592905 | PA      | $2600695.37     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Deepocean Ltd.                                                            | Deepocean Ltd.                                                                                                                                      | CUSIP: N/A<br>LEI: 213800OYKN2J6ZFIFU40       | Long             | DBT              | CORP              | JE        |     12415000 | PA      | $14594552.49    | 0.03%             | 2031-04-08      | Fixed         | 6.00%                 | No            |                  2 | 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        |      5418004 | PA      | $5059109.36     | 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        |     50653101 | PA      | $50973942.59    | 0.11%             | 2065-01-25      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Shandong Gold Mining Co. Ltd., Class H                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -286250 | NS      | $96703.37       | 0.00%             |  |  |  | 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      | $304178.14      | 0.00%             | 2037-10-25      | Floating      | 6.57%                 | 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      | $3762230.01     | 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        |      1394000 | PA      | $1262773.30     | 0.00%             | 2031-10-01      | Fixed         | 3.88%                 | 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      | $28576.54       | 0.00%             |  |  |  | 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      | $9428561.23     | 0.02%             | 2039-06-10      | Variable      | 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      | $-62127.92      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Dycom Industries, Inc.                                                    | Dycom Industries, Inc., 1st Lien Term Loan B                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | ES        |      2400000 | PA      | $2760558.17     | 0.01%             | 2033-02-18      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| RCKT Mortgage Trust                                                       | RCKT Mortgage Trust, Series 2024-CES8, Class A1A                                                                                                    | CUSIP: 749421AA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2863657 | PA      | $2874616.29     | 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      | $2805483.70     | 0.01%             | 2062-04-20      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Jazz Securities DAC                                                       | Jazz Securities DAC                                                                                                                                 | CUSIP: 47216FAA5<br>LEI: 6354009DV8VV7K6KOO02 | Long             | DBT              | CORP              | IE        |      2855000 | PA      | $2784424.11     | 0.01%             | 2029-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| RealPage, Inc.                                                            | RealPage, Inc., 1st Lien Term Loan                                                                                                                  | CUSIP: 75605VAD4<br>LEI: 5493001RSFZX4122A604 | Long             | LON              | CORP              | US        |       984576 | PA      | $941608.95      | 0.00%             | 2028-04-24      | Variable      | 6.96%                 | 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        |        90426 | PA      | $90305.78       | 0.00%             | 2037-10-15      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      1975000 | PA      | $3457.40        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Xero Ltd.                                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -6100 | NS      | $5957.67        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cincinnati Financial Corp.                                                | Cincinnati Financial Corp.                                                                                                                          | CUSIP: 172062101<br>LEI: 254900Q4WEDMZBOZ0002 | Long             | EC               | CORP              | US        |         1955 | NS      | $307619.25      | 0.00%             |  |  |  | No            |                  1 | 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        |       335021 | PA      | $49218.04       | 0.00%             | 2037-05-25      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Hypera SA                                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       375700 | NS      | $89800.85       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Signal Peak CLO 12 Ltd.                                                   | Signal Peak CLO 12 Ltd., Series 2022-12A, Class X                                                                                                   | CUSIP: 82671XAN3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |      3300000 | PA      | $3300021.78     | 0.01%             | 2037-07-18      | Floating      | 4.97%                 | 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        |      6634000 | PA      | $6611195.63     | 0.01%             | 2039-06-15      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| LendingClub Rated Notes Issuer Trust                                      | LendingClub Rated Notes Issuer Trust, Series 2025-P2, Class C                                                                                       | CUSIP: 525949AC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2005000 | PA      | $2002981.97     | 0.00%             | 2035-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   1210393552 | PA      | $-85044.86      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Forvia SE                                                                 | Forvia SE                                                                                                                                           | CUSIP: 31209DAC9<br>LEI: 969500F0VMZLK2IULV85 | Long             | DBT              | CORP              | FR        |      9175000 | PA      | $8958376.42     | 0.02%             | 2033-09-15      | Fixed         | 6.75%                 | 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        |      7367828 | PA      | $7391297.78     | 0.02%             | 2045-09-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Wehle Park CLO Ltd.                                                       | Wehle Park CLO Ltd., Series 2022-1A, Class D1R                                                                                                      | CUSIP: 94860LAU9<br>LEI: 549300H0MQXDP83CAD27 | Long             | ABS-CBDO         | CORP              | JE        |      1500000 | PA      | $1440337.50     | 0.00%             | 2038-10-21      | 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      | $7842.62        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDSCMBX                                                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |       209934 | PA      | $-78800.21      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Wolfspeed, Inc.                                                           | Wolfspeed, Inc.                                                                                                                                     | CUSIP: 97785W106<br>LEI: 549300OGU88P3AW3TO93 | Long             | EC               | CORP              | US        |        24582 | NS      | $401178.24      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nidda Healthcare Holding GmbH                                             | Nidda Healthcare Holding GmbH, 1st Lien Term Loan B4                                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | DE        |      3700000 | PA      | $4263301.87     | 0.01%             | 2032-12-10      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| Federative Republic of Brazil                                             | Federative Republic of Brazil                                                                                                                       | CUSIP: 105756CQ1<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |       709000 | PA      | $695901.23      | 0.00%             | 2036-05-22      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Kyrgyz Republic International Bond                                        | Kyrgyz Republic International Bond                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KG        |      5522000 | PA      | $5505654.88     | 0.01%             | 2030-06-03      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Farmers Business Network, Inc.                                            | Farmers Business Network, Inc.                                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       217669 | NS      | $213315.62      | 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      | $1528161.48     | 0.00%             | 2034-05-15      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| Motorola Solutions, Inc.                                                  | Motorola Solutions, Inc.                                                                                                                            | CUSIP: 620076BL2<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |      1800000 | PA      | $1806886.67     | 0.00%             | 2028-02-23      | Fixed         | 4.60%                 | 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        |      5957056 | PA      | $23522.03       | 0.00%             | 2050-03-10      | Variable      | 0.87%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     13028952 | PA      | $-66842.14      | -0.00%            |  |  |  | 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        |      5900000 | PA      | $5891308.71     | 0.01%             | 2031-01-20      | Floating      | 6.43%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | SOP                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  -1792139000 | PA      | $-6817955.43    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| AGL CLO 42 Ltd.                                                           | AGL CLO 42 Ltd., Series 2025-42A, Class A1                                                                                                          | CUSIP: 00791YAA6<br>LEI: 254900AMSJHVKQ5QFA09 | Long             | ABS-CBDO         | CORP              | KY        |      2520000 | PA      | $2520506.02     | 0.01%             | 2038-07-22      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| Service Properties Trust                                                  | Service Properties Trust                                                                                                                            | CUSIP: 44106MAY8<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |      1887000 | PA      | $1675694.23     | 0.00%             | 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        |     21072000 | PA      | $4962456.00     | 0.01%             | 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      | $38650367.41    | 0.08%             | 2028-09-12      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Polaris plc                                                               | Polaris plc, Series 2025-3X, Class D                                                                                                                | CUSIP: N/A<br>LEI: 2138004HHDTEKA2ZLF42       | Long             | ABS-MBS          | CORP              | GB        |       377000 | PA      | $497427.86      | 0.00%             | 2069-10-27      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust                                    | Velocity Commercial Capital Loan Trust, Series 2025-5, Class M2                                                                                     | CUSIP: 92262KAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       817689 | PA      | $815802.63      | 0.00%             | 2055-12-25      | Variable      | 6.31%                 | No            |                  2 | On Loan: No      |
| OakEagle AcquireCo, Inc.                                                  | OakEagle AcquireCo, Inc. Term Loan First Lien                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3000000 | PA      | $3431695.53     | 0.01%             | 2033-03-24      | Variable      | 5.96%                 | 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      | $145637.35      | 0.00%             | 2053-06-23      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| Engineering - Ingegneria Informatica - SpA                                | Engineering - Ingegneria Informatica - SpA                                                                                                          | CUSIP: N/A<br>LEI: 81560042F5E23EE61346       | Long             | DBT              | CORP              | IT        |      7500000 | PA      | $8791079.70     | 0.02%             | 2028-05-15      | Fixed         | 11.12%                | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                          | Deutsche Bank AG                                                                                                                                    | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | DBT              | CORP              | DE        |      4200000 | PA      | $5097817.94     | 0.01%             | 2029-10-30      | Variable      | 8.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Shiseido Co. Ltd.                                                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -54500 | NS      | $-67911.88      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | 3-mo. SOFR                                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         2527 | NC      | $128075.10      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | United Airlines Holdings, Inc.                                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          234 | NC      | $10062.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| New Residential Mortgage Loan Trust                                       | New Residential Mortgage Loan Trust, Series 2024-NQM3, Class B1                                                                                     | CUSIP: 647910AG3<br>LEI: 213800HBIGZVLLQA9I67 | Long             | ABS-MBS          | CORP              | US        |      1596000 | PA      | $1613369.11     | 0.00%             | 2064-11-25      | Variable      | 7.16%                 | 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      | $1889690.26     | 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      | $3340574.45     | 0.01%             | 2037-10-15      | Floating      | 8.02%                 | 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      | $348971.80      | 0.00%             | 2033-12-15      | Floating      | 3.44%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd.                                                              | OCP CLO Ltd., Series 2024-31A, Class AR                                                                                                             | CUSIP: 67570AAN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |     12250000 | PA      | $12223391.78    | 0.03%             | 2039-04-20      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | EURO STOXX 50 Index                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DE        |          431 | NC      | $588589.45      | 0.00%             |  |  |  | No            |                  1 | 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      | $1947322.49     | 0.00%             | 2067-12-16      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDSCMBX                                                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |       180311 | PA      | $-81080.06      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | SOP                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   1900000001 | PA      | $520390.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Spirit Airlines Pass Through Trust                                        | Spirit Airlines Pass-Through Trust, Series 2017-1A, Class A                                                                                         | CUSIP: 84858XAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      9839861 | PA      | $8991102.58     | 0.02%             | 2030-02-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | 3-mo. Australian Bank Bills                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | AU        |          281 | NC      | $-289128.41     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                                                  | CUSIP: 31418EV72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    166443239 | PA      | $164729359.96   | 0.36%             | 2053-09-01      | Fixed         | 5.00%                 | 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      | $1310295.12     | 0.00%             | 2034-10-20      | Floating      | 7.43%                 | No            |                  2 | On Loan: No      |
| Secucor Finance DAC                                                       | Secucor Finance DAC, Series 2025-1, Class D                                                                                                         | CUSIP: N/A<br>LEI: 2138001E8BAK3OXZGG87       | Long             | ABS-O            | CORP              | IE        |      6800000 | PA      | $7817541.54     | 0.02%             | 2036-09-20      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Toyoda Gosei Co. Ltd.                                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        48700 | NS      | $-57092.07      | -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      | $-78.24         | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                                                  | CUSIP: 31418EJF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        10794 | PA      | $10699.62       | 0.00%             | 2052-09-01      | 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      | $1035883.30     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CoreWeave, Inc.                                                           | CoreWeave, Inc.                                                                                                                                     | CUSIP: 21873SAC2<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |      5454000 | PA      | $5189584.08     | 0.01%             | 2031-02-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| VF Ukraine PAT                                                            | VF Ukraine PAT                                                                                                                                      | CUSIP: 918212AA9<br>LEI: 213800C9OW7RIPPP6Z96 | Long             | DBT              | CORP              | UA        |      9785936 | PA      | $9639146.75     | 0.02%             | 2027-02-11      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                                 | Vistra Operations Co. LLC                                                                                                                           | CUSIP: 92840VAP7<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |      2173000 | PA      | $2276177.60     | 0.00%             | 2031-10-15      | Fixed         | 7.75%                 | 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      | $3938959.46     | 0.01%             |  |  |  | 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      | $1374532.59     | 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        |         1039 | NS      | $303055.52      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Cie Generale des Etablissements Michelin SCA                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -41700 | NS      | $-13790.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    495162195 | PA      | $-8760853.13    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Mila BV                                                                   | Mila BV, Series 2025-1, Class E                                                                                                                     | CUSIP: N/A<br>LEI: 72450098VTA940FX5997       | Long             | ABS-O            | CORP              | NL        |       800000 | PA      | $920518.94      | 0.00%             | 2042-10-12      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| Zayo Group Holdings, Inc.                                                 | Zayo Group Holdings, Inc.                                                                                                                           | CUSIP: 98919VAD7<br>LEI: 529900Z6OTS7RT0V0I47 | Short            | DBT              | CORP              | US        |      -985000 | PA      | $-919970.30     | -0.00%            | 2030-09-09      | Variable      | 13.75%                | 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      | $286792.91      | 0.00%             | 2035-07-15      | Floating      | 4.17%                 | 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      | $2083935.89     | 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        |        17600 | NS      | $14960.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BPR Commercial Mortgage Trust                                             | BPR Commercial Mortgage Trust, Series 2025-STAR, Class HRR                                                                                          | CUSIP: 05619DAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     15000000 | PA      | $14785602.00    | 0.03%             | 2042-11-05      | Variable      | 10.37%                | 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        |     10559996 | PA      | $8496281.62     | 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        |        70455 | NS      | $13897953.30    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | State Street Consumer Staples Select Sector SPDR ETF                                                                                                | CUSIP: 00PC9CZD6<br>LEI: N/A                  | N/A              | DE               |  | US        |        11181 | NC      | $1504509.79     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cencosud SA                                                               | Cencosud SA                                                                                                                                         | CUSIP: 15132HAJ0<br>LEI: 549300NLTGCFV7482429 | Long             | DBT              | CORP              | CL        |       619000 | PA      | $631349.05      | 0.00%             | 2031-05-28      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  78250033198 | PA      | $1422477.62     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Santander Consumo 10 FT                                                   | Santander Consumo 10 FT, Series 10, Class D                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | ES        |      5400000 | PA      | $6241808.45     | 0.01%             | 2041-05-22      | Floating      | 4.14%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                           | TransDigm, Inc.                                                                                                                                     | CUSIP: 893647CA3<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |       572000 | PA      | $579496.06      | 0.00%             | 2034-01-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Eurobank SA                                                               | Eurobank SA                                                                                                                                         | CUSIP: N/A<br>LEI: 213800KGF4EFNUQKAT69       | Long             | DBT              | CORP              | GR        |      5425000 | PA      | $5971308.81     | 0.01%             | 2033-11-10      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    332880000 | PA      | $-4165.36       | -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      | $3725636.19     | 0.01%             | 2059-01-17      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | EURO STOXX 50 Index                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DE        |         1368 | NC      | $1677656.17     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Stonegate Pub Co. Financing 2019 plc                                      | Stonegate Pub Co. Financing 2019 plc                                                                                                                | CUSIP: N/A<br>LEI: 254900L5266ML3505282       | Long             | DBT              | CORP              | GB        |      1400000 | PA      | $1582945.21     | 0.00%             | 2029-07-31      | Floating      | 8.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Hexagon AB, Class B                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -96300 | NS      | $25013.71       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                                                  | CUSIP: 3140QSC90<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1592894 | PA      | $1578580.32     | 0.00%             | 2053-02-01      | Fixed         | 5.00%                 | 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      | $1998773.40     | 0.00%             | 2032-07-20      | Floating      | 5.32%                 | 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      | $1774753.27     | 0.00%             | 2071-12-16      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| Avianca Midco 2 plc                                                       | Avianca Midco 2 plc                                                                                                                                 | CUSIP: N/A<br>LEI: 213800AMPX5VKH9AMX10       | Long             | DBT              | CORP              | GB        |       720509 | PA      | $694930.93      | 0.00%             | 2028-12-01      | Fixed         | 9.00%                 | 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        |       198026 | PA      | $182678.99      | 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      | $1085651.57     | 0.00%             | 2055-08-20      | Floating      | 6.23%                 | 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      | $3692507.39     | 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        |       955000 | PA      | $750725.50      | 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        |      3970000 | PA      | $4093923.55     | 0.01%             | 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      | $3112799.93     | 0.01%             | 2031-06-16      | Fixed         | 9.28%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                                           | BRAVO Residential Funding Trust, Series 2026-NQM2, Class A1LC                                                                                       | CUSIP: 105934AB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2319903 | PA      | $2297500.39     | 0.00%             | 2065-11-25      | Variable      | 4.77%                 | 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        |      4162814 | PA      | $2441881.48     | 0.01%             | 2028-12-29      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                              | ING Groep NV                                                                                                                                        | CUSIP: N/A<br>LEI: 549300NYKK9MWM7GGW15       | Long             | DBT              | CORP              | NL        |     15900000 | PA      | $17952003.61    | 0.04%             | 2035-09-03      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| O'Reilly Automotive, Inc.                                                 | O'Reilly Automotive, Inc.                                                                                                                           | CUSIP: 67103HAK3<br>LEI: 549300K2RLMQL149Q332 | Short            | DBT              | CORP              | US        |      -162000 | PA      | $-141298.06     | -0.00%            | 2031-03-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| WBI Operating LLC                                                         | WBI Operating LLC                                                                                                                                   | CUSIP: 92944BAB7<br>LEI: 254900POBWB4RX0ODY78 | Long             | DBT              | CORP              | US        |      1041000 | PA      | $1033046.76     | 0.00%             | 2033-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Berkeley Group Holdings plc                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -29600 | NS      | $6508.36        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                                         | Barclays Bank plc                                                                                                                                   | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | RA               | CORP              | GB        |      8815570 | PA      | $8815570.00     | 0.02%             |  |  |  | No            |                  2 | 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        |      2058157 | PA      | $2382474.81     | 0.01%             | 2039-11-15      | Floating      | 3.19%                 | 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      | $37430328.88    | 0.08%             | 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      | $690484.73      | 0.00%             | 2032-08-20      | Fixed         | 7.28%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                                               | Capital One Financial Corp.                                                                                                                         | CUSIP: 14040HBN4<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     29900000 | PA      | $29724021.76    | 0.06%             | 2027-03-09      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Prosus NV                                                                 | Prosus NV                                                                                                                                           | CUSIP: N/A<br>LEI: 635400Z5LQ5F9OLVT688       | Long             | DBT              | CORP              | NL        |      2280000 | PA      | $2149242.00     | 0.00%             | 2030-01-21      | Fixed         | 3.68%                 | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                                                   | JPMorgan Securities LLC                                                                                                                             | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | Long             | RA               | CORP              | US        |        95625 | PA      | $95625.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                                                | AT&T, Inc.                                                                                                                                          | CUSIP: N/A<br>LEI: 549300Z40J86GGSTL398       | Long             | DBT              | CORP              | US        |      6105000 | PA      | $6162481.42     | 0.01%             | 2043-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | iShares iBoxx USD Investment Grade Corporate Bond ETF                                                                                               | CUSIP: 464287242<br>LEI: N/A                  | N/A              | DE               |  | US        |      -432931 | NS      | $792263.73      | 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      | $1559495.84     | 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        |      7700000 | PA      | $7496599.88     | 0.02%             | 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      | $256800.00      | 0.00%             | 2029-11-01      | Variable      | 10.77%                | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                           | TransDigm, Inc., 1st Lien Term Loan J                                                                                                               | CUSIP: 89364MCA0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |       980044 | PA      | $979935.95      | 0.00%             | 2031-02-28      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| Speed Midco 3 SARL                                                        | Speed Midco 3 SARL, Facility 1st Lien Term Loan B                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | LU        |      5264286 | PA      | $5883685.66     | 0.01%             | 2032-10-07      | Variable      | 4.84%                 | No            |                  2 | On Loan: No      |
| Alterra Mountain Co.                                                      | Alterra Mountain Co., 1st Lien Term Loan B8                                                                                                         | CUSIP: 46124CAS6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       456003 | PA      | $455433.03      | 0.00%             | 2030-05-31      | Variable      | 6.17%                 | No            |                  3 | On Loan: No      |
| Citycon Treasury                                                          | Citycon Treasury BV, Series EURO                                                                                                                    | CUSIP: N/A<br>LEI: 549300WAE0CGQ0IE1H63       | Long             | DBT              | CORP              | NL        |       202000 | PA      | $228929.95      | 0.00%             | 2027-01-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| BofA Securities, Inc.                                                     | BofA Securities, Inc.                                                                                                                               | CUSIP: N/A<br>LEI: 549300HN4UKV1E2R3U73       | Long             | RA               | CORP              | US        |      4818750 | PA      | $4818750.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Expand 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      |
| Adobe, Inc.                                                               | Adobe, Inc.                                                                                                                                         | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |         1222 | NS      | $297043.76      | 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      | $-515496.87     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GFL Environmental, Inc.                                                   | GFL Environmental, Inc.                                                                                                                             | CUSIP: 36168QAP9<br>LEI: 894500E7NLBY9VZRT696 | Long             | DBT              | CORP              | CA        |      1352000 | PA      | $1315391.77     | 0.00%             | 2029-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     36000000 | PA      | $-133766.57     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    616502816 | PA      | $-483995.17     | -0.00%            |  |  |  | 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      | $26732682.42    | 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        |    253212111 | PA      | $-4725.84       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Poland                                                        | Republic of Poland                                                                                                                                  | CUSIP: 857524AF9<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |      2410000 | PA      | $2460610.00     | 0.01%             | 2030-02-12      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| KKR CLO 27 Ltd.                                                           | KKR CLO 27 Ltd., Series 27A, Class A1R2                                                                                                             | CUSIP: 48253YBL1<br>LEI: 5493007WGG1LNIZXEI24 | Long             | ABS-CBDO         | CORP              | KY        |      3027778 | PA      | $3023284.47     | 0.01%             | 2035-01-15      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Skyworks Solutions, Inc.                                                                                                                            | CUSIP: 83088M102<br>LEI: N/A                  | N/A              | DE               |  | US        |        26800 | NS      | $-23890.40      | -0.00%            |  |  |  | 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      | $763312.50      | 0.00%             | 2026-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Vodafone Group plc                                                        | Vodafone Group plc                                                                                                                                  | CUSIP: 92857WBW9<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |     10023000 | PA      | $9174171.17     | 0.02%             | 2081-06-04      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                | Verus Securitization Trust, Series 2025-6, Class A1                                                                                                 | CUSIP: 92540YAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     20139998 | PA      | $20208488.43    | 0.04%             | 2070-07-25      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| AP Grange Holdings LLC                                                    | AP Grange Holdings LLC                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | GB        |     14801000 | PA      | $15541050.00    | 0.03%             | 2045-03-20      | Fixed         | 6.50%                 | Yes           |                  3 | On Loan: No      |
| Jane Street Group                                                         | Jane Street Group                                                                                                                                   | CUSIP: 47077WAC2<br>LEI: 5493002N1IVX6KHGYO08 | Long             | DBT              | CORP              | US        |      4204000 | PA      | $4321527.02     | 0.01%             | 2031-04-30      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Mitsui Kinzoku Co. Ltd.                                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         4800 | NS      | $28046.09       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Palmer Square Loan Funding Ltd.                                           | Palmer Square Loan Funding Ltd., Series 2025-3A, Class D                                                                                            | CUSIP: 696917AA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      3000000 | PA      | $2916118.50     | 0.01%             | 2034-01-15      | Floating      | 8.11%                 | 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      | $703277.81      | 0.00%             | 2068-02-26      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| Talbot Participation SAS                                                  | Talbot Participation SAS, 1st Lien Term Loan B2                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | FR        |      2000000 | PA      | $2299055.00     | 0.00%             | 2032-07-07      | Variable      | 5.13%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                                     | United Mexican States                                                                                                                               | CUSIP: 91086QAV0<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      8900000 | PA      | $8633000.00     | 0.02%             | 2040-01-11      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| M&T Bank RV Trust                                                         | M&T Bank RV Trust, Series 2026-1A, Class A                                                                                                          | CUSIP: 551923AA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      8881842 | PA      | $8781368.24     | 0.02%             | 2046-01-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Haleon US Capital LLC                                                     | Haleon US Capital LLC                                                                                                                               | CUSIP: 36264FAK7<br>LEI: 549300N8C3A3L0UVQB07 | Long             | DBT              | CORP              | US        |     11600000 | PA      | $11486568.70    | 0.02%             | 2027-03-24      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                                          | CSC Holdings LLC                                                                                                                                    | CUSIP: 126307BM8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |      3579000 | PA      | $2924558.38     | 0.01%             | 2028-05-15      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust                                        | Ellington Financial Mortgage Trust, Series 2025-INV4, Class B1                                                                                      | CUSIP: 26846DAJ3<br>LEI: 254900KQZEY4W9F3MX66 | Long             | ABS-MBS          | CORP              | US        |      3020000 | PA      | $3015243.20     | 0.01%             | 2070-10-25      | Variable      | 6.84%                 | No            |                  2 | On Loan: No      |
| Blackstone Private Credit Fund                                            | Blackstone Private Credit Fund                                                                                                                      | CUSIP: 09261HBP1<br>LEI: 549300ORP3TTCNXSYO43 | Short            | DBT              | CORP              | US        |     -2300000 | PA      | $-2271258.49    | -0.00%            | 2027-09-26      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDIO                                                                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |     32445000 | PA      | $96751.33       | 0.00%             |  |  |  | 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      | $1809026.21     | 0.00%             | 2059-09-27      | Floating      | 7.98%                 | No            |                  2 | On Loan: No      |
| CPV Fairview LLC                                                          | CPV Fairview LLC, 1st Lien Term Loan B                                                                                                              | CUSIP: 12620SAD5<br>LEI: 549300SLZ4P6TH9PTH93 | Long             | LON              | CORP              | US        |     11834137 | PA      | $11769995.58    | 0.03%             | 2031-08-14      | Variable      | 6.20%                 | 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      | $3717212.12     | 0.01%             | 2037-02-15      | Floating      | 5.73%                 | 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      | $574245.35      | 0.00%             | 2057-12-27      | Floating      | 3.45%                 | 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      | $7263.07        | 0.00%             | 2064-01-25      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| SCG Commercial Mortgage Trust                                             | SCG Commercial Mortgage Trust, Series 2025-FLWR, Class A                                                                                            | CUSIP: 78438AAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3997000 | PA      | $3989505.63     | 0.01%             | 2042-08-15      | Floating      | 4.92%                 | 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      | $1000035.44     | 0.00%             | 2032-04-20      | Floating      | 3.73%                 | No            |                  2 | On Loan: No      |
| Klabin SA                                                                 | Klabin SA                                                                                                                                           | CUSIP: N/A<br>LEI: 254900C8UYA6YUPSDU10       | Long             | EC               | CORP              | BR        |       183043 | NS      | $693321.94      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Intact Financial Corp.                                                                                                                              | CUSIP: 45823T106<br>LEI: N/A                  | N/A              | DE               |  | US        |        12800 | NS      | $-46338.04      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citycon Treasury                                                          | Citycon Treasury BV                                                                                                                                 | CUSIP: N/A<br>LEI: 549300WAE0CGQ0IE1H63       | Long             | DBT              | CORP              | NL        |      4754000 | PA      | $5099288.91     | 0.01%             | 2028-03-12      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| GreenSky Home Improvement Issuer Trust                                    | GreenSky Home Improvement Issuer Trust, Series 2025-3A, Class A3                                                                                    | CUSIP: 39571WAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     11121176 | PA      | $11107448.16    | 0.02%             | 2060-12-27      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                                                                                  | CUSIP: 3132DQTK2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1492223 | PA      | $1478366.98     | 0.00%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Albertsons Cos., Inc.                                                     | Albertsons Cos., Inc.                                                                                                                               | CUSIP: 01309QAE8<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |      1205000 | PA      | $1186341.90     | 0.00%             | 2032-03-31      | 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      | $405770.56      | 0.00%             |  |  |  | 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        |      3388235 | PA      | $3916173.62     | 0.01%             | 2044-12-20      | Floating      | 3.37%                 | No            |                  2 | On Loan: No      |
| Nuveen LLC                                                                | Nuveen LLC                                                                                                                                          | CUSIP: 67080LAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1400000 | PA      | $1389064.18     | 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        |    114237371 | PA      | $-998087.98     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                        | Credit Agricole SA                                                                                                                                  | CUSIP: 225313AQ8<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |       250000 | PA      | $259231.47      | 0.00%             | 2035-01-10      | Variable      | 6.25%                 | No            |                  2 | 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      | $15426852.40    | 0.03%             | 2037-04-20      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| Lebanese Republic                                                         | Lebanese Republic                                                                                                                                   | CUSIP: N/A<br>LEI: 529900QPC4K9S1KHL354       | Long             | DBT              | NUSS              | LB        |     12073000 | PA      | $2843191.50     | 0.01%             | 2025-04-22      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| Ares LXXVII CLO Ltd.                                                      | Ares LXXVII CLO Ltd., Series 2025-77A, Class A1                                                                                                     | CUSIP: 03990KAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2000000 | PA      | $2001389.60     | 0.00%             | 2038-07-15      | Floating      | 4.99%                 | 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        |      5513990 | PA      | $117236.25      | 0.00%             | 2036-02-15      | Variable      | 1.13%                 | 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      | $775992.93      | 0.00%             |  |  |  | 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        |     21099337 | PA      | $5960562.66     | 0.01%             | 2026-09-29      | Variable      | 10.77%                | No            |                  3 | On Loan: No      |
| LendingClub Structured Loan Certificate Issuer Trust                      | LendingClub Structured Loan Certificate Issuer Trust, Series 2025-P16, Class A                                                                      | CUSIP: 525950AA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     18761924 | PA      | $18752391.01    | 0.04%             | 2032-12-15      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Finance LLC                                                | Morgan Stanley Finance LLC, Series 2330                                                                                                             | CUSIP: N/A<br>LEI: 5493003FCPSE9RKT4B56       | Long             | DBT              | CORP              | US        |      1700000 | PA      | $1726350.00     | 0.00%             | 2029-02-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Barclays Capital, Inc.                                                    | Barclays Capital, Inc.                                                                                                                              | CUSIP: N/A<br>LEI: AC28XWWI3WIBK2824319       | Long             | RA               | CORP              | US        |      2651726 | PA      | $2651725.50     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Lighthouse Park CLO Ltd.                                                  | Lighthouse Park CLO Ltd., Series 2025-1A, Class E                                                                                                   | CUSIP: 53229QAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      5000000 | PA      | $4918128.00     | 0.01%             | 2037-10-24      | Floating      | 8.57%                 | No            |                  2 | On Loan: No      |
| Terex Corp.                                                               | Terex Corp.                                                                                                                                         | CUSIP: 880779BA0<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | DBT              | CORP              | US        |       776000 | PA      | $764519.62      | 0.00%             | 2029-05-15      | 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      | $508249.72      | 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      | $756633.04      | 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      | $5661906.06     | 0.01%             | 2067-07-25      | Variable      | 5.27%                 | 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      | $783501.56      | 0.00%             | 2044-06-25      | Variable      | 5.88%                 | 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      | $5044323.47     | 0.01%             | 2037-06-10      | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| Elm Park CLO DAC                                                          | Elm Park CLO DAC, Series 1X, Class DR3                                                                                                              | CUSIP: N/A<br>LEI: 549300U4MCTO5672RE42       | Long             | ABS-CBDO         | CORP              | IE        |      2573000 | PA      | $2941526.25     | 0.01%             | 2038-01-15      | 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      | $-133.88        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| US Bancorp                                                                | US Bancorp                                                                                                                                          | CUSIP: 902973BD7<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |      3375000 | PA      | $3904935.94     | 0.01%             | 2028-05-21      | Floating      | 2.82%                 | 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        |     25492424 | PA      | $25344476.45    | 0.05%             | 2061-06-25      | Variable      | 6.75%                 | 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        |      2246000 | PA      | $2243177.90     | 0.00%             | 2041-10-15      | Floating      | 8.12%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                                                                                  | CUSIP: 3132DSR46<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1151231 | PA      | $1141330.86     | 0.00%             | 2053-09-01      | Fixed         | 5.00%                 | 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        |      9869598 | PA      | $8578.71        | 0.00%             | 2047-07-25      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                                                   | JPMorgan Securities LLC                                                                                                                             | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | Long             | RA               | CORP              | US        |       972500 | PA      | $972500.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust                                                      | BBCMS Mortgage Trust, Series 2022-C17, Class A5                                                                                                     | CUSIP: 054976AE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       539000 | PA      | $526465.02      | 0.00%             | 2055-09-15      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Meta Platforms, Inc., Class A                                                                                                                       | CUSIP: 30303M102<br>LEI: N/A                  | N/A              | DE               |  | US        |        -3400 | NS      | $255884.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      3051000 | PA      | $128807.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | DE        |      1189162 | PA      | $57146.13       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Calpine Construction Finance Co. LP                                       | Calpine Construction Finance Co. LP, 1st Lien Term Loan                                                                                             | CUSIP: 13134NAK7<br>LEI: V0Q3DOB0FIB2XI1KWU77 | Long             | LON              | CORP              | US        |      1214886 | PA      | $1214691.85     | 0.00%             | 2030-07-31      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | USD Currency                                                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CH        |     -1489200 | PA      | $-2609.18       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Cleveland-Cliffs, Inc.                                                    | Cleveland-Cliffs, Inc.                                                                                                                              | CUSIP: 185899AR2<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |      2804000 | PA      | $2743069.30     | 0.01%             | 2033-05-01      | Fixed         | 7.38%                 | 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      | $1426431.29     | 0.00%             | 2031-04-26      | Floating      | 6.83%                 | 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        |     12452596 | PA      | $11269876.10    | 0.02%             | 2043-07-20      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| Samarco Mineracao SA                                                      | Samarco Mineracao SA                                                                                                                                | CUSIP: N/A<br>LEI: 529900U8HKV15GJC4O60       | Long             | DBT              | CORP              | BR        |     22655534 | PA      | $22315700.99    | 0.05%             | 2031-06-30      | Fixed         | 9.50%                 | 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        |     21074225 | PA      | $7849782.04     | 0.02%             | 2037-10-27      | 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      | $205490.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                          | Deutsche Bank AG                                                                                                                                    | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | DBT              | CORP              | DE        |      5800000 | PA      | $6611750.96     | 0.01%             | 2034-10-30      | Variable      | 6.75%                 | 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        |      3334688 | PA      | $2301214.19     | 0.00%             | 2036-03-25      | Variable      | 4.01%                 | No            |                  2 | On Loan: No      |
| Carlyle US CLO Ltd.                                                       | Carlyle US CLO Ltd., Series 2022-3A, Class A1R2                                                                                                     | CUSIP: 143111AY8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     13720000 | PA      | $13694436.90    | 0.03%             | 2039-04-20      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| Alibaba Group Holding Ltd.                                                | Alibaba Group Holding Ltd.                                                                                                                          | CUSIP: N/A<br>LEI: 5493001NTNQJDH60PM02       | Long             | DBT              | CORP              | KY        |      4500000 | PA      | $4331250.00     | 0.01%             | 2032-09-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PennyMac Financial Services, Inc.                                         | PennyMac Financial Services, Inc.                                                                                                                   | CUSIP: 70932MAF4<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |      1140000 | PA      | $1090680.07     | 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        |      4722135 | PA      | $2460232.34     | 0.01%             | 2035-02-01      | Variable      | 4.50%                 | 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        |        73545 | PA      | $43439.05       | 0.00%             | 2036-02-25      | Variable      | 4.72%                 | 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      | $592148.43      | 0.00%             | 2029-01-31      | Variable      | 6.53%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                              | UBS Group AG                                                                                                                                        | CUSIP: N/A<br>LEI: 549300SZJ9VS8SGXAN81       | Long             | DBT              | CORP              | CH        |     31400000 | PA      | $29147143.05    | 0.06%             | 2033-01-18      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| CaixaBank SA                                                              | CaixaBank SA                                                                                                                                        | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | DBT              | CORP              | ES        |       600000 | PA      | $671562.40      | 0.00%             | 2035-03-25      | Variable      | 5.88%                 | 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        |      2829576 | PA      | $2784643.55     | 0.01%             | 2030-02-25      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp. Variable Rate Notes, Series 5543, Class FC                                                                         | CUSIP: 3137HLLC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     10828924 | PA      | $10944498.49    | 0.02%             | 2055-06-25      | Floating      | 5.16%                 | 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      | $1987721.41     | 0.00%             | 2061-01-20      | Floating      | 5.63%                 | 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        |      8601977 | PA      | $8339934.80     | 0.02%             | 2027-07-06      | Variable      | 11.73%                | No            |                  3 | On Loan: No      |
| N/A                                                                       | Invesco QQQ Trust, Series 1                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -1201 | NC      | $-1580671.07    | -0.00%            |  |  |  | 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      | $9087063.44     | 0.02%             | 2042-02-15      | Floating      | 8.92%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Kawasaki Kisen Kaisha Ltd.                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        79400 | NS      | $16827.83       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TeamSystem SpA                                                            | TeamSystem SpA                                                                                                                                      | CUSIP: N/A<br>LEI: 81560062081DF3AB7A90       | Long             | DBT              | CORP              | IT        |      1739000 | PA      | $1855150.05     | 0.00%             | 2031-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Signal Harmonic CLO I DAC                                                 | Signal Harmonic CLO I DAC, Series 1X, Class DR                                                                                                      | CUSIP: N/A<br>LEI: 635400CPGNMPPUYRUY64       | Long             | ABS-CBDO         | CORP              | IE        |      1250000 | PA      | $1424521.26     | 0.00%             | 2038-07-15      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| Compass Datacenters Issuer III LLC                                        | Compass Datacenters Issuer III LLC, Series 2025-3A, Class A2                                                                                        | CUSIP: 20469BAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     22056000 | PA      | $21839279.95    | 0.05%             | 2050-07-25      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| ION Platform Finance SARL                                                 | ION Platform Finance SARL                                                                                                                           | CUSIP: N/A<br>LEI: 6488IU1F9M51Z3P60R77       | Long             | DBT              | CORP              | LU        |     12380000 | PA      | $13294173.30    | 0.03%             | 2029-05-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| EP Infrastructure A/S                                                     | EP Infrastructure A/S                                                                                                                               | CUSIP: N/A<br>LEI: 315700I4J1M1NKGWWY89       | Long             | DBT              | CORP              | CZ        |     10100000 | PA      | $11217044.57    | 0.02%             | 2033-02-27      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CarVal CLO IV Ltd.                                                        | CarVal CLO IV Ltd., Series 2021-1A, Class A1R                                                                                                       | CUSIP: 14687EAU4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1000000 | PA      | $999985.30      | 0.00%             | 2038-03-31      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| Vertiv Holdings Co.                                                       | Vertiv Holdings Co., Class A                                                                                                                        | CUSIP: 92537N108<br>LEI: 549300KTTIRAOGXCRV69 | Long             | EC               | CORP              | US        |        55630 | NS      | $13939765.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Shift4 Payments LLC                                                       | Shift4 Payments LLC                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |     16451000 | PA      | $17926407.31    | 0.04%             | 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        |    214113667 | PA      | $49224.46       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GoTo Group, Inc.                                                          | GoTo Group, Inc.                                                                                                                                    | CUSIP: 38349YAB1<br>LEI: 549300D12V5KRBV00592 | Long             | DBT              | CORP              | US        |      7777800 | PA      | $2177784.00     | 0.00%             | 2028-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Keihan Holdings Co. Ltd.                                                  | Keihan Holdings Co. Ltd.                                                                                                                            | CUSIP: N/A<br>LEI: 353800ADZSZ9AD39RL13       | Long             | EC               | CORP              | JP        |        36900 | NS      | $754045.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   1479369897 | PA      | $-88259.76      | -0.00%            |  |  |  | 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      | $463073.09      | 0.00%             | 2033-12-23      | Floating      | 5.91%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Sigma Healthcare Ltd.                                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -664700 | NS      | $15100.93       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Telefonica Emisiones SA                                                   | Telefonica Emisiones SA                                                                                                                             | CUSIP: N/A<br>LEI: 549300Y5MFC4SW5Z3K71       | Long             | DBT              | CORP              | ES        |      3300000 | PA      | $3684230.41     | 0.01%             | 2031-01-19      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| Hungary                                                                   | Hungary Government Bond                                                                                                                             | CUSIP: N/A<br>LEI: 5299003F3UFKGCCMAP43       | Long             | DBT              | NUSS              | HU        |      2176000 | PA      | $2147102.72     | 0.00%             | 2034-06-16      | Fixed         | 5.50%                 | 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      | $7358404.04     | 0.02%             | 2055-12-21      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     97835971 | PA      | $-381950.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    215635523 | PA      | $-1070481.90    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Encompass Health Corp.                                                    | Encompass Health Corp.                                                                                                                              | CUSIP: 29261AAE0<br>LEI: 549300FVRPM9DRQZRG64 | Long             | DBT              | CORP              | US        |       928000 | PA      | $895815.66      | 0.00%             | 2031-04-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                                     | United Mexican States                                                                                                                               | CUSIP: 91087BBL3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      1074000 | PA      | $1038558.00     | 0.00%             | 2035-09-22      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| GCAT Trust                                                                | GCAT Trust, Series 2025-NQM4, Class A1                                                                                                              | CUSIP: 367923AC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6369172 | PA      | $6390933.15     | 0.01%             | 2070-06-25      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     24450000 | PA      | $-425329.54     | -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        |      5503343 | PA      | $5005129.69     | 0.01%             | 2059-02-25      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    478500000 | PA      | $-27388.93      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      7122000 | PA      | $-5944.57       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| California Buyer Ltd.                                                     | California Buyer Ltd.                                                                                                                               | CUSIP: N/A<br>LEI: 254900V5SMQ1UP1CLC26       | Long             | DBT              | CORP              | GB        |      9275000 | PA      | $10362713.16    | 0.02%             | 2032-02-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| CP ALL PCL                                                                | CP ALL PCL                                                                                                                                          | CUSIP: N/A<br>LEI: 894500LSBZLM09TY1A91       | Long             | EC               | CORP              | TH        |      1488000 | NS      | $2075101.12     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    467240007 | PA      | $-839196.81     | -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        |      1510000 | PA      | $1527111.32     | 0.00%             | 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        |       482232 | PA      | $462830.76      | 0.00%             | 2035-02-25      | Variable      | 6.05%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Delivery Hero SE                                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |       -40300 | NS      | $19861.07       | 0.00%             |  |  |  | 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      | $11610282.82    | 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      | $16696035.06    | 0.04%             | 2035-05-21      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Hakuhodo DY Holdings, Inc.                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -188300 | NS      | $-13901.15      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      1335000 | PA      | $58677.64       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United Rentals North America, Inc.                                        | United Rentals North America, Inc.                                                                                                                  | CUSIP: 911365BN3<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |      1252000 | PA      | $1189237.87     | 0.00%             | 2030-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Synchrony Financial                                                       | Synchrony Financial                                                                                                                                 | CUSIP: 87165BAU7<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |      1705000 | PA      | $1741455.24     | 0.00%             | 2033-02-02      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                | Verus Securitization Trust, Series 2026-R1, Class A1                                                                                                | CUSIP: 924932AC0<br>LEI: 213800IRNLDELLG4XV07 | Long             | ABS-MBS          | CORP              | US        |      7066581 | PA      | $7004428.82     | 0.02%             | 2067-10-25      | Variable      | 4.83%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     63029633 | PA      | $-119300.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      2104000 | PA      | $75732.06       | 0.00%             |  |  |  | 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        |       437194 | PA      | $386007.24      | 0.00%             | 2030-12-31      | Variable      | 8.53%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | ASM International NV                                                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |         1000 | NS      | $-24491.47      | -0.00%            |  |  |  | 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      | $3501282.05     | 0.01%             | 2037-10-24      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | DE        |      2210000 | PA      | $60472.72       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                      | JPMorgan Chase & Co.                                                                                                                                | CUSIP: 46647PER3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     13460000 | PA      | $13312363.32    | 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        |      1164000 | PA      | $1082860.94     | 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        |     17818001 | PA      | $-72017.18      | -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        |      3000000 | PA      | $3424236.14     | 0.01%             | 2033-11-25      | Floating      | 4.53%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    533651000 | PA      | $4838909.79     | 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        |      1118759 | PA      | $1299551.81     | 0.00%             | 2042-10-27      | Floating      | 3.75%                 | No            |                  2 | On Loan: No      |
| Trevise Holdings 1                                                        | Trevise Holdings 1 SAS, Facility 1st Lien Term Loan 2                                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | FR        |      3416667 | PA      | $3950259.94     | 0.01%             | 2029-07-09      | Variable      | 5.64%                 | No            |                  2 | On Loan: No      |
| TPAO Varlik Kiralama ASA                                                  | TPAO Varlik Kiralama ASA                                                                                                                            | CUSIP: N/A<br>LEI: 789000L95BI6V730WX84       | Long             | DBT              | CORP              | TR        |      2385000 | PA      | $2281371.75     | 0.00%             | 2031-03-04      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Cirsa Enterprises SA                                                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       131385 | NS      | $-40437.47      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Air Canada                                                                | Air Canada                                                                                                                                          | CUSIP: 008911BK4<br>LEI: 4B4HI3CGXMBDC0G6BM51 | Long             | DBT              | CORP              | CA        |       952000 | PA      | $947254.85      | 0.00%             | 2026-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Trinitas CLO XXVIII Ltd.                                                  | Trinitas CLO XXVIII Ltd., Series 2024-28A, Class A2                                                                                                 | CUSIP: 89640FAE5<br>LEI: 254900DPIAGU6GHOTB83 | Long             | ABS-CBDO         | CORP              | KY        |     12000000 | PA      | $11998450.80    | 0.03%             | 2037-04-25      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Bilibili, Inc., Class Z                                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        55240 | NS      | $-124094.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BPCE SA                                                                   | BPCE SA                                                                                                                                             | CUSIP: N/A<br>LEI: 9695005MSX1OYEMGDF46       | Long             | DBT              | CORP              | FR        |     10000000 | PA      | $11882720.78    | 0.03%             | 2035-01-25      | Variable      | 5.12%                 | 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        |      2014915 | PA      | $2016798.20     | 0.00%             | 2040-06-15      | Floating      | 5.17%                 | 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        |       561629 | PA      | $558821.28      | 0.00%             | 2030-10-24      | Variable      | 6.67%                 | No            |                  2 | On Loan: No      |
| Arsenal AIC Parent LLC                                                    | Arsenal AIC Parent LLC                                                                                                                              | CUSIP: 04288BAC4<br>LEI: 254900G9F9HA5EP57J39 | Long             | DBT              | CORP              | US        |      1761000 | PA      | $1902764.02     | 0.00%             | 2031-10-01      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| N/A                                                                       | SOP                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |  -1689426000 | PA      | $-2472655.83    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Imola Merger Corp.                                                        | Imola Merger Corp.                                                                                                                                  | CUSIP: 45258LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3135000 | PA      | $3047012.15     | 0.01%             | 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      | $22507965.28    | 0.05%             | 2042-06-15      | Floating      | 5.22%                 | 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        |      6015468 | PA      | $5959103.42     | 0.01%             | 2031-01-30      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| Redstone Holdco 2 LP                                                      | Redstone HoldCo 2 LP, 1st Lien Term Loan A2                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2828731 | PA      | $2121548.30     | 0.00%             | 2030-12-31      | Variable      | 8.92%                 | No            |                  2 | On Loan: No      |
| SoftBank Group Corp.                                                      | SoftBank Group Corp.                                                                                                                                | CUSIP: N/A<br>LEI: 5493003BZYYYCDIO0R13       | Long             | DBT              | CORP              | JP        |      3405000 | PA      | $3833605.42     | 0.01%             | 2031-07-10      | Fixed         | 5.88%                 | 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      | $2961806.65     | 0.01%             | 2039-04-15      | 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      | $23463.83       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kingdom of Spain                                                          | Bonos and Obligaciones del Estado                                                                                                                   | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |     39887000 | PA      | $45219679.18    | 0.10%             | 2031-05-31      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Viasat, Inc.                                                              | Viasat, Inc.                                                                                                                                        | CUSIP: 92552VAL4<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | DBT              | CORP              | US        |      3342000 | PA      | $3319424.46     | 0.01%             | 2027-04-15      | Fixed         | 5.62%                 | 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      | $5296039.84     | 0.01%             | 2039-09-19      | Floating      | 5.25%                 | 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      | $3416213.18     | 0.01%             | 2039-05-10      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| Cigna Group (The)                                                         | Cigna Group (The)                                                                                                                                   | CUSIP: 125523CB4<br>LEI: 549300VIWYMSIGT1U456 | Short            | DBT              | CORP              | US        |      -900000 | PA      | $-891678.83     | -0.00%            | 2027-03-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Corp. Trust                                 | GS Mortgage-Backed Securities Corp. Trust, Series 2025-NQM6, Class B1                                                                               | CUSIP: 362933AG8<br>LEI: 254900X1ABPQ6D4G6D07 | Long             | ABS-MBS          | CORP              | US        |       754000 | PA      | $746017.78      | 0.00%             | 2066-02-25      | Variable      | 6.60%                 | No            |                  2 | On Loan: No      |
| Crown Americas LLC                                                        | Crown Americas LLC                                                                                                                                  | CUSIP: 228180AB1<br>LEI: RPPGGRL1J75WGF2DFO04 | Long             | DBT              | CORP              | US        |      1179000 | PA      | $1177784.45     | 0.00%             | 2030-04-01      | Fixed         | 5.25%                 | 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      | $4685263.03     | 0.01%             | 2037-11-23      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                  | Electricite de France SA                                                                                                                            | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | NUSS              | FR        |      6300000 | PA      | $8395468.16     | 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        |       377000 | PA      | $393123.50      | 0.00%             | 2048-01-17      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Chobani LLC                                                               | Chobani LLC                                                                                                                                         | CUSIP: 17027NAC6<br>LEI: 549300ISVDMZ91KNTR38 | Long             | DBT              | CORP              | US        |      3069000 | PA      | $3136079.13     | 0.01%             | 2029-07-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Baidu, Inc., Class A                                                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        35050 | NS      | $-1181.09       | -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      | $6969335.05     | 0.02%             | 2029-09-30      | Variable      | 9.00%                 | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                          | NRG Energy, Inc.                                                                                                                                    | CUSIP: 629377CX8<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |       214000 | PA      | $215706.05      | 0.00%             | 2034-11-01      | Fixed         | 6.25%                 | 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        |       868508 | PA      | $1013167.78     | 0.00%             | 2036-12-29      | Floating      | 4.21%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd.                                                              | OCP CLO Ltd., Series 2024-35A, Class E                                                                                                              | CUSIP: 671064AA1<br>LEI: 2138008SMV573POQTV86 | Long             | ABS-CBDO         | CORP              | JE        |      1350000 | PA      | $1333595.88     | 0.00%             | 2037-10-25      | Floating      | 9.57%                 | 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        |      1322999 | PA      | $340509.13      | 0.00%             | 2036-10-25      | Variable      | 6.23%                 | 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      | $2102052.92     | 0.00%             | 2067-03-25      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                                                                                  | CUSIP: 3133C2JD1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        22445 | PA      | $22239.34       | 0.00%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Wal-Mart de Mexico SAB de CV                                              | Wal-Mart de Mexico SAB de CV                                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | MX        |       475125 | NS      | $1542837.42     | 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      | $-494215.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    143044996 | PA      | $-1157920.45    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CVR Energy, Inc.                                                          | CVR Energy, Inc.                                                                                                                                    | CUSIP: 12662PAH1<br>LEI: 529900SOYZIXZBTXB558 | Long             | DBT              | CORP              | US        |       141000 | PA      | $142052.85      | 0.00%             | 2031-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Pikes Peak CLO 15 Ltd.                                                    | Pikes Peak CLO 15 Ltd., Series 2023-15A, Class AR                                                                                                   | CUSIP: 720922AL7<br>LEI: 213800Z4RS2ZM3411T95 | Long             | ABS-CBDO         | CORP              | JE        |      2000000 | PA      | $1998553.80     | 0.00%             | 2038-10-20      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     34170292 | PA      | $-12945.56      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EMRLD Borrower LP                                                         | EMRLD Borrower LP                                                                                                                                   | CUSIP: N/A<br>LEI: 5493000GJYE7GAQCUC61       | Long             | DBT              | CORP              | US        |     16259000 | PA      | $19128833.59    | 0.04%             | 2030-12-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | USD Currency                                                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    -13636000 | PA      | $-842.00        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GEO Group, Inc. (The)                                                     | GEO Group, Inc. (The)                                                                                                                               | CUSIP: 36162JAG1<br>LEI: 54930024XOXET7NQVZ63 | Long             | DBT              | CORP              | US        |      2441000 | PA      | $2535057.59     | 0.01%             | 2029-04-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| TE Connectivity plc                                                       | TE Connectivity plc                                                                                                                                 | CUSIP: N/A<br>LEI: 6367003TB6K484NFHE54       | Long             | EC               | CORP              | IE        |         1393 | NS      | $291164.86      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kingdom of Morocco                                                        | Kingdom of Morocco                                                                                                                                  | CUSIP: 617726AN4<br>LEI: 529900F3MBW9XY5K1X07 | Long             | DBT              | NUSS              | MA        |       261000 | PA      | $265358.70      | 0.00%             | 2028-03-08      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| AAdvantage Loyalty IP Ltd.                                                | AAdvantage Loyalty IP Ltd., 1st Lien Term Loan                                                                                                      | CUSIP: 02376CBT1<br>LEI: N/A                  | Long             | LON              | CORP              | KY        |      1500000 | PA      | $1484250.00     | 0.00%             | 2032-05-28      | Variable      | 6.42%                 | No            |                  2 | On Loan: No      |
| Deere & Co.                                                               | Deere & Co.                                                                                                                                         | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | EC               | CORP              | US        |          509 | NS      | $286719.70      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Valaris Ltd.                                                              | Valaris Ltd.                                                                                                                                        | CUSIP: 91889FAC5<br>LEI: 5299008BQ9IREYWBTS30 | Long             | DBT              | CORP              | BM        |      3483000 | PA      | $3609053.25     | 0.01%             | 2030-04-30      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp.                                                         | Duke Energy Corp.                                                                                                                                   | CUSIP: 26441CBS3<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |      1400000 | PA      | $1397539.88     | 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      | $6081007.72     | 0.01%             | 2060-12-25      | Variable      | 2.94%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | EURO STOXX 50 Index                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DE        |          162 | NC      | $37168.67       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Latitude Australia Credit Card Master Trust                               | Latitude Australia Credit Card Master Trust, Series 2026-1, Class D                                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | AU        |      1501000 | PA      | $1032187.06     | 0.00%             | 2038-09-22      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Organon & Co.                                                             | Organon & Co., 1st Lien Term Loan                                                                                                                   | CUSIP: 68621XAG8<br>LEI: 549300AMCKY57OK2CO56 | Long             | LON              | CORP              | US        |       608745 | PA      | $578612.26      | 0.00%             | 2031-05-19      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     36209827 | PA      | $54712.03       | 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        |     15513223 | PA      | $19164256.92    | 0.04%             | 2060-03-25      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Airbus SE                                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |         5500 | NS      | $-2287.47       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Iron Mountain, Inc.                                                       | Iron Mountain, Inc.                                                                                                                                 | CUSIP: 46284VAE1<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |      1265000 | PA      | $1257852.24     | 0.00%             | 2028-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | FR        |    327727000 | PA      | $-7007660.24    | -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        |       490000 | PA      | $483978.72      | 0.00%             | 2032-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| TAGUS-Sociedade de Titularizacao de Creditos SA                           | TAGUS - Sociedade de Titularizacao de Creditos SA, Series 3, Class B                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | PT        |       700000 | PA      | $807781.84      | 0.00%             | 2043-10-27      | Floating      | 3.35%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Verizon Communications, Inc.                                                                                                                        | CUSIP: 92343V104<br>LEI: N/A                  | N/A              | DE               |  | US        |        56400 | NS      | $-14100.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Snap-on, Inc.                                                                                                                                       | CUSIP: 833034101<br>LEI: N/A                  | N/A              | DE               |  | US        |        -6500 | NS      | $-4355.00       | -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        |       -43971 | NC      | $56619525.99    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |      4295000 | PA      | $-23948.60      | -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      | $3042610.50     | 0.01%             | 2043-05-01      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | EURO STOXX Bank Index                                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DE        |         1115 | NC      | $80548.30       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Rakuten Group, Inc.                                                       | Rakuten Group, Inc.                                                                                                                                 | CUSIP: N/A<br>LEI: 529900IMXUCQKUL1H943       | Long             | DBT              | CORP              | JP        |      3000000 | PA      | $2992800.60     | 0.01%             | 2026-04-22      | Variable      | 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      | $-1320172.53    | -0.00%            |  |  |  | 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        |     30265352 | PA      | $538133.09      | 0.00%             | 2052-02-25      | Variable      | 0.50%                 | No            |                  2 | On Loan: No      |
| Builders FirstSource, Inc.                                                | Builders FirstSource, Inc.                                                                                                                          | CUSIP: 12008R107<br>LEI: 549300W0SKP6L3H7DP63 | Long             | EC               | CORP              | US        |        21142 | NS      | $1740620.86     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Six Flags Entertainment Corp.                                             | Six Flags Entertainment Corp.                                                                                                                       | CUSIP: 83001C108<br>LEI: 529900AS2CYWYFHRS781 | Long             | EC               | CORP              | US        |       264368 | NS      | $4692532.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Commercial International Bank Egypt SAE                                   | Commercial International Bank Egypt SAE                                                                                                             | CUSIP: N/A<br>LEI: 213800FIIXJAMEVRIH48       | Long             | EC               | CORP              | EG        |      1100014 | NS      | $2443357.78     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sona Fios CLO V DAC                                                       | Sona Fios CLO V DAC, Series 5A, Class D                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-CBDO         | CORP              | IE        |      4000000 | PA      | $4610575.15     | 0.01%             | 2038-08-25      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| 1011778 BC ULC                                                            | 1011778 BC ULC                                                                                                                                      | CUSIP: 68245XAJ8<br>LEI: 549300RHSHNRWI5LLA86 | Long             | DBT              | CORP              | CA        |      2312000 | PA      | $2279613.04     | 0.00%             | 2028-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    417731867 | PA      | $389926.59      | 0.00%             |  |  |  | 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        |      4015000 | PA      | $3941608.21     | 0.01%             | 2034-10-20      | Floating      | 8.57%                 | 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        |      1183448 | PA      | $1166522.55     | 0.00%             | 2036-09-25      | Floating      | 4.13%                 | No            |                  2 | On Loan: No      |
| Antero Midstream Partners LP                                              | Antero Midstream Partners LP                                                                                                                        | CUSIP: 03690AAK2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1863000 | PA      | $1904058.66     | 0.00%             | 2032-02-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                                              | Royal Caribbean Cruises Ltd.                                                                                                                        | CUSIP: N/A<br>LEI: K2NEH8QNVW44JIWK7Z55       | Long             | EC               | CORP              | LR        |         1031 | NS      | $283710.58      | 0.00%             |  |  |  | No            |                  1 | 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        |      4700907 | PA      | $4695927.03     | 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      | $1094123.72     | 0.00%             |  |  |  | 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      | $2620890.54     | 0.01%             | 2028-07-10      | Variable      | 10.67%                | No            |                  3 | On Loan: No      |
| Meitu, Inc.                                                               | Meitu, Inc.                                                                                                                                         | CUSIP: N/A<br>LEI: 529900P2POH56W116T02       | Long             | EC               | CORP              | KY        |      1644000 | NS      | $915911.68      | 0.00%             |  |  |  | No            |                  2 | 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      | $1607165.62     | 0.00%             | 2037-08-13      | Variable      | 3.55%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | U.S. Treasury 30-Year Bond                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |          340 | NC      | $270937.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hikma Finance USA LLC                                                     | Hikma Finance USA LLC                                                                                                                               | CUSIP: N/A<br>LEI: 213800BU7YH2WTM1QL87       | Long             | DBT              | CORP              | US        |      2381000 | PA      | $2368350.94     | 0.01%             | 2030-07-08      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | SOP                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  -1998676000 | PA      | $-7782638.85    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Clearway Energy Operating LLC                                             | Clearway Energy Operating LLC                                                                                                                       | CUSIP: 18539UAC9<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |      2084000 | PA      | $2056192.35     | 0.00%             | 2028-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    190255000 | PA      | $78328.45       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Asbury Automotive Group, Inc.                                             | Asbury Automotive Group, Inc.                                                                                                                       | CUSIP: 043436AU8<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |       637000 | PA      | $625533.87      | 0.00%             | 2028-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Hambridge Euro CLO DAC                                                    | Hambridge Euro CLO DAC, Series 1X, Class D                                                                                                          | CUSIP: N/A<br>LEI: 635400P8G4JAUUUQGV26       | Long             | ABS-CBDO         | CORP              | IE        |      1360000 | PA      | $1567488.19     | 0.00%             | 2038-10-20      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                                                  | CUSIP: 3140XMH82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       756643 | PA      | $749942.74      | 0.00%             | 2053-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | EURO STOXX 50 Index                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DE        |         1368 | NC      | $3985421.66     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays plc                                                              | Barclays plc                                                                                                                                        | CUSIP: 06738EAW5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |       200000 | PA      | $200019.02      | 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        |     60853266 | PA      | $443972.04      | 0.00%             | 2035-08-10      | Variable      | 0.82%                 | 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        |      2956606 | PA      | $2766674.59     | 0.01%             | 2046-11-20      | Floating      | 2.70%                 | No            |                  2 | On Loan: No      |
| Grifols SA                                                                | Grifols SA                                                                                                                                          | CUSIP: N/A<br>LEI: 959800HSSNXWRKBK4N60       | Long             | DBT              | CORP              | ES        |      6353000 | PA      | $7590501.29     | 0.02%             | 2030-05-01      | Fixed         | 7.12%                 | 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      | $5834313.02     | 0.01%             | 2038-10-20      | Floating      | 5.28%                 | 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      | $82084.06       | 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        |        18332 | PA      | $17625.59       | 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      | $58375703.75    | 0.13%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                                       | Veralto Corp.                                                                                                                                       | CUSIP: 92338C103<br>LEI: N/A                  | N/A              | DE               |  | US        |        34600 | NS      | $5857.05        | 0.00%             |  |  |  | No            |                  2 | 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        |      2205692 | PA      | $1075594.77     | 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        |      1586898 | PA      | $1404415.92     | 0.00%             | 2047-04-25      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-883142.84     | -0.00%            |  |  |  | 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        |       315434 | PA      | $315291.01      | 0.00%             | 2037-01-17      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $539847.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | FR        |      3000000 | PA      | $-55061.05      | -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        |       184726 | PA      | $184618.66      | 0.00%             | 2040-12-17      | Fixed         | 3.50%                 | 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      | $1088023.08     | 0.00%             | 2067-09-22      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| Vivion Investments SARL                                                   | Vivion Investments SARL                                                                                                                             | CUSIP: N/A<br>LEI: 529900SJ7X71ESJK9N76       | Long             | DBT              | CORP              | LU        |       700000 | PA      | $677098.25      | 0.00%             | 2031-03-08      | Variable      | 8.12%                 | No            |                  2 | On Loan: No      |
| Clarios Global LP                                                         | Clarios Global LP, 1st Lien Term Loan                                                                                                               | CUSIP: C8000CAP8<br>LEI: 549300474L1ZLXZY2P98 | Long             | LON              | CORP              | US        |      6965000 | PA      | $6940622.50     | 0.02%             | 2032-01-28      | Variable      | 6.42%                 | No            |                  2 | On Loan: No      |
| Asimi Funding plc                                                         | Asimi Funding plc, Series 2025-2, Class F                                                                                                           | CUSIP: N/A<br>LEI: 213800AXPL92U14G2M23       | Long             | ABS-O            | CORP              | GB        |      1544080 | PA      | $2037936.54     | 0.00%             | 2032-12-16      | Floating      | 8.53%                 | No            |                  2 | On Loan: No      |
| OAK-Eagle Acquireco, Inc.                                                 | OAK-Eagle Acquireco, Inc. Term Loan First Lien                                                                                                      | CUSIP: 67123SAB5<br>LEI: 6488ICS9P20290MA1H31 | Long             | LON              | CORP              | US        |      1000000 | PA      | $993750.00      | 0.00%             | 2033-03-23      | Variable      | 6.97%                 | No            |                  2 | On Loan: No      |
| African Export-Import Bank (The)                                          | African Export-Import Bank (The)                                                                                                                    | CUSIP: N/A<br>LEI: 21380068LJCDYA42GJ76       | Long             | DBT              | NUSS              | US        |      1527000 | PA      | $1419850.41     | 0.00%             | 2029-09-21      | Fixed         | 3.99%                 | 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        |     16530229 | PA      | $2499699.63     | 0.01%             | 2050-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $160185.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Gruenenthal GmbH                                                          | Gruenenthal GmbH                                                                                                                                    | CUSIP: N/A<br>LEI: 529900SH895E31PGLA72       | Long             | DBT              | CORP              | DE        |      3183000 | PA      | $3643653.10     | 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      | $112750.31      | 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      | $47634009.67    | 0.10%             | 2061-10-22      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     65176600 | PA      | $14702026.20    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Jump Financial LLC                                                        | Jump Financial LLC, 1st Lien Term Loan B                                                                                                            | CUSIP: 48138UAE7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       981106 | PA      | $979879.53      | 0.00%             | 2032-02-26      | Variable      | 7.20%                 | No            |                  3 | On Loan: No      |
| Mahle GmbH                                                                | Mahle GmbH                                                                                                                                          | CUSIP: N/A<br>LEI: 52990098TR1QJBWIYG58       | Long             | DBT              | CORP              | DE        |      6898000 | PA      | $8061865.30     | 0.02%             | 2031-05-02      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                          | NRG Energy, Inc.                                                                                                                                    | CUSIP: 629377CH3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |      3426000 | PA      | $3391937.00     | 0.01%             | 2029-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | USCPI                                                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | GB        |     88180000 | PA      | $-614556.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Duomo Bidco SpA                                                           | Duomo Bidco SpA                                                                                                                                     | CUSIP: N/A<br>LEI: 815600BB98D60A86B243       | Long             | DBT              | CORP              | IT        |      8277000 | PA      | $9409805.41     | 0.02%             | 2032-01-15      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $1243088.49     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Gabonese Republic                                                         | Gabon Government Bond                                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GA        |      3154000 | PA      | $2950913.94     | 0.01%             | 2029-02-18      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $8817.55        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sirius XM Radio LLC                                                       | Sirius XM Radio LLC                                                                                                                                 | CUSIP: 82967NBJ6<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |      3413000 | PA      | $3294435.45     | 0.01%             | 2028-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Zalando SE                                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |       -32800 | NS      | $3083.44        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp. Variable Rate Notes, Series 5570, Class FA                                                                         | CUSIP: 3137HMM23<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     15779160 | PA      | $15914847.71    | 0.03%             | 2055-05-25      | Floating      | 5.06%                 | 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      | $1225821.22     | 0.00%             | 2031-08-17      | Floating      | 3.60%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison, Inc.                                                 | Consolidated Edison, Inc.                                                                                                                           | CUSIP: 209115104<br>LEI: 54930033SBW53OO8T749 | Long             | EC               | CORP              | US        |         2849 | NS      | $322449.82      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     62646237 | PA      | $54541.47       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    245780015 | PA      | $-11045195.83   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Acadia Healthcare Co., Inc.                                               | Acadia Healthcare Co., Inc.                                                                                                                         | CUSIP: 00404AAP4<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |       521000 | PA      | $507250.81      | 0.00%             | 2029-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PennyMac Financial Services, Inc.                                         | PennyMac Financial Services, Inc.                                                                                                                   | CUSIP: 70932MAC1<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |       744000 | PA      | $688369.33      | 0.00%             | 2031-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Modulaire Group Holdings Ltd.                                             | Modulaire Group Holdings Ltd., Facility 1st Lien Term Loan B3                                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | GB        |      2000000 | PA      | $2085338.34     | 0.00%             | 2031-07-10      | Variable      | 6.55%                 | 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      | $2112391.69     | 0.00%             | 2037-01-20      | Floating      | 7.12%                 | 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      | $8001027.20     | 0.02%             | 2035-01-15      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    206848000 | PA      | $1962929.70     | 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      | $6429986.04     | 0.01%             | 2038-01-23      | Floating      | 3.36%                 | No            |                  2 | On Loan: No      |
| Telecom Argentina SA                                                      | Telecom Argentina SA                                                                                                                                | CUSIP: 879273AV2<br>LEI: 549300MKPIRSJD8SB782 | Long             | DBT              | CORP              | AR        |      8760683 | PA      | $9070694.66     | 0.02%             | 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        |      1305000 | PA      | $1255272.98     | 0.00%             | 2029-10-15      | 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      | $-281703.08     | -0.00%            |  |  |  | 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      | $2333187.32     | 0.01%             | 2038-11-15      | Floating      | 5.29%                 | 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      | $2082361.96     | 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      | $1460735.93     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                                                                                  | CUSIP: 3133KQVY9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       293385 | PA      | $290380.38      | 0.00%             | 2053-04-01      | 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      | $1418970.58     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | iShares iBoxx $ High Yield Corporate Bond ETF                                                                                                       | CUSIP: 00CBZD197<br>LEI: N/A                  | N/A              | DE               |  | US        |       -43968 | NC      | $-1272889.25    | -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        |     17487828 | PA      | $17585181.13    | 0.04%             | 2049-06-20      | Fixed         | 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      | $638625.30      | 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      | $2785373.89     | 0.01%             | 2034-03-28      | Floating      | 9.23%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan, Inc.                                                    | Freeport-McMoRan, Inc.                                                                                                                              | CUSIP: 35671D857<br>LEI: 549300IRDTHJQ1PVET45 | Long             | EC               | CORP              | US        |        54902 | NS      | $3227139.56     | 0.01%             |  |  |  | No            |                  1 | 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      | $299465.69      | 0.00%             | 2057-01-15      | Floating      | 6.13%                 | 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        |     20511707 | PA      | $486582.82      | 0.00%             | 2052-03-15      | Variable      | 0.97%                 | 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        |      1906987 | PA      | $2524256.48     | 0.01%             | 2062-01-27      | Floating      | 4.98%                 | 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        |      1450758 | PA      | $1673094.32     | 0.00%             | 2043-02-25      | Floating      | 3.19%                 | No            |                  2 | On Loan: No      |
| Advanced Drainage Systems, Inc.                                           | Advanced Drainage Systems, Inc.                                                                                                                     | CUSIP: 00790R104<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | EC               | CORP              | US        |        14835 | NS      | $2034323.55     | 0.00%             |  |  |  | No            |                  1 | 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      | $7447152.41     | 0.02%             | 2031-11-15      | Floating      | 7.43%                 | No            |                  2 | On Loan: No      |
| Japan Housing Finance Agency                                              | Japan Housing Finance Agency, Series 180, Class 1                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | NUSS              | JP        |    403360000 | PA      | $1868117.04     | 0.00%             | 2057-05-10      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Motorola Solutions, Inc.                                                  | Motorola Solutions, Inc.                                                                                                                            | CUSIP: 620076BW8<br>LEI: 6S552MUG6KGJVEBSEC55 | Short            | DBT              | CORP              | US        |      -100000 | PA      | $-103572.35     | -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        |     10430000 | PA      | $9322334.34     | 0.02%             | 2031-06-30      | 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      | $-18302.41      | -0.00%            |  |  |  | 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        |      2385320 | PA      | $2389101.92     | 0.01%             | 2054-01-25      | Fixed         | 6.42%                 | No            |                  2 | On Loan: No      |
| Southern Co. (The)                                                        | Southern Co. (The)                                                                                                                                  | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EC               | CORP              | US        |         3292 | NS      | $317743.84      | 0.00%             |  |  |  | No            |                  1 | 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      | $2310773.93     | 0.01%             | 2038-05-15      | Floating      | 3.98%                 | No            |                  2 | On Loan: No      |
| CBQ Finance Ltd.                                                          | CBQ Finance Ltd.                                                                                                                                    | CUSIP: N/A<br>LEI: 213800FNEMX56U9OHK56       | Long             | DBT              | CORP              | BM        |     10000000 | PA      | $9960500.00     | 0.02%             | 2030-07-16      | Floating      | 4.96%                 | 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      | $1550447.94     | 0.00%             | 2033-04-15      | Floating      | 3.62%                 | No            |                  2 | On Loan: No      |
| United States of America                                                  | U.S. Treasury Bonds                                                                                                                                 | CUSIP: 912810UA4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     11000000 | PA      | $10488242.16    | 0.02%             | 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        |      1641000 | PA      | $1632641.24     | 0.00%             | 2030-12-31      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LEX Trust                                                                 | LEX Trust, Series 2026-450, Class A                                                                                                                 | CUSIP: 501970AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4000000 | PA      | $3982500.00     | 0.01%             | 2043-03-15      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| Oriental Republic of Uruguay                                              | Oriental Republic of Uruguay                                                                                                                        | CUSIP: 760942BG6<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |      1090143 | PA      | $987669.56      | 0.00%             | 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        |      1057208 | PA      | $269398.70      | 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      | $1610494.59     | 0.00%             | 2041-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HOMES Trust                                                               | Homes Trust, Series 2025-NQM5, Class A1                                                                                                             | CUSIP: 43762CAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     12377784 | PA      | $12315196.80    | 0.03%             | 2070-09-25      | Variable      | 5.03%                 | No            |                  2 | On Loan: No      |
| MSCI, Inc.                                                                | MSCI, Inc.                                                                                                                                          | CUSIP: 55354G100<br>LEI: 549300HTIN2PD78UB763 | Long             | EC               | CORP              | US        |          561 | NS      | $302384.61      | 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      | $-28975.02      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corp.                                                    | Tenet Healthcare Corp.                                                                                                                              | CUSIP: 88033GDR8<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |       799000 | PA      | $773892.78      | 0.00%             | 2030-01-15      | Fixed         | 4.38%                 | 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      | $293527.50      | 0.00%             | 2031-01-20      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| KKR CLO 34 Ltd.                                                           | KKR CLO 34 Ltd., Series 34A, Class AR                                                                                                               | CUSIP: 48253UAJ5<br>LEI: 254900DSRKUNUNRNUG13 | Long             | ABS-CBDO         | CORP              | KY        |      4750000 | PA      | $4743229.35     | 0.01%             | 2034-07-15      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| ARES XLIV CLO Ltd.                                                        | Ares XLIV CLO Ltd., Series 2017-44A, Class CRR                                                                                                      | CUSIP: 04016NBR3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2670000 | PA      | $2628625.15     | 0.01%             | 2034-04-15      | Floating      | 6.42%                 | 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      | $38064.42       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO Ltd.                                           | Golub Capital Partners CLO Ltd., Series 2017-19RA, Class C1R3                                                                                       | CUSIP: 38181YAG1<br>LEI: 2549003VC5PGFRGCQU51 | Long             | ABS-CBDO         | CORP              | KY        |      2220000 | PA      | $2220063.27     | 0.00%             | 2036-10-20      | Floating      | 5.69%                 | No            |                  2 | 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      | $777936.50      | 0.00%             | 2066-10-25      | Variable      | 3.86%                 | No            |                  2 | On Loan: No      |
| DirecTV Financing LLC                                                     | DirecTV Financing LLC                                                                                                                               | CUSIP: 25461LAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2097000 | PA      | $2087227.77     | 0.00%             | 2030-02-01      | Fixed         | 8.88%                 | 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        |       455808 | PA      | $443273.00      | 0.00%             | 2027-10-19      | Variable      | 6.67%                 | No            |                  2 | On Loan: No      |
| Toro European CLO 2 DAC                                                   | Toro European CLO 2 DAC, Series 2A, Class CRR                                                                                                       | CUSIP: N/A<br>LEI: 213800UUXX2DYH3TCG21       | Long             | ABS-CBDO         | CORP              | IE        |       320000 | PA      | $367539.37      | 0.00%             | 2034-07-25      | Floating      | 4.48%                 | No            |                  2 | On Loan: No      |
| Builders FirstSource, Inc.                                                | Builders FirstSource, Inc.                                                                                                                          | CUSIP: 12008RAR8<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |      1109000 | PA      | $1107387.96     | 0.00%             | 2032-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| x.AI, Inc.                                                                | x.AI, Inc., Series C                                                                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      1360120 | NS      | $102634655.20   | 0.22%             |  |  |  | No            |                  3 | On Loan: No      |
| Alphabet, Inc.                                                            | Alphabet, Inc.                                                                                                                                      | CUSIP: 02079KBV8<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |     11420000 | PA      | $14286353.77    | 0.03%             | 2126-02-13      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC                                                          | CCO Holdings LLC                                                                                                                                    | CUSIP: 1248EPCQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4780000 | PA      | $4321918.26     | 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      | $40280910.16    | 0.09%             |  |  |  | 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        |      1000166 | PA      | $989782.41      | 0.00%             | 2036-10-25      | Floating      | 4.31%                 | 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      | $279902.57      | 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        |      8353592 | PA      | $4352221.43     | 0.01%             | 2035-02-01      | Variable      | 4.50%                 | 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        |      2810298 | PA      | $3241529.22     | 0.01%             | 2057-12-27      | Floating      | 2.75%                 | 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      | $2224315.96     | 0.00%             | 2061-02-26      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| Rede D'Or Sao Luiz SA                                                     | Rede D'Or Sao Luiz SA                                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BR        |        58655 | NS      | $440717.90      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Veolia Environnement SA                                                   | Veolia Environnement SA                                                                                                                             | CUSIP: N/A<br>LEI: 969500LENY69X51OOT31       | Long             | DBT              | CORP              | FR        |      5800000 | PA      | $6974973.98     | 0.02%             | 2028-11-22      | Variable      | 5.99%                 | No            |                  2 | On Loan: No      |
| BFLD Commercial Mortgage Trust                                            | BFLD Commercial Mortgage Trust, Series 2025-5MW, Class E                                                                                            | CUSIP: 088921AE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2565000 | PA      | $2611522.69     | 0.01%             | 2042-10-10      | Variable      | 7.91%                 | No            |                  2 | On Loan: No      |
| Ahlstrom Holding 3 Oy                                                     | Ahlstrom Holding 3 Oy                                                                                                                               | CUSIP: 84612JAA0<br>LEI: 743700UEY0YM039XN974 | Long             | DBT              | CORP              | FI        |      5469000 | PA      | $5320428.38     | 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      | $1806538.60     | 0.00%             | 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        |       539518 | PA      | $537196.09      | 0.00%             | 2036-05-15      | Floating      | 3.97%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                     | Bank of America Corp.                                                                                                                               | CUSIP: 06051GHV4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Short            | DBT              | CORP              | US        |      -200000 | PA      | $-191812.03     | -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      | $2802241.09     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     43870000 | PA      | $-1839515.86    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | FR        |      5186000 | PA      | $-4317.47       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                                                  | CUSIP: 3140U4WH8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3671781 | PA      | $3636600.35     | 0.01%             | 2056-02-01      | Fixed         | 5.00%                 | 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        |      7750000 | PA      | $7753761.85     | 0.02%             | 2037-11-26      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| Cheshire plc                                                              | Cheshire plc, Series 2025-1, Class C                                                                                                                | CUSIP: N/A<br>LEI: 635400KAD9IOWKUKQR96       | Long             | ABS-MBS          | CORP              | GB        |      2030000 | PA      | $2677227.07     | 0.01%             | 2048-06-28      | Floating      | 5.08%                 | 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      | $10038830.15    | 0.02%             | 2037-07-20      | Floating      | 5.05%                 | 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      | $2852341.59     | 0.01%             | 2039-09-15      | Variable      | 3.48%                 | No            |                  2 | On Loan: No      |
| Carlyle Euro CLO DAC                                                      | Carlyle Euro CLO DAC, Series 2021-2A, Class A2A                                                                                                     | CUSIP: N/A<br>LEI: 635400GXUD5SKWFXE966       | Long             | ABS-CBDO         | CORP              | IE        |      2050000 | PA      | $2357233.94     | 0.01%             | 2035-10-15      | Floating      | 3.77%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | iShares Russell 2000 ETF                                                                                                                            | CUSIP: 00PC6K1A4<br>LEI: N/A                  | N/A              | DE               |  | US        |         1000 | NC      | $44255.40       | 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        |       600000 | PA      | $560378.22      | 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        |       651000 | PA      | $674598.75      | 0.00%             | 2036-07-03      | Fixed         | 6.24%                 | No            |                  2 | On Loan: No      |
| OMNIA Partners LLC                                                        | OMNIA Partners LLC, 1st Lien Term Loan C                                                                                                            | CUSIP: 68218HAE7<br>LEI: 254900ZD1P5CVG9GOS22 | Long             | LON              | CORP              | US        |      1921553 | PA      | $1917960.12     | 0.00%             | 2032-12-31      | Variable      | 6.43%                 | 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      | $136169.52      | 0.00%             | 2058-07-20      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                           | Citigroup, Inc.                                                                                                                                     | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |        56235 | NS      | $6377611.35     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| RBC Capital Markets LLC                                                   | RBC Capital Markets LLC                                                                                                                             | CUSIP: N/A<br>LEI: 549300LCO2FLSSVFFR64       | Long             | RA               | CORP              | US        |       294750 | PA      | $294750.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BAR Issuer LLC                                                            | BAR Issuer LLC, Series 2026-FL1, Class A                                                                                                            | CUSIP: 06701PAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      4000000 | PA      | $3994517.60     | 0.01%             | 2043-08-20      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |      4940000 | PA      | $-78424.26      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | AvalonBay Communities, Inc.                                                                                                                         | CUSIP: 053484101<br>LEI: N/A                  | N/A              | DE               |  | US        |       -12900 | NS      | $-1032.00       | -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      | $-1036.57       | -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      | $60015.33       | 0.00%             |  |  |  | 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        |        82062 | PA      | $78629.60       | 0.00%             | 2036-01-25      | Floating      | 4.37%                 | No            |                  2 | On Loan: No      |
| NYMT Loan Trust                                                           | NYMT Loan Trust, Series 2026-INV1, Class A1LC                                                                                                       | CUSIP: 62957GAC1<br>LEI: 254900Y31NJCJWYHMA05 | Long             | ABS-MBS          | CORP              | US        |       916011 | PA      | $911896.00      | 0.00%             | 2061-02-25      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp. Variable Rate Notes, Series 5543, Class FM                                                                         | CUSIP: 3137HLLH3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     14541239 | PA      | $14697191.18    | 0.03%             | 2055-06-25      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| New Mountain CLO 8 Ltd.                                                   | New Mountain CLO 8 Ltd., Series CLO-8A, Class A1                                                                                                    | CUSIP: 64755GAA5<br>LEI: 254900PW0IZ6YH8P9I85 | Long             | ABS-CBDO         | CORP              | KY        |     14730000 | PA      | $14724666.27    | 0.03%             | 2038-10-20      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Russell 2000 E-Mini Index                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         -340 | NC      | $-266900.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | USD Currency                                                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | FR        |    -67830000 | PA      | $-174043.48     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fast Retailing Co. Ltd.                                                   | Fast Retailing Co. Ltd.                                                                                                                             | CUSIP: N/A<br>LEI: 353800ZCXKHDPY0N5218       | Long             | EC               | CORP              | JP        |         2200 | NS      | $869234.11      | 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        |     16502000 | PA      | $11442482.67    | 0.02%             | 2027-08-31      | Fixed         | 12.50%                | No            |                  3 | On Loan: No      |
| Syntegon TopCo GmbH                                                       | Syntegon TopCo GmbH, 1st Lien Term Loan B                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | DE        |      3900000 | PA      | $4475719.36     | 0.01%             | 2032-12-29      | 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      | $2076494.07     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Park Blue CLO Ltd.                                                        | Park Blue CLO Ltd., Series 2025-9A, Class A1                                                                                                        | CUSIP: 70019UAA3<br>LEI: 213800GMETRF98C4D824 | Long             | ABS-CBDO         | CORP              | KY        |      4750000 | PA      | $4753803.80     | 0.01%             | 2038-10-20      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| Digital Room Holdings, Inc.                                               | Digital Room Holdings, Inc., 1st Lien Term Loan                                                                                                     | CUSIP: 78473KAB5<br>LEI: 549300I680V3FDWE2N30 | Long             | LON              | CORP              | US        |      6077225 | PA      | $5861969.69     | 0.01%             | 2028-12-21      | Variable      | 9.02%                 | No            |                  2 | On Loan: No      |
| SCC Power plc                                                             | SCC Power plc                                                                                                                                       | CUSIP: 78397YAC6<br>LEI: 529900IYGYC6VSDSDF37 | Long             | DBT              | CORP              | GB        |      1658231 | PA      | $414557.75      | 0.00%             | 2032-05-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Swiss Franc                                                               | Swiss Franc                                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | CH        |       113867 | OU      | $142405.35      | 0.00%             |  |  |  | No            |                  1 | 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        |      2765609 | PA      | $2765609.10     | 0.01%             | 2039-12-15      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $452.27         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Paramount Skydance Corp., Class B                                                                                                                   | CUSIP: 69932A204<br>LEI: N/A                  | N/A              | DE               |  | US        |        86377 | NS      | $-187438.09     | -0.00%            |  |  |  | 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      | $6492568.63     | 0.01%             | 2063-10-25      | Variable      | 7.92%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp. | Uniform Mortgage-Backed Securities                                                                                                                  | CUSIP: 01F042640<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    522466000 | PA      | $504182652.38   | 1.09%             | 2056-04-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | International Paper Co.                                                                                                                             | CUSIP: 460146103<br>LEI: N/A                  | N/A              | DE               |  | GB        |       -22885 | NS      | $-18987.46      | -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      | $1996508.60     | 0.00%             | 2038-04-15      | Floating      | 4.87%                 | 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      | $1137150.00     | 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        |       415500 | NS      | $-48896.87      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Santander Mortgage Asset Receivable Trust                                 | Santander Mortgage Asset Receivable Trust, Series 2026-NQM1, Class A1                                                                               | CUSIP: 802931AC9<br>LEI: 254900O64LWPVM9P8N80 | Long             | ABS-MBS          | CORP              | US        |      6325030 | PA      | $6283935.87     | 0.01%             | 2065-11-25      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| Orkla ASA                                                                 | Orkla ASA                                                                                                                                           | CUSIP: N/A<br>LEI: 549300PZS8G8RG6RVZ52       | Long             | EC               | CORP              | NO        |        23626 | NS      | $297324.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  14048503465 | PA      | $-44835.22      | -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      | $2993970.86     | 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      | $-928.49        | -0.00%            |  |  |  | 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      | $25460000.00    | 0.06%             | 2034-10-15      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDI                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     36761000 | PA      | $-70422.26      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Airbnb, Inc.                                                              | Airbnb, Inc., Class A                                                                                                                               | CUSIP: 009066101<br>LEI: 549300HMUDNO0RY56D37 | Long             | EC               | CORP              | US        |         2373 | NS      | $299662.44      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Vivion Investments SARL                                                   | Vivion Investments SARL                                                                                                                             | CUSIP: N/A<br>LEI: 529900SJ7X71ESJK9N76       | Long             | DBT              | CORP              | LU        |       955288 | PA      | $1102730.97     | 0.00%             | 2028-08-31      | Fixed         | 8.25%                 | 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        |        11648 | PA      | $11137.57       | 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        |      5929333 | PA      | $4266253.93     | 0.01%             | 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      | $2379297.50     | 0.01%             | 2056-04-21      | Floating      | 6.03%                 | No            |                  2 | On Loan: No      |
| Republic of Cameroon International Bond                                   | Republic of Cameroon                                                                                                                                | CUSIP: N/A<br>LEI: 54930021BO6NHYGBBV24       | Long             | DBT              | NUSS              | CM        |      7952000 | PA      | $7753200.00     | 0.02%             | 2031-07-31      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Compass Datacenters Issuer III LLC                                        | Compass Datacenters Issuer III LLC, Series 2026-1A, Class A21                                                                                       | CUSIP: 20469BAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     14411000 | PA      | $14291162.45    | 0.03%             | 2056-02-25      | Fixed         | 4.90%                 | 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      | $1437395.31     | 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      | $540861.57      | 0.00%             | 2033-12-15      | Fixed         | 6.33%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-83390.60      | -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      | $53698.70       | 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      | $967599.40      | 0.00%             | 2037-10-20      | Floating      | 9.27%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | iShares MSCI Emerging Markets ETF                                                                                                                   | CUSIP: 00CCETEU2<br>LEI: N/A                  | N/A              | DE               |  | US        |       -10000 | NC      | $-1227.57       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     12262111 | PA      | $69700.75       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DaVita, Inc.                                                              | DaVita, Inc.                                                                                                                                        | CUSIP: 23918KAT5<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |       226000 | PA      | $207229.92      | 0.00%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Boots Group Finco LP                                                      | Boots Group Finco LP, 1st Lien Term Loan                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4400000 | PA      | $5081671.41     | 0.01%             | 2032-08-30      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| HDFC Bank Ltd.                                                            | HDFC Bank Ltd.                                                                                                                                      | CUSIP: N/A<br>LEI: 335800ZQ6I4E2JXENC50       | Long             | DBT              | CORP              | IN        |     15000000 | PA      | $14765850.00    | 0.03%             | 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%             | 2023-08-15      | 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      | $1545519.49     | 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      | $-466348.28     | -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      | $-673124.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LMRE 2025 SFR1 Trust                                                      | LMRE 2025 SFR1 Trust, Series 2025-SFR1, Class A                                                                                                     | CUSIP: 50208WAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      7508000 | PA      | $7308293.21     | 0.02%             | 2042-12-17      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Ayvens SA                                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -95000 | NS      | $-14862.87      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MGM Resorts International                                                 | MGM Resorts International                                                                                                                           | CUSIP: 552953CJ8<br>LEI: 54930066VBP7DZEGGJ87 | Short            | DBT              | CORP              | US        |     -1908000 | PA      | $-1923750.54    | -0.00%            | 2032-04-15      | Fixed         | 6.50%                 | 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        |       787562 | PA      | $764802.61      | 0.00%             | 2037-02-25      | Floating      | 4.15%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Flughafen Zurich AG (Registered)                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |        -3600 | NS      | $-31710.85      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Energean Israel Finance Ltd.                                              | Energean Israel Finance Ltd.                                                                                                                        | CUSIP: 29290WAA5<br>LEI: 98450044QACBL3F8EB03 | Long             | DBT              | CORP              | IL        |      4384397 | PA      | $4500232.77     | 0.01%             | 2033-09-30      | Fixed         | 8.50%                 | 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        |      4175420 | PA      | $4160689.84     | 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        |       799716 | PA      | $648301.30      | 0.00%             | 2050-02-25      | Variable      | 2.98%                 | 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      | $3110.97        | 0.00%             |  |  |  | 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      | $5003109.22     | 0.01%             | 2064-01-25      | Variable      | 6.80%                 | No            |                  2 | On Loan: No      |
| LYB International Finance III LLC                                         | LYB International Finance III LLC                                                                                                                   | CUSIP: 50249AAQ6<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |     13354000 | PA      | $13370246.61    | 0.03%             | 2031-01-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     23200000 | PA      | $111617.09      | 0.00%             |  |  |  | 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        |      1911588 | PA      | $1911538.00     | 0.00%             | 2055-12-25      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| London Cards No3 plc                                                      | London Cards No3 plc, Series 3X, Class B                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | GB        |      5297000 | PA      | $7013268.63     | 0.02%             | 2035-12-15      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |      1030000 | PA      | $-88541.85      | -0.00%            |  |  |  | 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        |     32995273 | PA      | $33278804.54    | 0.07%             | 2054-03-25      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| Beazer Homes USA, Inc.                                                    | Beazer Homes USA, Inc.                                                                                                                              | CUSIP: 07556QBT1<br>LEI: 549300DUPYT2T0F60I45 | Long             | DBT              | CORP              | US        |      8623000 | PA      | $8614379.59     | 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      | $85667335.88    | 0.19%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Deephaven Residential Mortgage Trust                                      | Deephaven Residential Mortgage Trust, Series 2025-CES1, Class A1A                                                                                   | CUSIP: 24380WAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      6799381 | PA      | $6789918.58     | 0.01%             | 2055-10-25      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| DBMS DAC                                                                  | DBMS DAC, Series 2025-1X, Class C                                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | CORP              | IE        |      1708000 | PA      | $2259910.78     | 0.00%             | 2036-02-18      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| Euro Parfums Fze                                                          | Euro Parfums Fze Upsize, 1st Lien Term Loan                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8891725 | PA      | $8847266.38     | 0.02%             | 2032-07-01      | Variable      | 9.12%                 | 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      | $144539.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | ETRS                                                                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        11400 | PA      | $830999.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Eaton Corp. plc                                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |         5700 | NS      | $418.04         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Palmer Square Loan Funding Ltd.                                           | Palmer Square Loan Funding Ltd., Series 2025-3A, Class C                                                                                            | CUSIP: 696918AG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1000000 | PA      | $977022.00      | 0.00%             | 2034-01-15      | Floating      | 6.11%                 | No            |                  2 | On Loan: No      |
| Cirsa Finance International SARL                                          | Cirsa Finance International SARL                                                                                                                    | CUSIP: N/A<br>LEI: 254900KUJN6DHWH2K029       | Long             | DBT              | CORP              | LU        |      5063000 | PA      | $5954815.30     | 0.01%             | 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      | $3916802.79     | 0.01%             | 2032-02-26      | Variable      | 4.40%                 | 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        |     10637679 | PA      | $12201500.23    | 0.03%             | 2030-04-30      | Variable      | 5.15%                 | 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      | $497626.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     13797742 | PA      | $-14937.89      | -0.00%            |  |  |  | No            |                  2 | 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      | $2253665.13     | 0.00%             | 2052-04-15      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      5918000 | PA      | $228743.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Brambles Ltd.                                                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -74600 | NS      | $26486.57       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hermitage plc                                                             | Hermitage plc, Series 2024-1, Class D                                                                                                               | CUSIP: N/A<br>LEI: 635400OUUMGTAI2EJA52       | Long             | ABS-O            | CORP              | GB        |       416690 | PA      | $553872.24      | 0.00%             | 2033-04-21      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| BOCA Commercial Mortgage Trust                                            | BOCA Commercial Mortgage Trust, Series 2025-BOCA, Class A                                                                                           | CUSIP: 05619RAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     12490000 | PA      | $12497806.25    | 0.03%             | 2042-12-15      | Floating      | 5.27%                 | 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      | $2546292.70     | 0.01%             | 2039-12-25      | Floating      | 3.33%                 | 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        |      3705480 | PA      | $1677918.19     | 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        |        77230 | NS      | $1707481.65     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   5115343767 | PA      | $-244589.28     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | BASF SE                                                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -40300 | NS      | $-297408.16     | -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        |       545000 | PA      | $716882.34      | 0.00%             | 2030-06-27      | Variable      | 7.50%                 | 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        |      6726503 | PA      | $8894305.54     | 0.02%             | 2068-02-26      | Floating      | 4.55%                 | 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      | $4168332.90     | 0.01%             | 2032-03-15      | Floating      | 6.13%                 | 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      | $12010000.00    | 0.03%             | 2038-10-20      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Triton Bond Trust in respect of                                           | Triton Bond Trust in respect of, Series 2026-1, Class A2                                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | CORP              | AU        |     16915000 | PA      | $11551348.40    | 0.03%             | 2058-02-15      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| Owl Rock CLO IX LLC                                                       | Owl Rock CLO IX LLC, Series 2022-9A, Class AR                                                                                                       | CUSIP: 69120BAG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     20000000 | PA      | $20044170.00    | 0.04%             | 2037-11-22      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp. | Uniform Mortgage-Backed Securities                                                                                                                  | CUSIP: 01F050643<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |  -3499080271 | PA      | $-3450536270.73 | -7.47%            | 2056-04-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ares Loan Funding VIII Ltd.                                               | Ares Loan Funding VIII Ltd., Series 2024-ALF8, Class A1                                                                                             | CUSIP: 04021MAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     22750000 | PA      | $22735080.55    | 0.05%             | 2038-01-24      | Floating      | 4.92%                 | 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      | $2192666.50     | 0.00%             | 2067-02-25      | Variable      | 4.21%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    167353624 | PA      | $-1338826.46    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Dynamo Newco II GmbH                                                      | Dynamo Newco II GmbH                                                                                                                                | CUSIP: N/A<br>LEI: 391200FDSPYB8FKV7F97       | Long             | DBT              | CORP              | DE        |      1375000 | PA      | $1409494.24     | 0.00%             | 2031-10-15      | Fixed         | 6.25%                 | 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      | $1733772.92     | 0.00%             | 2038-07-16      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| Trinitas CLO XXV Ltd.                                                     | Trinitas CLO XXV Ltd., Series 2023-25A, Class A1R                                                                                                   | CUSIP: 89640BAQ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | BM        |      3500000 | PA      | $3497297.30     | 0.01%             | 2039-01-23      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    856094991 | PA      | $2193761.55     | 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        |     69250000 | PA      | $1243414.04     | 0.00%             | 2026-05-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Turkcell Iletisim Hizmetleri A/S                                          | Turkcell Iletisim Hizmetleri A/S                                                                                                                    | CUSIP: N/A<br>LEI: 7890003EX1LTLS2FFL84       | Long             | DBT              | CORP              | TR        |      7705000 | PA      | $7830283.30     | 0.02%             | 2032-01-24      | Fixed         | 7.65%                 | No            |                  2 | On Loan: No      |
| Kingdom of Spain                                                          | Bonos y Obligaciones del Estado                                                                                                                     | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |     11610000 | PA      | $13696891.81    | 0.03%             | 2029-05-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Tallgrass Energy Partners LP                                              | Tallgrass Energy Partners LP                                                                                                                        | CUSIP: 87470LAD3<br>LEI: 549300IQ3DN0F3VERF65 | Long             | DBT              | CORP              | US        |      1019000 | PA      | $1010379.87     | 0.00%             | 2028-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Transnet                                                                  | Transnet                                                                                                                                            | CUSIP: N/A<br>LEI: 378900B07CD6F01EA796       | Long             | DBT              | CORP              | ZA        |      2660000 | PA      | $2750440.00     | 0.01%             | 2028-02-06      | Fixed         | 8.25%                 | 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        |      8000000 | PA      | $8000964.00     | 0.02%             | 2038-07-20      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                                         | Barclays Bank plc                                                                                                                                   | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | RA               | CORP              | GB        |       178000 | PA      | $178000.00      | 0.00%             |  |  |  | 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      | $2297647.64     | 0.00%             | 2034-07-16      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| OHS Issuer LLC                                                            | OHS Issuer LLC, Series 2026-1, Class A2                                                                                                             | CUSIP: 67115SAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     21422133 | PA      | $21002730.79    | 0.05%             | 2061-02-25      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Mid-America Apartment Communities, Inc.                                                                                                             | CUSIP: 59522J103<br>LEI: N/A                  | N/A              | DE               |  | US        |       -14700 | NS      | $3969.00        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Trestles CLO IV Ltd.                                                      | Trestles CLO IV Ltd., Series 2021-4A, Class AR1                                                                                                     | CUSIP: 89532WAN9<br>LEI: 254900EO5I6CR0IOWS98 | Long             | ABS-CBDO         | CORP              | KY        |      1970000 | PA      | $1969472.43     | 0.00%             | 2038-10-30      | Floating      | 5.07%                 | 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        |      4388270 | PA      | $3723106.75     | 0.01%             | 2035-05-25      | Floating      | 4.27%                 | No            |                  2 | On Loan: No      |
| Lendingclub Rated Notes Issuer Trust                                      | Lendingclub Rated Notes Issuer Trust, Series 2026-P1, Class E                                                                                       | CUSIP: 52611WAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       285620 | PA      | $256918.53      | 0.00%             | 2037-08-15      | Fixed         | 1.00%                 | No            |                  3 | 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        |     26538170 | PA      | $4434968.75     | 0.01%             | 2051-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Lune Holdings SARL                                                        | Lune Holdings SARL                                                                                                                                  | CUSIP: N/A<br>LEI: 54930003WQ56T0558M33       | Long             | DBT              | CORP              | LU        |      7555000 | PA      | $186590.65      | 0.00%             | 2028-11-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| LoanCore Issuer LLC                                                       | LoanCore Issuer LLC, Series 2025-CRE9, Class A                                                                                                      | CUSIP: 538912AA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      4955000 | PA      | $4937722.41     | 0.01%             | 2042-08-18      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| Zegona Holdco Ltd.                                                        | Zegona Holdco Ltd., Facility 1st Lien Term Loan B3                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | GB        |      5460851 | PA      | $6292862.62     | 0.01%             | 2029-07-17      | Variable      | 4.39%                 | 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        |     36723494 | PA      | $35215998.50    | 0.08%             | 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      | $1999616.40     | 0.00%             | 2038-01-15      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Opal Bidco SAS                                                            | Opal Bidco SAS                                                                                                                                      | CUSIP: 68348BAA1<br>LEI: 969500R96XT7XY2UJ564 | Long             | DBT              | CORP              | FR        |      1892000 | PA      | $1893823.89     | 0.00%             | 2032-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                                                                                  | CUSIP: 3142JS2Z7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     17179379 | PA      | $16984708.89    | 0.04%             | 2056-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Republic of Philippines                                                   | Republic of Philippines                                                                                                                             | CUSIP: N/A<br>LEI: 529900RAHBALMYIJ3T08       | Long             | DBT              | NUSS              | PH        |   2656810000 | PA      | $42780750.57    | 0.09%             | 2031-01-18      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Bryant Park Funding Ltd.                                                  | Bryant Park Funding Ltd., Series 2025-28A, Class A                                                                                                  | CUSIP: 11766GAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      3000000 | PA      | $2997793.80     | 0.01%             | 2039-01-22      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| Cencosud SA                                                               | Cencosud SA                                                                                                                                         | CUSIP: N/A<br>LEI: 549300NLTGCFV7482429       | Long             | DBT              | CORP              | CL        |       573000 | PA      | $569745.36      | 0.00%             | 2027-07-17      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Seagate Data Storage Technology Pte. Ltd.                                 | Seagate Data Storage Technology Pte. Ltd.                                                                                                           | CUSIP: 81180LAQ8<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |      6822000 | PA      | $7152498.61     | 0.02%             | 2031-07-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| iShares iBoxx USD Investment Grade Corporate Bond ETF                     | iShares iBoxx $ Investment Grade Corporate Bond ETF                                                                                                 | CUSIP: 464287242<br>LEI: 549300FYCXFXG8POR355 | Long             |  | RF                | US        |      3498988 | NS      | $381354702.12   | 0.83%             |  |  |  | No            |                  1 | On Loan: —       |
| RR 43 Ltd.                                                                | RR 43 Ltd., Series 2026-43A, Class C1                                                                                                               | CUSIP: 78110AAJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       750000 | PA      | $725617.13      | 0.00%             | 2039-10-15      | Floating      | 6.05%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp. | Uniform Mortgage-Backed Securities                                                                                                                  | CUSIP: 01F030645<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |  -1075963000 | PA      | $-944888595.56  | -2.05%            | 2056-04-25      | Fixed         | 3.00%                 | 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        |        45624 | PA      | $45188.50       | 0.00%             | 2068-02-15      | Fixed         | 3.13%                 | 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        |      1053188 | PA      | $886061.22      | 0.00%             | 2036-12-25      | Floating      | 4.13%                 | No            |                  2 | On Loan: No      |
| Republic of Turkiye (The)                                                 | Republic of Turkiye (The)                                                                                                                           | CUSIP: 900123DG2<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |      3743000 | PA      | $4155478.60     | 0.01%             | 2033-01-19      | Fixed         | 9.38%                 | 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        |     49350000 | PA      | $870579.97      | 0.00%             | 2026-06-02      | None          | 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      | $668565.25      | 0.00%             | 2049-10-25      | Variable      | 3.96%                 | No            |                  2 | On Loan: No      |
| Unipol Assicurazioni SpA                                                  | Unipol Assicurazioni SpA                                                                                                                            | CUSIP: N/A<br>LEI: 8156005CE5E7340CCA86       | Long             | DBT              | CORP              | IT        |      4200000 | PA      | $4936184.30     | 0.01%             | 2030-04-27      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| Trust Fibra Uno                                                           | Trust Fibra Uno                                                                                                                                     | CUSIP: N/A<br>LEI: 54930011BLQ0JPRBAL73       | Long             | DBT              | CORP              | MX        |       665000 | PA      | $702160.20      | 0.00%             | 2032-01-23      | Fixed         | 7.70%                 | No            |                  2 | On Loan: No      |
| Bbva Consumer Fondo de Titulizacion                                       | Bbva Consumer Fondo de Titulizacion, Series 2026-1, Class F                                                                                         | CUSIP: N/A<br>LEI: 9598008ZNM97MVXBD120       | Long             | ABS-O            | CORP              | ES        |       800000 | PA      | $916150.74      | 0.00%             | 2039-05-20      | Floating      | 7.11%                 | No            |                  2 | On Loan: No      |
| Nissan Motor Co. Ltd.                                                     | Nissan Motor Co. Ltd.                                                                                                                               | CUSIP: 654744AD3<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |      6842000 | PA      | $6211597.89     | 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      | $518462.95      | 0.00%             | 2035-01-10      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Lowe's Cos., Inc.                                                                                                                                   | CUSIP: 00PC4VFY5<br>LEI: N/A                  | N/A              | DE               |  | US        |         -279 | NC      | $-670995.00     | -0.00%            |  |  |  | No            |                  1 | 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        |     25979367 | PA      | $26233601.26    | 0.06%             | 2055-02-25      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| HILT Commercial Mortgage Trust                                            | HILT Commercial Mortgage Trust, Series 2024-ORL, Class A                                                                                            | CUSIP: 403956AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     10515000 | PA      | $10508428.13    | 0.02%             | 2037-05-15      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| SoftBank Group Corp.                                                      | SoftBank Group Corp.                                                                                                                                | CUSIP: N/A<br>LEI: 5493003BZYYYCDIO0R13       | Long             | DBT              | CORP              | JP        |     10362000 | PA      | $11491476.34    | 0.02%             | 2033-07-10      | Fixed         | 6.38%                 | 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        |      2000000 | PA      | $2051633.75     | 0.00%             | 2031-05-12      | Variable      | 6.08%                 | 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        |      4232227 | PA      | $3934328.65     | 0.01%             | 2046-07-25      | Floating      | 4.29%                 | 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      | $21094480.00    | 0.05%             | 2039-01-28      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| Sound Point CLO IX Ltd.                                                   | Sound Point CLO IX Ltd., Series 2015-2A, Class BRRR                                                                                                 | CUSIP: 83609GBQ7<br>LEI: 549300W2FX6HEXN27U70 | Long             | ABS-CBDO         | CORP              | KY        |      5000000 | PA      | $5004008.00     | 0.01%             | 2032-07-20      | Floating      | 5.73%                 | 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        |      3787246 | PA      | $3836315.53     | 0.01%             | 2053-11-25      | Floating      | 5.91%                 | 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      | $19007556.94    | 0.04%             | 2028-02-03      | Fixed         | 13.00%                | No            |                  3 | On Loan: No      |
| Azule Energy Finance plc                                                  | Azule Energy Finance plc                                                                                                                            | CUSIP: 05501YAB4<br>LEI: 2138006X6O82RJSQDB63 | Long             | DBT              | CORP              | GB        |     10229000 | PA      | $10326584.66    | 0.02%             | 2031-01-22      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | SOP                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  -1900000001 | PA      | $-5582375.31    | -0.01%            |  |  |  | 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        |     25606916 | PA      | $4710556.12     | 0.01%             | 2051-06-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | iShares iBoxx USD Investment Grade Corporate Bond ETF                                                                                               | CUSIP: 464287242<br>LEI: N/A                  | N/A              | DE               |  | US        |      -342788 | NS      | $-102836.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | J Sainsbury plc                                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       521600 | NS      | $95646.36       | 0.00%             |  |  |  | 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      | $3760057.14     | 0.01%             | 2034-05-15      | Floating      | 5.13%                 | 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      | $5.42           | 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        |      1045999 | PA      | $1384485.02     | 0.00%             | 2067-05-17      | Floating      | 5.14%                 | 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      | $414809.51      | 0.00%             | 2030-06-15      | 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      | $36690.21       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Trinitas CLO XXVIII Ltd.                                                  | Trinitas CLO XXVIII Ltd., Series 2024-28A, Class D                                                                                                  | CUSIP: 89640FAN5<br>LEI: 254900DPIAGU6GHOTB83 | Long             | ABS-CBDO         | CORP              | KY        |      1250000 | PA      | $1245112.00     | 0.00%             | 2037-04-25      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| BofA Securities, Inc.                                                     | BofA Securities, Inc.                                                                                                                               | CUSIP: N/A<br>LEI: 549300HN4UKV1E2R3U73       | Long             | RA               | CORP              | US        |      6969000 | PA      | $6969000.00     | 0.02%             |  |  |  | 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        |      1828602 | PA      | $1455692.44     | 0.00%             | 2034-07-25      | Floating      | 4.41%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | AUD Currency                                                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | FR        |    -61739741 | PA      | $-1375.19       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Upgrade Master Pass-Thru Trust                                            | Upgrade Master Pass-Thru Trust, Series 2025-ST7, Class A                                                                                            | CUSIP: 91533RAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     11818750 | PA      | $11820708.22    | 0.03%             | 2032-11-15      | Fixed         | 4.55%                 | 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      | $1234265.01     | 0.00%             | 2060-04-28      | Floating      | 5.18%                 | 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      | $2589442.85     | 0.01%             | 2066-06-25      | Variable      | 3.20%                 | 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      | $-1434.29       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Hoya Corp.                                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -15100 | NS      | $7811.74        | 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        |       416852 | PA      | $327241.95      | 0.00%             | 2051-08-25      | Variable      | 2.90%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment, Inc.                                               | Caesars Entertainment, Inc.                                                                                                                         | CUSIP: 12769GAC4<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |      4382000 | PA      | $4330985.19     | 0.01%             | 2032-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ARES Loan Funding I Ltd.                                                  | ARES Loan Funding I Ltd., Series 2021-ALFA, Class AR                                                                                                | CUSIP: 04018XAN9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      6750000 | PA      | $6737925.60     | 0.01%             | 2039-04-15      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | AMC Networks, Inc., Class A                                                                                                                         | CUSIP: 00164V103<br>LEI: N/A                  | N/A              | DE               |  | US        |       418075 | NS      | $-526774.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                                                  | CUSIP: 3140XPCQ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       702408 | PA      | $695935.12      | 0.00%             | 2053-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     38391600 | PA      | $8661363.47     | 0.02%             |  |  |  | No            |                  2 | 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      | $12329663.11    | 0.03%             | 2039-06-10      | Variable      | 7.27%                 | No            |                  2 | On Loan: No      |
| Node AcquiCo GmbH                                                         | Node AcquiCo GmbH, 1st Lien Term Loan B1                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | DE        |      4000000 | PA      | $4598063.77     | 0.01%             | 2032-12-08      | Variable      | 5.46%                 | 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      | $2296203.77     | 0.00%             | 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      | $1733580.00     | 0.00%             | 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      | $4740406.90     | 0.01%             | 2038-04-15      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                             | Commonwealth of Massachusetts, Series 2019H                                                                                                         | CUSIP: 57582RYY6<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |      1055000 | PA      | $717084.34      | 0.00%             | 2049-09-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Yuan Renminbi                                                             | Yuan Renminbi                                                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | CN        |    519416462 | OU      | $75412725.90    | 0.16%             |  |  |  | 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      | $-189697.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                       | Societe Generale SA                                                                                                                                 | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | DBT              | CORP              | FR        |      6000000 | PA      | $7447189.42     | 0.02%             | 2027-12-07      | Fixed         | 1.25%                 | 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        |      4241864 | PA      | $4136479.48     | 0.01%             | 2060-04-15      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| Traton Finance Luxembourg SA                                              | Traton Finance Luxembourg SA                                                                                                                        | CUSIP: N/A<br>LEI: 529900BRKIE6LKIEXD84       | Long             | DBT              | CORP              | LU        |      7100000 | PA      | $8176033.85     | 0.02%             | 2030-03-27      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Commercial Mortgage Trust                                                 | Commercial Mortgage Trust, Series 2025-167G, Class F                                                                                                | CUSIP: 12674VAN1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3129000 | PA      | $3114493.64     | 0.01%             | 2040-08-10      | Variable      | 9.16%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Venture Corp. Ltd.                                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       177800 | NS      | $40357.60       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| iShares, Inc.                                                             | iShares MSCI Brazil ETF                                                                                                                             | CUSIP: 464286400<br>LEI: 5493006D2L7KY3ZDF809 | Long             |  | RF                | US        |       298064 | NS      | $11442676.96    | 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        |     15752233 | PA      | $15902035.53    | 0.03%             | 2054-03-25      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| Sixth Street CLO XXII Ltd.                                                | Sixth Street CLO XXII Ltd., Series 2023-22A, Class AR                                                                                               | CUSIP: 83011LAJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     23250000 | PA      | $23191349.55    | 0.05%             | 2038-04-21      | Floating      | 4.80%                 | 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        |     39864375 | PA      | $39764714.07    | 0.09%             | 2028-07-31      | Variable      | 13.30%                | No            |                  3 | On Loan: No      |
| United Mexican States                                                     | Mex Bonos Desarr Fix Rt                                                                                                                             | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |      5694647 | PA      | $31785547.73    | 0.07%             | 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      | $-390556.64     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Viavi Solutions, Inc.                                                     | Viavi Solutions, Inc., 1st Lien Term Loan                                                                                                           | CUSIP: 92555BAD3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       423750 | PA      | $423750.00      | 0.00%             | 2032-10-18      | Variable      | 6.17%                 | 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      | $1787300.00     | 0.00%             | 2034-07-19      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDI                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     43862452 | PA      | $-1888638.60    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Newday Funding Master Issuer plc-                                         | Newday Funding Master Issuer plc-, Series 2026-1X, Class C                                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | GB        |      1094000 | PA      | $1446985.26     | 0.00%             | 2034-03-15      | Floating      | 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        |       982500 | PA      | $947807.93      | 0.00%             | 2031-07-02      | Variable      | 6.67%                 | 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      | $8548622.60     | 0.02%             | 2037-07-20      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| Lernen Bidco Ltd.                                                         | Lernen Bidco Ltd., Facility 1st Lien Term Loan B3                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | GB        |      2000000 | PA      | $2245469.79     | 0.00%             | 2029-04-25      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                                                  | CUSIP: 3140QTYX1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1717088 | PA      | $1697829.52     | 0.00%             | 2054-01-01      | Fixed         | 5.00%                 | 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        |     15219982 | PA      | $15281017.10    | 0.03%             | 2031-06-16      | Fixed         | 5.54%                 | 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        |      2958791 | PA      | $2956941.77     | 0.01%             | 2041-04-15      | Floating      | 6.36%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd.                                                              | OCP CLO Ltd., Series 2025-44A, Class A                                                                                                              | CUSIP: 67570UAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2000000 | PA      | $2000530.80     | 0.00%             | 2038-10-24      | Floating      | 4.97%                 | 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      | $373907.83      | 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        |       782000 | PA      | $779043.57      | 0.00%             | 2027-05-15      | 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      | $-471625.48     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| S&P Global, Inc.                                                          | S&P Global, Inc.                                                                                                                                    | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |          726 | NS      | $308796.84      | 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      | $44432.02       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AMC Networks, Inc.                                                        | AMC Networks, Inc.                                                                                                                                  | CUSIP: 00164VAJ2<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |      4356000 | PA      | $3860505.00     | 0.01%             | 2029-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| RBC Capital Markets LLC                                                   | RBC Capital Markets LLC                                                                                                                             | CUSIP: N/A<br>LEI: 549300LCO2FLSSVFFR64       | Long             | RA               | CORP              | US        |        89250 | PA      | $89250.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fibercop SpA                                                              | Fibercop SpA, Series 2036                                                                                                                           | CUSIP: 683879AF7<br>LEI: 8156007022402E114A31 | Long             | DBT              | CORP              | IT        |      6854000 | PA      | $6804445.58     | 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        |      9136044 | PA      | $9238706.30     | 0.02%             | 2065-05-25      | Variable      | 6.04%                 | No            |                  2 | On Loan: No      |
| Ares Loan Funding IX Ltd.                                                 | Ares Loan Funding IX Ltd., Series 2025-ALF9A, Class A1                                                                                              | CUSIP: 03990HAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     12850000 | PA      | $12823886.23    | 0.03%             | 2038-03-31      | Floating      | 4.85%                 | 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      | $-786969.46     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Turkiye (The)                                                 | Republic of Turkiye (The)                                                                                                                           | CUSIP: N/A<br>LEI: 5493000PCHOG3B6S3Q85       | Long             | DBT              | NUSS              | TR        |    291766653 | PA      | $5856276.47     | 0.01%             | 2028-11-08      | Fixed         | 31.08%                | No            |                  2 | On Loan: No      |
| Freedom Mortgage Holdings LLC                                             | Freedom Mortgage Holdings LLC                                                                                                                       | CUSIP: 35641AAE8<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |      1372000 | PA      | $1282693.91     | 0.00%             | 2031-05-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Chemours Co. (The)                                                        | Chemours Co. (The)                                                                                                                                  | CUSIP: 163851AH1<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |      1652000 | PA      | $1549171.59     | 0.00%             | 2029-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  72082094498 | PA      | $-860125.92     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| APA Corp.                                                                 | APA Corp.                                                                                                                                           | CUSIP: 03743Q108<br>LEI: 549300VCIWLRHYVSHC79 | Long             | EC               | CORP              | US        |       240157 | NS      | $10192263.08    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FLYR, Inc.                                                                | FLYR, Inc., Series D-X                                                                                                                              | CUSIP: N/A<br>LEI: 254900L455D7HKO4YW76       | Long             | EC               | CORP              | US        |      4503497 | NS      | $45.03          | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| True Corp. PCL                                                            | True Corp. PCL                                                                                                                                      | CUSIP: N/A<br>LEI: 894500HQD71STX0DQK07       | Long             | EC               | CORP              | TH        |      2114300 | NS      | $930330.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Celanese US Holdings LLC                                                  | Celanese US Holdings LLC                                                                                                                            | CUSIP: 15089QAW4<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |      1231000 | PA      | $1280178.92     | 0.00%             | 2028-11-15      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| Regional Management Issuance Trust                                        | Regional Management Issuance Trust, Series 2025-2, Class A                                                                                          | CUSIP: 75908BAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     24715000 | PA      | $24443362.38    | 0.05%             | 2037-11-16      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                                    | Arab Republic of Egypt                                                                                                                              | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |      3863000 | PA      | $3878336.11     | 0.01%             | 2027-01-31      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Signal Harmonic CLO I DAC                                                 | Signal Harmonic CLO I DAC, Series 1X, Class AR                                                                                                      | CUSIP: N/A<br>LEI: 635400CPGNMPPUYRUY64       | Long             | ABS-CBDO         | CORP              | IE        |     11380000 | PA      | $13146996.21    | 0.03%             | 2038-07-15      | Floating      | 3.42%                 | No            |                  2 | On Loan: No      |
| Vivion Investments SARL                                                   | Vivion Investments SARL                                                                                                                             | CUSIP: N/A<br>LEI: 529900SJ7X71ESJK9N76       | Long             | DBT              | CORP              | LU        |      2400000 | PA      | $2321479.70     | 0.01%             | 2031-03-08      | Variable      | 8.12%                 | No            |                  2 | On Loan: No      |
| RBC Capital Markets LLC                                                   | RBC Capital Markets LLC                                                                                                                             | CUSIP: N/A<br>LEI: 549300LCO2FLSSVFFR64       | Long             | RA               | CORP              | US        |      1308300 | PA      | $1308300.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                             | Commonwealth of Massachusetts, Series 2009E                                                                                                         | CUSIP: 57582PUE8<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |       805000 | PA      | $814402.32      | 0.00%             | 2039-12-01      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| Aiven OY                                                                  | Aiven OY, Series D                                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       169258 | NS      | $8412122.60     | 0.02%             |  |  |  | No            |                  3 | On Loan: No      |
| Affirm Asset Securitization Trust                                         | Affirm Asset Securitization Trust, Series 2025-X2, Class B                                                                                          | CUSIP: 00835DAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2640000 | PA      | $2638048.78     | 0.01%             | 2030-10-15      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                          | Paramount Global                                                                                                                                    | CUSIP: 92556HAE7<br>LEI: 5KYC8KF17ROCY24M3H09 | Short            | DBT              | CORP              | US        |       -48000 | PA      | $-35040.00      | -0.00%            | 2062-03-30      | Variable      | 6.38%                 | 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      | $65318.00       | 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      | $812.46         | 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            |                  3 | On Loan: No      |
| N/A                                                                       | GE Vernova, Inc.                                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          -93 | NC      | $-306435.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Wynn Resorts Finance LLC                                                  | Wynn Resorts Finance LLC                                                                                                                            | CUSIP: 983133AD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1020000 | PA      | $1009391.39     | 0.00%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Aimco CLO 27 Ltd.                                                         | Aimco CLO 27 Ltd., Series 2026-27A, Class E                                                                                                         | CUSIP: 00901DAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2000000 | PA      | $2000000.00     | 0.00%             | 2039-04-20      | Floating      | 0.00%                 | No            |                  3 | On Loan: No      |
| Nelnet Student Loan Trust                                                 | Nelnet Student Loan Trust, Series 2025-BA, Class B                                                                                                  | CUSIP: 64032BAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     18084000 | PA      | $17905321.04    | 0.04%             | 2055-05-17      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    494278804 | PA      | $1985544.85     | 0.00%             |  |  |  | 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      | $945670.30      | 0.00%             | 2052-10-25      | Variable      | 3.65%                 | No            |                  2 | On Loan: No      |
| RingCentral, Inc.                                                         | RingCentral, Inc.                                                                                                                                   | CUSIP: 76680RAJ6<br>LEI: 549300C8EH0H1614VE84 | Long             | DBT              | CORP              | US        |     19845000 | PA      | $20761422.26    | 0.04%             | 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        |       683000 | PA      | $714896.10      | 0.00%             | 2036-06-13      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Ukraine                                                                   | Ukraine Government Bond                                                                                                                             | CUSIP: 903724CA8<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      2079152 | PA      | $1104029.71     | 0.00%             | 2034-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Heathrow Finance plc                                                      | Heathrow Finance plc                                                                                                                                | CUSIP: N/A<br>LEI: 549300F740QSGMPHQJ60       | Long             | DBT              | CORP              | GB        |      3787000 | PA      | $4674565.08     | 0.01%             | 2029-09-01      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | SOP                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  -1900000001 | PA      | $-158339.80     | -0.00%            |  |  |  | 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      | $2392212.24     | 0.01%             | 2038-04-18      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| Vail Resorts, Inc.                                                        | Vail Resorts, Inc.                                                                                                                                  | CUSIP: 91879QAQ2<br>LEI: 529900PSZHRNU9HKH870 | Long             | DBT              | CORP              | US        |       200000 | PA      | $198345.50      | 0.00%             | 2030-07-15      | Fixed         | 5.62%                 | 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      | $901022.22      | 0.00%             | 2030-12-19      | Variable      | 8.17%                 | 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        |      1210000 | PA      | $1371207.38     | 0.00%             | 2031-02-05      | Floating      | 5.28%                 | 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        |      2589310 | PA      | $599247.03      | 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        |      1247490 | PA      | $1193292.51     | 0.00%             | 2037-03-25      | Floating      | 4.07%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                                                                                  | CUSIP: 31427PKF0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     12046797 | PA      | $12154072.82    | 0.03%             | 2055-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Qnity Electronics, Inc.                                                   | Qnity Electronics, Inc.                                                                                                                             | CUSIP: 74743LAB6<br>LEI: 254900RSUG4J9TFFZX53 | Long             | DBT              | CORP              | US        |       567000 | PA      | $573314.68      | 0.00%             | 2033-08-15      | Fixed         | 6.25%                 | 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      | $3254702.19     | 0.01%             | 2037-04-20      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Wharf Holdings Ltd. (The)                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -126000 | NS      | $39250.56       | 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      | $-55440.60      | -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        |       312527 | PA      | $296935.37      | 0.00%             | 2036-04-25      | Floating      | 4.33%                 | No            |                  2 | On Loan: No      |
| Newbridge Park CLO DAC                                                    | Newbridge Park CLO DAC, Series 1X, Class D                                                                                                          | CUSIP: N/A<br>LEI: 635400MHBRLQFZ1CYD71       | Long             | ABS-CBDO         | CORP              | IE        |      3760000 | PA      | $4268954.53     | 0.01%             | 2040-04-15      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| Pierpont Btl plc                                                          | Pierpont Btl plc, Series 2026-1, Class D                                                                                                            | CUSIP: N/A<br>LEI: 213800UHT3RX1VL8CX54       | Long             | ABS-MBS          | CORP              | GB        |       106000 | PA      | $139832.15      | 0.00%             | 2062-12-21      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Kosdaq 150 Index                                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | KR        |          324 | NC      | $-470536.37     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Emirates NBD Bank PJSC                                                    | Emirates NBD Bank PJSC                                                                                                                              | CUSIP: N/A<br>LEI: 54930029BCN8HF3B1286       | Long             | DBT              | CORP              | AE        |      4000000 | PA      | $3869360.00     | 0.01%             | 2027-02-27      | Variable      | 4.25%                 | 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      | $1021451.91     | 0.00%             | 2056-12-22      | Floating      | 7.78%                 | No            |                  2 | On Loan: No      |
| Bath & Body Works, Inc.                                                   | Bath & Body Works, Inc.                                                                                                                             | CUSIP: 501797AR5<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |      1002000 | PA      | $1014170.29     | 0.00%             | 2029-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Focus Financial Partners LLC                                              | Focus Financial Partners LLC                                                                                                                        | CUSIP: 34417VAA5<br>LEI: 5493007L0E0VKRC2CP39 | Long             | DBT              | CORP              | US        |      1438000 | PA      | $1428144.57     | 0.00%             | 2031-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Santander Consumo 8 Fondo de Titulizacion                                 | Santander Consumo 8 Fondo de Titulizacion, Series 8, Class C                                                                                        | CUSIP: N/A<br>LEI: 529900MNYVA8N0FZJK96       | Long             | ABS-O            | CORP              | ES        |      2900000 | PA      | $3356640.99     | 0.01%             | 2040-01-21      | Floating      | 3.53%                 | No            |                  2 | On Loan: No      |
| Latch, Inc.                                                               | Latch, Inc.                                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       715325 | NS      | $150218.25      | 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      | $1093764.46     | 0.00%             | 2056-12-15      | Variable      | 7.41%                 | 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        |     11124262 | PA      | $10428995.86    | 0.02%             | 2027-10-28      | Variable      | 7.68%                 | No            |                  2 | On Loan: No      |
| Durst Commercial Mortgage Trust                                           | Durst Commercial Mortgage Trust, Series 2025-151, Class A                                                                                           | CUSIP: 266895AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3973000 | PA      | $4009666.82     | 0.01%             | 2042-08-10      | Variable      | 4.80%                 | 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        |    150757162 | PA      | $4704392.32     | 0.01%             | 2060-12-25      | 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      | $-1165.19       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Comstock Resources, Inc.                                                  | Comstock Resources, Inc.                                                                                                                            | CUSIP: 205768AU8<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |      5684000 | PA      | $5616649.15     | 0.01%             | 2029-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Silver Point Euro CLO DAC                                                 | Silver Point Euro CLO DAC, Series 1X, Class A                                                                                                       | CUSIP: N/A<br>LEI: 254900E59SU5T0V8CI79       | Long             | ABS-CBDO         | CORP              | IE        |     10800000 | PA      | $12484246.06    | 0.03%             | 2039-01-15      | Floating      | 3.45%                 | 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      | $5038279.37     | 0.01%             | 2050-06-30      | Variable      | 2.71%                 | 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        |       845804 | PA      | $805028.19      | 0.00%             | 2037-06-25      | Floating      | 4.00%                 | No            |                  2 | On Loan: No      |
| Albion Financing 1 SARL                                                   | Albion Financing 1 SARL                                                                                                                             | CUSIP: N/A<br>LEI: 259400W9CABUZBRDLP97       | Long             | DBT              | CORP              | LU        |      6663000 | PA      | $7718426.29     | 0.02%             | 2030-05-21      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Sealed Air Corp.                                                          | Sealed Air Corp.                                                                                                                                    | CUSIP: 812127AA6<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |       311000 | PA      | $314897.01      | 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      | $2505040.49     | 0.01%             | 2062-04-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Publicis Groupe SA                                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        25400 | NS      | $-114535.77     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Dexcom, Inc.                                                                                                                                        | CUSIP: 252131107<br>LEI: N/A                  | N/A              | DE               |  | GB        |      -164510 | NS      | $516561.40      | 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        |      1186273 | PA      | $582490.62      | 0.00%             | 2037-09-25      | Floating      | 4.11%                 | 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      | $28790.24       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       622051 | PA      | $-1881.09       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Nasdaq, Inc.                                                              | Nasdaq, Inc.                                                                                                                                        | CUSIP: 631103108<br>LEI: 549300L8X1Q78ERXFD06 | Long             | EC               | CORP              | US        |         3661 | NS      | $310782.29      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Central Garden & Pet Co.                                                  | Central Garden & Pet Co.                                                                                                                            | CUSIP: 153527AP1<br>LEI: 5493004DVZLD37DJ0H83 | Long             | DBT              | CORP              | US        |       459000 | PA      | $427667.37      | 0.00%             | 2031-04-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Carlisle Cos., Inc.                                                       | Carlisle Cos., Inc.                                                                                                                                 | CUSIP: 142339AH3<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | DBT              | CORP              | US        |       700000 | PA      | $691437.85      | 0.00%             | 2027-12-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                                                                                  | CUSIP: 3132DQPS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      6188805 | PA      | $6131213.16     | 0.01%             | 2053-06-01      | Fixed         | 5.00%                 | 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        |      1473788 | PA      | $1471208.56     | 0.00%             | 2030-05-31      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| Sirius XM Radio LLC                                                       | Sirius XM Radio LLC                                                                                                                                 | CUSIP: 82967NBG2<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |      1029000 | PA      | $963480.69      | 0.00%             | 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      | $1190544.33     | 0.00%             | 2033-03-15      | Floating      | 5.50%                 | 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      | $15996658.67    | 0.03%             | 2026-07-08      | 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      | $-54010.11      | -0.00%            |  |  |  | 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        |      5111023 | PA      | $1553396.69     | 0.00%             | 2037-06-25      | Floating      | 4.19%                 | No            |                  2 | On Loan: No      |
| Palmer Square Loan Funding Ltd.                                           | Palmer Square Loan Funding Ltd., Series 2024-2A, Class BR                                                                                           | CUSIP: 69702WAJ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      3000000 | PA      | $2986815.60     | 0.01%             | 2033-01-15      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |   3140119760 | PA      | $-44362.99      | -0.00%            |  |  |  | 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        |      3876000 | PA      | $3851775.00     | 0.01%             | 2041-10-15      | Floating      | 7.60%                 | No            |                  2 | On Loan: No      |
| Telecom Argentina SA                                                      | Telecom Argentina SA                                                                                                                                | CUSIP: 879273AW0<br>LEI: 549300MKPIRSJD8SB782 | Long             | DBT              | CORP              | AR        |      3361757 | PA      | $3360748.47     | 0.01%             | 2036-01-20      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Mobico Group plc                                                          | Mobico Group plc                                                                                                                                    | CUSIP: N/A<br>LEI: 213800A8IQEMY8PA5X34       | Long             | DBT              | CORP              | GB        |     14988000 | PA      | $13410836.32    | 0.03%             | 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        |      7700000 | PA      | $9243602.76     | 0.02%             | 2030-02-03      | Variable      | 6.13%                 | 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      | $-80084.43      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Concentrix Corp.                                                          | Concentrix Corp.                                                                                                                                    | CUSIP: 20602DAA9<br>LEI: 5493000EAJN1KMPVA737 | Long             | DBT              | CORP              | US        |       226000 | PA      | $226995.23      | 0.00%             | 2026-08-02      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| Hermitage plc                                                             | Hermitage plc, Series 2025-1, Class B                                                                                                               | CUSIP: N/A<br>LEI: 635400MSBHAPT1EQBW93       | Long             | ABS-O            | CORP              | GB        |      1960000 | PA      | $2589936.57     | 0.01%             | 2033-04-21      | Floating      | 4.83%                 | 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      | $2963520.00     | 0.01%             | 2037-10-20      | Floating      | 6.72%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Hirose Electric Co. Ltd.                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |        14900 | NS      | $10252.97       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CaixaBank SA                                                              | CaixaBank SA                                                                                                                                        | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | DBT              | CORP              | ES        |      3400000 | PA      | $3998281.88     | 0.01%             | 2032-07-24      | 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      | $1276240.86     | 0.00%             |  |  |  | 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        |      7226025 | PA      | $9578827.48     | 0.02%             | 2094-03-25      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| TAGUS-Sociedade de Titularizacao de Creditos SA                           | TAGUS - Sociedade de Titularizacao de Creditos SA, Series 3, Class E                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | PT        |       800000 | PA      | $924811.30      | 0.00%             | 2043-10-27      | Floating      | 6.35%                 | No            |                  2 | On Loan: No      |
| BFLD Commercial Mortgage Trust                                            | BFLD Commercial Mortgage Trust, Series 2025-660F, Class D                                                                                           | CUSIP: 05556QAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1046000 | PA      | $1043385.00     | 0.00%             | 2042-11-15      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Republic of Turkiye (The)                                                 | Republic of Turkiye (The)                                                                                                                           | CUSIP: 900123DT4<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |      5210000 | PA      | $4924752.50     | 0.01%             | 2033-03-14      | Fixed         | 6.30%                 | 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      | $481979.86      | 0.00%             | 2066-12-20      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | USD Currency                                                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |    -32505000 | PA      | $-334925.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Hyundai Card Co. Ltd.                                                     | Hyundai Card Co. Ltd.                                                                                                                               | CUSIP: N/A<br>LEI: 988400S1WSELQL3GVR75       | Long             | DBT              | CORP              | KR        |      2316000 | PA      | $2386915.92     | 0.01%             | 2029-04-24      | Fixed         | 5.75%                 | 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        |      2777778 | PA      | $3202667.97     | 0.01%             | 2031-01-13      | Variable      | 5.13%                 | No            |                  2 | On Loan: No      |
| Avient Corp.                                                              | Avient Corp.                                                                                                                                        | CUSIP: 05368VAA4<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | DBT              | CORP              | US        |      2365000 | PA      | $2403199.48     | 0.01%             | 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        |      1423000 | PA      | $1349022.78     | 0.00%             | 2029-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Hyperion Refinance SARL                                                   | Hyperion Refinance SARL, 1st Lien Term Loan                                                                                                         | CUSIP: G4712JBB7<br>LEI: 213800R6D9EVRN5D3117 | Long             | LON              | CORP              | LU        |       990013 | PA      | $957500.52      | 0.00%             | 2031-02-17      | Variable      | 6.42%                 | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                                    | Arab Republic of Egypt                                                                                                                              | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |     27274000 | PA      | $485310.14      | 0.00%             | 2028-03-04      | Fixed         | 21.95%                | 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      | $2514093.66     | 0.01%             | 2037-10-20      | Floating      | 5.04%                 | 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        |        96541 | NS      | $3089476.24     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| 1301 Trust                                                                | 1301 Trust, Series 2025-1301, Class F                                                                                                               | CUSIP: 682461AN8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     20943000 | PA      | $21824410.24    | 0.05%             | 2042-08-11      | Variable      | 8.10%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Goodman Group                                                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       112300 | NS      | $37786.42       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LendingClub Rated Notes Issuer Trust                                      | LendingClub Rated Notes Issuer Trust, Series 2025-P2, Class A                                                                                       | CUSIP: 525949AA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     15492584 | PA      | $15558340.98    | 0.03%             | 2035-02-15      | Fixed         | 5.20%                 | 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        |      4735596 | PA      | $1623946.71     | 0.00%             | 2046-11-25      | Floating      | 4.49%                 | No            |                  2 | On Loan: No      |
| Huntington Bank Auto Credit-Linked Notes                                  | Huntington Bank Auto Credit-Linked Notes, Series 2025-2, Class B2                                                                                   | CUSIP: 44644NAP4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      6426784 | PA      | $6444117.96     | 0.01%             | 2033-09-20      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     10553000 | PA      | $37383.24       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Wellington Management CLO 5 Ltd.                                          | Wellington Management CLO 5 Ltd., Series 2025-5A, Class A                                                                                           | CUSIP: 94957NAA3<br>LEI: 213800J6I7L5KYTPNH51 | Long             | ABS-CBDO         | CORP              | KY        |      1500000 | PA      | $1500131.25     | 0.00%             | 2038-10-18      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa                                                  | Republic of South Africa                                                                                                                            | CUSIP: N/A<br>LEI: 378900AAFB4F17004C49       | Long             | DBT              | NUSS              | ZA        |   2174378977 | PA      | $127081906.18   | 0.28%             | 2030-01-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust                            | Morgan Stanley Residential Mortgage Loan Trust, Series 2025-SPL1, Class M1                                                                          | CUSIP: 617946AF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1608586 | PA      | $1501904.90     | 0.00%             | 2065-02-25      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                                                                                  | CUSIP: 3133BRUS1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1921839 | PA      | $1904820.60     | 0.00%             | 2052-12-01      | Fixed         | 5.00%                 | 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        |      6200167 | PA      | $6181349.93     | 0.01%             | 2064-12-26      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| Alliant Holdings Intermediate LLC                                         | Alliant Holdings Intermediate LLC                                                                                                                   | CUSIP: 01883LAD5<br>LEI: 5493006Q26653NF8SI73 | Long             | DBT              | CORP              | US        |      2357000 | PA      | $2280466.32     | 0.00%             | 2029-11-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| LGI Homes, Inc.                                                           | LGI Homes, Inc.                                                                                                                                     | CUSIP: 50187TAK2<br>LEI: 549300W02B4WNV8CV109 | Long             | DBT              | CORP              | US        |     10726000 | PA      | $9945440.02     | 0.02%             | 2032-11-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Republic of Costa Rica                                                    | Republic of Costa Rica                                                                                                                              | CUSIP: N/A<br>LEI: 549300S1EK2VN6XVJP58       | Long             | DBT              | NUSS              | CR        |       433000 | PA      | $456706.75      | 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        |     21232951 | PA      | $24509864.86    | 0.05%             | 2026-08-22      | Floating      | 5.17%                 | No            |                  3 | On Loan: No      |
| Jefferies Finance LLC                                                     | Jefferies Finance LLC                                                                                                                               | CUSIP: 47232MAF9<br>LEI: 549300SKVB18YSSIDT75 | Long             | DBT              | CORP              | US        |      2443000 | PA      | $2276538.13     | 0.00%             | 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        |      3248187 | PA      | $3202314.80     | 0.01%             | 2036-04-16      | Floating      | 4.12%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                           | TransDigm, Inc.                                                                                                                                     | CUSIP: 893647BR7<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |      6349000 | PA      | $6426076.86     | 0.01%             | 2028-08-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     59320962 | PA      | $-18417.98      | -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      | $1877599.36     | 0.00%             | 2037-04-20      | Floating      | 11.67%                | 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        |      7162382 | PA      | $6702640.24     | 0.01%             | 2043-03-20      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $410681.12      | 0.00%             |  |  |  | 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      | $1402219.99     | 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        |      1040326 | PA      | $1206531.46     | 0.00%             | 2036-07-28      | Floating      | 3.01%                 | 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        |     16906000 | PA      | $16891335.74    | 0.04%             | 2042-10-18      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| Avantor Funding, Inc.                                                     | Avantor Funding, Inc.                                                                                                                               | CUSIP: 05352TAA7<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |      3556000 | PA      | $3470703.83     | 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      | $3002648.10     | 0.01%             | 2037-04-20      | Floating      | 7.12%                 | 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      | $8364658.04     | 0.02%             | 2055-07-20      | Floating      | 6.75%                 | 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        |      2020000 | PA      | $2020887.79     | 0.00%             | 2037-07-20      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| Republic of Colombia                                                      | Republic of Colombia                                                                                                                                | CUSIP: N/A<br>LEI: 549300MHDRBVRF6B9117       | Long             | DBT              | NUSS              | CO        | 451264500000 | PA      | $98347322.23    | 0.21%             | 2030-09-18      | Fixed         | 7.75%                 | 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      | $360.48         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Redstone Buyer LLC                                                        | Redstone Buyer LLC, 1st Lien Term Loan B1                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2510400 | PA      | $836791.63      | 0.00%             | 2030-12-31      | Variable      | 8.00%                 | 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        |       491742 | PA      | $576596.45      | 0.00%             | 2034-07-28      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | EUR Currency                                                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | FR        |     75000000 | PA      | $289642.30      | 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      | $2305621.27     | 0.00%             | 2047-10-01      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| Braccan Mortgage Funding plc                                              | Braccan Mortgage Funding plc, Series 2026-1X, Class D                                                                                               | CUSIP: N/A<br>LEI: 2138006RXLKWX319BI66       | Long             | ABS-MBS          | CORP              | GB        |       544000 | PA      | $720031.91      | 0.00%             | 2068-04-17      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| Fresnillo plc                                                             | Fresnillo plc                                                                                                                                       | CUSIP: N/A<br>LEI: 549300JXWH1UV5J0XV81       | Long             | EC               | CORP              | GB        |         5614 | NS      | $248846.25      | 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      | $7881358.31     | 0.02%             | 2037-10-25      | Floating      | 3.25%                 | 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      | $236123.73      | 0.00%             | 2034-05-18      | Floating      | 8.26%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Stantec, Inc.                                                                                                                                       | CUSIP: 85472N109<br>LEI: N/A                  | N/A              | DE               |  | US        |        -9700 | NS      | $-16996.44      | -0.00%            |  |  |  | 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      | $10848236.15    | 0.02%             | 2030-04-25      | Variable      | 7.76%                 | No            |                  2 | On Loan: No      |
| Aegis Lux 1a SARL                                                         | Aegis Lux 1a SARL                                                                                                                                   | CUSIP: N/A<br>LEI: 529900WB6L9XYCR8YT98       | Short            | DBT              | CORP              | LU        |     -7300000 | PA      | $-8329305.29    | -0.02%            | 2031-10-29      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Arbour CLO DAC                                                            | Arbour CLO DAC                                                                                                                                      | CUSIP: N/A<br>LEI: 549300YXBWG4ECHKDX72       | Long             | ABS-O            | CORP              | IE        |      1200000 | PA      | $1381456.25     | 0.00%             | 2038-05-15      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                                                  | CUSIP: 3140QSEG2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       183871 | PA      | $182092.08      | 0.00%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Republic of Paraguay                                                      | Republic of Paraguay                                                                                                                                | CUSIP: N/A<br>LEI: 529900UXKJTJPCU0HK83       | Long             | DBT              | NUSS              | PY        |       649000 | PA      | $595782.00      | 0.00%             | 2048-03-13      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                                                                                  | CUSIP: 31427QH96<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     22885893 | PA      | $23408657.68    | 0.05%             | 2055-10-01      | 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      | $-451857.78     | -0.00%            |  |  |  | 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        |      3460000 | PA      | $3231640.00     | 0.01%             | 2053-04-11      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| LendingClub Rated Notes Issuer Trust                                      | LendingClub Rated Notes Issuer Trust, Series 2025-P2, Class D                                                                                       | CUSIP: 525949AD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       800000 | PA      | $797944.56      | 0.00%             | 2035-12-15      | Fixed         | 6.47%                 | No            |                  2 | On Loan: No      |
| Anticimex Global AB                                                       | Anticimex Global AB, Facility 1st Lien Term Loan B8                                                                                                 | CUSIP: 03703HAD8<br>LEI: N/A                  | Long             | LON              | CORP              | SE        |        90686 | PA      | $90704.87       | 0.00%             | 2031-11-17      | Variable      | 6.56%                 | 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      | $3367268.68     | 0.01%             | 2058-05-10      | Variable      | 4.72%                 | No            |                  2 | On Loan: No      |
| Ziggo Bond Co. BV                                                         | Ziggo Bond Co. BV                                                                                                                                   | CUSIP: 98953GAD7<br>LEI: 213800JYI4P7V5QDOG59 | Long             | DBT              | CORP              | NL        |      1064000 | PA      | $913002.44      | 0.00%             | 2030-02-28      | 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      | $-684671.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Assurant, Inc.                                                                                                                                      | CUSIP: 04621X108<br>LEI: N/A                  | N/A              | DE               |  | GB        |         6100 | NS      | $3394.68        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | UniCredit SpA                                                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | IT        |         -160 | NC      | $-233481.70     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Autonoria Spain                                                           | AutoNoria Spain FT, Series 2022-SP, Class E                                                                                                         | CUSIP: N/A<br>LEI: 959800TU6P30TL2EN703       | Long             | ABS-O            | CORP              | ES        |       761434 | PA      | $917217.84      | 0.00%             | 2040-01-29      | Floating      | 8.94%                 | No            |                  2 | On Loan: No      |
| Rocket Cos., Inc.                                                         | Rocket Cos., Inc.                                                                                                                                   | CUSIP: 77311WAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4651000 | PA      | $4793939.18     | 0.01%             | 2032-02-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                  | Electricite de France SA                                                                                                                            | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | NUSS              | FR        |     23600000 | PA      | $29126380.97    | 0.06%             | 2028-09-06      | Variable      | 7.50%                 | 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      | $2888611.07     | 0.01%             | 2059-09-27      | Floating      | 6.93%                 | No            |                  2 | On Loan: No      |
| Youni Italy SRL                                                           | Youni Italy SRL, Series 2025-2, Class C                                                                                                             | CUSIP: N/A<br>LEI: 8156001A7AEEA1E59607       | Long             | ABS-O            | CORP              | IT        |       265213 | PA      | $306179.36      | 0.00%             | 2036-01-25      | Floating      | 3.71%                 | No            |                  2 | On Loan: No      |
| Affirm Master Trust                                                       | Affirm Master Trust, Series 2026-2A, Class A                                                                                                        | CUSIP: 00833KAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     14378000 | PA      | $14357540.56    | 0.03%             | 2035-04-16      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| Lessen Holdings, Inc.                                                     | Lessen Holdings, Inc., Series BX                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      1460424 | NS      | $14.60          | 0.00%             |  |  |  | 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        |     24100000 | PA      | $16627795.00    | 0.04%             | 2029-04-01      | Variable      | 9.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | ETRSI                                                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |      3633927 | PA      | $27528.24       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fortescue Treasury Pty. Ltd.                                              | Fortescue Treasury Pty. Ltd.                                                                                                                        | CUSIP: 30251GBC0<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |      1752000 | PA      | $1655367.56     | 0.00%             | 2031-04-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Polaris Newco LLC                                                         | Polaris Newco LLC, 1st Lien Term Loan                                                                                                               | CUSIP: 73108RAB4<br>LEI: 254900LEPDAG7EDOA064 | Long             | LON              | CORP              | US        |       982005 | PA      | $861709.51      | 0.00%             | 2028-06-02      | Variable      | 7.93%                 | 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      | $365255.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     49860000 | PA      | $1170578.32     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Buckeye Partners LP                                                       | Buckeye Partners LP                                                                                                                                 | CUSIP: 118230AW1<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |       210000 | PA      | $216722.31      | 0.00%             | 2030-02-01      | Fixed         | 6.75%                 | 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        |      1036557 | PA      | $1036090.58     | 0.00%             | 2031-10-31      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| Grupo Aeromexico SAB de CV                                                | Grupo Aeromexico SAB de CV                                                                                                                          | CUSIP: N/A<br>LEI: 529900BECKHBL62WD126       | Long             | DBT              | CORP              | MX        |      1189000 | PA      | $1144769.20     | 0.00%             | 2029-11-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Williams Scotsman, Inc.                                                   | Williams Scotsman, Inc.                                                                                                                             | CUSIP: 96950GAE2<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |       682000 | PA      | $670917.84      | 0.00%             | 2028-08-15      | Fixed         | 4.62%                 | 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        |      3951771 | PA      | $3788595.22     | 0.01%             | 2036-07-25      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| Project Aurora US Finco, Inc.                                             | Project Aurora US Finco, Inc., Facility 1st Lien Term Loan B1                                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1600000 | PA      | $1841278.30     | 0.00%             | 2032-12-06      | Variable      | 5.38%                 | 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        |     42477145 | PA      | $42760629.22    | 0.09%             | 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      | $2843.69        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Howard Hughes Corp. (The)                                                 | Howard Hughes Corp. (The)                                                                                                                           | CUSIP: 44267DAG2<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |        80000 | PA      | $76982.86       | 0.00%             | 2032-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Crescent Energy Finance LLC                                               | Crescent Energy Finance LLC                                                                                                                         | CUSIP: 516806AK2<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |      1334000 | PA      | $1362890.44     | 0.00%             | 2032-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Equity Option Index                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |         1225 | NC      | $5762.49        | 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        |      4649989 | PA      | $4702290.83     | 0.01%             | 2065-05-25      | Variable      | 5.94%                 | No            |                  2 | On Loan: No      |
| Turquoise V Trust                                                         | Turquoise V Trust, Series 2026-1, Class A1L                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | CORP              | AU        |     11730000 | PA      | $8080619.11     | 0.02%             | 2067-06-12      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| EDP SA                                                                    | EDP SA, Series NC5.                                                                                                                                 | CUSIP: N/A<br>LEI: 529900CLC3WDMGI9VH80       | Long             | DBT              | CORP              | PT        |     37700000 | PA      | $42732898.10    | 0.09%             | 2082-03-14      | Variable      | 1.50%                 | No            |                  2 | On Loan: No      |
| Aptiv Swiss Holdings Ltd.                                                 | Aptiv Swiss Holdings Ltd.                                                                                                                           | CUSIP: 03837AAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |       943000 | PA      | $951786.59      | 0.00%             | 2054-12-15      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| Loire Finco Luxembourg SARL                                               | Loire Finco Luxembourg SARL, 1st Lien Term Loan B4                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | LU        |      1000000 | PA      | $1153538.30     | 0.00%             | 2030-01-21      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Booking Holdings, Inc.                                                    | Booking Holdings, Inc.                                                                                                                              | CUSIP: 09857LBG2<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |      3455000 | PA      | $3520148.60     | 0.01%             | 2045-03-21      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Jubilee Place BV                                                          | Jubilee Place BV, Series 8, Class C                                                                                                                 | CUSIP: N/A<br>LEI: 724500WEF7MLCPB49563       | Long             | ABS-MBS          | CORP              | NL        |       214000 | PA      | $244988.70      | 0.00%             | 2062-03-17      | Floating      | 3.41%                 | 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        |      2333333 | PA      | $2702889.34     | 0.01%             | 2031-04-03      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Republic of Ghana                                                         | Republic of Ghana                                                                                                                                   | CUSIP: N/A<br>LEI: 213800PP4399SNNXZ126       | Long             | DBT              | NUSS              | GH        |        33343 | PA      | $32759.10       | 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        |       520618 | PA      | $511377.11      | 0.00%             | 2029-10-04      | Variable      | 7.42%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   1808158684 | PA      | $-374006.44     | -0.00%            |  |  |  | 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        |      1222941 | PA      | $1348267.78     | 0.00%             | 2044-06-12      | Floating      | 2.41%                 | 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        |      1364327 | PA      | $1284851.38     | 0.00%             | 2047-01-25      | Floating      | 4.11%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    742000000 | PA      | $-129308.86     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Balboa Bay Loan Funding Ltd.                                              | Balboa Bay Loan Funding Ltd., Series 2022-1A, Class AR                                                                                              | CUSIP: 05766EAL6<br>LEI: 549300USDGJ8GD3PWY07 | Long             | ABS-CBDO         | CORP              | KY        |     19500000 | PA      | $19481991.75    | 0.04%             | 2037-04-20      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      6500000 | PA      | $-4908.35       | -0.00%            |  |  |  | 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      | $846843.58      | 0.00%             | 2067-03-20      | Floating      | 5.13%                 | 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        |      2770676 | PA      | $2476291.68     | 0.01%             | 2038-02-15      | Variable      | 3.60%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   7300000000 | PA      | $312040.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    331510000 | PA      | $218037.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Uniti Group LP                                                            | Uniti Group LP                                                                                                                                      | CUSIP: 91327BAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3633000 | PA      | $3614106.95     | 0.01%             | 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      | $2870675.61     | 0.01%             | 2038-01-15      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | USD Currency                                                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |    -46128000 | PA      | $-1128410.81    | -0.00%            |  |  |  | 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        |      5844140 | PA      | $5883129.25     | 0.01%             | 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        |      5422297 | PA      | $6248309.21     | 0.01%             | 2031-08-22      | Variable      | 5.03%                 | No            |                  2 | On Loan: No      |
| Octagon 59 Ltd.                                                           | Octagon 59 Ltd., Series 2022-1A, Class B                                                                                                            | CUSIP: 675930AE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      5000000 | PA      | $5003488.00     | 0.01%             | 2035-05-15      | Floating      | 5.60%                 | 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        |      4220430 | PA      | $5546052.66     | 0.01%             | 2039-06-18      | Floating      | 4.15%                 | 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      | $-223476.87     | -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      | $3996681.20     | 0.01%             | 2038-04-22      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    496227268 | PA      | $5220485.92     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Cloud Software Group, Inc.                                                | Cloud Software Group, Inc., 1st Lien Term Loan                                                                                                      | CUSIP: 88632NBM1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      5150196 | PA      | $5648543.60     | 0.01%             | 2032-08-13      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| AHP Health Partners, Inc.                                                 | AHP Health Partners, Inc., 1st Lien Term Loan B                                                                                                     | CUSIP: 00130MAL8<br>LEI: 549300QMM8MQ6SM5KX05 | Long             | LON              | CORP              | US        |       874880 | PA      | $875098.56      | 0.00%             | 2032-09-20      | Variable      | 5.92%                 | 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        |      2800000 | PA      | $2397416.00     | 0.01%             | 2029-04-16      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |      1330000 | PA      | $6980.06        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                                                  | CUSIP: 3140XPDK2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     35193550 | PA      | $34869544.54    | 0.08%             | 2053-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Tencent Holdings Ltd.                                                     | Tencent Holdings Ltd.                                                                                                                               | CUSIP: N/A<br>LEI: 254900N4SLUMW4XUYY11       | Long             | EC               | CORP              | KY        |        69877 | NS      | $4407308.78     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sotera Health Holdings LLC                                                | Sotera Health Holdings LLC, 1st Lien Term Loan                                                                                                      | CUSIP: 83600VAH4<br>LEI: 549300OVT7MBXFLOFU20 | Long             | LON              | CORP              | US        |       940453 | PA      | $940452.72      | 0.00%             | 2031-05-30      | Variable      | 6.17%                 | 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      | $644307.56      | 0.00%             | 2052-09-15      | Variable      | 0.52%                 | 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        |      1500292 | PA      | $1448079.75     | 0.00%             | 2037-03-25      | Floating      | 4.07%                 | No            |                  2 | On Loan: No      |
| Sunoco LP                                                                 | Sunoco LP                                                                                                                                           | CUSIP: 86765KAJ8<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |      1229000 | PA      | $1187561.07     | 0.00%             | 2029-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CGI, Inc.                                                                                                                                           | CUSIP: 12532H104<br>LEI: N/A                  | N/A              | DE               |  | US        |        32300 | NS      | $-30854.41      | -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      | $-598995.56     | -0.00%            |  |  |  | No            |                  2 | 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        |      3122816 | PA      | $3071687.58     | 0.01%             | 2037-10-25      | Floating      | 7.29%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     10093742 | PA      | $5900.80        | 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        |      2395000 | PA      | $2064193.74     | 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      | $2284693.42     | 0.00%             | 2042-11-10      | Variable      | 3.31%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | EUR Currency                                                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | DE        |    -11698000 | PA      | $-74742.15      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AmWINS Group, Inc.                                                        | AmWINS Group, Inc.                                                                                                                                  | CUSIP: 031921AB5<br>LEI: 549300SJE7MUB8NMRG61 | Long             | DBT              | CORP              | US        |       998000 | PA      | $956047.37      | 0.00%             | 2029-06-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Trestles CLO VIII Ltd.                                                    | Trestles CLO VIII Ltd., Series 2025-8A, Class E                                                                                                     | CUSIP: 89533EAA6<br>LEI: 2549002BMO2L1UMJWE02 | Long             | ABS-CBDO         | CORP              | KY        |      1000000 | PA      | $1001516.90     | 0.00%             | 2035-06-11      | Floating      | 9.17%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Lavoro Ltd.                                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | KY        |       147996 | NS      | $295.99         | 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        |       250627 | PA      | $250914.23      | 0.00%             | 2041-03-15      | Floating      | 5.06%                 | 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        |      6945566 | PA      | $6932641.19     | 0.02%             | 2064-12-26      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| Czech Republic                                                            | Czech Republic                                                                                                                                      | CUSIP: N/A<br>LEI: 3157007EFDLQABN47912       | Long             | DBT              | NUSS              | CZ        |    774880000 | PA      | $36106332.32    | 0.08%             | 2032-11-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Univision Communications, Inc.                                            | Univision Communications, Inc.                                                                                                                      | CUSIP: 914906BA9<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |      3859000 | PA      | $3977143.90     | 0.01%             | 2032-08-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDIT                                                                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | FR        |     52710000 | PA      | $-678098.69     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ballyrock CLO 20 Ltd.                                                     | Ballyrock CLO 20 Ltd., Series 2022-20A, Class BR3                                                                                                   | CUSIP: 05876CBM4<br>LEI: 254900WX8CA21F2QI356 | Long             | ABS-CBDO         | CORP              | KY        |      1500000 | PA      | $1495391.85     | 0.00%             | 2036-10-15      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| CML Project Cold                                                          | CML Project Cold, 1st Lien Term Loan                                                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7741611 | PA      | $10238322.97    | 0.02%             | 2031-09-01      | Variable      | 7.13%                 | No            |                  3 | On Loan: No      |
| Azul SA                                                                   | Azul SA                                                                                                                                             | CUSIP: 05501U502<br>LEI: 549300Z0MWZ57Q9RR205 | Long             | EC               | CORP              | BR        |       324216 | NS      | $5349564.00     | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| BlackRock Liquidity Funds                                                 | BlackRock Liquidity Funds, T-Fund, Institutional Class                                                                                              | CUSIP: 09248U718<br>LEI: 5493002L9DNZ83RX7V61 | Long             | STIV             | RF                | US        |   2058381612 | NS      | $2058381612.46  | 4.46%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | CDSCMBX                                                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      1245437 | PA      | $-395808.18     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AGL CLO 19 Ltd.                                                           | AGL CLO 19 Ltd., Series 2022-19A, Class D2R                                                                                                         | CUSIP: 001210BA0<br>LEI: 254900I16LA7IZQPMU67 | Long             | ABS-CBDO         | CORP              | KY        |      1000000 | PA      | $949739.80      | 0.00%             | 2038-07-21      | Floating      | 8.07%                 | 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      | $3078585.49     | 0.01%             | 2029-07-16      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| Broadcom, Inc.                                                            | Broadcom, Inc.                                                                                                                                      | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |        38919 | NS      | $12045819.69    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Saudi Arabian Oil Co.                                                     | Saudi Arabian Oil Co.                                                                                                                               | CUSIP: 80414L2X2<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | NUSS              | SA        |      1808000 | PA      | $1787660.00     | 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      | $1316950.64     | 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        |        79972 | PA      | $70908.77       | 0.00%             | 2028-08-01      | Variable      | 11.17%                | No            |                  2 | On Loan: No      |
| Canadian Dollar                                                           | Canadian Dollar                                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | Short            | STIV             |  | CA        |      -795998 | OU      | $-572207.79     | -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      | $5538.33        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| McKesson Corp.                                                            | McKesson Corp.                                                                                                                                      | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               | CORP              | US        |          325 | NS      | $281242.00      | 0.00%             |  |  |  | No            |                  1 | 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      | $1287.01        | 0.00%             | 2057-12-25      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Hydro One Ltd.                                                                                                                                      | CUSIP: 448811208<br>LEI: N/A                  | N/A              | DE               |  | GB        |        60500 | NS      | $39801.92       | 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      | $-567980.21     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                          | Deutsche Bank AG                                                                                                                                    | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | DBT              | CORP              | DE        |     12200000 | PA      | $13909929.80    | 0.03%             | 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        |        24000 | NS      | $8871.69        | 0.00%             |  |  |  | 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        |      6016841 | PA      | $5878840.41     | 0.01%             | 2047-01-25      | Floating      | 4.08%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                        | Energy Transfer LP                                                                                                                                  | CUSIP: 29273VBC3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |       794000 | PA      | $806440.39      | 0.00%             | 2054-10-01      | Variable      | 7.12%                 | 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      | $6037655.18     | 0.01%             | 2062-03-27      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $63965.78       | 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      | $271783.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | KeyCorp                                                                                                                                             | CUSIP: 493267108<br>LEI: N/A                  | N/A              | DE               |  | US        |      -158600 | NS      | $-167718.08     | -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        |     42763395 | PA      | $42870303.73    | 0.09%             | 2029-05-16      | Variable      | 9.72%                 | No            |                  3 | 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        |      2042333 | PA      | $2280463.58     | 0.00%             | 2030-02-27      | Variable      | 6.03%                 | 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      | $8243664.02     | 0.02%             | 2059-11-25      | Variable      | 3.83%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | DE        |     17500000 | PA      | $-194474.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bayer AG                                                                  | Bayer AG                                                                                                                                            | CUSIP: N/A<br>LEI: 549300J4U55H3WP1XT59       | Long             | DBT              | CORP              | DE        |     12200000 | PA      | $12798694.60    | 0.03%             | 2030-01-06      | Fixed         | 1.12%                 | 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        |      1102726 | PA      | $1102036.48     | 0.00%             | 2039-01-15      | Floating      | 4.95%                 | 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      | $3927487.63     | 0.01%             | 2055-02-25      | Variable      | 7.33%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    115931050 | PA      | $590013.03      | 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: 7245002S0K5Q59JCVQ03 | Long             | LON              | CORP              | NL        |       785018 | PA      | $783054.96      | 0.00%             | 2030-10-28      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | ETRSI                                                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      3024152 | PA      | $1231.32        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Colombia                                                      | Republic of Colombia                                                                                                                                | CUSIP: N/A<br>LEI: 549300MHDRBVRF6B9117       | Long             | DBT              | NUSS              | CO        |  55783600000 | PA      | $8826158.59     | 0.02%             | 2050-10-26      | Fixed         | 7.25%                 | 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        |      2195764 | PA      | $1775354.82     | 0.00%             | 2037-04-25      | Floating      | 4.21%                 | No            |                  2 | On Loan: No      |
| Greenko Wind Projects Mauritius Ltd.                                      | Greenko Wind Projects Mauritius Ltd.                                                                                                                | CUSIP: 39531JAB0<br>LEI: 254900MSUXE1FF83DP82 | Long             | DBT              | CORP              | MU        |      1174000 | PA      | $1163140.50     | 0.00%             | 2028-09-27      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| iQIYI, Inc.                                                               | iQIYI, Inc.                                                                                                                                         | CUSIP: 46267XAK4<br>LEI: 222100XL8T2Q5B8MS302 | Long             | DBT              | CORP              | KY        |       400000 | PA      | $361397.03      | 0.00%             | 2030-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Commercial Mortgage Trust                                                 | Commercial Mortgage Trust, Series 2025-167G, Class E                                                                                                | CUSIP: 12674VAL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3600000 | PA      | $3583108.08     | 0.01%             | 2040-08-10      | Variable      | 8.20%                 | No            |                  2 | On Loan: No      |
| Whitebox CLO III Ltd.                                                     | Whitebox CLO III Ltd., Series 2021-3A, Class A1R                                                                                                    | CUSIP: 96467HAL0<br>LEI: 549300JXCQSPB1A61C68 | Long             | ABS-CBDO         | CORP              | KY        |     11139000 | PA      | $11141843.79    | 0.02%             | 2035-10-15      | Floating      | 4.94%                 | 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        |        37673 | PA      | $37672.78       | 0.00%             | 2031-01-20      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| ONEOK, Inc.                                                               | ONEOK, Inc.                                                                                                                                         | CUSIP: 682680AS2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |       100000 | PA      | $99430.75       | 0.00%             | 2027-07-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Genesis Energy LP                                                         | Genesis Energy LP                                                                                                                                   | CUSIP: 37185LAR3<br>LEI: 549300VJ5D6MDK138782 | Long             | DBT              | CORP              | US        |      1382000 | PA      | $1428009.54     | 0.00%             | 2033-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| UNIV Trust                                                                | UNIV Trust, Series 2025-APTS, Class B                                                                                                               | CUSIP: 91336XAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2481000 | PA      | $2472317.00     | 0.01%             | 2042-11-15      | Floating      | 5.92%                 | 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      | $6554544.91     | 0.01%             | 2029-03-15      | Fixed         | 8.50%                 | 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        |      5716669 | PA      | $1420949.47     | 0.00%             | 2036-03-25      | Floating      | 4.14%                 | 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      | $318150.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Axon Enterprise, Inc.                                                     | Axon Enterprise, Inc.                                                                                                                               | CUSIP: 05464CAC5<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |      1756000 | PA      | $1785054.78     | 0.00%             | 2030-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    313413242 | PA      | $3833530.13     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Japan Tobacco, Inc.                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        55300 | NS      | $137344.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | SOP                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   -195182000 | PA      | $-6833673.41    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Conagra Brands, Inc.                                                                                                                                | CUSIP: 205887102<br>LEI: N/A                  | N/A              | DE               |  | US        |        81400 | NS      | $21164.00       | 0.00%             |  |  |  | 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        |       713930 | PA      | $676995.69      | 0.00%             | 2036-06-25      | Floating      | 4.81%                 | 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        |      7900000 | PA      | $8907227.84     | 0.02%             | 2036-05-14      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Homes Trust                                                               | Homes Trust, Series 2025-NQM2, Class A1                                                                                                             | CUSIP: 403966AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6407625 | PA      | $6419376.74     | 0.01%             | 2070-02-25      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Cochlear Ltd.                                                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -11700 | NS      | $2482.60        | 0.00%             |  |  |  | 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        |      8297318 | PA      | $3028521.22     | 0.01%             | 2028-02-25      | 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      | $11884.43       | 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        |      3906423 | PA      | $3818764.14     | 0.01%             | 2059-02-25      | Variable      | 3.38%                 | 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      | $863421.24      | 0.00%             | 2037-07-20      | Floating      | 6.62%                 | No            |                  2 | On Loan: No      |
| Coreweave Acq Co. IV LLC                                                  | Coreweave Acq Co. IV LLC, Delayed Draw 1st Lien Term Loan                                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     28991447 | PA      | $28194182.57    | 0.06%             | 2030-09-29      | Variable      | 8.14%                 | No            |                  3 | On Loan: No      |
| Sasol Financing USA LLC                                                   | Sasol Financing USA LLC                                                                                                                             | CUSIP: 80386WAB1<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |      1041000 | PA      | $1050441.87     | 0.00%             | 2028-09-27      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ascent Resources LLC                                                      | Ascent Resources LLC                                                                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     15944377 | NS      | $20249358.79    | 0.04%             |  |  |  | No            |                  3 | On Loan: No      |
| Verus Securitization Trust                                                | Verus Securitization Trust, Series 2025-9, Class B1                                                                                                 | CUSIP: 92490EAL7<br>LEI: 2138002AFCEWDDRL8N22 | Long             | ABS-MBS          | CORP              | US        |      1250000 | PA      | $1240446.63     | 0.00%             | 2070-10-27      | Variable      | 6.54%                 | No            |                  2 | On Loan: No      |
| Wand NewCo 3, Inc.                                                        | Wand NewCo 3, Inc.                                                                                                                                  | CUSIP: 933940AA6<br>LEI: 549300Y3VZEWMSQW8494 | Long             | DBT              | CORP              | US        |      2518000 | PA      | $2574647.37     | 0.01%             | 2032-01-30      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Pepper Prime Trust                                                        | Pepper Prime Trust, Series 2025-1, Class A2                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | CORP              | AU        |       770000 | PA      | $527505.48      | 0.00%             | 2067-04-12      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                                                                                  | CUSIP: 3132DWG80<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     43825978 | PA      | $43431128.37    | 0.09%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | NetEase, Inc.                                                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        81700 | NS      | $-71913.81      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Silver Point SCF CLO VII Ltd.                                             | Silver Point SCF CLO VII Ltd., Series 2025-2A, Class A1                                                                                             | CUSIP: 827929AA8<br>LEI: 2549000BAUZ3T1QZ0N83 | Long             | ABS-CBDO         | CORP              | KY        |      9750000 | PA      | $9751350.38     | 0.02%             | 2037-07-15      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| Arbor Realty Commercial Real Estate Notes LLC                             | Arbor Realty Commercial Real Estate Notes LLC, Series 2025-FL1, Class A                                                                             | CUSIP: 03881KAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     12698000 | PA      | $12656355.64    | 0.03%             | 2043-01-20      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Netmarble Corp.                                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        30100 | NS      | $-119897.32     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Silver Point CLO 13 Ltd.                                                  | Silver Point CLO 13 Ltd., Series 2025-13A, Class A1                                                                                                 | CUSIP: 82809RAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      4750000 | PA      | $4747950.38     | 0.01%             | 2038-10-15      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| Kingdom of Morocco                                                        | Kingdom of Morocco                                                                                                                                  | CUSIP: N/A<br>LEI: 529900F3MBW9XY5K1X07       | Long             | DBT              | NUSS              | MA        |       886000 | PA      | $1007697.77     | 0.00%             | 2035-04-02      | Fixed         | 4.75%                 | 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      | $1643757.26     | 0.00%             | 2069-09-25      | Variable      | 6.50%                 | 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        |      1486367 | PA      | $254824.92      | 0.00%             | 2036-05-25      | Variable      | 7.13%                 | No            |                  2 | On Loan: No      |
| Blue Racer Midstream LLC                                                  | Blue Racer Midstream LLC                                                                                                                            | CUSIP: 095796AJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1400000 | PA      | $1446298.00     | 0.00%             | 2029-07-15      | Fixed         | 7.00%                 | 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        |       341198 | PA      | $337212.30      | 0.00%             | 2036-11-15      | Floating      | 3.94%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | ROCKWOOL A/S, Class B                                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -50300 | NS      | $4729.43        | 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        |      6537497 | PA      | $6515154.79     | 0.01%             | 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        |      3910000 | PA      | $3791336.00     | 0.01%             | 2029-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| British Telecommunications plc                                            | British Telecommunications plc                                                                                                                      | CUSIP: 11102AAF8<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |      3252000 | PA      | $3210177.65     | 0.01%             | 2081-11-23      | Variable      | 4.25%                 | 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        |      8687675 | PA      | $6726649.78     | 0.01%             | 2048-05-20      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Symphony CLO 30 Ltd.                                                      | Symphony CLO 30 Ltd., Series 2023-30A, Class B1R                                                                                                    | CUSIP: 87169BAQ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |      1750000 | PA      | $1750439.43     | 0.00%             | 2037-10-20      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                                                 | Nelnet Student Loan Trust, Series 2025-CA, Class B                                                                                                  | CUSIP: 64035UAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     20026000 | PA      | $19769398.85    | 0.04%             | 2065-06-22      | Fixed         | 4.91%                 | 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      | $1359831.57     | 0.00%             | 2056-09-12      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust                            | Morgan Stanley Residential Mortgage Loan Trust, Series 2025-NQM5, Class A1                                                                          | CUSIP: 61779BAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4299677 | PA      | $4304800.31     | 0.01%             | 2070-07-25      | Variable      | 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      | $-17014.18      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Gogo Intermediate Holdings LLC                                            | Gogo Intermediate Holdings LLC, 1st Lien Term Loan                                                                                                  | CUSIP: 38046JAB0<br>LEI: 2549003PQSV921SNHM89 | Long             | LON              | CORP              | US        |       996995 | PA      | $866767.90      | 0.00%             | 2028-05-01      | Variable      | 7.54%                 | 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      | $6505835.70     | 0.01%             | 2037-10-20      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| Australia & New Zealand Banking Group Ltd.                                | Australia & New Zealand Banking Group Ltd.                                                                                                          | CUSIP: N/A<br>LEI: JHE42UYNWWTJB8YTTU19       | Long             | DBT              | CORP              | AU        |      9530000 | PA      | $6297157.30     | 0.01%             | 2045-08-14      | Fixed         | 6.17%                 | 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        |      2627000 | PA      | $2463127.74     | 0.01%             | 2030-01-14      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | SOP                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        | 129248590000 | PA      | $182056.29      | 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        |       770229 | PA      | $313535.72      | 0.00%             | 2037-03-25      | Fixed         | 6.00%                 | 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      | $249860.70      | 0.00%             | 2031-05-20      | Floating      | 5.64%                 | 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        |      3303411 | PA      | $3804879.42     | 0.01%             | 2036-11-17      | Floating      | 3.50%                 | No            |                  2 | On Loan: No      |
| Victory Street CLO II DAC                                                 | Victory Street CLO II DAC, Series 2X, Class A                                                                                                       | CUSIP: N/A<br>LEI: 635400ZBAAJJTSW7YN78       | Long             | ABS-CBDO         | CORP              | IE        |      7940000 | PA      | $9160273.40     | 0.02%             | 2039-01-15      | Floating      | 3.41%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Barrick Mining Corp.                                                                                                                                | CUSIP: 06849F108<br>LEI: N/A                  | N/A              | DE               |  | GB        |        45600 | NS      | $149737.63      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nissan Motor Acceptance Co. LLC                                           | Nissan Motor Acceptance Co. LLC                                                                                                                     | CUSIP: 65480CAC9<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |      1485000 | PA      | $1459538.69     | 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        |       577285 | PA      | $673614.00      | 0.00%             | 2041-06-15      | Floating      | 4.45%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    800721800 | PA      | $1834444.13     | 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        |     87074750 | PA      | $2443935.71     | 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      | $398799.36      | 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        |      6281627 | PA      | $8309563.97     | 0.02%             | 2035-02-18      | Floating      | 5.24%                 | No            |                  2 | On Loan: No      |
| Open Text Holdings, Inc.                                                  | Open Text Holdings, Inc.                                                                                                                            | CUSIP: 683720AC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       133000 | PA      | $113500.99      | 0.00%             | 2031-12-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                                       | GS Mortgage-Backed Securities Trust, Series 2025-NQM4, Class B1                                                                                     | CUSIP: 36272UAL2<br>LEI: 25490076N7JFR2Y3CU63 | Long             | ABS-MBS          | CORP              | US        |      1657667 | PA      | $1652019.00     | 0.00%             | 2065-10-25      | Variable      | 6.77%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                            | Morgan Stanley                                                                                                                                      | CUSIP: 61772BAC7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Short            | DBT              | CORP              | US        |      -300000 | PA      | $-226169.63     | -0.00%            | 2042-04-22      | Variable      | 3.22%                 | No            |                  2 | On Loan: No      |
| Match Group Holdings II LLC                                               | Match Group Holdings II LLC                                                                                                                         | CUSIP: 57667JAC6<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |      1066000 | PA      | $1035953.19     | 0.00%             | 2033-09-15      | 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      | $-15037.10      | -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        |      8625000 | PA      | $8556000.00     | 0.02%             | 2028-09-28      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Garfunkelux Holdco 3 SA                                                   | Garfunkelux Holdco 3 SA, 1st Lien Term Loan B                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | LU        |     14334000 | PA      | $15988075.51    | 0.03%             | 2032-06-01      | Variable      | 6.88%                 | 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        |      1834461 | PA      | $2092966.29     | 0.00%             | 2028-12-29      | Variable      | 7.10%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Euro-Schatz                                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |         1270 | NC      | $-1318071.81    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Montgomery Square Consumer Funding 1 plc                                  | Montgomery Square Consumer Funding 1 plc, Series 1, Class C                                                                                         | CUSIP: N/A<br>LEI: 2138008R3BLOJPE63Y08       | Long             | ABS-O            | CORP              | GB        |       252000 | PA      | $333541.87      | 0.00%             | 2036-03-17      | Floating      | 5.28%                 | 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      | $-190.29        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Peraton Corp.                                                             | Peraton Corp., 1st Lien Term Loan B                                                                                                                 | CUSIP: 71360HAB3<br>LEI: 549300EQPCK07ZW63836 | Long             | LON              | CORP              | US        |       457340 | PA      | $389503.05      | 0.00%             | 2028-02-01      | Variable      | 7.52%                 | 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      | $1485123.62     | 0.00%             | 2050-06-28      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| SoftBank Group Corp.                                                      | SoftBank Group Corp.                                                                                                                                | CUSIP: N/A<br>LEI: 5493003BZYYYCDIO0R13       | Short            | DBT              | CORP              | JP        |     -7000000 | PA      | $-6827567.25    | -0.01%            | 2027-07-19      | Variable      | 6.88%                 | 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      | $2077884.87     | 0.00%             | 2068-12-25      | Variable      | 7.39%                 | 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      | $4758570.77     | 0.01%             | 2039-01-05      | Variable      | 3.45%                 | No            |                  2 | On Loan: No      |
| Oriental Republic of Uruguay                                              | Oriental Republic of Uruguay                                                                                                                        | CUSIP: 760942BJ0<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    710173034 | PA      | $17682251.46    | 0.04%             | 2035-10-29      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Trinitas CLO XXVIII Ltd.                                                  | Trinitas CLO XXVIII Ltd., Series 2024-28A, Class B                                                                                                  | CUSIP: 89640FAG0<br>LEI: 254900DPIAGU6GHOTB83 | Long             | ABS-CBDO         | CORP              | KY        |      3500000 | PA      | $3494559.60     | 0.01%             | 2037-04-25      | Floating      | 5.77%                 | 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      | $1588521.87     | 0.00%             | 2034-04-24      | Floating      | 5.28%                 | 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        |       257667 | PA      | $299684.00      | 0.00%             | 2039-11-15      | Floating      | 4.44%                 | No            |                  2 | On Loan: No      |
| Albertsons Cos., Inc.                                                     | Albertsons Cos., Inc.                                                                                                                               | CUSIP: 01309QAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       126000 | PA      | $127577.91      | 0.00%             | 2028-02-15      | 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      | $304437.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | FLYR, Inc., Series D-X                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        64041 | NS      | $0.64           | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Meta Platforms, Inc.                                                      | Meta Platforms, Inc., Class A                                                                                                                       | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |        15358 | NS      | $8786772.54     | 0.02%             |  |  |  | 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        |       154582 | PA      | $182207.18      | 0.00%             | 2043-01-26      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| Albion Financing 1 SARL                                                   | Albion Financing 1 SARL                                                                                                                             | CUSIP: 01330AAA4<br>LEI: 259400W9CABUZBRDLP97 | Long             | DBT              | CORP              | LU        |      2623000 | PA      | $2680803.05     | 0.01%             | 2030-05-21      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| UWM Holdings LLC                                                          | UWM Holdings LLC                                                                                                                                    | CUSIP: 903522AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3529000 | PA      | $3213809.13     | 0.01%             | 2031-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                                                                                  | CUSIP: 3132DSQ62<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    125337655 | PA      | $124124823.50   | 0.27%             | 2053-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Crown PropTech Acquisitions                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | KY        |       199600 | NS      | $9980.00        | 0.00%             |  |  |  | No            |                  1 | 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      | $25240133.93    | 0.05%             | 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      | $305370.64      | 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        |      8250000 | PA      | $8027746.65     | 0.02%             | 2035-10-15      | Floating      | 9.32%                 | No            |                  2 | On Loan: No      |
| RBC Capital Markets LLC                                                   | RBC Capital Markets LLC                                                                                                                             | CUSIP: N/A<br>LEI: 549300LCO2FLSSVFFR64       | Long             | RA               | CORP              | US        |      1612170 | PA      | $1612170.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Penta CLO DAC                                                             | Penta CLO DAC, Series 2024-17X, Class DR                                                                                                            | CUSIP: N/A<br>LEI: 254900P6EQ7DE06DX267       | Long             | ABS-CBDO         | CORP              | IE        |      2710000 | PA      | $2999273.90     | 0.01%             | 2039-02-15      | Floating      | 4.62%                 | 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      | $7541882.50     | 0.02%             | 2037-07-20      | Floating      | 9.07%                 | No            |                  2 | On Loan: No      |
| Bracken MidCo1 plc                                                        | Bracken MidCo1 plc                                                                                                                                  | CUSIP: N/A<br>LEI: 213800AFGHKES7J58805       | Long             | DBT              | CORP              | GB        |      6664071 | PA      | $8706110.68     | 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        |       701406 | PA      | $296715.70      | 0.00%             | 2037-04-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Krungthai Card PCL                                                        | Krungthai Card PCL                                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TH        |      1513400 | NS      | $1385875.18     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Raizen Fuels Finance SA                                                   | Raizen Fuels Finance SA                                                                                                                             | CUSIP: 75102XAB2<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |       820000 | PA      | $451000.00      | 0.00%             | 2034-03-05      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Teledyne Technologies, Inc.                                                                                                                         | CUSIP: 879360105<br>LEI: N/A                  | N/A              | DE               |  | US        |        -1800 | NS      | $71025.47       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Korea 10-Year Bond                                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | KR        |         -623 | NC      | $527680.01      | 0.00%             |  |  |  | No            |                  1 | 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        |     41469179 | PA      | $41643063.79    | 0.09%             | 2054-06-25      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands III BV                            | Teva Pharmaceutical Finance Netherlands III BV                                                                                                      | CUSIP: 88167AAE1<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |      3202000 | PA      | $3171036.66     | 0.01%             | 2026-10-01      | 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      | $-143751.20     | -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      | $-87331.92      | -0.00%            |  |  |  | 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      | $4395279.34     | 0.01%             | 2032-03-15      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| Xerox Corp.                                                               | Xerox Corp.                                                                                                                                         | CUSIP: 984121CS0<br>LEI: 4KF48RN45X1OO8UBLY20 | Long             | DBT              | CORP              | US        |     24396000 | PA      | $18297000.00    | 0.04%             | 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        |        39797 | NS      | $3664109.79     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Go Daddy Operating Co. LLC                                                | Go Daddy Operating Co. LLC                                                                                                                          | CUSIP: 38016LAA3<br>LEI: 5493005GJOH8HLL11157 | Long             | DBT              | CORP              | US        |      1463000 | PA      | $1457036.71     | 0.00%             | 2027-12-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Verisure Holding AB                                                       | Verisure Holding AB, 1st Lien Term Loan B                                                                                                           | CUSIP: W9818XAV7<br>LEI: N/A                  | Long             | LON              | CORP              | SE        |      2000000 | PA      | $2302638.14     | 0.00%             | 2032-10-25      | Variable      | 4.28%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                         | Wells Fargo & Co.                                                                                                                                   | CUSIP: 95000U2A0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Short            | DBT              | CORP              | US        |      -100000 | PA      | $-99055.00      | -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        |       914000 | PA      | $875507.51      | 0.00%             | 2030-02-01      | Fixed         | 5.00%                 | 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        |       442027 | PA      | $128159.12      | 0.00%             | 2047-02-25      | Floating      | 3.94%                 | 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        |      5844000 | PA      | $6492747.44     | 0.01%             | 2033-02-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| GoldenTree Loan Management US CLO 25 Ltd.                                 | GoldenTree Loan Management US CLO 25 Ltd., Series 2025-25A, Class A                                                                                 | CUSIP: 38139XAC5<br>LEI: 254900NWYEI4MM854T50 | Long             | ABS-CBDO         | CORP              | KY        |      5750000 | PA      | $5752837.05     | 0.01%             | 2037-04-20      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| Darling Global Finance BV                                                 | Darling Global Finance BV                                                                                                                           | CUSIP: N/A<br>LEI: 724500R2BQXOR6YG2Y67       | Long             | DBT              | CORP              | NL        |      6018000 | PA      | $6921563.50     | 0.01%             | 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        |      7358275 | PA      | $6070680.06     | 0.01%             | 2052-02-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Amphenol Corp., Class A                                                                                                                             | CUSIP: 032095101<br>LEI: N/A                  | N/A              | DE               |  | US        |        14400 | NS      | $-59281.94      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                                                                                  | CUSIP: 3133C7LW5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       129726 | PA      | $128511.11      | 0.00%             | 2053-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ascension Health                                                          | Ascension Health, Series 2025                                                                                                                       | CUSIP: 04351LAE0<br>LEI: 549300IMOY6ECI21DH68 | Long             | DBT              | CORP              | US        |      7605000 | PA      | $7514297.07     | 0.02%             | 2035-11-15      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO IV Ltd.                                       | Benefit Street Partners CLO IV Ltd., Series 2014-IVA, Class DTR5                                                                                    | CUSIP: 08180FCN9<br>LEI: 5493002BNZCV0YE1MG83 | Long             | ABS-CBDO         | CORP              | KY        |      3500000 | PA      | $3501512.70     | 0.01%             | 2038-10-20      | Floating      | 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      | $81075.70       | 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      | $7310000.00     | 0.02%             | 2039-06-15      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| Republic of Zambia                                                        | Republic of Zambia                                                                                                                                  | CUSIP: N/A<br>LEI: 213800DMLAZ6LGMMD849       | Long             | DBT              | NUSS              | ZM        |      5754707 | PA      | $3742300.35     | 0.01%             | 2053-12-31      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Teva Pharmaceutical Industries Ltd.                                       | Teva Pharmaceutical Industries Ltd.                                                                                                                 | CUSIP: 881624209<br>LEI: 549300BAFGM4RC74ZJ94 | Long             | EC               | CORP              | IL        |        74376 | NS      | $2240205.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| STL Holding Co. LLC                                                       | STL Holding Co. LLC                                                                                                                                 | CUSIP: 861036AB7<br>LEI: 984500BC2I63E7F48656 | Long             | DBT              | CORP              | US        |      4671000 | PA      | $4825773.59     | 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      | $2010991.65     | 0.00%             | 2044-04-25      | Variable      | 9.58%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  36628133020 | PA      | $719901.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $12969.43       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TCI-Symphony CLO Ltd.                                                     | TCI-Symphony CLO Ltd., Series 2017-1A, Class D                                                                                                      | CUSIP: 87232BAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1000000 | PA      | $1003656.10     | 0.00%             | 2030-07-15      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Brenntag SE                                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |       -58700 | NS      | $-496797.69     | -0.00%            |  |  |  | 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        |      1236284 | PA      | $1182196.93     | 0.00%             | 2031-12-09      | Variable      | 7.68%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | U.S. Treasury 10-Year Note                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |          340 | NC      | $69062.50       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mosaic Co. (The)                                                          | Mosaic Co. (The)                                                                                                                                    | CUSIP: 61945CAG8<br>LEI: 2YD5STGSJNMUB7H76907 | Short            | DBT              | CORP              | US        |     -2000000 | PA      | $-1986868.70    | -0.00%            | 2027-11-15      | Fixed         | 4.05%                 | 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        |      3102488 | PA      | $2007558.11     | 0.00%             | 2029-01-22      | Variable      | 8.85%                 | No            |                  2 | On Loan: No      |
| Hess Midstream Operations LP                                              | Hess Midstream Operations LP                                                                                                                        | CUSIP: 428102AF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       563000 | PA      | $558550.10      | 0.00%             | 2030-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | SOP                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   -799999999 | PA      | $-4710421.78    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| RAF ABS                                                                   | RAF ABS, Series 2025-1, Class A                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | AU        |     10350292 | PA      | $7137185.06     | 0.02%             | 2031-12-09      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Russell 2000 E-Mini Index                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          170 | NC      | $47600.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | CDI                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    187735171 | PA      | $198901.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Wayfair LLC                                                               | Wayfair LLC                                                                                                                                         | CUSIP: 94419NAB3<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |      1936000 | PA      | $2015641.23     | 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      | $-528678.74     | -0.00%            | 2030-10-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                                                  | CUSIP: 31418EMS6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1661031 | PA      | $1647088.65     | 0.00%             | 2053-01-01      | 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      | $-663684.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Janus International Group LLC                                             | Janus International Group LLC, 1st Lien Term Loan                                                                                                   | CUSIP: 47102DAP4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      1500000 | PA      | $1494840.01     | 0.00%             | 2030-08-05      | Variable      | 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      | $-10770.23      | -0.00%            |  |  |  | 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        |      2028008 | PA      | $1391983.91     | 0.00%             | 2036-04-25      | Floating      | 4.11%                 | No            |                  2 | On Loan: No      |
| Kingdom of Saudi Arabia                                                   | Kingdom of Saudi Arabia                                                                                                                             | CUSIP: N/A<br>LEI: 635400FMICXSM3SI3H65       | Long             | DBT              | NUSS              | SA        |      3102000 | PA      | $3103163.25     | 0.01%             | 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        |        38851 | NS      | $2187699.81     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     13794806 | PA      | $-13076.72      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | USD Currency                                                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |     32505000 | PA      | $200624.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Commerzbank AG                                                            | Commerzbank AG                                                                                                                                      | CUSIP: N/A<br>LEI: 851WYGNLUQLFZBSYGB56       | Long             | DBT              | CORP              | DE        |     12000000 | PA      | $15539249.31    | 0.03%             | 2031-10-15      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Fortescue Treasury Pty. Ltd.                                              | Fortescue Treasury Pty. Ltd.                                                                                                                        | CUSIP: 30251GBA4<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |       736000 | PA      | $728804.47      | 0.00%             | 2027-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Sunoco LP                                                                 | Sunoco LP                                                                                                                                           | CUSIP: 86765KAL3<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |       883000 | PA      | $896833.96      | 0.00%             | 2032-08-15      | Fixed         | 6.62%                 | 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      | $9030803.33     | 0.02%             | 2042-10-19      | Floating      | 5.41%                 | 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        |       858201 | PA      | $791504.43      | 0.00%             | 2046-04-25      | Floating      | 4.19%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Intertek Group plc                                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        73000 | NS      | $37144.70       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kohl's Corp.                                                              | Kohl's Corp.                                                                                                                                        | CUSIP: 500255AX2<br>LEI: 549300JF6LPRTRJ0FH50 | Long             | DBT              | CORP              | US        |      4224000 | PA      | $3179145.87     | 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      | $-1155587.15    | -0.00%            | 2032-11-08      | Variable      | 2.54%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                                                  | CUSIP: 3140NHBP2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1511449 | PA      | $1497831.60     | 0.00%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bubbles Bidco SpA                                                         | Bubbles Bidco SpA                                                                                                                                   | CUSIP: N/A<br>LEI: 815600073942740CEB24       | Long             | DBT              | CORP              | IT        |      1534000 | PA      | $1771951.81     | 0.00%             | 2031-09-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Allied Universal Holdco LLC                                               | Allied Universal Holdco LLC                                                                                                                         | CUSIP: 049362AA4<br>LEI: 98450038B4549046D794 | Long             | DBT              | CORP              | US        |       519000 | PA      | $506763.23      | 0.00%             | 2028-06-01      | Fixed         | 4.62%                 | 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        |      7600000 | PA      | $10005035.13    | 0.02%             | 2029-10-22      | Fixed         | 5.00%                 | 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        |      1666833 | PA      | $1676834.00     | 0.00%             | 2028-03-03      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Gruppo San Donato SpA                                                     | Gruppo San Donato SpA                                                                                                                               | CUSIP: N/A<br>LEI: 8156003649DB0704FC22       | Long             | DBT              | CORP              | IT        |     11807000 | PA      | $13237707.32    | 0.03%             | 2031-10-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |       410000 | PA      | $2751.79        | 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        |       418000 | PA      | $424271.25      | 0.00%             | 2032-04-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Ukraine                                                                   | Ukraine Government Bond                                                                                                                             | CUSIP: N/A<br>LEI: 6354001WLTJXOMEXPY07       | Long             | DBT              | NUSS              | UA        |     15120833 | PA      | $6925341.51     | 0.01%             | 2035-02-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| SC Germany SA Compartment Consumer                                        | SC Germany SA Compartment Consumer, Series 2025-2, Class B                                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | LU        |      4600000 | PA      | $5329261.18     | 0.01%             | 2038-12-15      | Floating      | 2.89%                 | No            |                  2 | On Loan: No      |
| Jaguar Land Rover Automotive plc                                          | Jaguar Land Rover Automotive plc                                                                                                                    | CUSIP: 47010BAM6<br>LEI: 529900L73GEWN1O5NH84 | Long             | DBT              | CORP              | GB        |       723000 | PA      | $703239.52      | 0.00%             | 2029-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Restaurant Brands International, Inc.                                                                                                               | CUSIP: 76131D103<br>LEI: N/A                  | N/A              | DE               |  | US        |       -17200 | NS      | $341.53         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AlixPartners LLP                                                          | AlixPartners LLP, 1st Lien Term Loan                                                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4301794 | PA      | $4959798.43     | 0.01%             | 2032-08-12      | Variable      | 5.13%                 | 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        |      4798385 | PA      | $6001829.46     | 0.01%             | 2029-10-31      | Variable      | 9.38%                 | No            |                  3 | On Loan: No      |
| Saudi Arabian Oil Co.                                                     | Saudi Arabian Oil Co.                                                                                                                               | CUSIP: N/A<br>LEI: 5586006WD91QHB7J4X50       | Long             | DBT              | NUSS              | SA        |       522000 | PA      | $511152.84      | 0.00%             | 2029-02-02      | Fixed         | 4.00%                 | No            |                  2 | 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      | $960227.54      | 0.00%             | 2070-01-27      | Floating      | 5.61%                 | 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      | $37320.21       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Neuberger Berman Loan Advisers CLO 36R Ltd.                               | Neuberger Berman Loan Advisers CLO 36R Ltd., Series 2020-36RA, Class D                                                                              | CUSIP: 64090EAG1<br>LEI: 254900RBT2LAQQHMHG60 | Long             | ABS-CBDO         | CORP              | KY        |      1560000 | PA      | $1544837.89     | 0.00%             | 2039-07-20      | Floating      | 6.42%                 | 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      | $9754875.00     | 0.02%             | 2037-10-20      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| Marble Point CLO XVII Ltd.                                                | Marble Point CLO XVII Ltd., Series 2020-1A, Class AR                                                                                                | CUSIP: 56606CAL7<br>LEI: 2549003LUS5LG1CTZP23 | Long             | ABS-CBDO         | CORP              | KY        |      4000000 | PA      | $4000724.00     | 0.01%             | 2037-07-20      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| Romania                                                                   | Romania Government Bond                                                                                                                             | CUSIP: 77586RAN0<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |       250000 | PA      | $249807.50      | 0.00%             | 2027-11-25      | Fixed         | 5.25%                 | 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        |      7000000 | PA      | $5281169.79     | 0.01%             | 2032-09-15      | Fixed         | 2.90%                 | 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        |     22926453 | PA      | $22997192.92    | 0.05%             | 2054-11-25      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| AthenaHealth Group, Inc.                                                  | AthenaHealth Group, Inc., 1st Lien Term Loan                                                                                                        | CUSIP: 04686RAB9<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | LON              | CORP              | US        |       991241 | PA      | $971415.79      | 0.00%             | 2029-02-15      | Variable      | 6.42%                 | 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      | $11647080.00    | 0.03%             | 2029-10-03      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Dowson plc                                                                | Dowson plc, Series 2025-1, Class E                                                                                                                  | CUSIP: N/A<br>LEI: 635400KCWWV87X81YE49       | Long             | ABS-O            | CORP              | GB        |      1120074 | PA      | $1484541.24     | 0.00%             | 2032-12-20      | Floating      | 6.63%                 | No            |                  2 | On Loan: No      |
| Navoi Mining & Metallurgical Combinat                                     | Navoi Mining & Metallurgical Combinat                                                                                                               | CUSIP: 63890CAB0<br>LEI: 213800YLNAGERZ4C3M60 | Long             | DBT              | CORP              | UZ        |      4798000 | PA      | $4989920.00     | 0.01%             | 2031-10-17      | Fixed         | 6.95%                 | 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      | $51912821.97    | 0.11%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     60756752 | PA      | $55023.35       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CQS US CLO 5 Ltd.                                                         | CQS US CLO 5 Ltd., Series 2025-5A, Class B                                                                                                          | CUSIP: 12676EAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       240000 | PA      | $239785.49      | 0.00%             | 2039-01-17      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | SOP                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |   -286539930 | PA      | $-8032384.36    | -0.02%            |  |  |  | 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      | $3699359.61     | 0.01%             | 2055-08-01      | Fixed         | 6.54%                 | No            |                  2 | On Loan: No      |
| Venture Global Plaquemines LNG LLC                                        | Venture Global Plaquemines LNG LLC                                                                                                                  | CUSIP: 922966AD8<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |       226000 | PA      | $239368.35      | 0.00%             | 2036-01-15      | 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      | $127809.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     60554100 | PA      | $-4280141.35    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO 48 Ltd.                                       | Benefit Street Partners CLO 48 Ltd., Series 2026-48A, Class A                                                                                       | CUSIP: 08187TAA2<br>LEI: 2549006BTXPGNT2KUY61 | Long             | ABS-CBDO         | CORP              | KY        |      9750000 | PA      | $9750000.00     | 0.02%             | 2038-04-20      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| Vantage Data Centers Jersey Borrower Spv Ltd.                             | Vantage Data Centers Jersey Borrower Spv Ltd., Series 2024-1X, Class B                                                                              | CUSIP: N/A<br>LEI: 213800S5S638C9IBQ379       | Long             | ABS-O            | CORP              | JE        |      6666000 | PA      | $8658575.29     | 0.02%             | 2039-05-28      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $395843.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Aurium CLO VII DAC                                                        | Aurium CLO VII DAC, Series 7X, Class DR                                                                                                             | CUSIP: N/A<br>LEI: 549300V2IBKMYWMKX423       | Long             | ABS-CBDO         | CORP              | IE        |       680000 | PA      | $773008.58      | 0.00%             | 2038-10-15      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Generac Holdings, Inc.                                                                                                                              | CUSIP: 368736104<br>LEI: N/A                  | N/A              | DE               |  | US        |        -4200 | NS      | $-41877.78      | -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        |     12924624 | PA      | $13106172.37    | 0.03%             | 2054-06-25      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | USD Currency                                                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |    -46128000 | PA      | $-1093471.01    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sunrise SPV 97 SRL                                                        | Sunrise SPV 97 SRL, Series 2025-2, Class D                                                                                                          | CUSIP: N/A<br>LEI: 815600D891F71DDF9E74       | Long             | ABS-O            | CORP              | IT        |      1521000 | PA      | $1750982.25     | 0.00%             | 2050-10-27      | Floating      | 3.50%                 | No            |                  2 | On Loan: No      |
| Lottomatica Group SpA                                                     | Lottomatica Group SpA                                                                                                                               | CUSIP: N/A<br>LEI: 549300R72LKEGT4EX026       | Long             | DBT              | CORP              | IT        |      3508000 | PA      | $4129446.02     | 0.01%             | 2030-06-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     11600000 | PA      | $-46597.17      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |       500000 | PA      | $6944.02        | 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      | $4753791.93     | 0.01%             | 2038-07-20      | Floating      | 5.12%                 | 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        |     11270099 | PA      | $10941661.22    | 0.02%             | 2065-07-25      | Variable      | 4.10%                 | No            |                  2 | On Loan: No      |
| RBC Capital Markets LLC                                                   | RBC Capital Markets LLC                                                                                                                             | CUSIP: N/A<br>LEI: 549300LCO2FLSSVFFR64       | Long             | RA               | CORP              | US        |       409736 | PA      | $409736.00      | 0.00%             |  |  |  | No            |                  2 | 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      | $675554.03      | 0.00%             | 2061-01-20      | Floating      | 7.53%                 | 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      | $58636.52       | 0.00%             | 2035-11-25      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |      3280000 | PA      | $-61421.53      | -0.00%            |  |  |  | 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      | $200166.44      | 0.00%             | 2029-07-16      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| Versant Media Group, Inc.                                                 | Versant Media Group, Inc.                                                                                                                           | CUSIP: 925283AA1<br>LEI: 254900D2Q5F5F229PU30 | Long             | DBT              | CORP              | US        |      1865000 | PA      | $1908642.87     | 0.00%             | 2031-01-30      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association Variable Rate Notes, Series 2024-51, Class TF                                                              | CUSIP: 38384KUP4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      6955315 | PA      | $6975738.28     | 0.02%             | 2054-03-20      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                                                | Progress Residential Trust, Series 2026-SFR1, Class E                                                                                               | CUSIP: 74334HAJ3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2245000 | PA      | $2072700.07     | 0.00%             | 2043-02-17      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Citco Funding LLC                                                         | Citco Funding LLC, 1st Lien Term Loan                                                                                                               | CUSIP: 17302JAL1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       498750 | PA      | $496410.86      | 0.00%             | 2033-01-31      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      4900000 | PA      | $52302.10       | 0.00%             |  |  |  | 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      | $3233041.45     | 0.01%             | 2042-08-19      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| Cerberus Loan Funding XLV LLC                                             | Cerberus Loan Funding XLV LLC, Series 2024-1A, Class A                                                                                              | CUSIP: 15675FAA6<br>LEI: 6354005BRQJC9NIG3407 | Long             | ABS-CBDO         | CORP              | US        |      7750000 | PA      | $7766214.55     | 0.02%             | 2036-04-15      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| Brightstar Lottery plc                                                    | Brightstar Lottery plc                                                                                                                              | CUSIP: 108922AA3<br>LEI: 549300UQ6KHRCZDRGZ76 | Long             | DBT              | CORP              | GB        |       733000 | PA      | $712532.37      | 0.00%             | 2033-01-15      | Fixed         | 5.75%                 | No            |                  2 | 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        |     14000000 | PA      | $9151896.97     | 0.02%             | 2034-09-19      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| State Street SPDR S&P Regional Banking ETF                                | State Street SPDR S&P Regional Banking ETF                                                                                                          | CUSIP: 78464A698<br>LEI: 549300EFWJBKUN6WJX52 | Long             |  | RF                | US        |         8600 | NS      | $560290.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| EDP SA                                                                    | EDP SA                                                                                                                                              | CUSIP: N/A<br>LEI: 529900CLC3WDMGI9VH80       | Long             | DBT              | CORP              | PT        |      3000000 | PA      | $3331992.20     | 0.01%             | 2055-12-02      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| Discovery Global Holdings, Inc.                                           | Discovery Global Holdings, Inc.                                                                                                                     | CUSIP: 55903VBQ5<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |      1274000 | PA      | $1127490.00     | 0.00%             | 2032-03-15      | Fixed         | 4.28%                 | 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      | $1873272.32     | 0.00%             | 2041-04-17      | Variable      | 3.65%                 | No            |                  2 | On Loan: No      |
| Sixth Street CLO 32 Ltd.                                                  | Sixth Street CLO 32 Ltd., Series 2026-32A, Class D1                                                                                                 | CUSIP: 83012YAJ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2000000 | PA      | $2000000.00     | 0.00%             | 2039-04-21      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Bayer US Finance II LLC                                                   | Bayer US Finance II LLC                                                                                                                             | CUSIP: 07274NAL7<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |      7875000 | PA      | $7796004.54     | 0.02%             | 2028-12-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                        | Credit Agricole SA                                                                                                                                  | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | DBT              | CORP              | FR        |     12800000 | PA      | $16980777.92    | 0.04%             | 2029-01-15      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |       958000 | PA      | $-4328.78       | -0.00%            |  |  |  | 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        |      1251469 | PA      | $369188.84      | 0.00%             | 2037-08-25      | Variable      | 3.28%                 | No            |                  2 | On Loan: No      |
| BPER Banca SpA                                                            | BPER Banca SpA                                                                                                                                      | CUSIP: N/A<br>LEI: N747OI7JINV7RUUH6190       | Long             | DBT              | CORP              | IT        |      3749000 | PA      | $4352127.09     | 0.01%             | 2030-03-20      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     67159809 | PA      | $85636.11       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   4297403401 | PA      | $22708.08       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Amazon.com, Inc.                                                          | Amazon.com, Inc.                                                                                                                                    | CUSIP: 023135DT0<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     25590000 | PA      | $29318709.57    | 0.06%             | 2064-03-16      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| LifePoint Health, Inc.                                                    | LifePoint Health, Inc.                                                                                                                              | CUSIP: 53219LAW9<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |      2265000 | PA      | $2435939.55     | 0.01%             | 2030-10-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| Goodyear Tire & Rubber Co. (The)                                          | Goodyear Tire & Rubber Co. (The)                                                                                                                    | CUSIP: 382550BR1<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |      4740000 | PA      | $4239670.25     | 0.01%             | 2031-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Global Medical Response, Inc.                                             | Global Medical Response, Inc.                                                                                                                       | CUSIP: 37960BAD7<br>LEI: 549300ZFWD4ZFCEJCQ87 | Long             | DBT              | CORP              | US        |       855000 | PA      | $887866.20      | 0.00%             | 2032-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                                                                                  | CUSIP: 31427PAX2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       392197 | PA      | $389327.83      | 0.00%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                                                  | CUSIP: 3140XRDG7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     25477865 | PA      | $25210938.03    | 0.05%             | 2054-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Var Energi ASA                                                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |       477200 | NS      | $233975.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sensata Technologies, Inc.                                                | Sensata Technologies, Inc.                                                                                                                          | CUSIP: 81728UAA2<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |       733000 | PA      | $700992.38      | 0.00%             | 2030-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Elior Group SA                                                            | Elior Group SA                                                                                                                                      | CUSIP: N/A<br>LEI: 969500LYSYS0E800SQ95       | Long             | DBT              | CORP              | FR        |     15200000 | PA      | $17732264.57    | 0.04%             | 2030-03-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Birch Grove CLO 8 Ltd.                                                    | Birch Grove CLO 8 Ltd., Series 2024-8A, Class A1                                                                                                    | CUSIP: 09077TAA3<br>LEI: 254900WH1INTG23INE62 | Long             | ABS-CBDO         | CORP              | JE        |     12509000 | PA      | $12514003.60    | 0.03%             | 2037-04-20      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| Aurium CLO VIII DAC                                                       | Aurium CLO VIII DAC, Series 8X, Class AR                                                                                                            | CUSIP: N/A<br>LEI: 549300FEAY35HPC4RS38       | Long             | ABS-CBDO         | CORP              | IE        |     11600000 | PA      | $13366428.37    | 0.03%             | 2038-10-16      | Floating      | 3.33%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    191482000 | PA      | $1115620.08     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $36617.67       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                                                                                  | CUSIP: 31427SGW2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    151234456 | PA      | $149864147.82   | 0.32%             | 2054-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Anchorage Capital CLO 29 Ltd.                                             | Anchorage Capital CLO 29 Ltd., Series 2024-29A, Class E                                                                                             | CUSIP: 03332RAA1<br>LEI: 213800XVU2BADRNDSO76 | Long             | ABS-CBDO         | CORP              | KY        |      1250000 | PA      | $1238442.63     | 0.00%             | 2037-07-20      | Floating      | 10.51%                | 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      | $2545059.41     | 0.01%             | 2035-04-18      | Floating      | 3.30%                 | 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      | $3297220.73     | 0.01%             | 2031-08-20      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| Beach Acquisition Bidco LLC                                               | Beach Acquisition Bidco LLC                                                                                                                         | CUSIP: 07337JAC1<br>LEI: 254900F2FNX3GBTB6202 | Long             | DBT              | CORP              | US        |      3924810 | PA      | $4179990.59     | 0.01%             | 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      | $100353297.46   | 0.22%             | 2055-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Fastenal Co.                                                                                                                                        | CUSIP: 311900104<br>LEI: N/A                  | N/A              | DE               |  | GB        |        53200 | NS      | $95477.88       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| YPF SA                                                                    | YPF SA                                                                                                                                              | CUSIP: 984245100<br>LEI: 5493003N7447U18U5U53 | Long             | EC               | CORP              | AR        |        45447 | NS      | $2100560.34     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| India Clean Energy Holdings                                               | India Clean Energy Holdings                                                                                                                         | CUSIP: N/A<br>LEI: 254900XQFJ9593DCY022       | Long             | DBT              | CORP              | MU        |     10000000 | PA      | $9683500.00     | 0.02%             | 2027-04-18      | 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      | $-523311.29     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Denso Corp.                                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       126400 | NS      | $93414.35       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Anticimex Global AB                                                       | Anticimex Global AB, Facility 1st Lien Term Loan B10                                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | SE        |     30000000 | PA      | $20750246.25    | 0.04%             | 2031-11-17      | Variable      | 7.94%                 | No            |                  3 | 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        |     29327028 | PA      | $667148.84      | 0.00%             | 2052-03-15      | Variable      | 1.00%                 | No            |                  2 | On Loan: No      |
| Service Properties Trust                                                  | Service Properties Trust                                                                                                                            | CUSIP: 44106MBB7<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |      3813000 | PA      | $3453434.10     | 0.01%             | 2029-10-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Ascent Resources Utica Holdings LLC                                       | Ascent Resources Utica Holdings LLC                                                                                                                 | CUSIP: 04364VBA0<br>LEI: 549300EGLQ2M2CL7JZ89 | Long             | DBT              | CORP              | US        |       281000 | PA      | $285825.33      | 0.00%             | 2033-07-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Meridian Funding plc                                                      | Meridian Funding plc, Series 2025-1, Class A                                                                                                        | CUSIP: N/A<br>LEI: 6354007VNVP2YBYBAX64       | Long             | ABS-MBS          | CORP              | GB        |     11915982 | PA      | $15748367.56    | 0.03%             | 2068-02-20      | Floating      | 4.58%                 | No            |                  2 | On Loan: No      |
| Palmer Square Loan Funding Ltd.                                           | Palmer Square Loan Funding Ltd., Series 2024-3A, Class BR                                                                                           | CUSIP: 69690EAN9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1000000 | PA      | $999501.50      | 0.00%             | 2032-08-08      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| MF1 LLC                                                                   | MF1 Multifamily Housing Mortgage Loan Trust, Series 2025-FL19, Class A                                                                              | CUSIP: 55287KAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3975000 | PA      | $3977439.86     | 0.01%             | 2042-05-18      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| Empresa Nacional del Petroleo                                             | Empresa Nacional del Petroleo                                                                                                                       | CUSIP: N/A<br>LEI: 549300YP3P0JZBLIV197       | Long             | DBT              | NUSS              | CL        |       788000 | PA      | $789576.00      | 0.00%             | 2029-11-06      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Tenaris SA                                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        45800 | NS      | $50899.72       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                     | Bank of America Corp.                                                                                                                               | CUSIP: 06051GJE0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Short            | DBT              | CORP              | US        |     -2500000 | PA      | $-1791628.60    | -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        |      4756734 | PA      | $3071252.14     | 0.01%             | 2037-09-25      | Variable      | 3.83%                 | 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        |      4010756 | PA      | $3347024.07     | 0.01%             | 2037-05-25      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Euro-OAT                                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |         -987 | NC      | $3364829.71     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    282954785 | PA      | $-111361.95     | -0.00%            |  |  |  | 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      | $3239586.39     | 0.01%             | 2055-12-27      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| London Cards No3 plc                                                      | London Cards No3 plc, Series 3X, Class A                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | GB        |      7596000 | PA      | $10067115.79    | 0.02%             | 2035-12-15      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| Commercial Mortgage Trust                                                 | Commercial Mortgage Trust, Series 2025-167G, Class A                                                                                                | CUSIP: 12674VAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      7256000 | PA      | $7227288.73     | 0.02%             | 2040-08-10      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MGM Resorts International                                                 | MGM Resorts International                                                                                                                           | CUSIP: 552953CF6<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |       275000 | PA      | $275560.73      | 0.00%             | 2027-04-15      | 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      | $202413.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Air France-KLM                                                            | Air France-KLM                                                                                                                                      | CUSIP: N/A<br>LEI: 969500AQW31GYO8JZD66       | Long             | DBT              | CORP              | FR        |      1500000 | PA      | $1686931.54     | 0.00%             | 2030-05-21      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Bonos Para La Reconstruccion De Una Argentina Libre                       | Bonos Para La Reconstruccion De Una Argentina Libre                                                                                                 | CUSIP: N/A<br>LEI: 579100KKDDKIFCBKB062       | Long             | DBT              | NUSS              | AR        |      5767070 | PA      | $4869867.89     | 0.01%             | 2028-10-31      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Volkswagen Financial Services NV                                          | Volkswagen Financial Services NV                                                                                                                    | CUSIP: N/A<br>LEI: 529900ZTQC8D1TW6BL41       | Long             | DBT              | CORP              | NL        |      3500000 | PA      | $4704396.65     | 0.01%             | 2027-09-18      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | U.S. Treasury Long Bond                                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         4142 | NC      | $-1099554.40    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| McAfee Corp.                                                              | McAfee Corp.                                                                                                                                        | CUSIP: 579063AB4<br>LEI: 2549009UKR8UEZYVCR93 | Short            | DBT              | CORP              | US        |     -4830000 | PA      | $-3990503.98    | -0.01%            | 2030-02-15      | 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      | $14724.72       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Froneri Lux FinCo SARL                                                    | Froneri Lux FinCo SARL                                                                                                                              | CUSIP: N/A<br>LEI: 9845005YBZ75E5AA3B94       | Long             | DBT              | CORP              | LU        |     21308000 | PA      | $23265054.00    | 0.05%             | 2032-08-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| 1011778 BC ULC                                                            | 1011778 BC ULC                                                                                                                                      | CUSIP: 68245XAR0<br>LEI: 549300RHSHNRWI5LLA86 | Long             | DBT              | CORP              | CA        |      4959000 | PA      | $5039162.24     | 0.01%             | 2029-06-15      | 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      | $174305.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | EXOR NV                                                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |        31900 | NS      | $55800.68       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-16436.56      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Lessen LLC                                                                | Lessen LLC                                                                                                                                          | CUSIP: 527083AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     43180082 | PA      | $32436877.60    | 0.07%             | 2028-01-05      | Variable      | 12.76%                | No            |                  3 | On Loan: No      |
| N/A                                                                       | Nexi SpA                                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -330900 | NS      | $-158715.64     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Panasonic Holdings Corp.                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -103800 | NS      | $-102202.07     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Warwick Capital CLO 1 Ltd.                                                | Warwick Capital CLO 1 Ltd., Series 2023-1A, Class AR                                                                                                | CUSIP: 936919AN9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |      2510000 | PA      | $2509364.72     | 0.01%             | 2038-10-20      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Randstad NV                                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -49000 | NS      | $73340.31       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Level 3 Financing, Inc.                                                   | Level 3 Financing, Inc.                                                                                                                             | CUSIP: 527298BT9<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |       265000 | PA      | $245787.50      | 0.00%             | 2029-07-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CMS Energy Corp.                                                                                                                                    | CUSIP: 125896100<br>LEI: N/A                  | N/A              | DE               |  | US        |        26400 | NS      | $78144.00       | 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      | $176729.48      | 0.00%             | 2032-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Fedrigoni SpA                                                             | Fedrigoni SpA                                                                                                                                       | CUSIP: N/A<br>LEI: 8156004CE82074779D19       | Long             | DBT              | CORP              | IT        |      8324000 | PA      | $8863927.90     | 0.02%             | 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        |      9461000 | PA      | $11452429.38    | 0.02%             | 2031-01-31      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                                                  | CUSIP: 31418EXT2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        89192 | PA      | $88219.36       | 0.00%             | 2053-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DAE Sukuk Difc Ltd.                                                       | DAE Sukuk Difc Ltd.                                                                                                                                 | CUSIP: N/A<br>LEI: 635400AMGMPG1J5EQD94       | Long             | DBT              | CORP              | AE        |      1674000 | PA      | $1593648.00     | 0.00%             | 2030-10-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Berkshire Hathaway, Inc., Class B                                                                                                                   | CUSIP: 084670702<br>LEI: N/A                  | N/A              | DE               |  | GB        |        -3800 | NS      | $2964.00        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sealed Air Corp.                                                          | Sealed Air Corp.                                                                                                                                    | CUSIP: 812127AB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2269000 | PA      | $2379330.83     | 0.01%             | 2031-02-15      | Fixed         | 7.25%                 | 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        |     13474575 | PA      | $13424719.04    | 0.03%             | 2030-01-01      | Variable      | 9.12%                 | No            |                  3 | On Loan: No      |
| ZF Europe Finance BV                                                      | ZF Europe Finance BV                                                                                                                                | CUSIP: N/A<br>LEI: 549300RI533US2G6G542       | Long             | DBT              | CORP              | NL        |     14600000 | PA      | $15920916.22    | 0.03%             | 2032-02-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                                       | GS Mortgage-Backed Securities Trust, Series 2025-NQM4, Class B2                                                                                     | CUSIP: 36272UAE8<br>LEI: 25490076N7JFR2Y3CU63 | Long             | ABS-MBS          | CORP              | US        |      1326000 | PA      | $1313296.26     | 0.00%             | 2065-10-25      | Variable      | 7.25%                 | No            |                  2 | On Loan: No      |
| India Green Power Holdings                                                | India Green Power Holdings                                                                                                                          | CUSIP: N/A<br>LEI: 254900I7N0GT4VVL6V29       | Long             | DBT              | CORP              | MU        |     11982400 | PA      | $11670857.60    | 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      | $3283408.13     | 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      | $1139263.57     | 0.00%             | 2036-03-20      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | GE Vernova, Inc.                                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |           93 | NC      | $216225.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Vista Energy Argentina SAU                                                | Vista Energy Argentina SAU                                                                                                                          | CUSIP: 92841RAB6<br>LEI: 549300FE4UJNCG1DB123 | Long             | DBT              | CORP              | AR        |       331000 | PA      | $346179.66      | 0.00%             | 2033-06-10      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| SG Residential Mortgage Trust                                             | SG Residential Mortgage Trust, Series 2025-1, Class ALCF                                                                                            | CUSIP: 81880NAF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1911294 | PA      | $1908391.89     | 0.00%             | 2065-12-25      | Fixed         | 5.23%                 | 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      | $2750800.25     | 0.01%             | 2037-10-19      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| Nomura Securities International, Inc.                                     | Nomura Securities International, Inc.                                                                                                               | CUSIP: N/A<br>LEI: OXTKY6Q8X53C9ILVV871       | Long             | RA               | CORP              | US        |       543125 | PA      | $543125.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Abry Liquid Credit CLO Ltd.                                               | Abry Liquid Credit CLO Ltd., Series 2025-2A, Class A1                                                                                               | CUSIP: 003943AA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2000000 | PA      | $2000577.40     | 0.00%             | 2038-01-15      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| Federative Republic of Brazil                                             | Letras do Tesouro Nacional Treasury Bills                                                                                                           | CUSIP: N/A<br>LEI: 254900ZFY40OYEADAP90       | Long             | STIV             | NUSS              | BR        |       162852 | PA      | $30443673.64    | 0.07%             | 2026-07-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp. Variable Rate Notes, Series 5508, Class FE                                                                         | CUSIP: 3137HJGG6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     13943950 | PA      | $14103456.61    | 0.03%             | 2055-02-25      | Floating      | 5.26%                 | 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        |      1492499 | PA      | $1965439.95     | 0.00%             | 2035-02-17      | Floating      | 5.84%                 | No            |                  2 | On Loan: No      |
| VF Corp.                                                                  | VF Corp.                                                                                                                                            | CUSIP: 918204AY4<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | DBT              | CORP              | US        |      4754000 | PA      | $4285961.54     | 0.01%             | 2032-02-25      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Median BV                                                                 | Median BV, 1st Lien Term Loan B2                                                                                                                    | CUSIP: N5554EAC7<br>LEI: N/A                  | Long             | LON              | CORP              | NL        |      5300000 | PA      | $6699401.40     | 0.01%             | 2027-10-14      | Variable      | 6.04%                 | No            |                  2 | On Loan: No      |
| Santander Consumo 8 Fondo de Titulizacion                                 | Santander Consumo 8 Fondo de Titulizacion, Series 8, Class D                                                                                        | CUSIP: N/A<br>LEI: 529900MNYVA8N0FZJK96       | Long             | ABS-O            | CORP              | ES        |      1000000 | PA      | $1154771.59     | 0.00%             | 2040-01-21      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| Barclays plc                                                              | Barclays plc                                                                                                                                        | CUSIP: N/A<br>LEI: 213800LBQA1Y9L22JB70       | Long             | DBT              | CORP              | GB        |     14825000 | PA      | $20652544.44    | 0.04%             | 2028-09-15      | Variable      | 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      | $845125.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Grand Canyon University                                                   | Grand Canyon University                                                                                                                             | CUSIP: 38528UAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      8775000 | PA      | $8651187.38     | 0.02%             | 2028-10-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| PetSmart LLC                                                              | PetSmart LLC, 1st Lien Term Loan                                                                                                                    | CUSIP: 71677HAN5<br>LEI: 894500NGJMHSFNESGA67 | Long             | LON              | CORP              | US        |      1225116 | PA      | $1215621.47     | 0.00%             | 2032-08-18      | Variable      | 7.67%                 | No            |                  2 | On Loan: No      |
| Gran Tierra Energy, Inc.                                                  | Gran Tierra Energy, Inc.                                                                                                                            | CUSIP: 38500TAD3<br>LEI: 549300IH2S17MAIUCM32 | Long             | DBT              | CORP              | US        |     18550000 | PA      | $16208062.50    | 0.04%             | 2031-04-15      | 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      | $12563.78       | 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        |       333967 | PA      | $324355.33      | 0.00%             | 2037-01-15      | Floating      | 3.93%                 | No            |                  2 | On Loan: No      |
| Runitonetime LLC                                                          | Runitonetime LLC, 1st Lien Term Loan                                                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1878844 | PA      | $1876589.76     | 0.00%             | 2026-05-06      | Variable      | 16.17%                | No            |                  3 | On Loan: No      |
| United Overseas Bank Ltd.                                                 | United Overseas Bank Ltd.                                                                                                                           | CUSIP: N/A<br>LEI: IO66REGK3RCBAMA8HR66       | Long             | DBT              | CORP              | SG        |     22750000 | PA      | $17672522.75    | 0.04%             | 2033-01-21      | Variable      | 3.00%                 | 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        |      4598300 | PA      | $4585829.87     | 0.01%             | 2034-11-15      | Floating      | 7.86%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | ZTO Express Cayman, Inc.                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -389400 | NS      | $-462239.84     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SM Energy Co.                                                             | SM Energy Co.                                                                                                                                       | CUSIP: 78454LAP5<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |       159000 | PA      | $158988.74      | 0.00%             | 2027-01-15      | 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        |      4491000 | PA      | $3087317.66     | 0.01%             | 2039-06-06      | Variable      | 6.34%                 | No            |                  2 | On Loan: No      |
| Phison Electronics Corp.                                                  | Phison Electronics Corp.                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |        19000 | NS      | $944955.08      | 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        |      3448000 | PA      | $3399597.32     | 0.01%             | 2030-04-14      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Viking Cruises Ltd.                                                       | Viking Cruises Ltd.                                                                                                                                 | CUSIP: 92676XAF4<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |      1309000 | PA      | $1311407.25     | 0.00%             | 2029-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Infinity Natural Resources LLC                                            | Infinity Natural Resources LLC                                                                                                                      | CUSIP: 45690BAA3<br>LEI: 54930021094IFVB5ND43 | Long             | DBT              | CORP              | US        |      4225000 | PA      | $4247308.00     | 0.01%             | 2031-04-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Transocean International Ltd.                                             | Transocean International Ltd.                                                                                                                       | CUSIP: 893814AA1<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |      1782000 | PA      | $1904067.00     | 0.00%             | 2032-10-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Albertsons Cos., Inc.                                                     | Albertsons Cos., Inc.                                                                                                                               | CUSIP: 01309QAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       788000 | PA      | $770936.88      | 0.00%             | 2034-03-31      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Lebanese Republic                                                         | Lebanese Republic                                                                                                                                   | CUSIP: N/A<br>LEI: 529900QPC4K9S1KHL354       | Long             | DBT              | NUSS              | LB        |      6102000 | PA      | $1437021.00     | 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        |      1703310 | PA      | $1661432.51     | 0.00%             | 2036-05-28      | Floating      | 4.06%                 | No            |                  2 | On Loan: No      |
| Santander Residential 1 FT                                                | Santander Residential 1 FT, Series 1, Class A                                                                                                       | CUSIP: N/A<br>LEI: 959800E7PWPHWSWPK316       | Long             | ABS-MBS          | CORP              | ES        |      3400000 | PA      | $3934605.87     | 0.01%             | 2068-10-18      | Floating      | 2.95%                 | 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        |      1431289 | PA      | $38174.62       | 0.00%             | 2057-08-16      | Variable      | 0.64%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                                                                            | CUSIP: 21H042646<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    414754000 | PA      | $400611369.71   | 0.87%             | 2056-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                                                                                  | CUSIP: 3133CGX85<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       102862 | PA      | $101549.82      | 0.00%             | 2053-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Rumo SA                                                                   | Rumo SA                                                                                                                                             | CUSIP: N/A<br>LEI: 254900TXQFP7CJCGYM66       | Long             | EC               | CORP              | BR        |       448946 | NS      | $1415347.58     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Autonoria Spain                                                           | AutoNoria Spain FT, Series 2021-SP, Class E                                                                                                         | CUSIP: N/A<br>LEI: 959800PAVFGQ48YNAE06       | Long             | ABS-O            | CORP              | ES        |        81326 | PA      | $94188.60       | 0.00%             | 2039-01-31      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| Altice France Lux 3                                                       | Altice France Lux 3                                                                                                                                 | CUSIP: 020956AA6<br>LEI: N/A                  | Short            | DBT              | CORP              | LU        |     -7200000 | PA      | $-6543560.88    | -0.01%            | 2033-01-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Runitonetime LLC                                                          | Runitonetime LLC, 1st Lien Term Loan                                                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3222565 | PA      | $3182282.51     | 0.01%             | 2026-05-06      | Variable      | 2.00%                 | No            |                  3 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     34563037 | PA      | $13797.59       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Palantir Technologies, Inc.                                               | Palantir Technologies, Inc., Class A                                                                                                                | CUSIP: 69608A108<br>LEI: 549300UVN46B3BBDHO85 | Long             | EC               | CORP              | US        |        92970 | NS      | $13599651.60    | 0.03%             |  |  |  | No            |                  1 | 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      | $-1292455.55    | -0.00%            | 2031-09-15      | Variable      | 3.62%                 | 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      | $1038047.86     | 0.00%             | 2038-06-16      | Fixed         | 13.31%                | No            |                  2 | On Loan: No      |
| N/A                                                                       | China Resources Beer Holdings Co. Ltd.                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       316000 | NS      | $17315.64       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust                                                | J.P. Morgan Mortgage Trust, Series 2026-CES1, Class A1B                                                                                             | CUSIP: 46660BAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1766079 | PA      | $1751934.33     | 0.00%             | 2056-06-25      | Variable      | 4.96%                 | 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      | $1500598.50     | 0.00%             | 2037-04-15      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| Auto1 Car Funding SARL                                                    | Auto1 Car Funding SARL, Series 2, Class B                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | LU        |      1032997 | PA      | $1191594.94     | 0.00%             | 2035-07-16      | Floating      | 2.79%                 | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                                    | Arab Republic of Egypt                                                                                                                              | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |     26155000 | PA      | $25095722.50    | 0.05%             | 2032-05-29      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                      | JPMorgan Chase & Co.                                                                                                                                | CUSIP: 46647PBE5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     17985000 | PA      | $16938478.39    | 0.04%             | 2030-10-15      | Variable      | 2.74%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                                                                                  | CUSIP: 31427QFB3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     32980752 | PA      | $33759629.03    | 0.07%             | 2055-10-01      | Fixed         | 6.00%                 | 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      | $917065.67      | 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      | $4838327.00     | 0.01%             | 2034-01-21      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                                     | Mex Bonos Desarr Fix Rt                                                                                                                             | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |     11062593 | PA      | $51229533.12    | 0.11%             | 2042-11-13      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | DE        |      2616000 | PA      | $-76503.28      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Lenzing AG                                                                | Lenzing AG                                                                                                                                          | CUSIP: N/A<br>LEI: 529900BKFJBI0QRDJH63       | Long             | DBT              | CORP              | AT        |     13700000 | PA      | $15633246.90    | 0.03%             | 2028-04-09      | Variable      | 9.00%                 | No            |                  2 | On Loan: No      |
| iShares Trust                                                             | iShares iBoxx $ High Yield Corporate Bond ETF                                                                                                       | CUSIP: 464288513<br>LEI: 549300FCCXHK7O37PQ68 | Long             |  | RF                | US        |      2834174 | NS      | $225486883.44   | 0.49%             |  |  |  | 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      | $20814068.76    | 0.05%             | 2062-04-20      | Fixed         | 2.53%                 | 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      | $299239.89      | 0.00%             | 2047-11-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| HIVE BV                                                                   | HIVE BV, Series 2025-1, Class C                                                                                                                     | CUSIP: N/A<br>LEI: 724500W27MWLGM594D53       | Long             | ABS-O            | CORP              | NL        |      2276345 | PA      | $2638357.01     | 0.01%             | 2045-11-21      | Floating      | 3.27%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     42257757 | PA      | $-185097.25     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                                              | Barclays Mortgage Loan Trust, Series 2024-NQM4, Class XS                                                                                            | CUSIP: 06745KAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     97042419 | PA      | $3271756.05     | 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        |      2325708 | PA      | $2134590.43     | 0.00%             | 2047-04-25      | Floating      | 4.07%                 | 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      | $1470000.00     | 0.00%             | 2029-07-16      | Variable      | 8.02%                 | 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      | $129170.47      | 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      | $3922755.80     | 0.01%             | 2054-09-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Japan Post Bank Co. Ltd.                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        77200 | NS      | $34635.42       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Commonwealth of Australia                                                 | Commonwealth of Australia                                                                                                                           | CUSIP: N/A<br>LEI: 213800J6B7JSBDETCB42       | Long             | DBT              | NUSS              | AU        |     34750000 | PA      | $22608664.52    | 0.05%             | 2036-03-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | USD/CNH One-touch barrier option; Barrier price USD 6.70000                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |      2467816 | PA      | $275024.36      | 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        |     13035000 | PA      | $13021255.90    | 0.03%             | 2041-11-25      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| New Immo Holding SA                                                       | New Immo Holding SA                                                                                                                                 | CUSIP: N/A<br>LEI: 5493007LOTJ0I8E94R81       | Long             | DBT              | CORP              | FR        |      4500000 | PA      | $5079863.24     | 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        |       508000 | PA      | $483013.51      | 0.00%             | 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        |  10981699980 | PA      | $62398.28       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    667050000 | PA      | $-328880.55     | -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      | $3526917.57     | 0.01%             | 2037-10-25      | Floating      | 5.54%                 | No            |                  2 | On Loan: No      |
| Sandstone Peak IV Ltd.                                                    | Sandstone Peak IV Ltd., Series 2025-1A, Class A1                                                                                                    | CUSIP: 80012AAA3<br>LEI: 254900HZXZ4VWBL5OX74 | Long             | ABS-CBDO         | CORP              | KY        |      3000000 | PA      | $3000412.50     | 0.01%             | 2039-01-20      | Floating      | 4.95%                 | 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        |      6435000 | PA      | $5707235.61     | 0.01%             | 2037-01-20      | Floating      | 8.92%                 | 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      | $4597844.25     | 0.01%             | 2031-07-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Dominion Energy, Inc.                                                     | Dominion Energy, Inc., Series C                                                                                                                     | CUSIP: 25746UDG1<br>LEI: ILUL7B6Z54MRYCF6H308 | Short            | DBT              | CORP              | US        |     -1300000 | PA      | $-1241226.43    | -0.00%            | 2030-04-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO XVI-S Ltd.                                           | Neuberger Berman CLO XVI-S Ltd., Series 2017-16SA, Class A1R2                                                                                       | CUSIP: 64131TAY0<br>LEI: 549300UHUHCR3388B324 | Long             | ABS-CBDO         | CORP              | KY        |      3000000 | PA      | $2993867.10     | 0.01%             | 2039-04-15      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| Ageas SA/NV                                                               | Ageas SA/NV                                                                                                                                         | CUSIP: N/A<br>LEI: 5493005DJBML6LY3RV36       | Long             | DBT              | CORP              | BE        |      1800000 | PA      | $2015513.44     | 0.00%             | 2034-05-20      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| RBC Capital Markets LLC                                                   | RBC Capital Markets LLC                                                                                                                             | CUSIP: N/A<br>LEI: 549300LCO2FLSSVFFR64       | Long             | RA               | CORP              | US        |       717500 | PA      | $717500.00      | 0.00%             |  |  |  | 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      | $3739086.06     | 0.01%             | 2039-11-05      | Variable      | 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      | $30600.55       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco de Sabadell SA                                                      | Banco de Sabadell SA                                                                                                                                | CUSIP: N/A<br>LEI: SI5RG2M0WQQLZCXKRM20       | Long             | DBT              | CORP              | ES        |     23400000 | PA      | $29413492.87    | 0.06%             | 2028-07-18      | Variable      | 9.38%                 | No            |                  2 | On Loan: No      |
| Whirlpool Corp.                                                           | Whirlpool Corp.                                                                                                                                     | CUSIP: 963320BE5<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |      2637000 | PA      | $2498368.95     | 0.01%             | 2033-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                                       | Intesa Sanpaolo SpA                                                                                                                                 | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | EC               | CORP              | IT        |       504030 | NS      | $3048315.41     | 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        |      9723000 | PA      | $9589308.75     | 0.02%             | 2029-01-31      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                                                  | CUSIP: 3140XKCZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       122509 | PA      | $122546.87      | 0.00%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   1484007420 | PA      | $-5493.64       | -0.00%            |  |  |  | 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      | $1466459.82     | 0.00%             | 2061-09-20      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| Alorica, Inc.                                                             | Alorica, Inc., 1st Lien Term Loan                                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20569412 | PA      | $20055177.10    | 0.04%             | 2027-12-21      | Variable      | 10.55%                | No            |                  3 | On Loan: No      |
| N/A                                                                       | Truist Financial Corp.                                                                                                                              | CUSIP: 89832Q109<br>LEI: N/A                  | N/A              | DE               |  | US        |        47700 | NS      | $55641.26       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GFL Environmental, Inc.                                                   | GFL Environmental, Inc.                                                                                                                             | CUSIP: 36168QAL8<br>LEI: 894500E7NLBY9VZRT696 | Long             | DBT              | CORP              | CA        |       939000 | PA      | $912821.71      | 0.00%             | 2028-08-01      | Fixed         | 4.00%                 | 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        |      4921107 | PA      | $3358410.78     | 0.01%             | 2037-05-25      | Floating      | 4.06%                 | 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        |      4253297 | PA      | $4975801.45     | 0.01%             | 2034-10-18      | Floating      | 6.05%                 | No            |                  2 | On Loan: No      |
| Essendi SA                                                                | Essendi SA                                                                                                                                          | CUSIP: N/A<br>LEI: 2221000MD2YP7WLTNC52       | Long             | DBT              | CORP              | LU        |      1951000 | PA      | $2236324.06     | 0.00%             | 2032-05-15      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| Stillwater Mining Co.                                                     | Stillwater Mining Co.                                                                                                                               | CUSIP: 86074QAQ5<br>LEI: 6354007DPCY4ZN2MRR73 | Long             | DBT              | CORP              | US        |       776000 | PA      | $730518.64      | 0.00%             | 2029-11-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Gold Circuit Electronics Ltd.                                             | Gold Circuit Electronics Ltd.                                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |        37000 | NS      | $1043322.16     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Switch ABS Issuer LLC                                                     | Switch ABS Issuer LLC, Series 2026-1A, Class A21                                                                                                    | CUSIP: 871044BA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      8288000 | PA      | $8303047.91     | 0.02%             | 2056-03-27      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Lundin Gold, Inc.                                                                                                                                   | CUSIP: 550371108<br>LEI: N/A                  | N/A              | DE               |  | GB        |        10900 | NS      | $71888.86       | 0.00%             |  |  |  | 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        |       857549 | PA      | $992209.99      | 0.00%             | 2042-02-24      | Floating      | 3.12%                 | 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        |      2930436 | PA      | $3379015.30     | 0.01%             | 2032-02-27      | Variable      | 5.39%                 | 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      | $1467144.45     | 0.00%             | 2037-10-16      | Floating      | 7.02%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CoreWeave, Inc., Class A                                                                                                                            | CUSIP: 21873S108<br>LEI: N/A                  | N/A              | DE               |  | US        |       -61967 | NS      | $149590.08      | 0.00%             |  |  |  | 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      | $6537938.17     | 0.01%             | 2032-07-15      | Floating      | 6.38%                 | 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        |      3000000 | PA      | $2995540.20     | 0.01%             | 2034-01-15      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| ASE Technology Holding Co. Ltd.                                           | ASE Technology Holding Co. Ltd.                                                                                                                     | CUSIP: N/A<br>LEI: 300300GO8QHPMV87NZ73       | Long             | EC               | CORP              | TW        |        93000 | NS      | $1023573.43     | 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        |      4722826 | PA      | $2363513.49     | 0.01%             | 2046-10-25      | Floating      | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     59000000 | PA      | $148665.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   4085904304 | PA      | $-218849.17     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $1648889.05     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ocado Group plc                                                           | Ocado Group plc                                                                                                                                     | CUSIP: N/A<br>LEI: 213800LO8F61YB8MBC74       | Long             | DBT              | CORP              | GB        |      3960000 | PA      | $5158480.82     | 0.01%             | 2029-08-08      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| N/A                                                                       | AGL Energy Ltd.                                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       137200 | NS      | $80442.22       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Post Holdings, Inc.                                                       | Post Holdings, Inc.                                                                                                                                 | CUSIP: 737446AQ7<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |      1003000 | PA      | $962884.71      | 0.00%             | 2030-04-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | EUR/USD One-touch barrier option; Barrier price EUR 1.12500                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | DE        |      9695400 | PA      | $1524859.13     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Building Solutions, Inc.                                         | Standard Building Solutions, Inc.                                                                                                                   | CUSIP: 853191AA2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |      4139000 | PA      | $4141139.86     | 0.01%             | 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      | $22645531.35    | 0.05%             | 2035-03-15      | Floating      | 8.62%                 | No            |                  2 | On Loan: No      |
| AMMC CLO 27 Ltd.                                                          | AMMC CLO 27 Ltd., Series 2022-27A, Class A1R                                                                                                        | CUSIP: 00173UAS3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      3750000 | PA      | $3742358.25     | 0.01%             | 2037-01-20      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                                         | Barclays Bank plc                                                                                                                                   | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | RA               | CORP              | GB        |       435384 | PA      | $435384.00      | 0.00%             |  |  |  | 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        |     13634131 | PA      | $13689437.65    | 0.03%             | 2070-08-25      | Variable      | 5.53%                 | No            |                  2 | On Loan: No      |
| Fortinet, Inc.                                                            | Fortinet, Inc.                                                                                                                                      | CUSIP: 34959E109<br>LEI: 549300O0QJWDBAS0QX03 | Long             | EC               | CORP              | US        |         4057 | NS      | $331538.04      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Shin-Etsu Chemical Co. Ltd.                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -38200 | NS      | $-92962.31      | -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      | $-350.42        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   4348080162 | PA      | $-758741.12     | -0.00%            |  |  |  | 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      | $1961798.00     | 0.00%             | 2037-10-22      | Floating      | 6.97%                 | 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        |      1246998 | PA      | $1646765.31     | 0.00%             | 2067-05-17      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| Exmoor Funding plc                                                        | Exmoor Funding plc, Series 2025-1, Class C                                                                                                          | CUSIP: N/A<br>LEI: 635400YFBIYXOQAEON61       | Long             | ABS-MBS          | CORP              | GB        |       508990 | PA      | $672263.39      | 0.00%             | 2095-03-25      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| NOVA Chemicals Corp.                                                      | NOVA Chemicals Corp.                                                                                                                                | CUSIP: 66977WAV1<br>LEI: 549300ZOD6N7RI2FJP09 | Long             | DBT              | CORP              | CA        |       279000 | PA      | $295315.36      | 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        |   8422730000 | PA      | $24993401.44    | 0.05%             | 2035-10-24      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Park Blue CLO Ltd.                                                        | Park Blue CLO Ltd., Series 2025-10A, Class A1                                                                                                       | CUSIP: 70019YAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      9750000 | PA      | $9748003.20     | 0.02%             | 2039-01-20      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      2090000 | PA      | $-93765.74      | -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        |      3300000 | PA      | $3120468.45     | 0.01%             | 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              | US        |     15233000 | PA      | $17287820.94    | 0.04%             | 2031-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Agilent Technologies, Inc.                                                                                                                          | CUSIP: 00846U101<br>LEI: N/A                  | N/A              | DE               |  | US        |        22200 | NS      | $43540.20       | 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      | $6478004.23     | 0.01%             | 2065-01-25      | Variable      | 6.49%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | NAVER Corp.                                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          210 | NS      | $-1983.91       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |      3225000 | PA      | $-75263.19      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                          | Deutsche Bank AG                                                                                                                                    | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | DBT              | CORP              | DE        |      3400000 | PA      | $4068772.31     | 0.01%             | 2031-10-30      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| Golden Bar Securitisation Srl                                             | Golden Bar Securitisation SRL, Series 2025-2, Class C                                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | IT        |      1220286 | PA      | $1408032.57     | 0.00%             | 2044-12-22      | Floating      | 3.32%                 | No            |                  2 | On Loan: No      |
| Golden Ray SA Compartment 2                                               | Golden Ray SA Compartment 2, Series 2, Class C                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | LU        |       300000 | PA      | $347317.44      | 0.00%             | 2058-12-27      | 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      | $-219785.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    233829241 | PA      | $488.66         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Saizeriya Co. Ltd.                                                        | Saizeriya Co. Ltd.                                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |        28500 | NS      | $1154190.20     | 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        |     38663488 | PA      | $1578684.36     | 0.00%             | 2052-10-15      | Variable      | 1.44%                 | 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      | $356276.89      | 0.00%             | 2033-12-15      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                                         | Barclays Bank plc                                                                                                                                   | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | RA               | CORP              | GB        |      1181375 | PA      | $1181375.00     | 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      | $-59683.29      | -0.00%            |  |  |  | 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        |      3350124 | PA      | $3227015.70     | 0.01%             | 2067-01-25      | Variable      | 4.01%                 | No            |                  2 | On Loan: No      |
| Wolfspeed, Inc.                                                           | Wolfspeed, Inc.                                                                                                                                     | CUSIP: 977852AP7<br>LEI: 549300OGU88P3AW3TO93 | Long             | DBT              | CORP              | US        |       163000 | PA      | $232478.75      | 0.00%             | 2031-06-15      | Fixed         | 2.50%                 | 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      | $45479218.98    | 0.10%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                                       | Yamaha Motor Co. Ltd.                                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -154000 | NS      | $-61096.33      | -0.00%            |  |  |  | No            |                  2 | 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      | $2079479.33     | 0.00%             | 2035-05-18      | Floating      | 2.86%                 | No            |                  2 | On Loan: No      |
| Sunoco LP                                                                 | Sunoco LP                                                                                                                                           | CUSIP: 86765KAK5<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |      1636000 | PA      | $1574435.70     | 0.00%             | 2030-05-01      | Fixed         | 4.62%                 | 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      | $1087305.24     | 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        |       590000 | PA      | $664689.61      | 0.00%             | 2027-12-16      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Kingdom of Spain                                                          | Bonos y Obligaciones del Estado                                                                                                                     | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |    134797000 | PA      | $154777889.33   | 0.34%             | 2030-01-31      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Brookfield Corp.                                                                                                                                    | CUSIP: 11271J107<br>LEI: N/A                  | N/A              | DE               |  | US        |       -38400 | NS      | $-61394.56      | -0.00%            |  |  |  | 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        |      3663081 | PA      | $3451195.94     | 0.01%             | 2037-09-25      | Fixed         | 1.97%                 | No            |                  2 | On Loan: No      |
| Ardagh Group SA                                                           | Ardagh Group SA                                                                                                                                     | CUSIP: N/A<br>LEI: 6354006L1NWUUOPYX274       | Long             | DBT              | CORP              | LU        |     21860971 | PA      | $20746260.52    | 0.04%             | 2030-12-01      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| Battalion CLO X Ltd.                                                      | Battalion CLO X Ltd., Series 2016-10A, Class A1R3                                                                                                   | CUSIP: 07132JBL7<br>LEI: 549300RRK5G3IT4Y7N27 | Long             | ABS-CBDO         | CORP              | KY        |      4741343 | PA      | $4739018.58     | 0.01%             | 2035-01-24      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| AGL Energy Ltd.                                                           | AGL Energy Ltd.                                                                                                                                     | CUSIP: N/A<br>LEI: 549300QAZ8A74DEDXO80       | Long             | DBT              | CORP              | AU        |      3540000 | PA      | $2325040.15     | 0.01%             | 2035-09-30      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| SoFi Personal Loan Trust                                                  | SoFi Personal Loan Trust, Series 2023-1                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | US        |       350693 | PA      | $4680590.41     | 0.01%             | 2030-10-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                                                  | CUSIP: 3140XNSA3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     16734782 | PA      | $16590874.61    | 0.04%             | 2053-10-01      | Fixed         | 5.00%                 | 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        |     37464172 | PA      | $374.64         | 0.00%             | 2047-12-15      | Variable      | 1.06%                 | 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      | $6932240.00     | 0.02%             | 2029-06-12      | Variable      | 8.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | FR        |     11982000 | PA      | $5867.37        | 0.00%             |  |  |  | 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        |      6127845 | PA      | $6143349.88     | 0.01%             | 2064-10-25      | Variable      | 5.61%                 | No            |                  2 | On Loan: No      |
| Elite Material Co. Ltd.                                                   | Elite Material Co. Ltd.                                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |        15000 | NS      | $1280196.78     | 0.00%             |  |  |  | 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      | $3274658.58     | 0.01%             | 2031-04-21      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO 60B Ltd.                                       | Golub Capital Partners CLO 60B Ltd., Series 2022-60A, Class DR                                                                                      | CUSIP: 381733AQ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       800000 | PA      | $797539.52      | 0.00%             | 2034-10-25      | Floating      | 6.63%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       162778 | PA      | $8718.75        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United States of America                                                  | U.S. Treasury Notes                                                                                                                                 | CUSIP: 91282CPW5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     13425700 | PA      | $13311371.84    | 0.03%             | 2031-01-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Discovery Ltd.                                                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -77500 | NS      | $5310.53        | 0.00%             |  |  |  | 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      | $1462881.26     | 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      | $51550.11       | 0.00%             | 2049-08-15      | Variable      | 1.41%                 | 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        |       404685 | PA      | $378380.48      | 0.00%             | 2030-08-01      | Variable      | 7.95%                 | No            |                  2 | On Loan: No      |
| Petron Corp.                                                              | Petron Corp.                                                                                                                                        | CUSIP: N/A<br>LEI: 549300R3PFXOFQSZ7G25       | Long             | DBT              | CORP              | PH        |     18017000 | PA      | $17973218.69    | 0.04%             | 2026-04-19      | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| Eagle Funding Luxco SARL                                                  | Eagle Funding Luxco SARL                                                                                                                            | CUSIP: 26951TAA8<br>LEI: 894500VDP08MVIZ6OA60 | Long             | DBT              | NUSS              | LU        |      3721000 | PA      | $3730302.50     | 0.01%             | 2030-08-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     35618174 | PA      | $-119684.23     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AmeriGas Partners LP                                                      | AmeriGas Partners LP                                                                                                                                | CUSIP: 030981AP9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3441000 | PA      | $3645453.90     | 0.01%             | 2030-06-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Light & Wonder International, Inc.                                        | Light & Wonder International, Inc.                                                                                                                  | CUSIP: 531968AB1<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |        31000 | PA      | $30370.39       | 0.00%             | 2033-10-01      | Fixed         | 6.25%                 | 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      | $290640.42      | 0.00%             | 2034-04-15      | Floating      | 4.52%                 | No            |                  2 | On Loan: No      |
| IMCD NV                                                                   | IMCD NV                                                                                                                                             | CUSIP: N/A<br>LEI: 724500NSJPNFJPDAUP02       | Long             | DBT              | CORP              | NL        |      1403000 | PA      | $1657512.81     | 0.00%             | 2028-09-18      | Fixed         | 4.88%                 | 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        |         2643 | PA      | $2659.66        | 0.00%             | 2035-07-25      | Variable      | 6.18%                 | No            |                  2 | On Loan: No      |
| Sunoco LP                                                                 | Sunoco LP                                                                                                                                           | CUSIP: 86765KAB5<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |      1438000 | PA      | $1475040.00     | 0.00%             | 2029-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Dominican Peso                                                            | Dominican Peso                                                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | Short            | STIV             |  | DO        |           -0 | OU      | $0.00           | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | FR        |      8333333 | PA      | $53305.58       | 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      | $-5617.40       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | T Rowe Price Group, Inc.                                                                                                                            | CUSIP: 74144T108<br>LEI: N/A                  | N/A              | DE               |  | US        |       -21300 | NS      | $-57089.12      | -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        |      3250000 | PA      | $3193229.98     | 0.01%             | 2038-03-31      | Floating      | 8.67%                 | No            |                  2 | On Loan: No      |
| Lionsgate Studios Corp.                                                   | Lionsgate Studios Corp.                                                                                                                             | CUSIP: 53626N102<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      1393864 | NS      | $13367155.76    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| OZLM Funding II Ltd.                                                      | OZLM Funding II Ltd., Series 2012-2A, Class AR4                                                                                                     | CUSIP: 67108BCG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      6750000 | PA      | $6744062.70     | 0.01%             | 2037-07-30      | 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      | $-1503057.37    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Nissan Motor Acceptance Co. LLC                                           | Nissan Motor Acceptance Co. LLC                                                                                                                     | CUSIP: 654740BT5<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |       100000 | PA      | $93493.83       | 0.00%             | 2028-03-09      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Discovery Global Holdings, Inc.                                           | Discovery Global Holdings, Inc.                                                                                                                     | CUSIP: 55903VBF9<br>LEI: 549300DXR29GD4N0A520 | Short            | DBT              | CORP              | US        |     -3200000 | PA      | $-1758976.00    | -0.00%            | 2062-03-15      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| Cushman & Wakefield US Borrower LLC                                       | Cushman & Wakefield US Borrower LLC, 1st Lien Term Loan                                                                                             | CUSIP: 23340DAW2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       847500 | PA      | $849618.75      | 0.00%             | 2030-01-31      | Variable      | 6.42%                 | No            |                  3 | 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        |       123470 | PA      | $146719.22      | 0.00%             | 2043-01-26      | Floating      | 7.44%                 | No            |                  2 | On Loan: No      |
| Scientific Games Holdings LP                                              | Scientific Games Holdings LP, 1st Lien Term Loan                                                                                                    | CUSIP: 80875CAE7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      1492424 | PA      | $1468590.18     | 0.00%             | 2029-04-04      | Variable      | 6.65%                 | 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        |         2895 | PA      | $2895.15        | 0.00%             | 2031-10-20      | Floating      | 4.97%                 | 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        |       627119 | PA      | $839569.00      | 0.00%             | 2033-04-21      | Floating      | 7.63%                 | No            |                  2 | On Loan: No      |
| Dominican Republic                                                        | Dominican Republic Government Bond                                                                                                                  | CUSIP: N/A<br>LEI: 254900EHU7Q8FGVPI369       | Long             | DBT              | NUSS              | DO        |    152950000 | PA      | $2648683.43     | 0.01%             | 2036-06-01      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                                  | Angel Oak Mortgage Trust, Series 2020-R1, Class M1                                                                                                  | CUSIP: 034651AD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       600000 | PA      | $559738.62      | 0.00%             | 2053-04-25      | Variable      | 2.62%                 | No            |                  2 | On Loan: No      |
| Trinitas CLO XXIII Ltd.                                                   | Trinitas CLO XXIII Ltd., Series 2023-23A, Class D1R                                                                                                 | CUSIP: 89642TAU7<br>LEI: 635400HEV45BA22Y6W50 | Long             | ABS-CBDO         | CORP              | BM        |      2000000 | PA      | $1988164.00     | 0.00%             | 2038-10-20      | Floating      | 6.57%                 | 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        |      1475835 | PA      | $1957084.07     | 0.00%             | 2060-07-16      | Floating      | 4.71%                 | 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        |       476404 | PA      | $553680.16      | 0.00%             | 2034-07-28      | Floating      | 3.71%                 | 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        |      5300590 | PA      | $3629274.48     | 0.01%             | 2087-07-21      | Floating      | 5.63%                 | 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      | $1551150.70     | 0.00%             | 2017-05-08      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                           | Citigroup, Inc.                                                                                                                                     | CUSIP: N/A<br>LEI: 6SHGI4ZSSLCXXQSBB395       | Long             | DBT              | CORP              | US        |      8706000 | PA      | $9660357.14     | 0.02%             | 2034-10-22      | Variable      | 3.49%                 | No            |                  2 | On Loan: No      |
| New Mountain CLO 5 Ltd.                                                   | New Mountain CLO 5 Ltd., Series CLO-5A, Class D1R                                                                                                   | CUSIP: 64754WAQ6<br>LEI: 2549000KVE2J1UOHZ207 | Long             | ABS-CBDO         | CORP              | KY        |      1010000 | PA      | $1010764.57     | 0.00%             | 2036-07-20      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CITIC Ltd.                                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       776000 | NS      | $47697.41       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | CVB Financial Corp.                                                                                                                                 | CUSIP: 126600105<br>LEI: N/A                  | N/A              | DE               |  | US        |       -72435 | NS      | $-10865.25      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Gen Digital, Inc.                                                         | Gen Digital, Inc.                                                                                                                                   | CUSIP: 668771AK4<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |      2841000 | PA      | $2843875.09     | 0.01%             | 2027-09-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Santander Consumo 10 FT                                                   | Santander Consumo 10 FT, Series 10, Class C                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | ES        |      4900000 | PA      | $5663868.89     | 0.01%             | 2041-05-22      | Floating      | 3.74%                 | No            |                  2 | On Loan: No      |
| United States of America                                                  | U.S. Treasury Bonds                                                                                                                                 | CUSIP: 912810UE6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    150000000 | PA      | $140132812.50   | 0.30%             | 2054-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BofA Securities, Inc.                                                     | BofA Securities, Inc.                                                                                                                               | CUSIP: N/A<br>LEI: 549300HN4UKV1E2R3U73       | Long             | RA               | CORP              | US        |      3876000 | PA      | $3876000.00     | 0.01%             |  |  |  | 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      | $5100575.79     | 0.01%             | 2034-04-15      | Floating      | 5.08%                 | 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        |      2697505 | PA      | $2653502.84     | 0.01%             | 2032-02-02      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Alamos Gold, Inc., Class A                                                                                                                          | CUSIP: 011532108<br>LEI: N/A                  | N/A              | DE               |  | US        |       -34400 | NS      | $36753.45       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cloud Software Group, Inc.                                                | Cloud Software Group, Inc.                                                                                                                          | CUSIP: 18912UAA0<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |     10840000 | PA      | $10457061.82    | 0.02%             | 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        |      5867000 | PA      | $6374258.73     | 0.01%             | 2032-07-01      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| LG Electronics, Inc.                                                      | LG Electronics, Inc.                                                                                                                                | CUSIP: N/A<br>LEI: 988400RMQFTGZIOG0609       | Long             | DBT              | CORP              | KR        |      1116000 | PA      | $1129615.20     | 0.00%             | 2027-04-24      | Fixed         | 5.62%                 | 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        |      1904349 | PA      | $1758470.46     | 0.00%             | 2047-08-25      | Floating      | 4.13%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |      3100000 | PA      | $265000.96      | 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        |      5094309 | PA      | $6723725.21     | 0.01%             | 2035-02-18      | Floating      | 5.74%                 | No            |                  2 | 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      | $753306.00      | 0.00%             | 2031-10-20      | Floating      | 5.98%                 | No            |                  2 | On Loan: No      |
| Republic of Uzbekistan International Bond                                 | Republic of Uzbekistan                                                                                                                              | CUSIP: N/A<br>LEI: 213800L6VDKUM3TCM927       | Long             | DBT              | NUSS              | UZ        |      2719000 | PA      | $2836261.50     | 0.01%             | 2028-10-12      | Fixed         | 7.85%                 | 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      | $7589679.28     | 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        |     29031000 | PA      | $33161363.16    | 0.07%             | 2030-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     30000000 | PA      | $253486.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| West Deptford Energy Holdings LLC                                         | West Deptford Energy Holdings LLC, 1st Lien Term Loan                                                                                               | CUSIP: 95249CAF1<br>LEI: 549300HOEW2V8L64EU07 | Long             | LON              | CORP              | US        |      8843175 | PA      | $8787905.16     | 0.02%             | 2032-07-26      | Variable      | 7.67%                 | 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      | $452226.62      | 0.00%             | 2035-10-25      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $902059.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Connect Finco SARL                                                        | Connect Finco SARL                                                                                                                                  | CUSIP: 20752TAB0<br>LEI: 2594001KNYIQ456J2792 | Long             | DBT              | CORP              | US        |      3603000 | PA      | $3785095.62     | 0.01%             | 2029-09-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| New Knoxville Local School District                                       | New Knoxville Local School District                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      1002728 | NS      | $1506704.11     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Mobico Group plc                                                          | Mobico Group plc                                                                                                                                    | CUSIP: N/A<br>LEI: 213800A8IQEMY8PA5X34       | Long             | EC               | CORP              | GB        |      2543814 | NS      | $583163.04      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| 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        |      2342641 | PA      | $2125896.13     | 0.00%             | 2049-11-25      | Variable      | 4.35%                 | No            |                  2 | On Loan: No      |
| Nissan Motor Co. Ltd.                                                     | Nissan Motor Co. Ltd.                                                                                                                               | CUSIP: N/A<br>LEI: 353800DRBDH1LUTNAY26       | Long             | DBT              | CORP              | JP        |      9798000 | PA      | $11267673.73    | 0.02%             | 2033-07-17      | Fixed         | 6.38%                 | 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      | $1295213.91     | 0.00%             | 2034-02-22      | Floating      | 3.32%                 | No            |                  2 | On Loan: No      |
| Forvia SE                                                                 | Forvia SE                                                                                                                                           | CUSIP: 31209DAA3<br>LEI: 969500F0VMZLK2IULV85 | Long             | DBT              | CORP              | FR        |       798000 | PA      | $824460.88      | 0.00%             | 2030-06-15      | Fixed         | 8.00%                 | 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        |      1000000 | PA      | $1150498.41     | 0.00%             | 2030-11-08      | Variable      | 5.13%                 | No            |                  2 | On Loan: No      |
| Smyrna Ready Mix Concrete LLC                                             | Smyrna Ready Mix Concrete LLC                                                                                                                       | CUSIP: 83283WAE3<br>LEI: 549300S7RFWHQFOIOY93 | Long             | DBT              | CORP              | US        |      1973000 | PA      | $2034557.60     | 0.00%             | 2031-11-15      | Fixed         | 8.88%                 | 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      | $1848682.83     | 0.00%             | 2062-04-20      | Fixed         | 3.50%                 | 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      | $4903865.38     | 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        |       384569 | PA      | $291311.02      | 0.00%             | 2035-06-15      | Variable      | 3.60%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-439864.56     | -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        |     40000000 | PA      | $4930367.80     | 0.01%             | 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        |      7325000 | PA      | $7327656.05     | 0.02%             | 2039-10-15      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| Meridian Funding plc                                                      | Meridian Funding plc, Series 2025-1, Class B                                                                                                        | CUSIP: N/A<br>LEI: 6354007VNVP2YBYBAX64       | Long             | ABS-MBS          | CORP              | GB        |      2140000 | PA      | $2829351.42     | 0.01%             | 2068-02-20      | Floating      | 5.03%                 | 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        |     10329800 | PA      | $12342664.18    | 0.03%             | 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      | $8762584.41     | 0.02%             | 2061-10-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WEX, Inc.                                                                 | WEX, Inc., 1st Lien Term Loan B2                                                                                                                    | CUSIP: 96208UAW1<br>LEI: T9M5IGROL1TL1G5OV478 | Long             | LON              | CORP              | US        |       955450 | PA      | $950080.37      | 0.00%             | 2028-04-03      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO 53B Ltd.                                       | Golub Capital Partners CLO 53B Ltd., Series 2021-53A, Class AR                                                                                      | CUSIP: 38177YAL6<br>LEI: 254900DPK2EA9C8DGV68 | Long             | ABS-CBDO         | CORP              | KY        |      1962337 | PA      | $1958214.13     | 0.00%             | 2034-07-20      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| United Rentals North America, Inc.                                        | United Rentals North America, Inc.                                                                                                                  | CUSIP: 911365BM5<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |       986000 | PA      | $971655.77      | 0.00%             | 2027-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SS&C Technologies, Inc.                                                   | SS&C Technologies, Inc.                                                                                                                             | CUSIP: 78466CAC0<br>LEI: 549300KY09TR3J12JU49 | Long             | DBT              | CORP              | US        |       413000 | PA      | $413277.95      | 0.00%             | 2027-09-30      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MLTI Trust                                                                | MLTI Trust, Series 2026-SF75, Class E                                                                                                               | CUSIP: 55318JAJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     10377900 | PA      | $10319741.21    | 0.02%             | 2031-03-15      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| Millrose Properties, Inc.                                                 | Millrose Properties, Inc.                                                                                                                           | CUSIP: 601137AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3020000 | PA      | $3019060.48     | 0.01%             | 2030-08-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | adidas AG                                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -6400 | NS      | $-9671.72       | -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      | $62137.77       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Clarios Global LP                                                         | Clarios Global LP                                                                                                                                   | CUSIP: 18060TAD7<br>LEI: 549300474L1ZLXZY2P98 | Long             | DBT              | CORP              | US        |       185000 | PA      | $189162.50      | 0.00%             | 2030-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | EUR Currency                                                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |    -40817600 | PA      | $-1272491.71    | -0.00%            |  |  |  | No            |                  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        |      2830000 | PA      | $2838757.15     | 0.01%             | 2068-09-25      | Variable      | 7.33%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                                       | GS Mortgage-Backed Securities Trust, Series 2026-CES1, Class A1                                                                                     | CUSIP: 36277LAA1<br>LEI: 2549005U12N6A8G3H936 | Long             | ABS-O            | CORP              | US        |      3083651 | PA      | $3056680.31     | 0.01%             | 2056-05-25      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDIO                                                                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    -99283000 | PA      | $-2569481.52    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Tecta America Corp.                                                       | Tecta America Corp., 1st Lien Term Loan B                                                                                                           | CUSIP: 87876GAN2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       476400 | PA      | $474165.86      | 0.00%             | 2032-02-18      | Variable      | 6.42%                 | No            |                  2 | On Loan: No      |
| 3R Lux SARL                                                               | 3R Lux SARL                                                                                                                                         | CUSIP: N/A<br>LEI: 9845007D0DF0BEFD8D97       | Long             | DBT              | CORP              | LU        |       200000 | PA      | $204750.00      | 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        |      2281000 | PA      | $2299857.03     | 0.00%             | 2033-06-30      | 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      | $1346767.32     | 0.00%             |  |  |  | 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      | $1070573.13     | 0.00%             | 2037-06-05      | Variable      | 3.66%                 | 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        |       621613 | PA      | $248399.52      | 0.00%             | 2037-02-25      | Floating      | 4.01%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                | PacifiCorp                                                                                                                                          | CUSIP: 695114DG0<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |      1020000 | PA      | $963572.07      | 0.00%             | 2056-08-15      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| Directv Financing LLC                                                     | DirecTV Financing LLC                                                                                                                               | CUSIP: 254945AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2080000 | PA      | $2075372.62     | 0.00%             | 2030-02-01      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Global Atlantic Fin Co.                                                   | Global Atlantic Fin Co.                                                                                                                             | CUSIP: 37959GAH0<br>LEI: 98450051B2E65CAA7E94 | Long             | DBT              | CORP              | US        |      1127000 | PA      | $1062267.71     | 0.00%             | 2056-03-01      | Variable      | 7.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   1499767714 | PA      | $-1191875.45    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |      1501000 | PA      | $-35651.74      | -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      | $11846591.25    | 0.03%             | 2037-05-15      | Floating      | 6.86%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | USD Currency                                                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |    100808100 | PA      | $1447428.49     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | HICPXT                                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | GB        |     30405000 | PA      | $365048.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Churchill Downs, Inc.                                                     | Churchill Downs, Inc.                                                                                                                               | CUSIP: 171484AE8<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |      3151000 | PA      | $3108519.16     | 0.01%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| OHA Credit Funding 15-R Ltd.                                              | OHA Credit Funding Ltd., Series 2023-15RA, Class A                                                                                                  | CUSIP: 67121NAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2750000 | PA      | $2751125.58     | 0.01%             | 2038-07-20      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDIT                                                                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | FR        |      8600000 | PA      | $-69024.79      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AdaptHealth LLC                                                           | AdaptHealth LLC                                                                                                                                     | CUSIP: 00653VAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1483000 | PA      | $1412933.00     | 0.00%             | 2029-08-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CBOE Volatility Index                                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |           15 | NC      | $3381.45        | 0.00%             |  |  |  | No            |                  1 | 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      | $2870000.00     | 0.01%             | 2039-05-15      | Floating      | 6.67%                 | 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        |       331466 | PA      | $387054.76      | 0.00%             | 2032-09-15      | Floating      | 4.04%                 | 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        |       427223 | PA      | $496455.28      | 0.00%             | 2032-12-14      | Floating      | 3.94%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    223489815 | PA      | $-3448329.91    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Cemex SAB de CV                                                           | Cemex SAB de CV                                                                                                                                     | CUSIP: 151290CC5<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | MX        |       820000 | PA      | $832396.92      | 0.00%             | 2030-06-10      | Variable      | 7.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | China Overseas Land & Investment Ltd.                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      1100000 | NS      | $-230329.86     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Comcast Corp.                                                             | Comcast Corp.                                                                                                                                       | CUSIP: 20030NBW0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |       100000 | PA      | $98569.37       | 0.00%             | 2027-01-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Prime Security Services Borrower LLC                                      | Prime Security Services Borrower LLC, 1st Lien Term Loan B1                                                                                         | CUSIP: 03765VAP5<br>LEI: 549300O6QPZVWXV2DC15 | Long             | LON              | CORP              | US        |      1199904 | PA      | $1193472.54     | 0.00%             | 2030-10-15      | Variable      | 5.66%                 | 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      | $160067.83      | 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        |      5693451 | PA      | $5630699.01     | 0.01%             | 2035-12-25      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| NSW Electricity Networks Finance Pty. Ltd.                                | NSW Electricity Networks Finance Pty. Ltd.                                                                                                          | CUSIP: N/A<br>LEI: 5493009VPYKFFK7UXM97       | Long             | DBT              | CORP              | AU        |      3070000 | PA      | $2063244.14     | 0.00%             | 2055-03-11      | Variable      | 6.28%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Rinnai Corp.                                                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        59100 | NS      | $-17736.91      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Iliad Holding SAS                                                         | Maya SAS                                                                                                                                            | CUSIP: N/A<br>LEI: 9695009BGMXB527HV965       | Long             | DBT              | CORP              | FR        |       300000 | PA      | $348288.44      | 0.00%             | 2028-10-15      | 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      | $455912.50      | 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        |     11369000 | PA      | $13363341.93    | 0.03%             | 2030-02-21      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     12675000 | PA      | $-7315.98       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GCAT Trust                                                                | GCAT Trust, Series 2025-NQM4, Class B1                                                                                                              | CUSIP: 367923AG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       917000 | PA      | $921381.43      | 0.00%             | 2070-06-25      | Variable      | 7.20%                 | No            |                  2 | On Loan: No      |
| Qnity Electronics, Inc.                                                   | Qnity Electronics, Inc.                                                                                                                             | CUSIP: 74743LAA8<br>LEI: 254900RSUG4J9TFFZX53 | Long             | DBT              | CORP              | US        |      1021000 | PA      | $1022216.01     | 0.00%             | 2032-08-15      | Fixed         | 5.75%                 | 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      | $564738.92      | 0.00%             | 2054-02-25      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Sika AG (Registered)                                                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         8200 | NS      | $40789.96       | 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        |      7675614 | PA      | $7678178.02     | 0.02%             | 2041-04-15      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                                         | Barclays Bank plc                                                                                                                                   | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | RA               | CORP              | GB        |        99750 | PA      | $99750.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Expedia Group, Inc.                                                       | Expedia Group, Inc.                                                                                                                                 | CUSIP: 30212P303<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         1486 | NS      | $343102.54      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sammaan Capital Ltd.                                                      | Sammaan Capital Ltd.                                                                                                                                | CUSIP: N/A<br>LEI: 335800A2A3G53ZQZTQ21       | Long             | DBT              | CORP              | IN        |      6775000 | PA      | $6573443.75     | 0.01%             | 2030-10-16      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Regency Centers Corp.                                                                                                                               | CUSIP: 758849103<br>LEI: N/A                  | N/A              | DE               |  | US        |       -44700 | NS      | $-44972.63      | -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        |       979937 | PA      | $979936.69      | 0.00%             | 2030-11-01      | Variable      | 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      | $703.43         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Orsted A/S                                                                | Orsted A/S                                                                                                                                          | CUSIP: N/A<br>LEI: W9NG6WMZIYEU8VEDOG48       | Long             | DBT              | NUSS              | DK        |      2982000 | PA      | $3446128.35     | 0.01%             | 3024-03-14      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| Colombian Peso                                                            | Colombian Peso                                                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | CO        |  28714764096 | OU      | $7816412.59     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Relativity Space, Inc.                                                    | Relativity Space, Inc.                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |         3565 | NS      | $3671.71        | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                                       | Beiersdorf AG                                                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -17000 | NS      | $-101682.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     48000000 | PA      | $-66958.62      | -0.00%            |  |  |  | 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        |      6695023 | PA      | $5921703.42     | 0.01%             | 2035-06-25      | Floating      | 4.14%                 | No            |                  2 | On Loan: No      |
| Hashemite Kingdom of Jordan                                               | Hashemite Kingdom of Jordan                                                                                                                         | CUSIP: 41809JAB1<br>LEI: 5493000JZ4MYPVMBVN50 | Long             | DBT              | NUSS              | JO        |       634000 | PA      | $651869.29      | 0.00%             | 2029-01-13      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      4095000 | PA      | $25423.81       | 0.00%             |  |  |  | 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        |      2331000 | PA      | $2356641.00     | 0.01%             | 2029-04-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Gap, Inc. (The)                                                           | Gap, Inc. (The)                                                                                                                                     | CUSIP: 364760AP3<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | DBT              | CORP              | US        |       629000 | PA      | $587552.05      | 0.00%             | 2029-10-01      | 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      | $-10504.50      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Panorama Auto Trust                                                       | Panorama Auto Trust, Series 2025-4, Class B                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | AU        |      5716000 | PA      | $3943737.68     | 0.01%             | 2034-04-20      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| Federative Republic of Brazil                                             | Federative Republic of Brazil                                                                                                                       | CUSIP: 105756CL2<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |       668000 | PA      | $683364.00      | 0.00%             | 2035-03-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Assura Financing plc                                                      | Assura Financing plc                                                                                                                                | CUSIP: N/A<br>LEI: 549300YH2O3CNDZSO632       | Long             | DBT              | CORP              | GB        |      5000000 | PA      | $4946493.99     | 0.01%             | 2033-06-30      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| AGL CLO 5 Ltd.                                                            | AGL CLO 5 Ltd., Series 2020-5A, Class D2R3                                                                                                          | CUSIP: 00119TBR4<br>LEI: 549300N06ILVP775P131 | Long             | ABS-CBDO         | CORP              | KY        |       350000 | PA      | $333069.87      | 0.00%             | 2039-01-20      | Floating      | 7.71%                 | No            |                  2 | On Loan: No      |
| Hong Kong Dollar                                                          | Hong Kong Dollar                                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | HK        |    313889591 | OU      | $40030810.52    | 0.09%             |  |  |  | No            |                  1 | 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      | $4751793.60     | 0.01%             | 2038-07-20      | Floating      | 5.05%                 | 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      | $541366.32      | 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        |    419921217 | PA      | $13014.85       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DB Master Finance LLC                                                     | DB Master Finance LLC, Series 2025-1A, Class A2I                                                                                                    | CUSIP: 233046AU5<br>LEI: 549300F17UZJL70BPB08 | Long             | ABS-O            | CORP              | US        |     17846272 | PA      | $17676245.71    | 0.04%             | 2055-08-20      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| National Fuel Gas Co.                                                     | National Fuel Gas Co.                                                                                                                               | CUSIP: 636180BP5<br>LEI: 8JB38FFW1Y3C1HM8E841 | Short            | DBT              | CORP              | US        |      -200000 | PA      | $-200123.19     | -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        |      1062000 | PA      | $1016594.61     | 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      | $62359.63       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Fomento Economico Mexicano SAB de CV                                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        73100 | NS      | $22052.31       | 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        |       707006 | PA      | $707005.61      | 0.00%             | 2031-07-15      | Floating      | 5.00%                 | 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        |       219539 | PA      | $210593.00      | 0.00%             | 2036-01-25      | Floating      | 4.46%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Omnicom Group, Inc.                                                                                                                                 | CUSIP: 681919106<br>LEI: N/A                  | N/A              | DE               |  | US        |       -14200 | NS      | $47364.10       | 0.00%             |  |  |  | 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      | $2536299.83     | 0.01%             | 2032-03-15      | Floating      | 4.91%                 | 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        |      3176036 | PA      | $3682691.47     | 0.01%             | 2034-02-18      | Floating      | 3.30%                 | No            |                  2 | On Loan: No      |
| Nissan Motor Co. Ltd.                                                     | Nissan Motor Co. Ltd.                                                                                                                               | CUSIP: 654922AC7<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |      3197000 | PA      | $3237265.70     | 0.01%             | 2032-07-17      | Fixed         | 7.75%                 | 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      | $794564.42      | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Fairbridge BV                                                             | Fairbridge BV, Series 2025-1, Class A                                                                                                               | CUSIP: N/A<br>LEI: 724500T08SS1ZWOYTR56       | Long             | ABS-MBS          | CORP              | NL        |      7204686 | PA      | $8327536.53     | 0.02%             | 2062-02-24      | Floating      | 2.97%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Marui Group Co. Ltd.                                                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        53300 | NS      | $22545.03       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    488757000 | PA      | $102716.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Patrick Terminals Finance Pty. Ltd.                                       | Patrick Terminals Finance Pty. Ltd.                                                                                                                 | CUSIP: N/A<br>LEI: 9845009C9611092B6G88       | Long             | DBT              | CORP              | AU        |     11670000 | PA      | $7586407.80     | 0.02%             | 2035-10-22      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Volkswagen International Finance NV                                       | Volkswagen International Finance NV                                                                                                                 | CUSIP: N/A<br>LEI: 5299004PWNHKYTR23649       | Long             | DBT              | CORP              | NL        |     18700000 | PA      | $21603695.87    | 0.05%             | 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        |         1100 | NS      | $74477.57       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | BeOne Medicines Ltd., Class H                                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -64000 | NS      | $-8914.57       | -0.00%            |  |  |  | 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        |     29171000 | PA      | $29329801.09    | 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      | $332038.10      | 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      | $8618339.28     | 0.02%             | 2031-09-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Post Holdings, Inc.                                                       | Post Holdings, Inc.                                                                                                                                 | CUSIP: 737446AY0<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |      1983000 | PA      | $1941993.34     | 0.00%             | 2036-03-15      | 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        |      8000000 | PA      | $8868530.24     | 0.02%             | 2032-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| New Israeli Sheqel                                                        | New Israeli Sheqel                                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | IL        |      5449060 | OU      | $1732996.21     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Keyence Corp.                                                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |         3300 | NS      | $4605.46        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                                         | Barclays Bank plc                                                                                                                                   | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | RA               | CORP              | GB        |      1191000 | PA      | $1191000.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Aimco, Inc.                                                               | Aimco, Inc.                                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | CORP              | US        |     14250000 | PA      | $14570625.00    | 0.03%             | 2049-12-31      | Fixed         | 0.00%                 | No            |                  3 | 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      | $623925.00      | 0.00%             | 2026-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | U.S. Treasury 5 Year Note                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         -600 | NC      | $-84375.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Viking Cruises Ltd.                                                       | Viking Cruises Ltd.                                                                                                                                 | CUSIP: 92676XAG2<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |      3082000 | PA      | $3251340.49     | 0.01%             | 2031-07-15      | Fixed         | 9.12%                 | 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      | $-297149.67     | -0.00%            | 2029-05-03      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   1015394949 | PA      | $-6757.74       | -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        |      3502881 | PA      | $3351817.54     | 0.01%             | 2036-01-25      | Floating      | 4.24%                 | No            |                  2 | On Loan: No      |
| Rivian Holdings LLC                                                       | Rivian Holdings LLC                                                                                                                                 | CUSIP: 76954LAD1<br>LEI: N/A                  | Short            | DBT              | CORP              | US        |    -17148000 | PA      | $-16662288.04   | -0.04%            | 2031-01-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| N/A                                                                       | EssilorLuxottica SA                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |         -242 | NC      | $-1155085.98    | -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        |      2488824 | PA      | $2488824.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Mozambique International Bond                                             | Republic of Mozambique                                                                                                                              | CUSIP: N/A<br>LEI: 213800759WLKYIKPER73       | Long             | DBT              | NUSS              | MZ        |      1819000 | PA      | $1363540.59     | 0.00%             | 2031-09-15      | Variable      | 9.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   1568038741 | PA      | $-1248099.20    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Envalior Deutschland Gmbh                                                 | Envalior Deutschland Gmbh                                                                                                                           | CUSIP: N/A<br>LEI: 529900JPQDXYET6L7S09       | Long             | DBT              | CORP              | DE        |     26260995 | PA      | $24626014.79    | 0.05%             | 2031-03-31      | Fixed         | 12.66%                | No            |                  3 | On Loan: No      |
| Signia Aerospace LLC                                                      | Signia Aerospace LLC, Delayed Draw 1st Lien Term Loan                                                                                               | CUSIP: 82670NAH9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |        26030 | PA      | $26062.40       | 0.00%             | 2031-12-11      | Variable      | 0.00%                 | No            |                  2 | 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      | $397650.87      | 0.00%             | 2030-06-15      | Variable      | 7.83%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Broadridge Financial Solutions, Inc.                                                                                                                | CUSIP: 11133T103<br>LEI: N/A                  | N/A              | DE               |  | GB        |        21700 | NS      | $-156206.27     | -0.00%            |  |  |  | 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        |     36392646 | PA      | $36510656.84    | 0.08%             | 2054-08-20      | Floating      | 4.67%                 | 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      | $1489422.13     | 0.00%             | 2038-08-05      | Variable      | 4.27%                 | 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        |     18710000 | PA      | $20959120.90    | 0.05%             | 2034-02-16      | Variable      | 3.65%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | State Street SPDR Bloomberg High Yield Bond ETF                                                                                                     | CUSIP: 78468R622<br>LEI: N/A                  | N/A              | DE               |  | US        |        -9541 | NS      | $-667.87        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Betclic Everest Group SAS                                                 | Betclic Everest Group SAS                                                                                                                           | CUSIP: N/A<br>LEI: 96950037FKVH5JOEKU82       | Long             | DBT              | CORP              | FR        |      3066000 | PA      | $3502452.43     | 0.01%             | 2031-12-10      | Fixed         | 5.12%                 | 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      | $9712143.42     | 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      | $-6475370.44    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                                                  | CUSIP: 3140XNSX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       105217 | PA      | $104291.11      | 0.00%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust                            | Morgan Stanley Residential Mortgage Loan Trust, Series 2025-NQM7, Class B1                                                                          | CUSIP: 61779KAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2712000 | PA      | $2689001.70     | 0.01%             | 2070-09-25      | Variable      | 6.59%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Smurfit Westrock plc                                                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -27300 | NS      | $-31395.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust                                        | Ellington Financial Mortgage Trust, Series 2026-NQM1, Class A1                                                                                      | CUSIP: 26846GAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     11215558 | PA      | $11106409.23    | 0.02%             | 2071-02-25      | Variable      | 4.77%                 | 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      | $-383056.54     | -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        |       373811 | PA      | $148432.78      | 0.00%             | 2027-11-10      | Variable      | 16.50%                | No            |                  3 | On Loan: No      |
| FCT Noria                                                                 | FCT Noria, Series 2025-1, Class D                                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | FR        |      1700000 | PA      | $1960464.93     | 0.00%             | 2043-07-25      | Floating      | 3.34%                 | No            |                  2 | 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        |       108080 | PA      | $107316.89      | 0.00%             | 2034-03-15      | Floating      | 4.06%                 | No            |                  2 | On Loan: No      |
| ADT Security Corp. (The)                                                  | ADT Security Corp. (The)                                                                                                                            | CUSIP: 00109LAA1<br>LEI: 5493009JEEDYLVRA0J13 | Long             | DBT              | CORP              | US        |      1872000 | PA      | $1788413.55     | 0.00%             | 2029-08-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Open Text Holdings, Inc.                                                  | Open Text Holdings, Inc.                                                                                                                            | CUSIP: 683720AA4<br>LEI: N/A                  | Short            | DBT              | CORP              | US        |     -7783000 | PA      | $-6954328.42    | -0.02%            | 2030-02-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Minor International PCL                                                   | Minor International PCL                                                                                                                             | CUSIP: N/A<br>LEI: 254900T4WB2UF9XPX041       | Long             | DBT              | CORP              | TH        |      5300000 | PA      | $5268200.00     | 0.01%             | 2026-04-30      | Variable      | 2.70%                 | No            |                  2 | On Loan: No      |
| Fidelity Grand Harbour CLO DAC                                            | Fidelity Grand Harbour CLO DAC, Series 2025-1A, Class D                                                                                             | CUSIP: N/A<br>LEI: 635400KEG2CHBBPUQL38       | Long             | ABS-CBDO         | CORP              | IE        |      2510000 | PA      | $2880816.90     | 0.01%             | 2038-10-15      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| Pikes Peak CLO 15 Ltd.                                                    | Pikes Peak CLO 15 Ltd., Series 2023-15A, Class D1R                                                                                                  | CUSIP: 720922AS2<br>LEI: 213800Z4RS2ZM3411T95 | Long             | ABS-CBDO         | CORP              | JE        |      4500000 | PA      | $4446027.00     | 0.01%             | 2038-10-20      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| Symphony CLO 41 Ltd.                                                      | Symphony CLO 41 Ltd., Series 2024-41A, Class C                                                                                                      | CUSIP: 871971AG2<br>LEI: 254900CYVR9C4WFQB631 | Long             | ABS-CBDO         | CORP              | KY        |       750000 | PA      | $750891.75      | 0.00%             | 2037-07-20      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| Axalta Coating Systems LLC                                                | Axalta Coating Systems LLC                                                                                                                          | CUSIP: 05454NAA7<br>LEI: 549300G80QONCHILSF69 | Long             | DBT              | CORP              | US        |       863000 | PA      | $857161.11      | 0.00%             | 2027-06-15      | 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      | $-4.90          | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  33826665414 | PA      | $-2415612.02    | -0.01%            |  |  |  | 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      | $3688541.88     | 0.01%             | 2038-04-20      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| Guotai Junan Holdings Ltd.                                                | Guotai Junan Holdings Ltd.                                                                                                                          | CUSIP: N/A<br>LEI: 254900LPP2WWVAHJTP31       | Long             | DBT              | CORP              | VG        |      8000000 | PA      | $964648.27      | 0.00%             | 2032-11-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Home Depot, Inc. (The)                                                                                                                              | CUSIP: 437076102<br>LEI: N/A                  | N/A              | DE               |  | US        |         4200 | NS      | $-7816.44       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Al Rajhi Sukuk Ltd.                                                       | Al Rajhi Sukuk Ltd.                                                                                                                                 | CUSIP: N/A<br>LEI: 549300FHETHK3XGY8N60       | Long             | DBT              | CORP              | KY        |      7844000 | PA      | $7677628.76     | 0.02%             | 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        |     10687000 | PA      | $11630708.17    | 0.03%             | 2029-07-06      | Fixed         | 3.38%                 | 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        |     38500000 | PA      | $34836266.85    | 0.08%             | 2062-04-20      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Whitebox CLO III Ltd.                                                     | Whitebox CLO III Ltd., Series 2021-3A, Class SUB                                                                                                    | CUSIP: 96467JAC6<br>LEI: 549300JXCQSPB1A61C68 | Long             | ABS-CBDO         | CORP              | KY        |     11345000 | PA      | $5686179.80     | 0.01%             | 2035-10-15      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | EURO STOXX 50 Index                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DE        |        -1591 | NC      | $1687602.16     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | USD Currency                                                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |       628700 | PA      | $11539.35       | 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      | $-1277604.14    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Granite Ridge Resources, Inc.                                             | Granite Ridge Resources, Inc.                                                                                                                       | CUSIP: 387432AA5<br>LEI: 254900CAHJQKOQ1YZC67 | Long             | DBT              | CORP              | US        |     58219000 | PA      | $56869035.54    | 0.12%             | 2029-11-05      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                           | TransDigm, Inc.                                                                                                                                     | CUSIP: 893647BT3<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |      1008000 | PA      | $1040413.25     | 0.00%             | 2031-12-01      | Fixed         | 7.12%                 | 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      | $6041716.71     | 0.01%             | 2033-04-15      | Floating      | 5.18%                 | 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        |     35000000 | PA      | $39697055.59    | 0.09%             | 2037-02-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Powertech Technology, Inc.                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       135000 | NS      | $-35994.13      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Aviation Capital Group LLC                                                | Aviation Capital Group LLC                                                                                                                          | CUSIP: 05369AAA9<br>LEI: 549300ODEK8HY3445C77 | Short            | DBT              | CORP              | US        |      -100000 | PA      | $-98188.38      | -0.00%            | 2027-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Figeac Aero SA                                                            | Figeac Aero SA                                                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |     16520000 | PA      | $18737572.19    | 0.04%             | 2030-07-23      | Fixed         | 7.79%                 | 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      | $-210021.66     | -0.00%            |  |  |  | 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      | $1853193.72     | 0.00%             | 2038-05-14      | Floating      | 3.64%                 | 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      | $6854479.76     | 0.01%             | 2037-03-15      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | EURO STOXX 50 Index                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DE        |          431 | NC      | $82198.27       | 0.00%             |  |  |  | No            |                  1 | 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      | $570238.97      | 0.00%             | 2062-04-20      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Federal National Mortgage Association Variable Rate Notes, Series 2024-63, Class FH                                                                 | CUSIP: 3136BSQY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14772083 | PA      | $14853506.43    | 0.03%             | 2054-09-25      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| Atrium Hotel Portfolio Trust                                              | Atrium Hotel Portfolio Trust, Series 2024-ATRM, Class E                                                                                             | CUSIP: 04963XAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      7793000 | PA      | $8004190.30     | 0.02%             | 2029-11-10      | Variable      | 8.60%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Citizens Financial Group, Inc.                                                                                                                      | CUSIP: 00CC4CA42<br>LEI: N/A                  | N/A              | DE               |  | US        |          995 | NC      | $34825.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Madison Park Funding LI Ltd.                                              | Madison Park Funding LI Ltd., Series 2021-51A, Class A1R                                                                                            | CUSIP: 55821GAQ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2000000 | PA      | $1998697.00     | 0.00%             | 2038-10-19      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | International Paper Co.                                                                                                                             | CUSIP: 460146103<br>LEI: N/A                  | N/A              | DE               |  | GB        |       -62800 | NS      | $-8792.00       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| New Taiwan Dollar                                                         | New Taiwan Dollar                                                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | TW        |          365 | OU      | $11.43          | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| United Mexican States                                                     | Mex Bonos Desarr Fix Rt                                                                                                                             | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |      4742175 | PA      | $26469178.83    | 0.06%             | 2029-03-01      | Fixed         | 8.50%                 | 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      | $2983320.41     | 0.01%             | 2054-09-21      | Floating      | 5.63%                 | 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        |      6626071 | PA      | $2647461.23     | 0.01%             | 2037-02-25      | Floating      | 4.33%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association Variable Rate Notes, Series 2025-9, Class FE                                                               | CUSIP: 38385BZM5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     11858246 | PA      | $11924663.26    | 0.03%             | 2055-01-20      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| Rockwell Automation, Inc.                                                 | Rockwell Automation, Inc.                                                                                                                           | CUSIP: 773903109<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | EC               | CORP              | US        |        44555 | NS      | $15989898.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |      2225000 | PA      | $14176.42       | 0.00%             |  |  |  | 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      | $5001004.50     | 0.01%             | 2034-04-23      | Floating      | 5.10%                 | 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      | $2617205.60     | 0.01%             | 2034-10-25      | Floating      | 4.42%                 | 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      | $254965.50      | 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      | $1663153.15     | 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      | $11073756.16    | 0.02%             | 2074-10-20      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | SOP                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    377501000 | PA      | $61836.63       | 0.00%             |  |  |  | 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        |     24140861 | PA      | $24183037.41    | 0.05%             | 2061-04-25      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| GLP Pte. Ltd.                                                             | GLP Pte. Ltd.                                                                                                                                       | CUSIP: N/A<br>LEI: 254900PC2NNG9BLIJO15       | Long             | DBT              | CORP              | SG        |      4240000 | PA      | $3466200.00     | 0.01%             | 2028-05-20      | Fixed         | 9.75%                 | 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      | $2994998.10     | 0.01%             | 2037-07-17      | Floating      | 8.07%                 | No            |                  2 | On Loan: No      |
| ECARAT DE SA Compartment Lease                                            | ECARAT DE SA Compartment Lease, Series 2025-1, Class C                                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | LU        |      4200000 | PA      | $4860856.67     | 0.01%             | 2034-05-25      | Floating      | 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      | $803268.11      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bridgepoint CLO IX DAC                                                    | Bridgepoint CLO IX DAC, Series 9X, Class A                                                                                                          | CUSIP: N/A<br>LEI: 635400KHJOULRBQMED20       | Long             | ABS-CBDO         | CORP              | IE        |     11380000 | PA      | $13140419.43    | 0.03%             | 2039-10-15      | Floating      | 3.41%                 | No            |                  2 | On Loan: No      |
| Energizer Holdings, Inc.                                                  | Energizer Holdings, Inc.                                                                                                                            | CUSIP: 29272WAC3<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |       374000 | PA      | $368138.56      | 0.00%             | 2028-06-15      | Fixed         | 4.75%                 | 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      | $16012880.73    | 0.03%             | 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      | $11474.54       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Public Storage                                                                                                                                      | CUSIP: 74460D109<br>LEI: N/A                  | N/A              | DE               |  | US        |        -7900 | NS      | $3476.00        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Medline Borrower LP                                                       | Medline Borrower LP                                                                                                                                 | CUSIP: 58506DAA6<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |      1812000 | PA      | $1846396.98     | 0.00%             | 2029-04-01      | Fixed         | 6.25%                 | 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      | $2496300.25     | 0.01%             | 2038-01-20      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                                         | Barclays Bank plc                                                                                                                                   | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | RA               | CORP              | GB        |      7490822 | PA      | $8658266.61     | 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      | $3503.74        | 0.00%             |  |  |  | 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        |       498979 | PA      | $485949.81      | 0.00%             | 2035-06-25      | Floating      | 4.13%                 | No            |                  2 | On Loan: No      |
| SGL Group ApS                                                             | SGL Group ApS                                                                                                                                       | CUSIP: N/A<br>LEI: 636700YQKGLXCPPUYE74       | Long             | DBT              | CORP              | DK        |      1626000 | PA      | $1727445.98     | 0.00%             | 2031-02-24      | Floating      | 6.27%                 | No            |                  2 | On Loan: No      |
| OHA Credit Partners VII Ltd.                                              | OHA Credit Partners VII Ltd., Series 2012-7A, Class AR4                                                                                             | CUSIP: 67102QBK3<br>LEI: 549300LXLBAFTIMXZT54 | Long             | ABS-CBDO         | CORP              | KY        |       330000 | PA      | $329019.24      | 0.00%             | 2038-02-20      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| Philippine Peso                                                           | Philippine Peso                                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | PH        |   1188150340 | OU      | $19558030.28    | 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      | $-4223.21       | -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      | $3909347.29     | 0.01%             | 2037-10-15      | Floating      | 3.87%                 | No            |                  2 | On Loan: No      |
| INEOS Finance plc                                                         | INEOS Finance plc                                                                                                                                   | CUSIP: 44984WAJ6<br>LEI: 2138002D68XDR4LZCG32 | Short            | DBT              | CORP              | GB        |     -3091000 | PA      | $-2998605.06    | -0.01%            | 2029-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Weatherford International Ltd.                                            | Weatherford International Ltd.                                                                                                                      | CUSIP: 947075AU1<br>LEI: 549300A2JKMG5PGOGF82 | Short            | DBT              | CORP              | BM        |     -5034000 | PA      | $-5129812.12    | -0.01%            | 2030-04-30      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Republic of Angola                                                        | Republic of Angola                                                                                                                                  | CUSIP: 035198AF7<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |       460000 | PA      | $446430.00      | 0.00%             | 2032-04-14      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| RBC Capital Markets LLC                                                   | RBC Capital Markets LLC                                                                                                                             | CUSIP: N/A<br>LEI: 549300LCO2FLSSVFFR64       | Long             | RA               | CORP              | US        |       298125 | PA      | $298125.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Autonoria Spain                                                           | AutoNoria Spain FT, Series 2021-SP, Class C                                                                                                         | CUSIP: N/A<br>LEI: 959800PAVFGQ48YNAE06       | Long             | ABS-O            | CORP              | ES        |       341569 | PA      | $394691.19      | 0.00%             | 2039-01-31      | Floating      | 2.99%                 | 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        |      2000000 | PA      | $2275683.71     | 0.00%             | 2029-04-30      | Variable      | 4.19%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                                                  | CUSIP: 3140XKBL3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       463413 | PA      | $459308.81      | 0.00%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| RSA Security LLC                                                          | RSA Security LLC, Class B                                                                                                                           | CUSIP: N/A<br>LEI: DDXF51QWGHQV97O29E54       | Long             | EC               | CORP              | US        |      1572110 | NS      | $15.72          | 0.00%             |  |  |  | No            |                  3 | 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        |     14668997 | PA      | $14755071.94    | 0.03%             | 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      | $2382921.97     | 0.01%             | 2066-05-25      | Variable      | 3.47%                 | No            |                  2 | On Loan: No      |
| Flinders Port Holdings Pty. Ltd.                                          | Flinders Port Holdings Pty. Ltd.                                                                                                                    | CUSIP: N/A<br>LEI: 54930004ONWGFT3AYX31       | Long             | DBT              | CORP              | AU        |      5600000 | PA      | $3822610.02     | 0.01%             | 2034-07-10      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Homes By West Bay LLC                                                     | Homes By West Bay LLC                                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |     80958000 | PA      | $79946025.00    | 0.17%             | 2030-02-06      | Fixed         | 11.00%                | No            |                  3 | 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 US Bidco, Inc.                                                      | Fleet US Bidco, Inc., 1st Lien Term Loan B2                                                                                                         | CUSIP: 33902UAD5<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |       922964 | PA      | $922963.94      | 0.00%             | 2031-02-21      | Variable      | 6.42%                 | 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      | $-20203.73      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Allison Transmission, Inc.                                                | Allison Transmission, Inc.                                                                                                                          | CUSIP: 019736AE7<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |      1674000 | PA      | $1663623.38     | 0.00%             | 2027-10-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Vivion Investments SARL                                                   | Vivion Investments SARL                                                                                                                             | CUSIP: N/A<br>LEI: 529900SJ7X71ESJK9N76       | Long             | DBT              | CORP              | LU        |     11113721 | PA      | $12827452.81    | 0.03%             | 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      | $2319377.50     | 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      | $2835699.89     | 0.01%             | 2032-10-01      | Fixed         | 2.91%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | British Land Co. plc (The)                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       275700 | NS      | $30478.79       | 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      | $2067988.22     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Silver Point CLO 12 Ltd.                                                  | Silver Point CLO 12 Ltd., Series 2025-12A, Class A1                                                                                                 | CUSIP: 82809MAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     56040000 | PA      | $56057187.47    | 0.12%             | 2038-10-15      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| Turquoise V Trust                                                         | Turquoise V Trust, Series 2026-1, Class C                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | CORP              | AU        |      2790000 | PA      | $1918477.04     | 0.00%             | 2067-06-12      | Floating      | 5.55%                 | 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        |       126281 | PA      | $126.28         | 0.00%             | 2060-09-27      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Gen Digital, Inc.                                                                                                                                   | CUSIP: 668771108<br>LEI: N/A                  | N/A              | DE               |  | US        |      -101100 | NS      | $149995.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Park Intermediate Holdings LLC                                            | Park Intermediate Holdings LLC                                                                                                                      | CUSIP: 70052LAB9<br>LEI: 549300HJUVLG7EAGZV92 | Long             | DBT              | CORP              | US        |      3822000 | PA      | $3803624.21     | 0.01%             | 2028-10-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FTAI Aviation Investors LLC                                               | FTAI Aviation Investors LLC                                                                                                                         | CUSIP: 34960PAE1<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |      3348000 | PA      | $3495964.86     | 0.01%             | 2030-12-01      | Fixed         | 7.88%                 | 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      | $372259.86      | 0.00%             | 2051-06-15      | Fixed         | 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      | $1725.30        | 0.00%             |  |  |  | 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      | $6006861.83     | 0.01%             | 2037-10-15      | Floating      | 3.36%                 | 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      | $5654285.00     | 0.01%             | 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        |      2550000 | PA      | $2715507.12     | 0.01%             | 2031-07-08      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   3780085256 | PA      | $-589588.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | SOP                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |   -286539930 | PA      | $-11431313.14   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     29800000 | PA      | $-988825.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   5169009341 | PA      | $-750640.30     | -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        |       637000 | PA      | $740890.48      | 0.00%             | 2027-05-29      | Fixed         | 5.38%                 | 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      |
| N/A                                                                       | USD Currency                                                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CH        |   -113876700 | PA      | $-159922.60     | -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      | $8733.75        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ardagh Metal Packaging Finance USA LLC                                    | Ardagh Metal Packaging Finance USA LLC                                                                                                              | CUSIP: 03969YAB4<br>LEI: 635400YUJMWFYRBL5293 | Long             | DBT              | CORP              | US        |      4996000 | PA      | $4574844.19     | 0.01%             | 2029-09-01      | 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      | $135.02         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | USD Currency                                                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |     -7002000 | PA      | $-235051.70     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VEGAS Trust                                                               | VEGAS Trust, Series 2024-GCS, Class D                                                                                                               | CUSIP: 92254BAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     21161000 | PA      | $21053629.09    | 0.05%             | 2036-07-10      | Variable      | 6.22%                 | No            |                  2 | On Loan: No      |
| ELM Trust                                                                 | ELM Trust, Series 2024-ELM, Class D10                                                                                                               | CUSIP: 26860XBE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3500000 | PA      | $3501243.90     | 0.01%             | 2039-06-10      | Variable      | 6.18%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | USD Currency                                                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |     61350000 | PA      | $1152861.16     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    300382266 | PA      | $2223883.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Canada 10-Year Bond                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | CA        |         1360 | NC      | $-2414109.98    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Pavillion Consumer plc                                                    | Pavillion Consumer plc, Series 2025-1X, Class B                                                                                                     | CUSIP: N/A<br>LEI: 213800XK4G6W1NHSJJ12       | Long             | ABS-O            | CORP              | GB        |      8810000 | PA      | $11630201.15    | 0.03%             | 2036-01-25      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| Nationwide Building Society                                               | Nationwide Building Society                                                                                                                         | CUSIP: N/A<br>LEI: 549300XFX12G42QIKN82       | Long             | DBT              | CORP              | GB        |     16200000 | PA      | $18118798.99    | 0.04%             | 2037-02-03      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                                                  | CUSIP: 3140XKUQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        91181 | PA      | $90635.59       | 0.00%             | 2053-04-01      | Fixed         | 5.00%                 | 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      | $2079102.32     | 0.00%             | 2068-02-26      | Floating      | 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      | $-202975.16     | -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      | $-126711.97     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Mila BV                                                                   | Mila BV, Series 2025-1, Class D                                                                                                                     | CUSIP: N/A<br>LEI: 72450098VTA940FX5997       | Long             | ABS-O            | CORP              | NL        |      1200000 | PA      | $1377033.46     | 0.00%             | 2042-10-12      | Floating      | 3.29%                 | 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      |
| Banque Federative du Credit Mutuel SA                                     | Banque Federative du Credit Mutuel SA                                                                                                               | CUSIP: N/A<br>LEI: VBHFXSYT7OG62HNT8T76       | Long             | DBT              | CORP              | FR        |     12200000 | PA      | $12771535.93    | 0.03%             | 2030-06-03      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Hunterstown Generation LLC                                                | Hunterstown Generation LLC, 1st Lien Term Loan                                                                                                      | CUSIP: 44579UAD4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      9919773 | PA      | $9917689.54     | 0.02%             | 2031-11-06      | Variable      | 6.67%                 | 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        |      2849466 | PA      | $3290298.26     | 0.01%             | 2044-12-20      | Floating      | 3.12%                 | No            |                  2 | On Loan: No      |
| Penske Truck Leasing Co. LP                                               | Penske Truck Leasing Co. LP                                                                                                                         | CUSIP: 709599AW4<br>LEI: 549300ZX07JYMI8GHQ39 | Short            | DBT              | CORP              | US        |      -300000 | PA      | $-297809.70     | -0.00%            | 2026-11-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Eldorado Intl. Finance GmbH                                               | Eldorado Intl. Finance GmbH                                                                                                                         | CUSIP: 284697AC3<br>LEI: 2549002HQE45WFK9EY03 | Long             | DBT              | CORP              | AT        |      7444000 | PA      | $7474445.96     | 0.02%             | 2032-12-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Olin Corp.                                                                | Olin Corp.                                                                                                                                          | CUSIP: 680665AN6<br>LEI: 549300GKK294V7W57P06 | Long             | DBT              | CORP              | US        |      1875000 | PA      | $1834173.56     | 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        |     11513000 | PA      | $10813585.25    | 0.02%             | 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        |       949047 | PA      | $1104592.49     | 0.00%             | 2034-03-21      | Floating      | 3.52%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |  66248741000 | PA      | $566630.89      | 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        |       148169 | PA      | $145111.16      | 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        |      1127941 | PA      | $1180232.10     | 0.00%             | 2037-08-25      | Floating      | 4.18%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Toda Corp.                                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       160100 | NS      | $-42416.76      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Xylem, Inc.                                                                                                                                         | CUSIP: 98419M100<br>LEI: N/A                  | N/A              | DE               |  | US        |        -9300 | NS      | $4092.00        | 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      | $146.65         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Home Depot, Inc. (The)                                                    | Home Depot, Inc. (The)                                                                                                                              | CUSIP: 437076AS1<br>LEI: QEKMOTMBBKA8I816DO57 | Short            | DBT              | CORP              | US        |      -200000 | PA      | $-212908.42     | -0.00%            | 2036-12-16      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | AXA SA                                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |        30100 | NS      | $65345.77       | 0.00%             |  |  |  | No            |                  2 | 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      | $2526086.47     | 0.01%             | 2061-10-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | AUD Currency                                                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | FR        |      6662000 | PA      | $15480.56       | 0.00%             |  |  |  | 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      | $6931400.00     | 0.02%             | 2027-04-12      | Fixed         | 8.38%                 | 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      | $9186150.45     | 0.02%             | 2037-04-20      | Floating      | 11.67%                | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                                         | HSBC Holdings plc                                                                                                                                   | CUSIP: 404280EL9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      1200000 | PA      | $1215545.30     | 0.00%             | 2035-11-18      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Cheniere Energy, Inc.                                                                                                                               | CUSIP: 00PBV4KD7<br>LEI: N/A                  | N/A              | DE               |  | US        |         -300 | NC      | $-313500.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Broadstreet Partners Group LLC                                            | Broadstreet Partners Group LLC, 1st Lien Term Loan B                                                                                                | CUSIP: 11132VAY5<br>LEI: 549300BS9N54G8DD0R75 | Long             | LON              | CORP              | US        |       985573 | PA      | $960076.10      | 0.00%             | 2031-06-16      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| OTP Bank Nyrt.                                                            | OTP Bank Nyrt.                                                                                                                                      | CUSIP: N/A<br>LEI: 529900W3MOO00A18X956       | Long             | EC               | CORP              | HU        |        28298 | NS      | $3034334.64     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Kennedy Lewis CLO 12 Ltd.                                                 | Kennedy Lewis CLO 12 Ltd., Series 2023-12A, Class CR                                                                                                | CUSIP: 37147VAQ0<br>LEI: 549300OPJWALMOKFT505 | Long             | ABS-CBDO         | CORP              | KY        |      2500000 | PA      | $2507953.00     | 0.01%             | 2038-07-20      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    304764437 | PA      | $-462929.70     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                        | Energy Transfer LP                                                                                                                                  | CUSIP: 29273VBH2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |       854000 | PA      | $849342.71      | 0.00%             | 2056-02-15      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| DAE Funding LLC                                                           | DAE Funding LLC                                                                                                                                     | CUSIP: N/A<br>LEI: 635400SZTPQL3Y1P2C76       | Long             | DBT              | CORP              | US        |      1867000 | PA      | $1796296.71     | 0.00%             | 2028-03-20      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Adient Global Holdings Ltd.                                               | Adient Global Holdings Ltd.                                                                                                                         | CUSIP: 00687YAD7<br>LEI: 213800VA38VCKE6M8790 | Long             | DBT              | CORP              | JE        |      2295000 | PA      | $2320256.48     | 0.01%             | 2033-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | General Dynamics Corp.                                                                                                                              | CUSIP: 369550108<br>LEI: N/A                  | N/A              | DE               |  | US        |        -3200 | NS      | $-6720.96       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | AUD Currency                                                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    108000000 | PA      | $335759.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                              | Oracle Corp.                                                                                                                                        | CUSIP: 68389XDZ5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     15969000 | PA      | $15354006.66    | 0.03%             | 2036-02-04      | Fixed         | 5.70%                 | 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        |       514190 | PA      | $597822.68      | 0.00%             | 2049-08-13      | Floating      | 4.06%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                                                                                  | CUSIP: 3133CCDJ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1858599 | PA      | $1838267.76     | 0.00%             | 2053-08-01      | 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      | $-1430.30       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | USD Currency                                                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | DE        |     27969200 | PA      | $1727.05        | 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      | $9251038.81     | 0.02%             | 2033-04-15      | Floating      | 4.58%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |      1480000 | PA      | $-36613.41      | -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      | $13764117.75    | 0.03%             | 2039-04-27      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| Eni SpA                                                                   | Eni SpA                                                                                                                                             | CUSIP: 26874RAC2<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |       200000 | PA      | $196826.62      | 0.00%             | 2040-10-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO XX Ltd.                                       | Benefit Street Partners CLO XX Ltd., Series 2020-20A, Class D1RR                                                                                    | CUSIP: 08182FBG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       750000 | PA      | $735169.65      | 0.00%             | 2038-10-15      | Floating      | 6.37%                 | No            |                  2 | On Loan: No      |
| Fortune Star BVI Ltd.                                                     | Fortune Star BVI Ltd.                                                                                                                               | CUSIP: N/A<br>LEI: 2549008CU8NYQQRSNU62       | Long             | DBT              | CORP              | VG        |     20000000 | PA      | $23001415.00    | 0.05%             | 2026-10-02      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Citizens Financial Group, Inc.                                                                                                                      | CUSIP: 00PC4JSE2<br>LEI: N/A                  | N/A              | DE               |  | US        |         -995 | NC      | $-101987.50     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Zayo Group Holdings, Inc.                                                 | Zayo Group Holdings, Inc.                                                                                                                           | CUSIP: 98919VAC9<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | DBT              | CORP              | US        |      5206000 | PA      | $5175492.84     | 0.01%             | 2030-03-09      | Variable      | 9.25%                 | 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      | $11038477.15    | 0.02%             | 2026-05-21      | Fixed         | 10.00%                | No            |                  3 | On Loan: No      |
| Petroleos Mexicanos                                                       | Petroleos Mexicanos                                                                                                                                 | CUSIP: N/A<br>LEI: 549300CAZKPF4HKMPX17       | Long             | DBT              | NUSS              | MX        |      8200000 | PA      | $9414372.82     | 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        |      -113500 | NS      | $-50142.55      | -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        |       535216 | PA      | $621964.71      | 0.00%             | 2039-11-15      | Floating      | 3.54%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     35956468 | PA      | $15304.03       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OCP CLO Ltd.                                                              | OCP CLO Ltd., Series 2020-8RA, Class AR2                                                                                                            | CUSIP: 670898AW5<br>LEI: 254900K70GBA8CMARX66 | Long             | ABS-CBDO         | CORP              | KY        |      1000000 | PA      | $999246.40      | 0.00%             | 2038-10-17      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | EUR Currency                                                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    -32312000 | PA      | $-456635.11     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Romania                                                                   | Romania Government Bond                                                                                                                             | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |       646000 | PA      | $640829.87      | 0.00%             | 2031-07-16      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Seagate Data Storage Technology Pte. Ltd.                                 | Seagate Data Storage Technology Pte. Ltd.                                                                                                           | CUSIP: 81180LAR6<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |     12652000 | PA      | $14061534.02    | 0.03%             | 2032-12-01      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| AECOM                                                                     | AECOM                                                                                                                                               | CUSIP: 00766TAE0<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | DBT              | CORP              | US        |      1000000 | PA      | $998901.30      | 0.00%             | 2033-08-01      | 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      | $-27697.39      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | EVgo, Inc.                                                                                                                                          | CUSIP: 30052F118<br>LEI: N/A                  | N/A              | DE               |  | US        |       213790 | NS      | $5130.96        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS Group AG                                                              | UBS Group AG                                                                                                                                        | CUSIP: N/A<br>LEI: 549300SZJ9VS8SGXAN81       | Long             | DBT              | CORP              | CH        |     11997000 | PA      | $8025368.22     | 0.02%             | 2032-08-13      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| Vobile Group Ltd.                                                         | Vobile Group Ltd.                                                                                                                                   | CUSIP: N/A<br>LEI: 254900YIB5FJSDJA2S88       | Long             | EC               | CORP              | KY        |      1713000 | NS      | $760255.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| N/A                                                                       | KOSPI 200 Index                                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -10238 | NC      | $-594544.55     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Dynamo Newco II GmbH                                                      | Dynamo Newco II GmbH                                                                                                                                | CUSIP: N/A<br>LEI: 391200FDSPYB8FKV7F97       | Long             | DBT              | CORP              | DE        |      3000000 | PA      | $3075260.17     | 0.01%             | 2031-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Sunoco LP                                                                 | Sunoco LP                                                                                                                                           | CUSIP: 86765KAF6<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |      3477000 | PA      | $3461052.04     | 0.01%             | 2031-03-15      | Fixed         | 5.62%                 | 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      | $1511792.24     | 0.00%             | 2038-11-20      | Floating      | 5.21%                 | 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      | $3353224.84     | 0.01%             | 2037-07-23      | Floating      | 8.42%                 | No            |                  2 | On Loan: No      |
| Stonex Escrow Issuer LLC                                                  | Stonex Escrow Issuer LLC                                                                                                                            | CUSIP: 86189AAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1194000 | PA      | $1206688.64     | 0.00%             | 2032-07-15      | Fixed         | 6.88%                 | 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      | $2748285.12     | 0.01%             | 2065-04-20      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| Public Power Corp. SA                                                     | Public Power Corp. SA                                                                                                                               | CUSIP: N/A<br>LEI: 213800T9Y5XCOVRZ4Y57       | Long             | DBT              | CORP              | GR        |      3431000 | PA      | $3919515.74     | 0.01%             | 2030-10-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Sammaan Capital Ltd.                                                      | Sammaan Capital Ltd.                                                                                                                                | CUSIP: N/A<br>LEI: 335800A2A3G53ZQZTQ21       | Long             | EC               | CORP              | IN        |      2792650 | NS      | $4436323.44     | 0.01%             |  |  |  | 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     | 0.01%             | 2036-02-15      | Floating      | 4.84%                 | 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        |      2000000 | PA      | $2308093.75     | 0.00%             | 2029-03-30      | Variable      | 5.03%                 | No            |                  2 | On Loan: No      |
| Flatiron CLO 28 Ltd.                                                      | Flatiron CLO 28 Ltd., Series 2024-1A, Class ER                                                                                                      | CUSIP: 33884GAE6<br>LEI: 254900U51J2X527SRJ56 | Long             | ABS-CBDO         | CORP              | KY        |      2000000 | PA      | $1945485.80     | 0.00%             | 2036-07-15      | Floating      | 8.27%                 | 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        |        79148 | PA      | $200065.11      | 0.00%             | 2029-01-25      | Variable      | 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      | $-339.98        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Chile                                                         | Republic of Chile                                                                                                                                   | CUSIP: N/A<br>LEI: 549300FLZTJM5YJF8D34       | Long             | DBT              | NUSS              | CL        |       874000 | PA      | $1000747.21     | 0.00%             | 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        |      2327000 | PA      | $2132656.41     | 0.00%             | 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        |       697000 | PA      | $756245.00      | 0.00%             | 2054-11-13      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| Ares XLI CLO Ltd.                                                         | Ares XLI CLO Ltd., Series 2016-41A, Class AR2                                                                                                       | CUSIP: 04016DAS4<br>LEI: 549300X38KZ67Q2FQG11 | Long             | ABS-CBDO         | CORP              | KY        |      3000000 | PA      | $3000153.00     | 0.01%             | 2034-04-15      | Floating      | 5.00%                 | 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        |      1603000 | PA      | $1359062.35     | 0.00%             | 2033-03-10      | Variable      | 3.93%                 | No            |                  2 | On Loan: No      |
| Michaels Cos., Inc. (The)                                                 | Michaels Cos., Inc. (The)                                                                                                                           | CUSIP: 59408QAB2<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |      1853000 | PA      | $1803884.38     | 0.00%             | 2033-03-15      | Fixed         | 8.50%                 | 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      | $1156977.36     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| RHP Hotel Properties LP                                                   | RHP Hotel Properties LP                                                                                                                             | CUSIP: 749571AG0<br>LEI: 549300SJMSMA2471GA96 | Long             | DBT              | CORP              | US        |      2878000 | PA      | $2789921.80     | 0.01%             | 2029-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Silver Point CLO 3 Ltd.                                                   | Silver Point CLO 3 Ltd., Series 2023-3A, Class A1R                                                                                                  | CUSIP: 827925AL2<br>LEI: 5493000HU7LKTSD3BK48 | Long             | ABS-CBDO         | CORP              | JE        |      4340000 | PA      | $4336200.76     | 0.01%             | 2039-01-18      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| iShares Bitcoin Trust                                                     | iShares Bitcoin Trust ETF                                                                                                                           | CUSIP: 46438F101<br>LEI: 529900HVFN08L8P4H851 | Long             |  |  | US        |      1447178 | NS      | $55600578.76    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | GEA Group AG                                                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        22000 | NS      | $49644.81       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Taiwan Mobile Co. Ltd.                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -531503 | NS      | $-19703.71      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Komatsu Ltd.                                                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -27100 | NS      | $-61003.45      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republic Finance Issuance Trust                                           | Republic Finance Issuance Trust, Series 2025-A, Class A                                                                                             | CUSIP: 76042FAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     21972000 | PA      | $21874600.32    | 0.05%             | 2034-11-20      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |       575000 | PA      | $-19446.19      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| British Telecommunications plc                                            | British Telecommunications plc                                                                                                                      | CUSIP: 11102AAG6<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |      3628000 | PA      | $3458397.17     | 0.01%             | 2081-11-23      | Variable      | 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      | $-44.01         | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Birch Grove CLO 15 Ltd.                                                   | Birch Grove CLO 15 Ltd., Series 2025-15A, Class A1                                                                                                  | CUSIP: 09078EAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      5000000 | PA      | $4996587.50     | 0.01%             | 2039-01-23      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| MAIN Trust                                                                | MAIN Trust, Series 2026-OLAS, Class B                                                                                                               | CUSIP: 56036BAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      7560000 | PA      | $7559955.09     | 0.02%             | 2041-01-15      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Edison International                                                      | Edison International                                                                                                                                | CUSIP: 281020AX5<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |      2319000 | PA      | $2360992.45     | 0.01%             | 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      | $122354.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PepsiCo, Inc.                                                             | PepsiCo, Inc.                                                                                                                                       | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |         1889 | NS      | $293342.81      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Baker Hughes Co.                                                                                                                                    | CUSIP: 05722G100<br>LEI: N/A                  | N/A              | DE               |  | US        |       -16900 | NS      | $25012.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | SOP                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |   -232456000 | PA      | $-8951055.99    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |      8886000 | PA      | $-2611.82       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| XHR LP                                                                    | XHR LP                                                                                                                                              | CUSIP: 98372MAC9<br>LEI: 549300M88BPT83ZL2164 | Long             | DBT              | CORP              | US        |      1125000 | PA      | $1089839.70     | 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        |      4488000 | PA      | $1056924.00     | 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        |      6049285 | PA      | $7852368.99     | 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        |       386000 | PA      | $395512.20      | 0.00%             | 2032-08-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Czech Republic                                                            | Czech Republic                                                                                                                                      | CUSIP: N/A<br>LEI: 3157007EFDLQABN47912       | Long             | DBT              | NUSS              | CZ        |    482350000 | PA      | $19488636.48    | 0.04%             | 2044-04-04      | Fixed         | 4.00%                 | 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      | $1099623.75     | 0.00%             | 2039-12-15      | Floating      | 6.41%                 | 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        |      1995253 | PA      | $1511404.15     | 0.00%             | 2035-06-15      | Variable      | 3.60%                 | 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        |     21130134 | PA      | $21140358.53    | 0.05%             | 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      | $5956531.06     | 0.01%             | 2041-06-15      | Floating      | 6.56%                 | 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      | $601613.74      | 0.00%             | 2062-03-21      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Julius Baer Group Ltd.                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        31500 | NS      | $-356.83        | -0.00%            |  |  |  | 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        |     12063352 | PA      | $12199236.82    | 0.03%             | 2071-10-15      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust                                    | Velocity Commercial Capital Loan Trust, Series 2025-4, Class M3                                                                                     | CUSIP: 92262JAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1811582 | PA      | $1778512.30     | 0.00%             | 2055-09-25      | Variable      | 6.31%                 | No            |                  2 | On Loan: No      |
| Celanese US Holdings LLC                                                  | Celanese US Holdings LLC                                                                                                                            | CUSIP: 15089QAP9<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |      1662000 | PA      | $1734719.15     | 0.00%             | 2032-07-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| BRES Commercial Mortgage Trust                                            | BRES Commercial Mortgage Trust, Series 2025-ATCAP, Class A                                                                                          | CUSIP: 05619GAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5800000 | PA      | $5786395.52     | 0.01%             | 2042-11-15      | Floating      | 5.17%                 | 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      | $865979.22      | 0.00%             | 2038-04-15      | Floating      | 6.39%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding XL-R Ltd.                                            | Madison Park Funding XL-R Ltd., Series 2025-40RA, Class A                                                                                           | CUSIP: 55823RAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     26130000 | PA      | $26132137.43    | 0.06%             | 2038-10-16      | Floating      | 5.12%                 | 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      | $9087159.38     | 0.02%             | 2034-03-15      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| RLJ Lodging Trust LP                                                      | RLJ Lodging Trust LP                                                                                                                                | CUSIP: 74965LAA9<br>LEI: 549300RX5I8Z6I6LDZ74 | Long             | DBT              | CORP              | US        |      2416000 | PA      | $2404215.72     | 0.01%             | 2026-07-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Alcoa Nederland Holding BV                                                | Alcoa Nederland Holding BV                                                                                                                          | CUSIP: 013822AH4<br>LEI: 5493000UL1QLQLT1VQ42 | Long             | DBT              | CORP              | NL        |       257000 | PA      | $268747.97      | 0.00%             | 2031-03-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | SOP                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |   -232456000 | PA      | $-7594605.94    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| KKR CLO 42 Ltd.                                                           | KKR CLO 42 Ltd., Series 42A, Class BR                                                                                                               | CUSIP: 48255EAL4<br>LEI: 25490002X2XBS4OKP051 | Long             | ABS-CBDO         | CORP              | KY        |      1500000 | PA      | $1498832.10     | 0.00%             | 2034-07-20      | 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      | $-1631.45       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Colombia                                                      | Republic of Colombia                                                                                                                                | CUSIP: 195325EL5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |       460000 | PA      | $481643.00      | 0.00%             | 2035-11-14      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Nucor Corp.                                                                                                                                         | CUSIP: 670346105<br>LEI: N/A                  | N/A              | DE               |  | US        |         7000 | NS      | $28282.10       | 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      | $133424.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | USD Currency                                                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CH        |     -1980900 | PA      | $-3470.67       | -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        |       857318 | PA      | $822065.82      | 0.00%             | 2037-03-25      | Floating      | 4.20%                 | No            |                  2 | On Loan: No      |
| Ladder Capital Finance Holdings LLLP                                      | Ladder Capital Finance Holdings LLLP                                                                                                                | CUSIP: 505742AR7<br>LEI: 254900TBF2Z4GR7NSX02 | Long             | DBT              | CORP              | US        |       420000 | PA      | $434164.92      | 0.00%             | 2031-07-15      | Fixed         | 7.00%                 | 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      | $182000.00      | 0.00%             | 2027-01-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                       | Fifth Third Bancorp                                                                                                                                 | CUSIP: 316773100<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EC               | CORP              | US        |       224602 | NS      | $10435008.92    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Hill FL                                                                   | Hill FL BV, Series 2024-1FL, Class C                                                                                                                | CUSIP: N/A<br>LEI: 7245006MK9ZZTYTYIQ03       | Long             | ABS-O            | CORP              | NL        |       537381 | PA      | $623826.30      | 0.00%             | 2032-02-18      | Floating      | 4.01%                 | No            |                  2 | On Loan: No      |
| Domain Greenbough Issuer LLC                                              | Domain Greenbough Issuer 2 LLC                                                                                                                      | CUSIP: 25704PAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     16025679 | PA      | $16006448.19    | 0.03%             | 2032-01-23      | Variable      | 14.57%                | No            |                  3 | On Loan: No      |
| Commercial Metals Co.                                                     | Commercial Metals Co.                                                                                                                               | CUSIP: 201723AV5<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |       874000 | PA      | $861628.97      | 0.00%             | 2035-12-15      | Fixed         | 6.00%                 | 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        |      3443378 | PA      | $4511818.21     | 0.01%             | 2035-02-17      | Floating      | 6.84%                 | No            |                  2 | On Loan: No      |
| Carlyle US CLO Ltd.                                                       | Carlyle US CLO Ltd., Series 2020-1A, Class C2RR                                                                                                     | CUSIP: 14317XBQ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      3000000 | PA      | $2854783.80     | 0.01%             | 2038-01-20      | Floating      | 7.52%                 | No            |                  2 | On Loan: No      |
| Fair Oaks Loan Funding VI DAC                                             | Fair Oaks Loan Funding VI DAC, Series 6A, Class A                                                                                                   | CUSIP: N/A<br>LEI: 635400P4E8VQ2D7S4T27       | Long             | ABS-CBDO         | CORP              | IE        |      9750000 | PA      | $11269561.17    | 0.02%             | 2039-07-15      | Floating      | 3.37%                 | No            |                  2 | On Loan: No      |
| Iron Mountain, Inc.                                                       | Iron Mountain, Inc.                                                                                                                                 | CUSIP: 46284VAP6<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |      3833000 | PA      | $3906635.76     | 0.01%             | 2029-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa                                                  | Republic of South Africa                                                                                                                            | CUSIP: N/A<br>LEI: 378900AAFB4F17004C49       | Long             | DBT              | NUSS              | ZA        |   1487030814 | PA      | $82090867.65    | 0.18%             | 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        |     35646000 | PA      | $40682491.33    | 0.09%             | 2030-04-30      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| MAD Commercial Mortgage Trust                                             | MAD Commercial Mortgage Trust, Series 2025-11MD, Class E                                                                                            | CUSIP: 55616AAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4668000 | PA      | $4578710.96     | 0.01%             | 2042-10-15      | Variable      | 6.84%                 | 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        |      7899537 | PA      | $7968099.69     | 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        |       543342 | PA      | $630650.67      | 0.00%             | 2036-07-28      | Floating      | 3.41%                 | No            |                  2 | On Loan: No      |
| Acrisure LLC                                                              | Acrisure LLC                                                                                                                                        | CUSIP: 004961AA6<br>LEI: 549300R0Z1Q47XRTGO22 | Long             | DBT              | CORP              | US        |      2763000 | PA      | $2662490.63     | 0.01%             | 2032-07-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Anchorage Capital CLO Ltd.                                                | Anchorage Capital CLO Ltd., Series 2026-22A, Class AR4                                                                                              | CUSIP: 03333KAC1<br>LEI: 549300GQXKMJDZ17HU89 | Long             | ABS-CBDO         | CORP              | KY        |     22500000 | PA      | $22485582.00    | 0.05%             | 2039-01-20      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Safran SA                                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |         -249 | NC      | $-9209.81       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Nanshan Life Pte. Ltd.                                                    | Nanshan Life Pte. Ltd.                                                                                                                              | CUSIP: N/A<br>LEI: 2138006QCWSN6N7E1140       | Long             | DBT              | CORP              | SG        |      6000000 | PA      | $5818560.00     | 0.01%             | 2041-03-17      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   2151586913 | PA      | $11229.24       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MPT Operating Partnership LP                                              | MPT Operating Partnership LP                                                                                                                        | CUSIP: N/A<br>LEI: WUQXXXF7PXTUPGROE843       | Long             | DBT              | CORP              | US        |     12579000 | PA      | $14308486.04    | 0.03%             | 2032-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| AES Andes SA                                                              | AES Andes SA                                                                                                                                        | CUSIP: N/A<br>LEI: 549300IF4IFG0FS0RM26       | Long             | DBT              | CORP              | CL        |      1901000 | PA      | $1942584.38     | 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      | $-11643.92      | -0.00%            |  |  |  | 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        |      1696341 | PA      | $1383381.10     | 0.00%             | 2051-12-26      | Variable      | 4.48%                 | 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        |      2413620 | PA      | $583986.61      | 0.00%             | 2030-03-01      | Variable      | 7.86%                 | 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: 2594001KNYIQ456J2792 | Long             | LON              | CORP              | LU        |     15214679 | PA      | $15226546.86    | 0.03%             | 2029-09-13      | Variable      | 8.17%                 | 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      | $8483394.28     | 0.02%             | 2035-03-15      | Floating      | 6.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                                                  | CUSIP: 3140BNZY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6714264 | PA      | $6869338.77     | 0.01%             | 2055-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Daimler Truck Holding AG                                                  | Daimler Truck Holding AG                                                                                                                            | CUSIP: N/A<br>LEI: 529900PW78JIYOUBSR24       | Long             | EC               | CORP              | DE        |        12512 | NS      | $616163.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cognizant Technology Solutions Corp.                                      | Cognizant Technology Solutions Corp., Class A                                                                                                       | CUSIP: 192446102<br>LEI: 5493006IEVQEFQO40L83 | Long             | EC               | CORP              | US        |         4976 | NS      | $305277.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Teeg Bidco Pty. Ltd.                                                      | Teeg Bidco Pty. Ltd., 1st Lien Term Loan B                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | AU        |     22500000 | PA      | $15523875.00    | 0.03%             | 2033-01-02      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Lagarino European Loan Conduit No. 40 DAC                                 | Lagarino European Loan Conduit No. 40 DAC, Series 40X, Class C                                                                                      | CUSIP: N/A<br>LEI: 984500F6BB6D4DUA7796       | Long             | ABS-MBS          | CORP              | IE        |      7090931 | PA      | $8161121.34     | 0.02%             | 2037-06-22      | Floating      | 4.76%                 | 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        |     13867700 | PA      | $13527941.35    | 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        |       377255 | PA      | $326325.55      | 0.00%             | 2029-02-06      | Variable      | 8.42%                 | No            |                  2 | On Loan: No      |
| Dryden 80 CLO Ltd.                                                        | Dryden 80 CLO Ltd., Series 2019-80A, Class CRR                                                                                                      | CUSIP: 26245JBE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      4000000 | PA      | $3995121.60     | 0.01%             | 2033-01-17      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| Azelis Group NV                                                           | Azelis Group NV                                                                                                                                     | CUSIP: N/A<br>LEI: 699400M9RRMTV264FM70       | Long             | EC               | CORP              | BE        |       142263 | NS      | $1450734.38     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Finastra USA, Inc.                                                        | Finastra USA, Inc., 1st Lien Term Loan                                                                                                              | CUSIP: 31772YAE6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      1995935 | PA      | $2141912.44     | 0.00%             | 2032-09-15      | Variable      | 6.62%                 | 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        |     14330000 | PA      | $14301226.79    | 0.03%             | 2038-04-20      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Palladyne AI Corp.                                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       128364 | NS      | $8048.42        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  28618000000 | PA      | $545801.51      | 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      | $1098763.77     | 0.00%             | 2055-12-12      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| Nationwide Building Society                                               | Nationwide Building Society                                                                                                                         | CUSIP: N/A<br>LEI: 549300XFX12G42QIKN82       | Long             | DBT              | CORP              | GB        |      8356000 | PA      | $9345721.26     | 0.02%             | 2037-02-03      | Variable      | 3.85%                 | No            |                  2 | 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        |     22615600 | PA      | $22531922.28    | 0.05%             | 2027-12-15      | Fixed         | 3.50%                 | No            |                  3 | On Loan: No      |
| N/A                                                                       | Mastercard, Inc., Class A                                                                                                                           | CUSIP: 57636Q104<br>LEI: N/A                  | N/A              | DE               |  | GB        |         4000 | NS      | $25526.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kennedy Lewis CLO 20 Ltd.                                                 | Kennedy Lewis CLO 20 Ltd., Series 2024-20A, Class A                                                                                                 | CUSIP: 370912AA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      3000000 | PA      | $3000702.90     | 0.01%             | 2038-01-25      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| Century Communities, Inc.                                                 | Century Communities, Inc.                                                                                                                           | CUSIP: 156504300<br>LEI: 5299002QMB2O7ZL1CA26 | Long             | EC               | CORP              | US        |       141389 | NS      | $8112900.82     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Muthoot Finance Ltd.                                                      | Muthoot Finance Ltd.                                                                                                                                | CUSIP: 62828M2F7<br>LEI: 335800HAMJMBFL4RRF02 | Long             | DBT              | CORP              | IN        |      5650000 | PA      | $5426825.00     | 0.01%             | 2030-08-04      | 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      | $129.86         | 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      | $505174.05      | 0.00%             | 2064-08-01      | Variable      | 8.01%                 | No            |                  2 | On Loan: No      |
| Pinnacle Bidco plc                                                        | Pinnacle Bidco plc                                                                                                                                  | CUSIP: N/A<br>LEI: 2138006Z5V8OBL2A2Q06       | Long             | DBT              | CORP              | GB        |      6379000 | PA      | $8755874.95     | 0.02%             | 2028-10-11      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Open Text Holdings, Inc.                                                  | Open Text Holdings, Inc.                                                                                                                            | CUSIP: 683720AC0<br>LEI: N/A                  | Short            | DBT              | CORP              | US        |     -5877000 | PA      | $-5015378.32    | -0.01%            | 2031-12-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                                                                                  | CUSIP: 3132DWHZ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       455308 | PA      | $450855.87      | 0.00%             | 2053-08-01      | Fixed         | 5.00%                 | 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        |      1634584 | PA      | $2166946.87     | 0.00%             | 2032-05-16      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| Bayer AG                                                                  | Bayer AG                                                                                                                                            | CUSIP: N/A<br>LEI: 549300J4U55H3WP1XT59       | Long             | DBT              | CORP              | DE        |      8200000 | PA      | $9276247.43     | 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        |      4435000 | PA      | $4775291.75     | 0.01%             | 2030-05-21      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Harvest Midstream I LP                                                    | Harvest Midstream I LP                                                                                                                              | CUSIP: 417558AB9<br>LEI: 549300DW5M17KJOXCY66 | Long             | DBT              | CORP              | US        |       679000 | PA      | $692087.73      | 0.00%             | 2032-05-15      | Fixed         | 7.50%                 | 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        |     41502187 | PA      | $39476008.27    | 0.09%             | 2062-07-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | USD Currency                                                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |   -100132946 | PA      | $-1072251.29    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Becton Dickinson & Co.                                                    | Becton Dickinson & Co.                                                                                                                              | CUSIP: 075887BW8<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |       700000 | PA      | $694237.82      | 0.00%             | 2027-06-06      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Dyno Nobel Ltd.                                                           | Dyno Nobel Ltd.                                                                                                                                     | CUSIP: N/A<br>LEI: 254900UW2F3BKV6Z9V18       | Long             | DBT              | CORP              | AU        |      1520000 | PA      | $1000073.69     | 0.00%             | 2035-08-08      | Fixed         | 5.82%                 | 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        |      4792174 | PA      | $1048410.25     | 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      | $8306890.35     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust                            | Morgan Stanley Residential Mortgage Loan Trust, Series 2025-DSC2, Class B1                                                                          | CUSIP: 61778XAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1557000 | PA      | $1564112.06     | 0.00%             | 2070-07-25      | Variable      | 7.11%                 | 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        |       640569 | PA      | $605476.41      | 0.00%             | 2036-02-25      | Floating      | 4.25%                 | No            |                  2 | On Loan: No      |
| Turk Telekomunikasyon A/S                                                 | Turk Telekomunikasyon A/S                                                                                                                           | CUSIP: N/A<br>LEI: 789000A2TXOI10JZLF90       | Long             | DBT              | CORP              | TR        |      1483000 | PA      | $1443833.97     | 0.00%             | 2032-10-07      | Fixed         | 6.95%                 | 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      | $7099494.62     | 0.02%             | 2036-02-15      | 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      | $-17400.75      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                                                 | Nelnet Student Loan Trust, Series 2025-BA, Class A1B                                                                                                | CUSIP: 64032BAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     34269941 | PA      | $34440399.30    | 0.07%             | 2055-05-17      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | FR        |      1219000 | PA      | $20941.01       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Molossus Btl plc                                                          | Molossus Btl plc, Series 2025-1, Class D                                                                                                            | CUSIP: N/A<br>LEI: 635400EK2YUIDKJ84N95       | Long             | ABS-MBS          | CORP              | GB        |       156081 | PA      | $206489.49      | 0.00%             | 2063-03-17      | Floating      | 5.38%                 | 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        |       652734 | PA      | $652191.86      | 0.00%             | 2030-10-17      | Variable      | 7.46%                 | No            |                  3 | On Loan: No      |
| Polaris plc                                                               | Polaris plc, Series 2025-3X, Class C                                                                                                                | CUSIP: N/A<br>LEI: 2138004HHDTEKA2ZLF42       | Long             | ABS-MBS          | CORP              | GB        |       414000 | PA      | $546200.46      | 0.00%             | 2069-10-27      | Floating      | 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      | $814.52         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Ferrari NV                                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         2800 | NS      | $33467.92       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |      3749863 | PA      | $405573.32      | 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      | $492158.52      | 0.00%             | 2071-12-16      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| Czech Koruna                                                              | Czech Koruna                                                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | CZ        |    756080820 | OU      | $35608257.79    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| New World China Land Ltd.                                                 | New World China Land Ltd.                                                                                                                           | CUSIP: N/A<br>LEI: 549300X7767HIID3YE28       | Long             | DBT              | CORP              | KY        |      5400000 | PA      | $5038200.00     | 0.01%             | 2027-01-23      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                        | T-Mobile USA, Inc.                                                                                                                                  | CUSIP: 87264ACA1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |       200000 | PA      | $191834.50      | 0.00%             | 2028-02-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  71620122017 | PA      | $1301954.98     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      4850000 | PA      | $2133.90        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |     13000000 | PA      | $-31195.86      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Algoma Steel Group, Inc.                                                  | Algoma Steel Group, Inc.                                                                                                                            | CUSIP: 015658107<br>LEI: 549300Q5EU337A1XCX27 | Long             | EC               | CORP              | CA        |      1251408 | NS      | $5168315.04     | 0.01%             |  |  |  | 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        |      1472596 | PA      | $1465232.75     | 0.00%             | 2031-07-02      | Variable      | 6.67%                 | No            |                  2 | On Loan: No      |
| Bayview Commercial Asset Trust                                            | Bayview Commercial Asset Trust, Series 2006-4A, Class A1                                                                                            | CUSIP: 07325BAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1271260 | PA      | $1225172.60     | 0.00%             | 2036-12-25      | Floating      | 4.14%                 | No            |                  2 | On Loan: No      |
| Kaspi.KZ JSC                                                              | Kaspi.KZ JSC                                                                                                                                        | CUSIP: N/A<br>LEI: 2549003YU6FARG8OAZ13       | Long             | DBT              | CORP              | KZ        |       417000 | PA      | $418113.39      | 0.00%             | 2030-03-26      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO 19B-R3 Ltd.                                    | Golub Capital Partners CLO 19B-R3 Ltd., Series 2017-19RA, Class D1R3                                                                                | CUSIP: 38181YAL0<br>LEI: 2549003VC5PGFRGCQU51 | Long             | ABS-CBDO         | CORP              | KY        |      1000000 | PA      | $988380.00      | 0.00%             | 2036-10-20      | Floating      | 6.59%                 | No            |                  2 | On Loan: No      |
| MAIN Trust                                                                | MAIN Trust, Series 2026-OLAS, Class D                                                                                                               | CUSIP: 56036BAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5600000 | PA      | $5599951.84     | 0.01%             | 2041-01-15      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Zebra Technologies Corp., Class A                                                                                                                   | CUSIP: 989207105<br>LEI: N/A                  | N/A              | DE               |  | US        |        -4100 | NS      | $-13161.00      | -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        |     11451390 | PA      | $325440.49      | 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      | $580139.84      | 0.00%             | 2034-07-25      | Floating      | 4.33%                 | 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        |      1449356 | PA      | $1173226.40     | 0.00%             | 2049-10-25      | Variable      | 3.76%                 | 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        |      4581500 | PA      | $4554637.29     | 0.01%             | 2034-11-15      | Floating      | 8.86%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                           | TransDigm, Inc.                                                                                                                                     | CUSIP: 893647BP1<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |      1316000 | PA      | $1293001.62     | 0.00%             | 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      | $5631579.06     | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Ukraine                                                                   | Ukraine Government Bond                                                                                                                             | CUSIP: N/A<br>LEI: 6354001WLTJXOMEXPY07       | Long             | DBT              | NUSS              | UA        |     22486461 | PA      | $10276312.68    | 0.02%             | 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      | $1839482.82     | 0.00%             | 2034-03-28      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| Kronos International, Inc.                                                | Kronos International, Inc.                                                                                                                          | CUSIP: N/A<br>LEI: 529900NTVDLUSYY9F493       | Long             | DBT              | CORP              | US        |      6916000 | PA      | $6867458.05     | 0.01%             | 2029-03-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Channel Vas Investments Ltd.                                              | Channel Vas Investments Ltd.                                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | VG        |       783897 | NS      | $908456.54      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cassia SRL                                                                | Cassia SRL, Series 2022-1X, Class A                                                                                                                 | CUSIP: N/A<br>LEI: 815600A9D6ADF4638276       | Long             | ABS-MBS          | CORP              | IT        |     12209568 | PA      | $14180873.94    | 0.03%             | 2034-05-22      | Floating      | 4.52%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                       | Petroleos Mexicanos                                                                                                                                 | CUSIP: 71654QDC3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |      1452000 | PA      | $1456936.80     | 0.00%             | 2030-01-23      | Fixed         | 6.84%                 | 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        |      5662000 | PA      | $5739852.50     | 0.01%             | 2030-07-24      | Fixed         | 9.47%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | FR        |     20000000 | PA      | $-18644.23      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    142841000 | PA      | $50844.57       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Entain Holdings (Gibraltar) Ltd.                                          | Entain Holdings (Gibraltar) Ltd., 1st Lien Term Loan B                                                                                              | CUSIP: G3168QAC1<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |       801610 | PA      | $800736.04      | 0.00%             | 2029-10-31      | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | China Petroleum & Chemical Corp., Class H                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |    -32894700 | NS      | $1102963.43     | 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        |      3819324 | PA      | $3483543.41     | 0.01%             | 2037-01-25      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| SC Austria SARL                                                           | SC Austria SARL, Series 2025-1, Class C                                                                                                             | CUSIP: N/A<br>LEI: 81560007AFE688B7A894       | Long             | ABS-O            | CORP              | LU        |      4903000 | PA      | $5703793.23     | 0.01%             | 2041-07-25      | Floating      | 3.48%                 | 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      | $13809459.90    | 0.03%             | 2038-01-20      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| LPP SA                                                                    | LPP SA                                                                                                                                              | CUSIP: N/A<br>LEI: 259400NUS7MKGPJL4752       | Long             | EC               | CORP              | PL        |          326 | NS      | $1976684.90     | 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        |       455000 | NS      | $-12792.68      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $622961.27      | 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        |      4345083 | PA      | $3259132.91     | 0.01%             | 2037-02-25      | Floating      | 4.07%                 | No            |                  2 | On Loan: No      |
| RR 27 Ltd.                                                                | RR 27 Ltd., Series 2023-27A, Class A1AR                                                                                                             | CUSIP: 78110VAS3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | BM        |      7750000 | PA      | $7746215.68     | 0.02%             | 2040-10-15      | Floating      | 4.90%                 | 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      | $16006811.20    | 0.03%             | 2037-04-20      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Piramal Finance Ltd.                                                      | Piramal Finance Ltd.                                                                                                                                | CUSIP: N/A<br>LEI: 335800M751HM7MSTFQ19       | Long             | DBT              | CORP              | IN        |     11000000 | PA      | $11075625.00    | 0.02%             | 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      | $4110185.79     | 0.01%             | 2027-10-14      | Variable      | 6.94%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDI                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     24249294 | PA      | $-284770.73     | -0.00%            |  |  |  | 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        |      1081431 | PA      | $1130870.58     | 0.00%             | 2037-01-25      | Floating      | 4.32%                 | 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      | $-36487.30      | -0.00%            |  |  |  | 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      | $1117675.00     | 0.00%             | 2035-08-10      | Variable      | 4.14%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Ipsen SA                                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         5200 | NS      | $79814.43       | 0.00%             |  |  |  | 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        |      2894330 | PA      | $3352536.78     | 0.01%             | 2041-09-30      | Floating      | 2.64%                 | No            |                  2 | On Loan: No      |
| American Tower Corp.                                                      | American Tower Corp.                                                                                                                                | CUSIP: 03027XBV1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |      9080000 | PA      | $9014052.50     | 0.02%             | 2027-03-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| INEOS Finance plc                                                         | INEOS Finance plc                                                                                                                                   | CUSIP: 44984WAJ6<br>LEI: 2138002D68XDR4LZCG32 | Long             | DBT              | CORP              | GB        |       141000 | PA      | $136785.28      | 0.00%             | 2029-04-15      | Fixed         | 7.50%                 | No            |                  2 | 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      | $550596.17      | 0.00%             | 2030-12-10      | 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      | $10883.60       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | RELX plc                                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        44200 | NS      | $-62982.36      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | L'Oreal SA                                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         3300 | NS      | $31813.68       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Congolese International Bond                                              | Congo Government Bond                                                                                                                               | CUSIP: N/A<br>LEI: 529900BXT90HR4QTB688       | Long             | DBT              | NUSS              | CG        |      3575000 | PA      | $3213925.00     | 0.01%             | 2035-02-17      | Fixed         | 9.50%                 | 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        |      1302300 | PA      | $1296526.93     | 0.00%             | 2057-04-25      | Variable      | 4.10%                 | 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      | $12794165.02    | 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        |       669000 | PA      | $776913.29      | 0.00%             | 2030-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Wynn Macau Ltd.                                                           | Wynn Macau Ltd.                                                                                                                                     | CUSIP: 98313RAL0<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |      7593000 | PA      | $7384192.50     | 0.02%             | 2034-02-15      | Fixed         | 6.75%                 | 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        |      1015531 | PA      | $1177384.83     | 0.00%             | 2043-02-25      | Floating      | 3.59%                 | No            |                  2 | On Loan: No      |
| Auto1 Car Funding SARL                                                    | Auto1 Car Funding SARL, Series 2, Class C                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | LU        |       688665 | PA      | $797502.58      | 0.00%             | 2035-07-16      | Floating      | 3.24%                 | No            |                  2 | On Loan: No      |
| ADLER Group SA                                                            | ADLER Group SA                                                                                                                                      | CUSIP: N/A<br>LEI: 391200OYYFJ3DWAMEC69       | Long             | EC               | CORP              | LU        |      5436820 | NS      | $62.84          | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| SoftBank Group Corp.                                                      | SoftBank Group Corp.                                                                                                                                | CUSIP: N/A<br>LEI: 5493003BZYYYCDIO0R13       | Long             | DBT              | CORP              | JP        |      5003000 | PA      | $5805155.24     | 0.01%             | 2029-01-08      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Zimmer Biomet Holdings, Inc.                                                                                                                        | CUSIP: 98956P102<br>LEI: N/A                  | N/A              | DE               |  | US        |       -16600 | NS      | $-43492.00      | -0.00%            |  |  |  | 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      | $39440080.18    | 0.09%             | 2037-10-22      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| Avis Budget Car Rental LLC                                                | Avis Budget Car Rental LLC                                                                                                                          | CUSIP: 053773BH9<br>LEI: XN8R4HH1TVC1XOCL5P21 | Long             | DBT              | CORP              | US        |      2416000 | PA      | $2387998.56     | 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        |     59974809 | PA      | $69443889.83    | 0.15%             | 2026-04-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      5285000 | PA      | $-10989.99      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Flutter Treasury DAC                                                      | Flutter Treasury DAC                                                                                                                                | CUSIP: N/A<br>LEI: 635400JE8VLL9UFVIC38       | Long             | DBT              | CORP              | IE        |     12687000 | PA      | $14154125.13    | 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      | $2159190.18     | 0.00%             | 2030-10-23      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Wharf Real Estate Investment Co. Ltd.                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -394000 | NS      | $101658.32      | 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        |       853288 | PA      | $991110.72      | 0.00%             | 2039-05-27      | Floating      | 3.35%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Japan Steel Works Ltd. (The)                                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -14000 | NS      | $50579.39       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                            | Morgan Stanley                                                                                                                                      | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |         1925 | NS      | $316797.25      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hilcorp Energy I LP                                                       | Hilcorp Energy I LP                                                                                                                                 | CUSIP: 431318BE3<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |      2651000 | PA      | $2590000.76     | 0.01%             | 2034-05-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                                                  | CUSIP: 31418ER77<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     94789246 | PA      | $93930378.02    | 0.20%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Seatrium Ltd.                                                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -645520 | NS      | $-48118.13      | -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-IGLG, Class HRR                                                                 | CUSIP: 46593KAN1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     14700000 | PA      | $14544929.70    | 0.03%             | 2039-11-09      | Variable      | 9.65%                 | No            |                  2 | On Loan: No      |
| Ayala Land, Inc.                                                          | Ayala Land, Inc.                                                                                                                                    | CUSIP: N/A<br>LEI: 254900EWT10TQ6DKTV34       | Long             | EC               | CORP              | PH        |      1876800 | NS      | $501859.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC                                      | Charter Communications Operating LLC                                                                                                                | CUSIP: 161175BU7<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |     10000000 | PA      | $8978067.60     | 0.02%             | 2031-04-01      | Fixed         | 2.80%                 | No            |                  2 | 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      | $5620179.83     | 0.01%             | 2059-09-25      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| FLYR - Secured Note                                                       | FLYR - Secured Note                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |      8513434 | PA      | $517616.79      | 0.00%             | 2027-01-20      | Fixed         | 10.00%                | No            |                  3 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |     20380000 | PA      | $-50442.44      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | USD/CNH One-touch barrier option; Barrier price USD 6.70000                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |     -2467816 | PA      | $-275024.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fortress Intermediate 3, Inc.                                             | Fortress Intermediate 3, Inc., 1st Lien Term Loan B                                                                                                 | CUSIP: 34966LAD6<br>LEI: 254900NLAZ3JQJW5JP75 | Long             | LON              | CORP              | US        |       987538 | PA      | $978896.55      | 0.00%             | 2031-06-27      | Variable      | 6.67%                 | No            |                  3 | On Loan: No      |
| Raizen Fuels Finance SA                                                   | Raizen Fuels Finance SA                                                                                                                             | CUSIP: N/A<br>LEI: 52990010NH26VC32Q522       | Long             | DBT              | CORP              | LU        |      3169000 | PA      | $1681154.50     | 0.00%             | 2054-03-05      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDSCMBX                                                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      1011825 | PA      | $-59161.32      | -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        |      7592000 | PA      | $7573020.00     | 0.02%             | 2039-06-15      | Floating      | 6.86%                 | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                                    | Arab Republic of Egypt                                                                                                                              | CUSIP: 03846JAG5<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |       929000 | PA      | $972021.99      | 0.00%             | 2033-02-04      | Fixed         | 9.45%                 | No            |                  2 | On Loan: No      |
| Pilgrim's Pride Corp.                                                     | Pilgrim's Pride Corp.                                                                                                                               | CUSIP: 72147KAL2<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |       140000 | PA      | $151138.82      | 0.00%             | 2034-05-15      | Fixed         | 6.88%                 | 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      | $1579568.33     | 0.00%             | 2029-08-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Manappuram Finance Ltd.                                                   | Manappuram Finance Ltd.                                                                                                                             | CUSIP: N/A<br>LEI: 335800JL5WTUSKOSPN77       | Long             | EC               | CORP              | IN        |        51124 | NS      | $135192.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     77924943 | PA      | $-338879.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FMC Corp.                                                                 | FMC Corp.                                                                                                                                           | CUSIP: 302491AZ8<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |      9996000 | PA      | $6436021.56     | 0.01%             | 2055-11-01      | Variable      | 8.45%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    815915000 | PA      | $-161930.06     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      4130176 | PA      | $-7067.93       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sector Alarm Holding A/S                                                  | Sector Alarm Holding A/S, Facility 1st Lien Term Loan B4                                                                                            | CUSIP: R7722AAF7<br>LEI: N/A                  | Long             | LON              | CORP              | NO        |      1534578 | PA      | $1756802.73     | 0.00%             | 2032-06-14      | Variable      | 5.01%                 | No            |                  2 | On Loan: No      |
| Worldline SA                                                              | Worldline SA                                                                                                                                        | CUSIP: N/A<br>LEI: 549300CJMQNCA0U4TS33       | Long             | DBT              | CORP              | FR        |     14000000 | PA      | $15166262.62    | 0.03%             | 2027-06-30      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| PrestigeBidCo GmbH                                                        | PrestigeBidCo GmbH                                                                                                                                  | CUSIP: N/A<br>LEI: 529900CSF1DNOCHMI763       | Long             | DBT              | CORP              | DE        |      1528000 | PA      | $1763923.41     | 0.00%             | 2029-07-01      | 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      | $-91050.97      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                      | JPMorgan Chase & Co.                                                                                                                                | CUSIP: 46647PER3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Short            | DBT              | CORP              | US        |    -20360000 | PA      | $-20136680.32   | -0.04%            | 2035-10-22      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| Republic of Chile                                                         | Republic of Chile                                                                                                                                   | CUSIP: 168863DY1<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |      1177000 | PA      | $1032229.00     | 0.00%             | 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      | $12341686.85    | 0.03%             | 2028-09-06      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                                 | Ford Motor Credit Co. LLC                                                                                                                           | CUSIP: 345397D26<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      8952000 | PA      | $8973076.59     | 0.02%             | 2026-06-10      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| AMC Networks, Inc.                                                        | AMC Networks, Inc.                                                                                                                                  | CUSIP: 00164VAK9<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |      3337000 | PA      | $3293365.72     | 0.01%             | 2032-07-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Lenzing AG                                                                | Lenzing AG                                                                                                                                          | CUSIP: N/A<br>LEI: 529900BKFJBI0QRDJH63       | Long             | DBT              | CORP              | AT        |     14500000 | PA      | $16546137.23    | 0.04%             | 2028-04-09      | Variable      | 9.00%                 | No            |                  2 | On Loan: No      |
| GAMMA Sociedade de Titularizacao de Creditos SA Consumer Totta 3          | GAMMA Sociedade de Titularizacao de Creditos SA Consumer Totta 3, Series 3, Class B                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | PT        |      1191495 | PA      | $1380330.02     | 0.00%             | 2035-10-25      | Floating      | 3.23%                 | No            |                  2 | On Loan: No      |
| Sofi Consumer Loan Program Trust                                          | Sofi Consumer Loan Program Trust, Series 2026-B, Class C                                                                                            | CUSIP: 83407MAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      4259000 | PA      | $4253283.57     | 0.01%             | 2036-02-25      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Iliad Holding SAS                                                         | Maya SAS                                                                                                                                            | CUSIP: 449691AF1<br>LEI: 9695009BGMXB527HV965 | Long             | DBT              | CORP              | FR        |      1495000 | PA      | $1564237.94     | 0.00%             | 2031-04-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Argentine Peso                                                            | Argentine Peso                                                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | AR        |     50667847 | OU      | $34373.92       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tallgrass Energy Partners LP                                              | Tallgrass Energy Partners LP                                                                                                                        | CUSIP: 87470LAK7<br>LEI: 549300IQ3DN0F3VERF65 | Long             | DBT              | CORP              | US        |       411000 | PA      | $405582.77      | 0.00%             | 2031-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                                                  | CUSIP: 3140XRWJ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        97289 | PA      | $96756.35       | 0.00%             | 2054-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CIFC European Funding CLO III DAC                                         | CIFC European Funding CLO III DAC, Series 3X, Class DR                                                                                              | CUSIP: N/A<br>LEI: 5493000EF0244RPYUG32       | Long             | ABS-CBDO         | CORP              | IE        |      2246000 | PA      | $2530917.98     | 0.01%             | 2039-01-15      | 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      | $160921.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MFA Trust                                                                 | MFA Trust, Series 2025-NQM3, Class B1                                                                                                               | CUSIP: 58004LAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1850000 | PA      | $1874262.01     | 0.00%             | 2070-08-25      | Variable      | 6.93%                 | 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        |      1184088 | PA      | $1184929.18     | 0.00%             | 2030-10-31      | Variable      | 6.20%                 | 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        |      1321338 | PA      | $389048.42      | 0.00%             | 2019-01-15      | Variable      | 5.26%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding LXI Ltd.                                             | Madison Park Funding LXI Ltd., Series 2023-61A, Class AR                                                                                            | CUSIP: 55822NAW9<br>LEI: 2138008EAUXBYEZRP521 | Long             | ABS-CBDO         | CORP              | JE        |      3000000 | PA      | $2997831.90     | 0.01%             | 2039-01-20      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| Transocean International Ltd.                                             | Transocean International Ltd.                                                                                                                       | CUSIP: 893830BY4<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |      2903000 | PA      | $2999536.36     | 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: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |      1200000 | PA      | $1179024.28     | 0.00%             | 2028-02-15      | 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      | $8357.86        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Accenture plc, Class A                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |        10200 | NS      | $-17646.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Diamondback Energy, Inc.                                                                                                                            | CUSIP: 25278X109<br>LEI: N/A                  | N/A              | DE               |  | GB        |        -8300 | NS      | $-49883.00      | -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        |       353918 | PA      | $350886.23      | 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        |      1689000 | PA      | $1707393.26     | 0.00%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                                              | Barclays Mortgage Loan Trust, Series 2025-NQM3, Class B1                                                                                            | CUSIP: 06745VAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1650500 | PA      | $1668425.26     | 0.00%             | 2065-05-25      | Variable      | 7.58%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Deckers Outdoor Corp.                                                                                                                               | CUSIP: 243537107<br>LEI: N/A                  | N/A              | DE               |  | US        |        18400 | NS      | $-11835.79      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Somnigroup International, Inc.                                            | Somnigroup International, Inc.                                                                                                                      | CUSIP: 88023UAH4<br>LEI: 549300HFEKVR3US71V91 | Long             | DBT              | CORP              | US        |       361000 | PA      | $347156.62      | 0.00%             | 2029-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Lithia Motors, Inc.                                                       | Lithia Motors, Inc.                                                                                                                                 | CUSIP: 536797AJ2<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |      2233000 | PA      | $2188184.47     | 0.00%             | 2030-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United Airlines Holdings, Inc.                                            | United Airlines Holdings, Inc.                                                                                                                      | CUSIP: 910047AL3<br>LEI: 98450079DA0B78DD6764 | Long             | DBT              | CORP              | US        |       566000 | PA      | $554293.25      | 0.00%             | 2031-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Cloud Software Group, Inc.                                                | Cloud Software Group, Inc.                                                                                                                          | CUSIP: 18912UAG7<br>LEI: 04EEB871XLHVNY4RZJ65 | Short            | DBT              | CORP              | US        |     -2829000 | PA      | $-2515192.33    | -0.01%            | 2033-08-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| QXO, Inc.                                                                 | QXO, Inc.                                                                                                                                           | CUSIP: 82846H405<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       184055 | NS      | $3574348.10     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Symphony CLO XVIII Ltd.                                                   | Symphony CLO XVIII Ltd., Series 2016-18A, Class DR4                                                                                                 | CUSIP: 87154GFS9<br>LEI: 549300JQYSBIW1AM8R32 | Long             | ABS-CBDO         | CORP              | KY        |      3250000 | PA      | $3193958.30     | 0.01%             | 2037-10-23      | Floating      | 6.67%                 | 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      | $89023.69       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      1975000 | PA      | $-70494.57      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Howden UK Refinance plc                                                   | Howden UK Refinance plc                                                                                                                             | CUSIP: 44287DAA1<br>LEI: 875500O63ODR8S3K5X33 | Long             | DBT              | CORP              | GB        |      5040000 | PA      | $4722226.99     | 0.01%             | 2032-02-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Trip.com Group Ltd.                                                       | Trip.com Group Ltd.                                                                                                                                 | CUSIP: N/A<br>LEI: 2549004RMYDSRQL4KW41       | Long             | EC               | CORP              | KY        |        33450 | NS      | $1653056.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Alps Alpine Co. Ltd.                                                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        93200 | NS      | $30769.40       | 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        |       292500 | PA      | $292500.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                                                  | CUSIP: 3140XRDL6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1214793 | PA      | $1203848.47     | 0.00%             | 2053-06-01      | Fixed         | 5.00%                 | 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      | $4543876.79     | 0.01%             | 2037-02-15      | Floating      | 8.33%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                                                  | CUSIP: 3140NKK83<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       226860 | PA      | $224574.30      | 0.00%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                                         | Barclays Bank plc                                                                                                                                   | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | RA               | CORP              | GB        |      3634000 | PA      | $3634000.00     | 0.01%             |  |  |  | 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      | $3062594.33     | 0.01%             | 2037-07-18      | Floating      | 11.58%                | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp. Variable Rate Notes, Series 5539, Class FC                                                                         | CUSIP: 3137HL3Y6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     14203186 | PA      | $14355517.02    | 0.03%             | 2055-05-25      | Floating      | 5.16%                 | 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        |      1923621 | PA      | $1916256.69     | 0.00%             | 2035-12-25      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Banca Monte dei Paschi di Siena SpA                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -186300 | NS      | $-63780.40      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Advanced Micro Devices, Inc.                                              | Advanced Micro Devices, Inc.                                                                                                                        | CUSIP: 007903107<br>LEI: R2I72C950HOYXII45366 | Long             | EC               | CORP              | US        |        82006 | NS      | $16682480.58    | 0.04%             |  |  |  | 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      | $1184111.25     | 0.00%             | 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      | $1316183.31     | 0.00%             | 2061-01-20      | Floating      | 6.48%                 | No            |                  2 | On Loan: No      |
| Archrock Partners LP                                                      | Archrock Partners LP                                                                                                                                | CUSIP: 03959KAC4<br>LEI: 549300YFKOM2XNCKQU76 | Long             | DBT              | CORP              | US        |       469000 | PA      | $469000.00      | 0.00%             | 2028-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| KeHE Distributors LLC                                                     | KeHE Distributors LLC                                                                                                                               | CUSIP: 487526AC9<br>LEI: 549300WQCH7SRQ8JKE47 | Long             | DBT              | CORP              | US        |      2960000 | PA      | $3081508.00     | 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      | $9939942.11     | 0.02%             | 2028-05-21      | Floating      | 2.82%                 | No            |                  2 | On Loan: No      |
| Sixth Street CLO XII Ltd.                                                 | Sixth Street CLO XII Ltd., Series 2018-12A, Class BR2                                                                                               | CUSIP: 829928AG5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       925000 | PA      | $925786.62      | 0.00%             | 2039-01-17      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| Apollo Global Management, Inc.                                            | Apollo Global Management, Inc.                                                                                                                      | CUSIP: 03769M106<br>LEI: 254900LMFT1CY9IYB476 | Long             | EC               | CORP              | US        |         3065 | NS      | $341502.30      | 0.00%             |  |  |  | No            |                  1 | 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      | $1763940.24     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Constellation Energy Corp.                                                | Constellation Energy Corp.                                                                                                                          | CUSIP: 21037T109<br>LEI: 549300F8Y20RYGNGV346 | Long             | EC               | CORP              | US        |          972 | NS      | $271431.00      | 0.00%             |  |  |  | No            |                  1 | 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      | $3751634.63     | 0.01%             | 2038-07-20      | Floating      | 4.98%                 | 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        |       969025 | PA      | $993541.75      | 0.00%             | 2054-01-25      | Variable      | 8.44%                 | No            |                  2 | On Loan: No      |
| VDK Groep BV                                                              | VDK Groep BV, Facility 1st Lien Term Loan B1                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | NL        |      1300000 | PA      | $1498578.02     | 0.00%             | 2032-02-18      | Variable      | 5.14%                 | No            |                  2 | On Loan: No      |
| RBC Capital Markets LLC                                                   | RBC Capital Markets LLC                                                                                                                             | CUSIP: N/A<br>LEI: 549300LCO2FLSSVFFR64       | Long             | RA               | CORP              | US        |       140940 | PA      | $140940.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Promotora y Operadora de Infraestructura SAB de CV                        | Promotora y Operadora de Infraestructura SAB de CV                                                                                                  | CUSIP: N/A<br>LEI: 52990035X6RK8DBUWA73       | Long             | EC               | CORP              | MX        |        28227 | NS      | $456422.86      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ball Corp.                                                                | Ball Corp.                                                                                                                                          | CUSIP: 058498106<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | EC               | CORP              | US        |         4776 | NS      | $282309.36      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Rain Carbon, Inc.                                                         | Rain Carbon, Inc., 1st Lien Term Loan                                                                                                               | CUSIP: D6423VAD5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      2712665 | PA      | $3078620.23     | 0.01%             | 2028-10-31      | Variable      | 7.11%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                               | Block, Inc.                                                                                                                                         | CUSIP: 852234AU7<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |       482000 | PA      | $474039.06      | 0.00%             | 2033-08-15      | Fixed         | 6.00%                 | 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        |        35404 | PA      | $34671.10       | 0.00%             | 2036-12-25      | Floating      | 4.07%                 | No            |                  2 | On Loan: No      |
| Mortimer plc                                                              | Mortimer plc, Series 2025-1, Class C                                                                                                                | CUSIP: N/A<br>LEI: 213800PI5SCJ8WPLJX58       | Long             | ABS-MBS          | CORP              | GB        |       871000 | PA      | $1156559.72     | 0.00%             | 2070-09-22      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| Genmab A/S                                                                | Genmab A/S                                                                                                                                          | CUSIP: 37230JAA0<br>LEI: 529900MTJPDPE4MHJ122 | Long             | DBT              | CORP              | DK        |       633000 | PA      | $648971.86      | 0.00%             | 2032-12-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Unilever plc                                                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        31800 | NS      | $-159702.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCM Investments Holdings II LLC                                           | LCM Investments Holdings II LLC                                                                                                                     | CUSIP: 50190EAA2<br>LEI: 549300P5V78NNQTG4428 | Long             | DBT              | CORP              | US        |        76000 | PA      | $73956.08       | 0.00%             | 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        |      7804167 | PA      | $9167028.28     | 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      | $589110.38      | 0.00%             | 2027-10-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| DK Trust                                                                  | DK Trust, Series 2025-LXP, Class A                                                                                                                  | CUSIP: 23292LAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     10860000 | PA      | $10860000.00    | 0.02%             | 2037-08-15      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| Holding Socotec                                                           | Holding Socotec, Facility 1st Lien Term Loan B6                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | FR        |      2741176 | PA      | $3160467.31     | 0.01%             | 2031-06-02      | Variable      | 5.13%                 | 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    | 0.07%             | 2030-02-01      | Variable      | 9.11%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO 83M                                            | Golub Capital Partners CLO 83M, Series 2025-83A, Class A1                                                                                           | CUSIP: 38182EAA7<br>LEI: 254900VLZT72CPBHZ909 | Long             | ABS-CBDO         | CORP              | US        |      9700000 | PA      | $9717099.16     | 0.02%             | 2038-11-09      | Floating      | 5.24%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                                                                                  | CUSIP: 3133C52T7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        84578 | PA      | $83733.71       | 0.00%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Flourishing Trade & Investment Ltd.                                       | Flourishing Trade & Investment Ltd.                                                                                                                 | CUSIP: 343427AA8<br>LEI: 894500SZ5TN63ZJ0Y632 | Long             | DBT              | CORP              | MU        |     64022941 | PA      | $65706744.35    | 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      | $6826504.66     | 0.01%             | 2033-07-18      | Floating      | 4.00%                 | No            |                  2 | On Loan: No      |
| Post CLO Ltd.                                                             | Post CLO Ltd., Series 2024-1A, Class A1                                                                                                             | CUSIP: 73743EAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     13620000 | PA      | $13631812.63    | 0.03%             | 2037-04-20      | Floating      | 5.27%                 | 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      | $15933318.45    | 0.03%             | 2039-11-09      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| Virtusa Corp.                                                             | Virtusa Corp., 1st Lien Term Loan B2                                                                                                                | CUSIP: 92828KAP7<br>LEI: C77OMXDER63WLJCSKT03 | Long             | LON              | CORP              | US        |       974962 | PA      | $873809.38      | 0.00%             | 2029-02-15      | Variable      | 6.92%                 | No            |                  2 | On Loan: No      |
| Heimstaden AB                                                             | Heimstaden AB                                                                                                                                       | CUSIP: N/A<br>LEI: 549300WD2QBD89VBPV88       | Long             | DBT              | CORP              | SE        |       643000 | PA      | $724898.90      | 0.00%             | 2031-01-24      | Fixed         | 7.36%                 | 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      | $1575525.12     | 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      | $96.74          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |     25000000 | PA      | $3337.55        | 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        |     30908346 | PA      | $31162065.86    | 0.07%             | 2054-05-25      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| Stillwater Mining Co.                                                     | Stillwater Mining Co.                                                                                                                               | CUSIP: N/A<br>LEI: 6354007DPCY4ZN2MRR73       | Long             | DBT              | CORP              | US        |       727000 | PA      | $684390.53      | 0.00%             | 2029-11-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | TE Connectivity plc                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         7800 | NS      | $64194.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MAIN Trust                                                                | MAIN Trust, Series 2026-OLAS, Class F                                                                                                               | CUSIP: 56036BAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4950000 | PA      | $4949927.28     | 0.01%             | 2041-01-15      | Floating      | 8.92%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Covivio SA/France                                                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |        28700 | NS      | $-24811.94      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Cipher Compute LLC                                                        | Cipher Compute LLC                                                                                                                                  | CUSIP: 17253NAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2423000 | PA      | $2510298.27     | 0.01%             | 2030-11-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Colombia Telecomunicaciones SA ESP                                        | Colombia Telecomunicaciones SA ESP                                                                                                                  | CUSIP: N/A<br>LEI: 549300CK4YN0V1C3MN55       | Long             | DBT              | CORP              | CO        |       738000 | PA      | $661450.95      | 0.00%             | 2030-07-17      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                                              | Barclays Mortgage Loan Trust, Series 2025-NQM4, Class PT2                                                                                           | CUSIP: 06744XAP0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    113580606 | PA      | $116425765.69   | 0.25%             | 2065-07-25      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners 41 Ltd.                                       | Octagon Investment Partners 41 Ltd., Series 2019-2A, Class A1R2                                                                                     | CUSIP: 67592FBA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      5000000 | PA      | $4992651.50     | 0.01%             | 2033-10-15      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| Lendingclub Rated Notes Issuer Trust                                      | Lendingclub Rated Notes Issuer Trust, Series 2026-P1, Class B                                                                                       | CUSIP: 52611WAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1028425 | PA      | $1057882.66     | 0.00%             | 2037-08-15      | Fixed         | 6.86%                 | No            |                  3 | On Loan: No      |
| Ford Motor Credit Co. LLC                                                 | Ford Motor Credit Co. LLC                                                                                                                           | CUSIP: N/A<br>LEI: UDSQCVRUX5BONN0VY111       | Long             | DBT              | CORP              | US        |       408000 | PA      | $459468.48      | 0.00%             | 2029-05-17      | Fixed         | 3.31%                 | 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      | $-40327606.50   | -0.09%            | 2031-10-31      | Fixed         | 0.50%                 | 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      | $1465108.33     | 0.00%             | 2061-02-23      | Floating      | 8.08%                 | 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      | $4922513.83     | 0.01%             | 2029-01-06      | Variable      | 6.48%                 | No            |                  2 | On Loan: No      |
| Japan                                                                     | Japan Government Bond                                                                                                                               | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   3650000000 | PA      | $22975186.67    | 0.05%             | 2028-03-01      | Fixed         | 1.30%                 | 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      | $-70872.05      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Diamondback Energy, Inc.                                                  | Diamondback Energy, Inc.                                                                                                                            | CUSIP: 25278XBA6<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |     26610000 | PA      | $25166207.66    | 0.05%             | 2054-04-18      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| E.ON International Finance BV                                             | E.ON International Finance BV                                                                                                                       | CUSIP: N/A<br>LEI: 549300TG53AWJ719M814       | Long             | DBT              | CORP              | NL        |      9429000 | PA      | $10529489.93    | 0.02%             | 2035-09-03      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| RMIT Cash Management LLC                                                  | RMIT Cash Management LLC, Series 2021-3, Class A                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | CORP              | US        |     43330000 | PA      | $42571725.00    | 0.09%             | 2033-10-17      | Fixed         | 3.88%                 | No            |                  3 | On Loan: No      |
| Lowe's Cos., Inc.                                                         | Lowe's Cos., Inc.                                                                                                                                   | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |         2310 | NS      | $545806.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Alibaba Group Holding Ltd.                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        33900 | NS      | $15020.54       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Var Energi ASA                                                            | Var Energi ASA                                                                                                                                      | CUSIP: N/A<br>LEI: 549300LIVN3FFOJN2K47       | Long             | DBT              | CORP              | NO        |      8793000 | PA      | $10961795.72    | 0.02%             | 2083-11-15      | Variable      | 7.86%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $46479.66       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CCO Holdings LLC                                                          | CCO Holdings LLC                                                                                                                                    | CUSIP: 1248EPCN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |         1000 | PA      | $893.27         | 0.00%             | 2032-05-01      | 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      | $1310.68        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | U.S. Treasury Ultra Bond                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         5656 | NC      | $-7802191.93    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Barclays plc                                                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       265400 | NS      | $46375.66       | 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      | $12147186.28    | 0.03%             | 2026-05-17      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Corp. Trust                                 | GS Mortgage-Backed Securities Corp. Trust, Series 2019-PJ2, Class B5                                                                                | CUSIP: 36257LAU1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1592000 | PA      | $1172278.27     | 0.00%             | 2049-11-25      | Variable      | 4.35%                 | No            |                  2 | On Loan: No      |
| Ukraine                                                                   | Ukraine Government Bond                                                                                                                             | CUSIP: 903724CG5<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      1959350 | PA      | $895422.95      | 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      | $3763530.00     | 0.01%             | 2035-04-15      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| Japan Housing Finance Agency                                              | Japan Housing Finance Agency, Series 170, Class 1                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | NUSS              | JP        |    308876000 | PA      | $1424659.19     | 0.00%             | 2056-07-10      | Fixed         | 0.36%                 | No            |                  2 | On Loan: No      |
| Mortimer plc                                                              | Mortimer plc, Series 2025-1, Class A                                                                                                                | CUSIP: N/A<br>LEI: 213800PI5SCJ8WPLJX58       | Long             | ABS-MBS          | CORP              | GB        |     10859330 | PA      | $14350971.77    | 0.03%             | 2070-09-22      | Floating      | 4.54%                 | No            |                  2 | On Loan: No      |
| SCIH Salt Holdings, Inc.                                                  | SCIH Salt Holdings, Inc., 1st Lien Term Loan B1                                                                                                     | CUSIP: 78397GAM3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       496250 | PA      | $494612.38      | 0.00%             | 2029-01-31      | Variable      | 6.35%                 | No            |                  2 | On Loan: No      |
| Starwood Property Trust, Inc.                                             | Starwood Property Trust, Inc.                                                                                                                       | CUSIP: 85571BBE4<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |      1185000 | PA      | $1201843.59     | 0.00%             | 2030-10-15      | Fixed         | 6.50%                 | 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        |       463071 | PA      | $454941.07      | 0.00%             | 2036-10-25      | Floating      | 3.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Japan Post Holdings Co. Ltd.                                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       133600 | NS      | $60331.35       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BPR Commercial Mortgage Trust                                             | BPR Commercial Mortgage Trust, Series 2025-STAR, Class A                                                                                            | CUSIP: 05619DAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     11730000 | PA      | $11630146.03    | 0.03%             | 2042-11-05      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO 49M Ltd.                                       | Golub Capital Partners CLO 49M Ltd., Series 2020-49A, Class A1R2                                                                                    | CUSIP: 38181HAC7<br>LEI: 254900NUVOJAHAT10W61 | Long             | ABS-CBDO         | CORP              | KY        |      5000000 | PA      | $5010318.00     | 0.01%             | 2038-07-20      | Floating      | 5.19%                 | 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        |       892225 | PA      | $1186337.19     | 0.00%             | 2055-12-27      | Floating      | 5.13%                 | 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        |       101952 | PA      | $101405.81      | 0.00%             | 2051-07-25      | Floating      | 7.54%                 | No            |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                                      | Clear Channel Outdoor Holdings, Inc.                                                                                                                | CUSIP: 18453HAG1<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |      3664000 | PA      | $3838755.40     | 0.01%             | 2031-02-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   2521113999 | PA      | $-288889.23     | -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        |       981322 | PA      | $965787.44      | 0.00%             | 2029-11-09      | Variable      | 5.42%                 | 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        |     11034325 | PA      | $11130184.60    | 0.02%             | 2054-07-30      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| Ocean Trails CLO X                                                        | Ocean Trails CLO X, Series 2020-10A, Class BR2                                                                                                      | CUSIP: 67516CAY5<br>LEI: 635400RMMLHBGDGXBC03 | Long             | ABS-CBDO         | CORP              | KY        |      3140000 | PA      | $3136461.53     | 0.01%             | 2034-10-15      | Floating      | 5.37%                 | 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      | $1527223.13     | 0.00%             | 2057-03-22      | Floating      | 6.28%                 | 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      | $15758992.11    | 0.03%             | 2050-06-28      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Alibaba Group Holding Ltd.                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       150400 | NS      | $-71009.09      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | IAMGOLD Corp.                                                                                                                                       | CUSIP: 450913108<br>LEI: N/A                  | N/A              | DE               |  | US        |       -63300 | NS      | $-136653.22     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp. | Uniform Mortgage-Backed Securities                                                                                                                  | CUSIP: 01F052649<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2162318000 | PA      | $2172277442.10  | 4.70%             | 2056-04-25      | 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      | $116532.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd.                                                    | Palmer Square CLO Ltd., Series 2021-3A, Class A1R                                                                                                   | CUSIP: 69688FAN0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      4500000 | PA      | $4500744.30     | 0.01%             | 2038-10-15      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     59000000 | PA      | $358111.56      | 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      | $-398.95        | -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        |      3555047 | PA      | $877097.73      | 0.00%             | 2036-10-25      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Coterra Energy, Inc.                                                                                                                                | CUSIP: 127097103<br>LEI: N/A                  | N/A              | DE               |  | US        |        35800 | NS      | $-31507.58      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BHP Billiton Finance Ltd.                                                 | BHP Billiton Finance Ltd.                                                                                                                           | CUSIP: N/A<br>LEI: 549300KZMIS43NMT0A66       | Long             | DBT              | CORP              | AU        |      8076000 | PA      | $9037140.52     | 0.02%             | 2035-09-04      | Fixed         | 3.64%                 | No            |                  2 | On Loan: No      |
| Aimco CLO 27 Ltd.                                                         | Aimco CLO 27 Ltd., Series 2026-27A, Class A1                                                                                                        | CUSIP: 00901HAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     50000000 | PA      | $49900000.00    | 0.11%             | 2039-04-20      | Floating      | 0.00%                 | No            |                  3 | On Loan: No      |
| Medco Cypress Tree Pte. Ltd.                                              | Medco Cypress Tree Pte. Ltd.                                                                                                                        | CUSIP: 58406VAA7<br>LEI: 254900NKZ2Y3YZK4WC46 | Long             | DBT              | CORP              | SG        |       212000 | PA      | $217830.00      | 0.00%             | 2030-05-19      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Marriott International, Inc., Class A                                                                                                               | CUSIP: 571903202<br>LEI: N/A                  | N/A              | DE               |  | US        |         3400 | NS      | $23666.72       | 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      | $499655.00      | 0.00%             | 2037-07-23      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| Flagstar Bank NA                                                          | Flagstar Bank NA                                                                                                                                    | CUSIP: 649445400<br>LEI: SS1TRMSN6BRNMOREEV51 | Long             | EC               | CORP              | US        |      1781910 | NS      | $23467754.70    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Jubilee Place BV                                                          | Jubilee Place BV, Series 9, Class B                                                                                                                 | CUSIP: N/A<br>LEI: 724500NW990F5Q3VQE73       | Long             | ABS-MBS          | CORP              | NL        |      1714000 | PA      | $1966066.37     | 0.00%             | 2061-10-17      | Floating      | 2.88%                 | No            |                  2 | On Loan: No      |
| Romania                                                                   | Romania Government Bond                                                                                                                             | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |      7715000 | PA      | $8797711.47     | 0.02%             | 2032-05-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Leidos Holdings, Inc.                                                                                                                               | CUSIP: 525327102<br>LEI: N/A                  | N/A              | DE               |  | US        |        -6300 | NS      | $40752.48       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Won                                                                       | Won                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | KR        |   2069701997 | OU      | $1351289.13     | 0.00%             |  |  |  | No            |                  1 | 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      | $5502233.00     | 0.01%             | 2037-07-21      | Floating      | 5.15%                 | 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      | $1112750.90     | 0.00%             | 2035-04-15      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| Cleveland-Cliffs, Inc.                                                    | Cleveland-Cliffs, Inc.                                                                                                                              | CUSIP: 185899AP6<br>LEI: 549300TM2WLI2BJMDD86 | Short            | DBT              | CORP              | US        |     -2217000 | PA      | $-2145063.45    | -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        |       568916 | PA      | $478437.86      | 0.00%             | 2037-06-25      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| Promigas SA ESP                                                           | Promigas SA ESP                                                                                                                                     | CUSIP: N/A<br>LEI: 254900IXHTV7LDSFQD65       | Long             | DBT              | CORP              | US        |      1855000 | PA      | $1707805.75     | 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        |      1313000 | PA      | $1331382.00     | 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      | $9756897.15     | 0.02%             | 2038-07-20      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| Service Corp. International                                               | Service Corp. International                                                                                                                         | CUSIP: 817565CD4<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |       969000 | PA      | $959186.06      | 0.00%             | 2027-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Volta Trucks, Series C                                                    | Volta Trucks, Series C                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | SE        |        50461 | NS      | $0.58           | 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      | $5531703.79     | 0.01%             | 2037-10-25      | Floating      | 5.04%                 | 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        |      2321213 | PA      | $2688696.97     | 0.01%             | 2043-02-25      | Floating      | 2.89%                 | No            |                  2 | On Loan: No      |
| TotalEnergies SE                                                          | TotalEnergies SE                                                                                                                                    | CUSIP: N/A<br>LEI: 529900S21EQ1BO4ESM68       | Long             | DBT              | CORP              | FR        |     63305000 | PA      | $73064986.17    | 0.16%             | 2026-10-06      | Variable      | 3.37%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Nippon Steel Corp.                                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -389400 | NS      | $45107.78       | 0.00%             |  |  |  | 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        |     16707252 | PA      | $15990763.38    | 0.03%             | 2037-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Compass Datacenters Issuer III LLC                                        | Compass Datacenters Issuer III LLC, Series 2026-1A, Class A23                                                                                       | CUSIP: 20469BAH0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     10786000 | PA      | $10564212.88    | 0.02%             | 2056-02-25      | Fixed         | 5.44%                 | 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        |       658894 | PA      | $609426.38      | 0.00%             | 2053-06-20      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| Vonovia SE                                                                | Vonovia SE                                                                                                                                          | CUSIP: N/A<br>LEI: 5299005A2ZEP6AP7KM81       | Long             | DBT              | CORP              | DE        |      4400000 | PA      | $3251651.27     | 0.01%             | 2041-06-14      | Fixed         | 1.50%                 | 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      | $64049.65       | 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      | $1784340.00     | 0.00%             | 2030-01-21      | Floating      | 6.67%                 | No            |                  3 | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    773152986 | PA      | $-10310.31      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | USD Currency                                                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | FR        |     67830000 | PA      | $384481.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Arcosa, Inc.                                                              | Arcosa, Inc.                                                                                                                                        | CUSIP: 039653AA8<br>LEI: 549300WFHLTCZV7D6V29 | Long             | DBT              | CORP              | US        |       679000 | PA      | $655058.60      | 0.00%             | 2029-04-15      | Fixed         | 4.38%                 | 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      | $1201387.38     | 0.00%             | 2056-05-15      | Floating      | 7.79%                 | 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        |     14746682 | PA      | $15590905.83    | 0.03%             | 2061-01-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| EP Infrastructure A/S                                                     | EP Infrastructure A/S                                                                                                                               | CUSIP: N/A<br>LEI: 315700I4J1M1NKGWWY89       | Long             | DBT              | CORP              | CZ        |      3075000 | PA      | $3433927.77     | 0.01%             | 2034-01-29      | 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      | $-48.91         | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Mineral Resources Ltd.                                                    | Mineral Resources Ltd.                                                                                                                              | CUSIP: 603051AD5<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |      7409000 | PA      | $7614974.27     | 0.02%             | 2030-05-01      | Fixed         | 8.50%                 | 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      | $3370806.19     | 0.01%             | 2065-05-25      | Variable      | 7.66%                 | No            |                  2 | On Loan: No      |
| Azule Energy Finance plc                                                  | Azule Energy Finance plc                                                                                                                            | CUSIP: 05501YAC2<br>LEI: 2138006X6O82RJSQDB63 | Long             | DBT              | CORP              | GB        |      3200000 | PA      | $3224032.00     | 0.01%             | 2033-01-22      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| IPD 3 BV                                                                  | IPD 3 BV                                                                                                                                            | CUSIP: N/A<br>LEI: 724500RBP2J59JMQB629       | Long             | DBT              | CORP              | NL        |      8681000 | PA      | $9423292.71     | 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        |     10465128 | PA      | $10470991.85    | 0.02%             | 2061-01-25      | Variable      | 6.11%                 | No            |                  2 | On Loan: No      |
| Sisecam UK plc                                                            | Sisecam UK plc                                                                                                                                      | CUSIP: 829688AC4<br>LEI: 789000T82YRLMLUOC889 | Long             | DBT              | CORP              | GB        |      4582000 | PA      | $4549101.24     | 0.01%             | 2033-01-23      | Fixed         | 8.38%                 | 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      | $38099.46       | 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      | $1500773.25     | 0.00%             | 2038-01-15      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| Navient Refinance Loan Trust                                              | Navient Refinance Loan Trust, Series 2025-C, Class A                                                                                                | CUSIP: 638973AA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     10855345 | PA      | $10797717.04    | 0.02%             | 2055-10-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Allianz SE                                                                | Allianz SE (Registered)                                                                                                                             | CUSIP: N/A<br>LEI: 529900K9B0N5BT694847       | Long             | EC               | CORP              | DE        |          731 | NS      | $308714.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COLT Mortgage Loan Trust                                                  | COLT Mortgage Loan Trust, Series 2025-8, Class B1                                                                                                   | CUSIP: 19689DAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1617695 | PA      | $1622262.40     | 0.00%             | 2070-08-25      | Variable      | 7.10%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    405709200 | PA      | $1329239.22     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | AUD Currency                                                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |      2023500 | PA      | $35192.12       | 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        |      2900000 | PA      | $3762733.50     | 0.01%             | 2027-04-13      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Navient Refinance Loan Trust                                              | Navient Refinance Loan Trust, Series 2025-B, Class A                                                                                                | CUSIP: 63943NAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     15410208 | PA      | $15308725.56    | 0.03%             | 2055-09-15      | Fixed         | 4.72%                 | 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      | $1172036.89     | 0.00%             | 2073-12-16      | Floating      | 8.23%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    738936213 | PA      | $-121773.02     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BofA Securities, Inc.                                                     | BofA Securities, Inc.                                                                                                                               | CUSIP: N/A<br>LEI: 549300HN4UKV1E2R3U73       | Long             | RA               | CORP              | US        |       200750 | PA      | $200750.00      | 0.00%             |  |  |  | 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      | $6012918.80     | 0.01%             | 2031-08-05      | Fixed         | 11.95%                | 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      | $2978403.53     | 0.01%             | 2037-10-25      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| Barbados                                                                  | Barbados Government Bond                                                                                                                            | CUSIP: 067070AK8<br>LEI: 529900UD1KUUS4SFD905 | Long             | DBT              | NUSS              | BB        |      8819000 | PA      | $9004199.00     | 0.02%             | 2035-06-26      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                                              | BX Commercial Mortgage Trust, Series 2025-BCAT, Class B                                                                                             | CUSIP: 12433HAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2529872 | PA      | $2523550.83     | 0.01%             | 2042-08-15      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| Wynn Macau Ltd.                                                           | Wynn Macau Ltd.                                                                                                                                     | CUSIP: 98313RAH9<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |      2378000 | PA      | $2337484.83     | 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        |     18800000 | PA      | $21538404.59    | 0.05%             | 2026-12-15      | Variable      | 2.88%                 | No            |                  2 | On Loan: No      |
| Adler Financing SARL                                                      | ADLER Financing SARL                                                                                                                                | CUSIP: N/A<br>LEI: 213800BAQB59IVKP7S93       | Long             | DBT              | CORP              | LU        |     31202838 | PA      | $39878596.44    | 0.09%             | 2028-12-31      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | SBA Communications Corp.                                                                                                                            | CUSIP: 78410G104<br>LEI: N/A                  | N/A              | DE               |  | US        |        10700 | NS      | $6576.05        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     53439128 | PA      | $21361.38       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   2044955491 | PA      | $112404.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Alibaba Group Holding Ltd.                                                | Alibaba Group Holding Ltd.                                                                                                                          | CUSIP: 01609W102<br>LEI: 5493001NTNQJDH60PM02 | Long             | EC               | CORP              | KY        |        40545 | NS      | $5086775.70     | 0.01%             |  |  |  | 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      | $1492558.20     | 0.00%             | 2028-05-15      | Floating      | 6.23%                 | No            |                  2 | On Loan: No      |
| DigiPlus Interactive Corp.                                                | DigiPlus Interactive Corp.                                                                                                                          | CUSIP: N/A<br>LEI: 254900M9EXJ3M6S66M06       | Long             | EC               | CORP              | PH        |      1657320 | NS      | $435950.18      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ares LXVI CLO Ltd.                                                        | Ares LXVI CLO Ltd., Series 2022-66A, Class CR2                                                                                                      | CUSIP: 04019RBL4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |      4750000 | PA      | $4756334.13     | 0.01%             | 2038-10-25      | Floating      | 5.57%                 | 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      | $-694906.23     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust                                                      | BBCMS Mortgage Trust, Series 2025-C39, Class A5                                                                                                     | CUSIP: 05556YAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       345000 | PA      | $349900.10      | 0.00%             | 2058-12-15      | Fixed         | 5.30%                 | 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      | $5824888.22     | 0.01%             | 2037-10-15      | Floating      | 5.07%                 | 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      | $2531835.50     | 0.01%             | 2036-09-22      | Fixed         | 9.02%                 | No            |                  2 | On Loan: No      |
| Republic of Colombia                                                      | Republic of Colombia                                                                                                                                | CUSIP: 195325EU5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |       375000 | PA      | $369000.00      | 0.00%             | 2031-01-21      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| SV RNO Property Owner 1 LLC                                               | SV RNO Property Owner 1 LLC                                                                                                                         | CUSIP: 78488XAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5310000 | PA      | $5248895.49     | 0.01%             | 2031-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Aethon United BR LP                                                       | Aethon United BR LP                                                                                                                                 | CUSIP: 00810GAD6<br>LEI: 5493007HPG2M9K9X5V41 | Long             | DBT              | CORP              | US        |      2172000 | PA      | $2265319.98     | 0.00%             | 2029-10-01      | Fixed         | 7.50%                 | 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        |      1115000 | PA      | $1278510.84     | 0.00%             | 2030-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Atrium Hotel Portfolio Trust                                              | Atrium Hotel Portfolio Trust, Series 2025-ATRM, Class F                                                                                             | CUSIP: 049917AL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     25949000 | PA      | $25694689.42    | 0.06%             | 2042-08-15      | Floating      | 9.17%                 | No            |                  2 | On Loan: No      |
| Ball Corp.                                                                | Ball Corp.                                                                                                                                          | CUSIP: N/A<br>LEI: 0BGI85ALH27ZJP15DY16       | Long             | DBT              | CORP              | US        |      3207000 | PA      | $3663397.00     | 0.01%             | 2032-07-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Garda World Security Corp.                                                | Garda World Security Corp.                                                                                                                          | CUSIP: 36485MAN9<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |      3789000 | PA      | $3749343.57     | 0.01%             | 2032-08-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Tennessee Housing Development Agency                                      | Tennessee Housing Development Agency, Series 2018-3                                                                                                 | CUSIP: 880461VY1<br>LEI: 25490004PSQYQLFJGI76 | Long             | DBT              | MUN               | US        |       615000 | PA      | $551388.89      | 0.00%             | 2049-01-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Polaris plc                                                               | Polaris plc, Series 2025-3X, Class A                                                                                                                | CUSIP: N/A<br>LEI: 2138004HHDTEKA2ZLF42       | Long             | ABS-MBS          | CORP              | GB        |     10658767 | PA      | $14086795.62    | 0.03%             | 2069-10-27      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Euro-Bobl                                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |         5120 | NC      | $-9475189.77    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | ALS Ltd.                                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -85500 | NS      | $83081.68       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cairn CLO XX DAC                                                          | Cairn CLO XX DAC, Series 2025-20A, Class C                                                                                                          | CUSIP: N/A<br>LEI: 635400VNC8GGPJCFVT54       | Long             | ABS-CBDO         | CORP              | IE        |       660000 | PA      | $759391.43      | 0.00%             | 2038-01-25      | Floating      | 4.43%                 | No            |                  2 | On Loan: No      |
| MAC Trust                                                                 | MAC Trust, Series 2025-801B, Class A                                                                                                                | CUSIP: 553918AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     21349714 | PA      | $21296367.47    | 0.05%             | 2040-10-15      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | USD/JPY Up-and-in barrier option; Barrier price USD 163.00000                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | FR        |    100000000 | PA      | $15552.64       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Tallgrass Energy Partners LP                                              | Tallgrass Energy Partners LP                                                                                                                        | CUSIP: 87470LAL5<br>LEI: 549300IQ3DN0F3VERF65 | Long             | DBT              | CORP              | US        |      1226000 | PA      | $1261231.56     | 0.00%             | 2029-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |       310000 | PA      | $786.90         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      6016000 | PA      | $1480.59        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal Republic of Nigeria                                               | Federal Republic of Nigeria                                                                                                                         | CUSIP: 65412AFG2<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |      4834000 | PA      | $5041862.00     | 0.01%             | 2046-01-13      | Fixed         | 9.13%                 | No            |                  2 | On Loan: No      |
| Trestles CLO IX Ltd.                                                      | Trestles CLO IX Ltd., Series 2025-9A, Class A1                                                                                                      | CUSIP: 894932AC6<br>LEI: 254900TP9ZGKPKCMHR24 | Long             | ABS-CBDO         | CORP              | KY        |      4170000 | PA      | $4168876.60     | 0.01%             | 2039-01-15      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| Brookfield Residential Properties, Inc.                                   | Brookfield Residential Properties, Inc.                                                                                                             | CUSIP: 11283YAG5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      2892000 | PA      | $2743916.88     | 0.01%             | 2029-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      2625000 | PA      | $72.17          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | USD Currency                                                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |    -65199000 | PA      | $-1545551.86    | -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      | $-118661.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ally Financial, Inc.                                                      | Ally Financial, Inc.                                                                                                                                | CUSIP: 02005NBS8<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |       310000 | PA      | $312154.34      | 0.00%             | 2033-02-14      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa                                                  | Republic of South Africa                                                                                                                            | CUSIP: 836205BB9<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |      1080000 | PA      | $837000.00      | 0.00%             | 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        |     16699551 | PA      | $16699551.15    | 0.04%             | 2041-05-15      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Sonder Enterprises, Inc.                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      1032088 | NS      | $10.32          | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Orsted A/S                                                                | Orsted A/S                                                                                                                                          | CUSIP: N/A<br>LEI: W9NG6WMZIYEU8VEDOG48       | Short            | DBT              | NUSS              | DK        |    -10000000 | PA      | $-11410250.79   | -0.02%            | 2035-03-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                                            | Commonwealth Bank of Australia                                                                                                                      | CUSIP: N/A<br>LEI: MSFSBD3QN1GSN7Q6C537       | Long             | DBT              | CORP              | AU        |      3930000 | PA      | $2703911.29     | 0.01%             | 2036-03-05      | Floating      | 5.32%                 | No            |                  2 | 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      | $18261922.73    | 0.04%             | 2037-07-17      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| Globe Telecom, Inc.                                                       | Globe Telecom, Inc.                                                                                                                                 | CUSIP: N/A<br>LEI: 254900GPWI1816YIM923       | Long             | DBT              | CORP              | PH        |     11000000 | PA      | $10922560.00    | 0.02%             | 2026-08-02      | Variable      | 4.20%                 | No            |                  2 | On Loan: No      |
| Neon Maple US Debt Mergersub, Inc.                                        | Neon Maple US Debt Mergersub, Inc., 1st Lien Term Loan B1                                                                                           | CUSIP: 69425BAD9<br>LEI: 254900L3D6CI0XH2P605 | Long             | LON              | CORP              | US        |       990019 | PA      | $968565.05      | 0.00%             | 2031-11-17      | Variable      | 6.17%                 | 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        |      1164992 | PA      | $1555143.93     | 0.00%             | 2062-01-27      | Floating      | 7.23%                 | 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      | $2660145.78     | 0.01%             | 2038-05-14      | Floating      | 3.34%                 | 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      | $8207282.62     | 0.02%             | 2055-06-14      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Federal National Mortgage Association Variable Rate Notes, Series 2024-96, Class FA                                                                 | CUSIP: 3136BTK85<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     20511072 | PA      | $20668810.37    | 0.04%             | 2054-12-25      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| Home Efficiency                                                           | Home Efficiency, Series 2024-A1                                                                                                                     | CUSIP: 43710UAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     83395939 | PA      | $85697666.54    | 0.19%             | 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        |       611000 | PA      | $625572.35      | 0.00%             | 2033-04-24      | Fixed         | 9.85%                 | No            |                  2 | On Loan: No      |
| Pikes Peak CLO 15 Ltd.                                                    | Pikes Peak CLO 15 Ltd., Series 2023-15A, Class CR                                                                                                   | CUSIP: 720922AQ6<br>LEI: 213800Z4RS2ZM3411T95 | Long             | ABS-CBDO         | CORP              | JE        |      2000000 | PA      | $2002690.60     | 0.00%             | 2038-10-20      | Floating      | 5.57%                 | 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      | $3061832.81     | 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      | $-54807.24      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AMC Networks, Inc.                                                        | AMC Networks, Inc.                                                                                                                                  | CUSIP: 00164VAF0<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |     10878000 | PA      | $9164523.55     | 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        |      1508051 | PA      | $1258208.77     | 0.00%             | 2036-08-27      | Floating      | 4.03%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | DR Horton, Inc.                                                                                                                                     | CUSIP: 23331A109<br>LEI: N/A                  | N/A              | DE               |  | US        |         9200 | NS      | $-10639.52      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDSCMBX                                                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |       575550 | PA      | $-110701.96     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                                                  | CUSIP: 3140XNTY0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        26404 | PA      | $26140.67       | 0.00%             | 2053-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | KOSPI 200 Index                                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        10238 | NC      | $162280.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LendingClub Rated Notes Issuer Trust                                      | LendingClub Rated Notes Issuer Trust, Series 2025-P2, Class R                                                                                       | CUSIP: 525949103<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       279000 | PA      | $694205.57      | 0.00%             | 2045-03-15      | 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      | $-64488.03      | -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        |      1671514 | PA      | $1543779.83     | 0.00%             | 2036-11-25      | Floating      | 4.11%                 | No            |                  2 | On Loan: No      |
| Belron UK Finance plc                                                     | Belron UK Finance plc, 1st Lien Term Loan B                                                                                                         | CUSIP: 08078UAP8<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |      8363614 | PA      | $9623968.05     | 0.02%             | 2031-10-16      | Variable      | 4.27%                 | No            |                  2 | On Loan: No      |
| Cogent Communications Group LLC                                           | Cogent Communications Group LLC                                                                                                                     | CUSIP: 19240WAA7<br>LEI: 549300KFWFYF8Q1U0Y26 | Long             | DBT              | CORP              | US        |      1207000 | PA      | $1188765.85     | 0.00%             | 2027-06-15      | Fixed         | 7.00%                 | 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        |      3610167 | PA      | $3637692.93     | 0.01%             | 2069-07-25      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| Endo Finance Holdings LP                                                  | Endo Finance Holdings LP                                                                                                                            | CUSIP: 29281RAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2469000 | PA      | $2585225.71     | 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      | $4996087.49     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| K+S AG                                                                    | K+S AG (Registered)                                                                                                                                 | CUSIP: N/A<br>LEI: 529900YURAYD4IJX2J91       | Long             | EC               | CORP              | DE        |       117331 | NS      | $2230914.94     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     71084655 | PA      | $20940.94       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                                              | BX Commercial Mortgage Trust, Series 2026-XL6, Class E                                                                                              | CUSIP: 12433NAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      7565000 | PA      | $7517856.43     | 0.02%             | 2043-03-15      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| Heathrow Finance plc                                                      | Heathrow Finance plc                                                                                                                                | CUSIP: N/A<br>LEI: 549300F740QSGMPHQJ60       | Long             | DBT              | CORP              | GB        |      3643000 | PA      | $4782149.50     | 0.01%             | 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        |       764000 | PA      | $770503.22      | 0.00%             | 2031-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| IPD 3 BV                                                                  | IPD 3 BV                                                                                                                                            | CUSIP: N/A<br>LEI: 724500RBP2J59JMQB629       | Long             | DBT              | CORP              | NL        |      7191000 | PA      | $7805886.18     | 0.02%             | 2031-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Entain plc                                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -123100 | NS      | $-56517.54      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     44720044 | PA      | $-263675.86     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    134002000 | PA      | $-1106238.51    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FWD Group Holdings Ltd.                                                   | FWD Group Holdings Ltd.                                                                                                                             | CUSIP: 30332TAD4<br>LEI: 254900HEGGDS8WU5QZ97 | Long             | DBT              | CORP              | KY        |     11901000 | PA      | $11765090.58    | 0.03%             | 2035-09-22      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     78229203 | PA      | $-1311126.02    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                                     | NextEra Energy Capital Holdings, Inc.                                                                                                               | CUSIP: 65339KDU1<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     38600000 | PA      | $42956732.73    | 0.09%             | 2056-05-15      | Variable      | 4.00%                 | 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      | $3168561.78     | 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      | $-148172.25     | -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        |       -28500 | NS      | $66120.00       | 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        |       977062 | PA      | $989434.00      | 0.00%             | 2054-01-25      | Variable      | 7.23%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                                       | New Residential Mortgage Loan Trust, Series 2025-NQM4, Class B1                                                                                     | CUSIP: 64832FAG1<br>LEI: 2138001CG5SYL78G3648 | Long             | ABS-MBS          | CORP              | US        |      1880000 | PA      | $1906299.83     | 0.00%             | 2065-07-25      | Variable      | 7.02%                 | No            |                  2 | On Loan: No      |
| Quarz International, Inc.                                                 | Quarz International, Inc.                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | IT        |     12332479 | PA      | $14271086.96    | 0.03%             | 2041-06-15      | Floating      | 2.94%                 | 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      | $5907055.80     | 0.01%             | 2038-01-18      | Fixed         | 5.51%                 | No            |                  2 | 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      | $11006598.90    | 0.02%             | 2038-01-15      | Floating      | 5.03%                 | 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      | $122621.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | USD Currency                                                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |     66026700 | PA      | $268222.49      | 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        |      1384747 | PA      | $1223770.16     | 0.00%             | 2036-05-15      | Variable      | 3.60%                 | 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        |       199735 | PA      | $197902.95      | 0.00%             | 2035-01-25      | Variable      | 6.33%                 | No            |                  2 | On Loan: No      |
| CIFC European Funding CLO II DAC                                          | CIFC European Funding CLO II DAC, Series 2A, Class AR                                                                                               | CUSIP: N/A<br>LEI: 549300NYQTL91Z5R9B69       | Long             | ABS-CBDO         | CORP              | IE        |      4750000 | PA      | $5471056.12     | 0.01%             | 2039-10-15      | Floating      | 3.32%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Syensqo SA                                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -21300 | NS      | $-119788.26     | -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        |      1180742 | PA      | $786663.62      | 0.00%             | 2037-07-25      | Floating      | 4.13%                 | 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      | $808112.57      | 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      | $42653912.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| Puerto Rico Electric Power Authority                                      | Puerto Rico Electric Power Authority, Series 2007TT                                                                                                 | CUSIP: 74526YBT1<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | PR        |      1915000 | PA      | $1273475.00     | 0.00%             | 2018-07-01      | Fixed         | 5.00%                 | No            |                  2 | 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        |      2520000 | PA      | $2520615.26     | 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        |       472000 | PA      | $473448.57      | 0.00%             | 2029-09-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Henry Schein, Inc.                                                        | Henry Schein, Inc.                                                                                                                                  | CUSIP: 806407102<br>LEI: VGO3WGL8H45T73F4RR92 | Long             | EC               | CORP              | US        |         3891 | NS      | $286766.70      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cengage Learning, Inc.                                                    | Cengage Learning, Inc., 1st Lien Term Loan B                                                                                                        | CUSIP: 15131YAR6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       744370 | PA      | $727696.40      | 0.00%             | 2031-03-24      | Variable      | 6.67%                 | 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      | $890290.87      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Santander Residential 1 FT                                                | Santander Residential 1 FT, Series 1, Class B                                                                                                       | CUSIP: N/A<br>LEI: 959800E7PWPHWSWPK316       | Long             | ABS-MBS          | CORP              | ES        |       900000 | PA      | $1035163.54     | 0.00%             | 2068-10-18      | Floating      | 3.20%                 | 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        |       116108 | PA      | $116035.92      | 0.00%             | 2038-04-15      | Floating      | 5.89%                 | No            |                  2 | On Loan: No      |
| Kingdom of Morocco                                                        | Kingdom of Morocco                                                                                                                                  | CUSIP: N/A<br>LEI: 529900F3MBW9XY5K1X07       | Long             | DBT              | NUSS              | MA        |       283000 | PA      | $271722.45      | 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      | $3177088.43     | 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        |       278109 | PA      | $283114.46      | 0.00%             | 2040-12-28      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| Signal Harmonic CLO III DAC                                               | Signal Harmonic CLO III DAC, Series 3A, Class C                                                                                                     | CUSIP: N/A<br>LEI: 635400QY5JW9P3LCDV06       | Long             | ABS-CBDO         | CORP              | IE        |      5900000 | PA      | $6754409.09     | 0.01%             | 2038-11-15      | Floating      | 4.58%                 | No            |                  2 | On Loan: No      |
| Alumina Pty. Ltd.                                                         | Alumina Pty. Ltd.                                                                                                                                   | CUSIP: 02220AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |      1119000 | PA      | $1141822.01     | 0.00%             | 2030-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| FIGRE Trust                                                               | FIGRE Trust, Series 2026-HE1, Class B                                                                                                               | CUSIP: 30249NAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1516070 | PA      | $1500553.81     | 0.00%             | 2056-01-25      | Variable      | 5.18%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                           | TransDigm, Inc.                                                                                                                                     | CUSIP: 893647BQ9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |      2805000 | PA      | $2763061.32     | 0.01%             | 2029-05-01      | Fixed         | 4.88%                 | 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      | $6934992.75     | 0.02%             | 2031-08-20      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                                                 | Nelnet Student Loan Trust, Series 2025-BA, Class C                                                                                                  | CUSIP: 64032BAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     10116000 | PA      | $9951671.65     | 0.02%             | 2055-05-17      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Xiaomi Corp., Class B                                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        99011 | NS      | $5514.10        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                                                                                  | CUSIP: 3132DWGQ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     26124035 | PA      | $25890013.61    | 0.06%             | 2053-03-01      | Fixed         | 5.00%                 | 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      | $-79651.19      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                                                 | Nelnet Student Loan Trust, Series 2025-CA, Class D                                                                                                  | CUSIP: 64035UAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     10835000 | PA      | $10567523.94    | 0.02%             | 2065-06-22      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| NatWest Group plc                                                         | NatWest Group plc                                                                                                                                   | CUSIP: N/A<br>LEI: 2138005O9XJIJN4JPN90       | Long             | DBT              | CORP              | GB        |       327000 | PA      | $447228.86      | 0.00%             | 2033-06-06      | Variable      | 7.42%                 | 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      | $1934259.42     | 0.00%             | 2031-08-20      | Floating      | 10.68%                | 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      | $-12598.32      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RSA Security LLC                                                          | RSA Security LLC                                                                                                                                    | CUSIP: N/A<br>LEI: DDXF51QWGHQV97O29E54       | Long             | EC               | CORP              | US        |        47640 | NS      | $0.48           | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Benefit Street Partners CLO XXXVIII Ltd.                                  | Benefit Street Partners CLO XXXVIII Ltd., Series 2024-38A, Class A                                                                                  | CUSIP: 08183FAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1500000 | PA      | $1499631.60     | 0.00%             | 2038-01-25      | Floating      | 4.98%                 | 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      | $116050.00      | 0.00%             | 2024-04-17      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| Republic of Colombia                                                      | Republic of Colombia                                                                                                                                | CUSIP: N/A<br>LEI: 549300MHDRBVRF6B9117       | Long             | DBT              | NUSS              | CO        |       584000 | PA      | $641353.33      | 0.00%             | 2038-11-26      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FTAI Aviation Investors LLC                                               | FTAI Aviation Investors LLC                                                                                                                         | CUSIP: 34960PAF8<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |       697000 | PA      | $714515.61      | 0.00%             | 2031-05-01      | 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      | $2715.02        | 0.00%             |  |  |  | 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      | $2651418.12     | 0.01%             | 2064-12-26      | Variable      | 7.54%                 | 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        |       413103 | PA      | $144009.36      | 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        |       164762 | NS      | $241487.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | National Grid plc                                                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        81100 | NS      | $49151.67       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VS Buyer LLC                                                              | VS Buyer LLC, 1st Lien Term Loan                                                                                                                    | CUSIP: 91834WAG5<br>LEI: 254900G5QLDMHSCYJK25 | Long             | LON              | CORP              | US        |       982439 | PA      | $957878.31      | 0.00%             | 2031-04-14      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| Nissan Motor Co. Ltd.                                                     | Nissan Motor Co. Ltd.                                                                                                                               | CUSIP: 654922AD5<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |      2385000 | PA      | $2453786.57     | 0.01%             | 2035-07-17      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp. Variable Rate Notes, Class FH                                                                                      | CUSIP: 3137HLLG5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     14258740 | PA      | $14413457.47    | 0.03%             | 2055-06-25      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC                                                          | CCO Holdings LLC                                                                                                                                    | CUSIP: 1248EPCB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       256000 | PA      | $252480.69      | 0.00%             | 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        |      3943160 | PA      | $3748210.95     | 0.01%             | 2037-09-25      | Floating      | 4.47%                 | No            |                  2 | On Loan: No      |
| Venture Global LNG, Inc.                                                  | Venture Global LNG, Inc.                                                                                                                            | CUSIP: 92332YAB7<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |      1552000 | PA      | $1614041.73     | 0.00%             | 2031-06-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $940754.21      | 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      | $4375800.94     | 0.01%             | 2037-10-15      | Floating      | 11.06%                | No            |                  2 | On Loan: No      |
| TopBuild Corp.                                                            | TopBuild Corp.                                                                                                                                      | CUSIP: 89055FAD5<br>LEI: 5493007YSKHOL4RWII46 | Long             | DBT              | CORP              | US        |       407000 | PA      | $398360.08      | 0.00%             | 2034-01-31      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Autonoria Spain                                                           | AutoNoria Spain FT, Series 2021-SP, Class F                                                                                                         | CUSIP: N/A<br>LEI: 959800PAVFGQ48YNAE06       | Long             | ABS-O            | CORP              | ES        |        32530 | PA      | $37572.34       | 0.00%             | 2039-01-31      | Floating      | 5.84%                 | 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        |       694260 | PA      | $603751.56      | 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        |     27126000 | PA      | $30400876.99    | 0.07%             | 2027-04-22      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Swiss Prime Site AG (Registered)                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -13500 | NS      | $-10396.03      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Greystone CRE Notes 2025 LLC                                              | Greystone CRE Notes 2025 LLC, Series 2025-HC4, Class A                                                                                              | CUSIP: 39809NAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      9010000 | PA      | $9014559.06     | 0.02%             | 2042-10-15      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | 3-mo. CORRA                                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | CA        |          261 | NC      | $-85047.68      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Raizen Fuels Finance SA                                                   | Raizen Fuels Finance SA                                                                                                                             | CUSIP: N/A<br>LEI: 52990010NH26VC32Q522       | Long             | DBT              | CORP              | LU        |      2607000 | PA      | $1433850.00     | 0.00%             | 2034-03-05      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Romania                                                                   | Romania Government Bond                                                                                                                             | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |      5824000 | PA      | $5819515.52     | 0.01%             | 2027-11-25      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                                         | Barclays Bank plc                                                                                                                                   | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | RA               | CORP              | GB        |      2017500 | PA      | $2017500.00     | 0.00%             |  |  |  | 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        |      7234000 | PA      | $7167085.50     | 0.02%             | 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        |      1755198 | PA      | $2083457.34     | 0.00%             | 2043-09-22      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| Service Properties Trust                                                  | Service Properties Trust                                                                                                                            | CUSIP: 81761LAB8<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |      1318000 | PA      | $1319731.07     | 0.00%             | 2027-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | USD Currency                                                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |     74026915 | PA      | $517.63         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Capital, Inc.                                                    | Barclays Capital, Inc.                                                                                                                              | CUSIP: N/A<br>LEI: AC28XWWI3WIBK2824319       | Long             | RA               | CORP              | US        |      2241625 | PA      | $2241625.00     | 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        |    389440000 | PA      | $7007992.44     | 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        |      1610000 | PA      | $1604837.86     | 0.00%             | 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      | $-3504.02       | -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        |         -340 | NC      | $-233750.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Tencent Holdings Ltd.                                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        59200 | NS      | $-143220.21     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Starwood Property Trust, Inc.                                             | Starwood Property Trust, Inc.                                                                                                                       | CUSIP: 85571BBC8<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |      1330000 | PA      | $1327420.60     | 0.00%             | 2030-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | USD Currency                                                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |   -100161000 | PA      | $-2553127.90    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Moderna, Inc.                                                                                                                                       | CUSIP: 60770K107<br>LEI: N/A                  | N/A              | DE               |  | US        |        17800 | NS      | $-4867.03       | -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      | $8697097.32     | 0.02%             | 2063-10-25      | Variable      | 7.92%                 | 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        |       383634 | PA      | $383363.28      | 0.00%             | 2030-10-22      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                                                 | HCA, Inc.                                                                                                                                           | CUSIP: 404119BX6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      8980000 | PA      | $8855854.91     | 0.02%             | 2029-06-15      | Fixed         | 4.12%                 | 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      | $3650297.11     | 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        |      5384902 | PA      | $7143371.40     | 0.02%             | 2035-02-17      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| SGB-SMIT MidCo GmbH                                                       | SGB-SMIT MidCo GmbH, 1st Lien Term Loan B                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | DE        |      2400000 | PA      | $2776342.45     | 0.01%             | 2033-03-10      | Variable      | 5.98%                 | No            |                  2 | On Loan: No      |
| CML The Ben                                                               | CML The Ben, Delayed Draw 1st Lien Term Loan                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9500000 | PA      | $9409750.00     | 0.02%             | 2031-03-09      | Variable      | 8.40%                 | No            |                  3 | On Loan: No      |
| Warwick Capital CLO 7 Ltd.                                                | Warwick Capital CLO 7 Ltd., Series 2025-7A, Class A1                                                                                                | CUSIP: 93656JAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      4750000 | PA      | $4751159.00     | 0.01%             | 2038-10-21      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| Resort Communities LoanCo. LP                                             | Resort Communities LoanCo. LP                                                                                                                       | CUSIP: 76125UAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    119650033 | PA      | $117783492.49   | 0.26%             | 2028-11-21      | Fixed         | 12.00%                | No            |                  3 | On Loan: No      |
| Galapagos                                                                 | Galapagos, 1st Lien Term Loan                                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | LU        |     25255968 | PA      | $29192110.57    | 0.06%             | 2028-01-01      | Variable      | 5.90%                 | 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      | $-226640.30     | -0.00%            |  |  |  | No            |                  2 | 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        |       951120 | PA      | $716583.70      | 0.00%             | 2030-10-28      | 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      | $-37741.17      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Kyrgyz Republic International Bond                                        | Kyrgyz Republic International Bond                                                                                                                  | CUSIP: 50158LAA6<br>LEI: 253400QJNKYYP2C7PA85 | Long             | DBT              | NUSS              | KG        |      2515000 | PA      | $2507555.60     | 0.01%             | 2030-06-03      | Fixed         | 7.75%                 | 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      | $-737.79        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     43870000 | PA      | $1263248.77     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     80353985 | PA      | $-67322.44      | -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        |      4601901 | PA      | $4601901.09     | 0.01%             | 2041-10-15      | Floating      | 7.31%                 | No            |                  2 | On Loan: No      |
| ADLER Group SA                                                            | ADLER Group SA                                                                                                                                      | CUSIP: N/A<br>LEI: 391200OYYFJ3DWAMEC69       | Long             | EC               | CORP              | LU        |      5755512 | NS      | $66.53          | 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        |      6009167 | PA      | $6017710.44     | 0.01%             | 2032-10-20      | Floating      | 5.02%                 | 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        |     25023992 | PA      | $837177.66      | 0.00%             | 2052-09-15      | Variable      | 1.31%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   3975519977 | PA      | $-103558.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ontex Group NV                                                            | Ontex Group NV                                                                                                                                      | CUSIP: N/A<br>LEI: 549300AQESC6JJOPW253       | Long             | DBT              | CORP              | BE        |      1769000 | PA      | $1875785.52     | 0.00%             | 2030-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Ramsay Generale De Sante SA                                               | Ramsay Generale De Sante SA, Facility 1st Lien Term Loan B5                                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | FR        |      1500000 | PA      | $1716003.81     | 0.00%             | 2031-08-13      | Variable      | 5.28%                 | 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        |      6614222 | PA      | $6620300.76     | 0.01%             | 2051-11-25      | Variable      | 7.63%                 | No            |                  2 | On Loan: No      |
| SAI Life Sciences Ltd.                                                    | SAI Life Sciences Ltd.                                                                                                                              | CUSIP: N/A<br>LEI: 335800JBS3NY25NIBC93       | Long             | EC               | CORP              | IN        |        59651 | NS      | $615842.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CDW LLC                                                                   | CDW LLC                                                                                                                                             | CUSIP: 12513GBL2<br>LEI: 549300RU2J599RPFD076 | Short            | DBT              | CORP              | US        |     -1200000 | PA      | $-1179263.53    | -0.00%            | 2034-08-22      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Birch Grove CLO 8 Ltd.                                                    | Birch Grove CLO 8 Ltd., Series 2024-8A, Class E                                                                                                     | CUSIP: 09077UAA0<br>LEI: 254900WH1INTG23INE62 | Long             | ABS-CBDO         | CORP              | JE        |      3000000 | PA      | $2940185.10     | 0.01%             | 2037-04-20      | Floating      | 10.77%                | No            |                  2 | On Loan: No      |
| Republic of Poland                                                        | Republic of Poland                                                                                                                                  | CUSIP: N/A<br>LEI: 259400R9L8QEP0TPXS31       | Long             | DBT              | NUSS              | PL        |    118000000 | PA      | $31722075.86    | 0.07%             | 2030-01-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Focus Financial Partners LLC                                              | Focus Financial Partners LLC, 1st Lien Term Loan B                                                                                                  | CUSIP: 34416DBD9<br>LEI: 5493007L0E0VKRC2CP39 | Long             | LON              | CORP              | US        |      1175625 | PA      | $1136065.24     | 0.00%             | 2031-09-15      | Variable      | 6.17%                 | 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      | $1083097.22     | 0.00%             | 2055-09-12      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     60363547 | PA      | $-339515.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Charter Next Generation, Inc.                                             | Charter Next Generation, Inc., 1st Lien Term Loan                                                                                                   | CUSIP: 16125TAP7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      1241184 | PA      | $1232396.09     | 0.00%             | 2030-11-29      | Variable      | 6.17%                 | 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      | $3139908.67     | 0.01%             | 2066-12-20      | Floating      | 4.83%                 | 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      | $345511.79      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDI                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     53621000 | PA      | $-48677.88      | -0.00%            |  |  |  | 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        |     10071000 | PA      | $10099937.00    | 0.02%             | 2047-06-13      | 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      | $-45211.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Alinma Sukuk Ltd.                                                         | Alinma Sukuk Ltd.                                                                                                                                   | CUSIP: N/A<br>LEI: 549300UOBOJVBACQKT03       | Long             | DBT              | CORP              | KY        |      6000000 | PA      | $5897820.00     | 0.01%             | 2036-01-23      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     98149400 | PA      | $480145.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | NASDAQ 100 E-Mini Index                                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         -211 | NC      | $2062189.79     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EMRLD Borrower LP                                                         | EMRLD Borrower LP                                                                                                                                   | CUSIP: 29103CAA6<br>LEI: 5493000GJYE7GAQCUC61 | Long             | DBT              | CORP              | US        |      3809000 | PA      | $3873977.73     | 0.01%             | 2030-12-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | STMicroelectronics NV                                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |       -48500 | NS      | $-135808.63     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Cloud Software Group, Inc.                                                | Cloud Software Group, Inc., 1st Lien Term Loan B                                                                                                    | CUSIP: 88632NBK5<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | LON              | CORP              | US        |      1982886 | PA      | $1810374.94     | 0.00%             | 2031-03-21      | Variable      | 6.92%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDIT                                                                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |     22791000 | PA      | $-915155.16     | -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        |      2306000 | PA      | $2697062.57     | 0.01%             | 2030-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                                                                                  | CUSIP: 3132DWJE4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     10248227 | PA      | $10142700.57    | 0.02%             | 2053-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Whitebox CLO II Ltd.                                                      | Whitebox CLO II Ltd., Series 2020-2A, Class E1R2                                                                                                    | CUSIP: 96466EAJ3<br>LEI: 549300C89ZJ5IWOT1F21 | Long             | ABS-CBDO         | CORP              | KY        |       900000 | PA      | $860961.24      | 0.00%             | 2037-10-24      | Floating      | 9.42%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    506170938 | PA      | $-16052.87      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Capgemini SE                                                              | Capgemini SE                                                                                                                                        | CUSIP: N/A<br>LEI: 96950077L0TN7BAROX36       | Long             | DBT              | CORP              | FR        |      9800000 | PA      | $10785592.74    | 0.02%             | 2034-09-25      | 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      | $19790.12       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    107129963 | PA      | $-467623.64     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Battalion CLO VIII Ltd.                                                   | Battalion CLO VIII Ltd., Series 2015-8A, Class BR3                                                                                                  | CUSIP: 07132ACN1<br>LEI: 549300WH2OE0BGHQQP83 | Long             | ABS-CBDO         | CORP              | KY        |      2000000 | PA      | $1994518.80     | 0.00%             | 2030-07-18      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| Worley Financial Services Pty. Ltd.                                       | Worley Financial Services Pty. Ltd.                                                                                                                 | CUSIP: N/A<br>LEI: 549300XG4PYDO7ACB905       | Long             | DBT              | CORP              | AU        |      6000000 | PA      | $4072388.48     | 0.01%             | 2032-05-13      | Fixed         | 5.87%                 | 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      | $3411489.34     | 0.01%             | 2050-06-28      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| Powszechna Kasa Oszczednosci Bank Polski SA                               | Powszechna Kasa Oszczednosci Bank Polski SA                                                                                                         | CUSIP: N/A<br>LEI: P4GTT6GF1W40CVIMFR43       | Long             | EC               | CORP              | PL        |        78933 | NS      | $1867080.49     | 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        |    522441000 | PA      | $9184298.17     | 0.02%             | 2028-02-04      | Fixed         | 21.38%                | No            |                  2 | On Loan: No      |
| Madison Park Funding LX Ltd.                                              | Madison Park Funding LX Ltd., Series 2022-60A, Class A1R                                                                                            | CUSIP: 557910AN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1100000 | PA      | $1100388.19     | 0.00%             | 2037-10-25      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| Alliant Holdings Intermediate LLC                                         | Alliant Holdings Intermediate LLC                                                                                                                   | CUSIP: 01883LAG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        14000 | PA      | $13747.27       | 0.00%             | 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      | $23457679.59    | 0.05%             | 2042-07-13      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                                                                            | CUSIP: 21H052645<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    405721000 | PA      | $408304931.56   | 0.88%             | 2056-04-15      | 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      | $-28251493.66   | -0.06%            |  |  |  | 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      | $3683225.06     | 0.01%             | 2034-12-01      | Fixed         | 1.77%                 | 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      | $113029.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Suburban Propane Partners LP                                              | Suburban Propane Partners LP                                                                                                                        | CUSIP: 864486AL9<br>LEI: JJAX4X60DE65EYFOTY73 | Long             | DBT              | CORP              | US        |      1199000 | PA      | $1128113.20     | 0.00%             | 2031-06-01      | 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      | $-270610.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fluidstack CS I, Inc.                                                     | Fluidstack CS I, Inc., Series A                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       190539 | NS      | $14117428.93    | 0.03%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                                       | DuPont de Nemours, Inc.                                                                                                                             | CUSIP: 26614N102<br>LEI: N/A                  | N/A              | DE               |  | US        |       -28700 | NS      | $-9442.46       | -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      | $4682315.87     | 0.01%             | 2039-10-05      | Variable      | 5.80%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | MatsukiyoCocokara & Co.                                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -120300 | NS      | $-106363.41     | -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      | $4638191.52     | 0.01%             | 2028-05-17      | Fixed         | 7.23%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     66600000 | PA      | $-2873.35       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | CSG NV                                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -408514 | NS      | $2172883.09     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FCT Noria                                                                 | FCT Noria, Series 2025-1, Class E                                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | FR        |      2000000 | PA      | $2314788.43     | 0.01%             | 2043-07-25      | Floating      | 4.69%                 | 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      | $442221.22      | 0.00%             | 2053-06-23      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| Shift4 Payments LLC                                                       | Shift4 Payments LLC                                                                                                                                 | CUSIP: 82453AAB3<br>LEI: 254900GTEMR7L40VPI74 | Long             | DBT              | CORP              | US        |      2517000 | PA      | $2475079.47     | 0.01%             | 2032-08-15      | Fixed         | 6.75%                 | 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        |      4769984 | PA      | $4813319.05     | 0.01%             | 2063-10-25      | Variable      | 7.69%                 | No            |                  2 | On Loan: No      |
| Cinemark USA, Inc.                                                        | Cinemark USA, Inc.                                                                                                                                  | CUSIP: 172441BF3<br>LEI: 54930008H2137JSCPQ09 | Long             | DBT              | CORP              | US        |       940000 | PA      | $931963.66      | 0.00%             | 2028-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| 1301 Trust                                                                | 1301 Trust, Series 2025-1301, Class E                                                                                                               | CUSIP: 682461AL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3150000 | PA      | $3255750.19     | 0.01%             | 2042-08-11      | Variable      | 7.24%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Holmen AB, Class B                                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |       -72100 | NS      | $-97057.10      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Golden Ray SA Compartment 2                                               | Golden Ray SA Compartment 2, Series 2, Class A                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | LU        |      8362149 | PA      | $9675064.95     | 0.02%             | 2058-12-27      | Floating      | 2.89%                 | 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        |     20821537 | PA      | $8724119.96     | 0.02%             | 2037-11-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Turquoise V Trust                                                         | Turquoise V Trust, Series 2026-1, Class B                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | CORP              | AU        |      5990000 | PA      | $4118843.04     | 0.01%             | 2067-06-12      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| Carlyle Euro CLO DAC                                                      | Carlyle Euro CLO DAC, Series 2013-1A, Class A1R3                                                                                                    | CUSIP: N/A<br>LEI: 635400OJLSUEGFECDT29       | Long             | ABS-CBDO         | CORP              | IE        |      7430000 | PA      | $8583183.98     | 0.02%             | 2038-10-15      | Floating      | 3.40%                 | No            |                  2 | On Loan: No      |
| Bellis Acquisition Co. plc                                                | Bellis Acquisition Co. plc                                                                                                                          | CUSIP: N/A<br>LEI: 259400CYE2267UB4A481       | Long             | DBT              | CORP              | GB        |      4422000 | PA      | $4815648.33     | 0.01%             | 2031-07-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| RBC Capital Markets LLC                                                   | RBC Capital Markets LLC                                                                                                                             | CUSIP: N/A<br>LEI: 549300LCO2FLSSVFFR64       | Long             | RA               | CORP              | US        |       462500 | PA      | $462500.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BBVA Consumer Auto FT                                                     | BBVA Consumer Auto FT, Series 2025-1, Class C                                                                                                       | CUSIP: N/A<br>LEI: 959800MMSVSVXFLRQM04       | Long             | ABS-O            | CORP              | ES        |      1873476 | PA      | $2174166.47     | 0.00%             | 2042-05-19      | Floating      | 3.31%                 | No            |                  2 | On Loan: No      |
| Innio North America Holding, Inc.                                         | Innio North America Holding, Inc., Facility 1st Lien Term Loan B                                                                                    | CUSIP: A2838LAM8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       832412 | PA      | $823738.00      | 0.00%             | 2031-11-03      | Variable      | 5.66%                 | 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        |      4833352 | PA      | $4830956.21     | 0.01%             | 2041-05-17      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                                     | United Mexican States                                                                                                                               | CUSIP: 91087BBQ2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |       900000 | PA      | $883800.00      | 0.00%             | 2034-02-09      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Tennessee Valley Authority                                                | Tennessee Valley Authority                                                                                                                          | CUSIP: 880591FC1<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGSE             | US        |     33500000 | PA      | $32981133.58    | 0.07%             | 2055-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Rohm Co. Ltd.                                                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -46000 | NS      | $39252.08       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     62621200 | PA      | $17110861.41    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Live Nation Entertainment, Inc.                                           | Live Nation Entertainment, Inc.                                                                                                                     | CUSIP: 538034AX7<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |       212000 | PA      | $206749.27      | 0.00%             | 2028-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                       | Petroleos Mexicanos                                                                                                                                 | CUSIP: 71654QDL3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |       295004 | PA      | $310167.21      | 0.00%             | 2029-06-02      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Hashemite Kingdom of Jordan                                               | Hashemite Kingdom of Jordan                                                                                                                         | CUSIP: N/A<br>LEI: 5493000JZ4MYPVMBVN50       | Long             | DBT              | NUSS              | JO        |       711000 | PA      | $697668.75      | 0.00%             | 2030-07-07      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDI                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    123968000 | PA      | $-79764.23      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Intuitive Surgical, Inc.                                                                                                                            | CUSIP: 46120E602<br>LEI: N/A                  | N/A              | DE               |  | US        |         4100 | NS      | $-69905.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Dominican Republic                                                        | Dominican Republic Government Bond                                                                                                                  | CUSIP: 25714PFA1<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    100050000 | PA      | $1732597.43     | 0.00%             | 2036-06-01      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust                                        | Ellington Financial Mortgage Trust, Series 2025-INV3, Class A1                                                                                      | CUSIP: 26847NAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     12988492 | PA      | $13014400.07    | 0.03%             | 2070-07-25      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| Lendlease Asia Treasury Pte. Ltd.                                         | Lendlease Asia Treasury Pte. Ltd.                                                                                                                   | CUSIP: N/A<br>LEI: 254900RDMI6PPK5EN222       | Long             | DBT              | CORP              | SG        |      3500000 | PA      | $2688224.31     | 0.01%             | 2030-09-30      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| Mariner Finance Issuance Trust                                            | Mariner Finance Issuance Trust, Series 2025-AA, Class C                                                                                             | CUSIP: 567920AC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3257000 | PA      | $3285904.90     | 0.01%             | 2038-05-20      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      5927000 | PA      | $38797.10       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| 1011778 BC ULC                                                            | 1011778 BC ULC                                                                                                                                      | CUSIP: 68245XAT6<br>LEI: 549300RHSHNRWI5LLA86 | Long             | DBT              | CORP              | CA        |       332000 | PA      | $332723.10      | 0.00%             | 2029-09-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| IQVIA, Inc.                                                               | IQVIA, Inc.                                                                                                                                         | CUSIP: 46266TAD0<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |      1500000 | PA      | $1531378.50     | 0.00%             | 2030-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| iShares Trust                                                             | iShares China Large-Cap ETF                                                                                                                         | CUSIP: 464287184<br>LEI: 5493001YVWPO25CNKN94 | Long             |  | RF                | US        |       449559 | NS      | $16139168.10    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                           | Goldman Sachs Group, Inc. (The)                                                                                                                     | CUSIP: 38141GB29<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     27361000 | PA      | $27690629.46    | 0.06%             | 2030-07-23      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| Argent Securities Trust                                                   | Argent Securities Trust, Series 2006-W2, Class A2C                                                                                                  | CUSIP: 040104RW3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1773074 | PA      | $997112.56      | 0.00%             | 2036-03-25      | Floating      | 4.37%                 | No            |                  2 | On Loan: No      |
| Upgrade Master Pass-Thru Trust                                            | Upgrade Master Pass-Thru Trust, Series 2025-ST5, Class B                                                                                            | CUSIP: 91535BAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2107000 | PA      | $2104061.79     | 0.00%             | 2032-09-15      | 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      | $-194111.76     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | PDD Holdings, Inc.                                                                                                                                  | CUSIP: 722304102<br>LEI: N/A                  | N/A              | DE               |  | US        |       -13999 | NS      | $-31897.83      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Telefonica Brasil SA                                                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       324100 | NS      | $72707.72       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Australian Dollar                                                         | Australian Dollar                                                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | AU        |     56383216 | OU      | $38901600.12    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Owl Rock CLO XV LLC                                                       | Owl Rock CLO XV LLC, Series 2024-15A, Class B                                                                                                       | CUSIP: 69121VAB6<br>LEI: 254900QMVISVTLAZCH37 | Long             | ABS-CBDO         | CORP              | US        |      4000000 | PA      | $3988981.60     | 0.01%             | 2036-01-20      | Floating      | 6.87%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    400329807 | PA      | $2895752.83     | 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        |       797726 | PA      | $807771.68      | 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        |     19800000 | PA      | $29323800.00    | 0.06%             | 2029-07-22      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | SOP                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   -110871000 | PA      | $-4037840.02    | -0.01%            |  |  |  | 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      | $4743832.13     | 0.01%             | 2038-04-17      | Floating      | 4.87%                 | 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      | $2251693.08     | 0.00%             | 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        |        99105 | NS      | $6588500.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CCO Holdings LLC                                                          | CCO Holdings LLC                                                                                                                                    | CUSIP: 1248EPCE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4676000 | PA      | $4369621.93     | 0.01%             | 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        |        39300 | NS      | $-27748.34      | -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        |     16771082 | PA      | $16821459.37    | 0.04%             | 2054-09-25      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Pirelli & C SpA                                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -339800 | NS      | $-109257.64     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Origin Energy Finance Ltd.                                                | Origin Energy Finance Ltd.                                                                                                                          | CUSIP: N/A<br>LEI: 5493002W5C9Z753C7Q57       | Long             | DBT              | CORP              | AU        |     21424000 | PA      | $22583082.08    | 0.05%             | 2029-09-17      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Elevation CLO Ltd.                                                        | Elevation CLO Ltd., Series 2026-19A, Class A1                                                                                                       | CUSIP: 28624QAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1750000 | PA      | $1749189.05     | 0.00%             | 2038-03-31      | Floating      | 4.94%                 | 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        |      5067022 | PA      | $5058813.25     | 0.01%             | 2028-05-04      | Variable      | 6.67%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     22363101 | PA      | $-146053.89     | -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        |     17179000 | PA      | $17986413.00    | 0.04%             | 2029-09-17      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| Whitebox CLO IV Ltd.                                                      | Whitebox CLO IV Ltd., Series 2023-4A, Class SUB                                                                                                     | CUSIP: 96467LAC1<br>LEI: 549300SN372GTCE2YI66 | Long             | ABS-CBDO         | CORP              | KY        |      4750000 | PA      | $2215447.50     | 0.00%             | 2036-04-20      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Navoi Mining & Metallurgical Combinat                                     | Navoi Mining & Metallurgical Combinat                                                                                                               | CUSIP: 63890CAC8<br>LEI: 213800YLNAGERZ4C3M60 | Long             | DBT              | CORP              | UZ        |      1229000 | PA      | $1263043.30     | 0.00%             | 2030-05-14      | Fixed         | 6.75%                 | 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        |     15885545 | PA      | $13105797.17    | 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        |         7184 | NS      | $13539397.44    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     22381931 | PA      | $-134039.37     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NYC Trust                                                                 | NYC Trust, Series 2025-77C, Class A                                                                                                                 | CUSIP: 67123LAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     13370000 | PA      | $13262962.45    | 0.03%             | 2036-01-10      | Variable      | 4.79%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                                 | Ford Motor Credit Co. LLC                                                                                                                           | CUSIP: 345397ZW6<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      3565000 | PA      | $3560008.11     | 0.01%             | 2026-08-01      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    200466000 | PA      | $-467722.95     | -0.00%            |  |  |  | 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      | $16492786.01    | 0.04%             | 2039-05-28      | Fixed         | 6.17%                 | 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        |       266899 | PA      | $235871.99      | 0.00%             | 2036-05-15      | Variable      | 3.60%                 | No            |                  2 | On Loan: No      |
| OHA Credit Funding 7 Ltd.                                                 | OHA Credit Funding 7 Ltd., Series 2020-7A, Class A1R2                                                                                               | CUSIP: 67098WAY7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      7750000 | PA      | $7749891.50     | 0.02%             | 2038-07-19      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| National RMBS Trust                                                       | National RMBS Trust, Series 2026-1, Class C                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | CORP              | AU        |      1250000 | PA      | $857038.64      | 0.00%             | 2057-10-20      | Floating      | 5.89%                 | 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      | $14786385.00    | 0.03%             | 2062-04-20      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Republic of Indonesia                                                     | Republic of Indonesia                                                                                                                               | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        | 410634000000 | PA      | $24081951.03    | 0.05%             | 2030-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| RAF ABS                                                                   | RAF ABS, Series 2025-1, Class B                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | AU        |      1250000 | PA      | $861212.84      | 0.00%             | 2031-12-09      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                       | Petroleos Mexicanos                                                                                                                                 | CUSIP: 71654QDE9<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |       179000 | PA      | $171204.55      | 0.00%             | 2031-01-28      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| GCAT Trust                                                                | GCAT Trust, Series 2021-NQM4, Class A1                                                                                                              | CUSIP: 36168HAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1512350 | PA      | $1278061.10     | 0.00%             | 2066-08-25      | Variable      | 1.09%                 | No            |                  2 | On Loan: No      |
| gategroup Finance Luxembourg SA                                           | gategroup Finance Luxembourg SA                                                                                                                     | CUSIP: N/A<br>LEI: 529900Q1OR7LI4GOGW68       | Long             | DBT              | CORP              | LU        |     13545000 | PA      | $17001895.75    | 0.04%             | 2027-02-28      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Seagate Data Storage Technology Pte. Ltd.                                 | Seagate Data Storage Technology Pte. Ltd.                                                                                                           | CUSIP: 81180LAM7<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |     12058000 | PA      | $12663166.90    | 0.03%             | 2029-12-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Helvetia Baloise Holding AG                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -6200 | NS      | $-57230.61      | -0.00%            |  |  |  | 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      | $17100937.50    | 0.04%             | 2027-02-24      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| AIMCO CLO                                                                 | AIMCO CLO, Series 2015-AA, Class A1R4                                                                                                               | CUSIP: 00900LBJ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      3686000 | PA      | $3682317.69     | 0.01%             | 2038-10-17      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    102804000 | PA      | $-397854.43     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fiber Midco SpA                                                           | Fiber Midco SpA                                                                                                                                     | CUSIP: N/A<br>LEI: 8156000AFE5C06C4D309       | Long             | DBT              | CORP              | IT        |      3085481 | PA      | $2579799.23     | 0.01%             | 2029-06-15      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Icon Parent I, Inc.                                                       | Icon Parent I, Inc., 1st Lien Term Loan                                                                                                             | CUSIP: 45115DAC2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     13887574 | PA      | $13300268.88    | 0.03%             | 2031-11-13      | Variable      | 6.44%                 | No            |                  2 | On Loan: No      |
| Hellenic Republic                                                         | Hellenic Republic                                                                                                                                   | CUSIP: N/A<br>LEI: 2138003EKTMKZ5598902       | Long             | DBT              | NUSS              | GR        |     24050000 | PA      | $26287503.62    | 0.06%             | 2054-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| First Horizon Alternative Mortgage Securities Trust                       | First Horizon Alternative Mortgage Securities Trust, Series 2006-AA7, Class A1                                                                      | CUSIP: 32052CAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       104572 | PA      | $80639.62       | 0.00%             | 2037-01-25      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                                              | BX Commercial Mortgage Trust, Series 2025-SPOT, Class A                                                                                             | CUSIP: 12433FAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2540411 | PA      | $2540806.21     | 0.01%             | 2040-04-15      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Otsuka Corp.                                                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |       116400 | NS      | $84074.22       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Park Intermediate Holdings LLC                                            | Park Intermediate Holdings LLC                                                                                                                      | CUSIP: 70052LAC7<br>LEI: 549300HJUVLG7EAGZV92 | Long             | DBT              | CORP              | US        |      7315000 | PA      | $7021641.43     | 0.02%             | 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        |      1146300 | PA      | $1325590.98     | 0.00%             | 2036-11-17      | Floating      | 4.05%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     95777262 | PA      | $3558996.62     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Ambipar Lux SARL                                                          | Ambipar Lux SARL                                                                                                                                    | CUSIP: N/A<br>LEI: 9845008C0E14F9BDEK55       | Long             | DBT              | CORP              | LU        |     23879000 | PA      | $3247066.42     | 0.01%             | 2033-02-05      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                        | Credit Agricole SA                                                                                                                                  | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | DBT              | CORP              | FR        |      7100000 | PA      | $9189062.73     | 0.02%             | 2031-12-09      | Variable      | 1.87%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | EUR Currency                                                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      -920000 | PA      | $-2285.25       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    157050036 | PA      | $26130039.75    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Alpha Star Holding X Ltd.                                                 | Alpha Star Holding X Ltd.                                                                                                                           | CUSIP: N/A<br>LEI: 254900VZ1ZLI7YNEMZ61       | Long             | DBT              | CORP              | AE        |      1635000 | PA      | $1492346.25     | 0.00%             | 2029-08-05      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| CSX Corp.                                                                 | CSX Corp.                                                                                                                                           | CUSIP: 126408GW7<br>LEI: 549300JVQR4N1MMP3Q88 | Short            | DBT              | CORP              | US        |      -500000 | PA      | $-456691.46     | -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      | $21921796.69    | 0.05%             | 2062-04-20      | Fixed         | 2.68%                 | 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      | $101250.00      | 0.00%             | 2049-12-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Japan 10-Year Bond                                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | JP        |         -128 | NC      | $1174256.97     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Tencent Holdings Ltd.                                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         8400 | NS      | $-5465.75       | -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      | $15048444.60    | 0.03%             | 2028-11-12      | Fixed         | 6.95%                 | 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      | $-519.45        | -0.00%            |  |  |  | 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        |      5800000 | PA      | $6200535.25     | 0.01%             | 2029-05-09      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Sprint Spectrum Co. LLC                                                   | Sprint Spectrum Co. LLC                                                                                                                             | CUSIP: 85208NAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       738000 | PA      | $741643.96      | 0.00%             | 2028-03-20      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Sculptor CLO XXIX Ltd.                                                    | Sculptor CLO XXIX Ltd., Series 29A, Class AR                                                                                                        | CUSIP: 81124EAQ3<br>LEI: 254900GX0OVY3JW8NA67 | Long             | ABS-CBDO         | CORP              | KY        |     17500000 | PA      | $17512818.75    | 0.04%             | 2038-07-22      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Rentokil Initial plc                                                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |      -231800 | NS      | $-21390.01      | -0.00%            |  |  |  | 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        |     12726965 | PA      | $10902919.56    | 0.02%             | 2037-01-25      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| CoreWeave, Inc.                                                           | CoreWeave, Inc.                                                                                                                                     | CUSIP: 21873SAD0<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |      3008000 | PA      | $3011308.80     | 0.01%             | 2031-12-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   1030000000 | PA      | $-1270795.13    | -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      | $1963396.09     | 0.00%             | 2037-03-15      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | LANXESS AG                                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -342341 | NS      | $-2800446.91    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CNX Resources Corp.                                                       | CNX Resources Corp.                                                                                                                                 | CUSIP: 12653CAL2<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |      1569000 | PA      | $1616785.46     | 0.00%             | 2032-03-01      | Fixed         | 7.25%                 | 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      | $1004440.70     | 0.00%             | 2034-09-20      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| Veritas Newco                                                             | Veritas Newco, Series G-1                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |        53806 | NS      | $1022319.32     | 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      | $4753491.73     | 0.01%             | 2038-07-15      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| Antero Midstream Partners LP                                              | Antero Midstream Partners LP                                                                                                                        | CUSIP: 03690AAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       348000 | PA      | $347998.19      | 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      | $3201863.42     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Findango Mezz Rev                                                         | Findango Mezz Revolving, 1st Lien Term Loan                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     52500000 | PA      | $60985535.61    | 0.13%             | 2032-05-01      | Variable      | 4.66%                 | No            |                  3 | On Loan: No      |
| Indian Rupee                                                              | Indian Rupee                                                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | IN        |   1716982945 | OU      | $18102325.49    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase & Co.                                                      | JPMorgan Chase & Co.                                                                                                                                | CUSIP: 46647PCJ3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Short            | DBT              | CORP              | US        |      -200000 | PA      | $-190299.07     | -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        |      1477252 | PA      | $1763835.73     | 0.00%             | 2043-09-22      | Floating      | 7.81%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Aegon Ltd.                                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       226800 | NS      | $81007.39       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      3623000 | PA      | $-157441.57     | -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      | $26205931.68    | 0.06%             | 2038-01-22      | Floating      | 5.00%                 | 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        |       783726 | PA      | $29714.17       | 0.00%             | 2035-09-25      | Variable      | 2.03%                 | 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      | $6954563.92     | 0.02%             | 2038-06-10      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Autonoria Spain                                                           | AutoNoria Spain FT, Series 2021-SP, Class D                                                                                                         | CUSIP: N/A<br>LEI: 959800PAVFGQ48YNAE06       | Long             | ABS-O            | CORP              | ES        |       146387 | PA      | $169546.08      | 0.00%             | 2039-01-31      | Floating      | 3.49%                 | No            |                  2 | On Loan: No      |
| Ambac Assurance Corp.                                                     | Ambac Assurance Corp.                                                                                                                               | CUSIP: 023138AA8<br>LEI: 549300RYYRVPPB8NC636 | Long             | DBT              | CORP              | US        |      1407415 | PA      | $1850751.17     | 0.00%             | 2174-06-07      | Fixed         | 5.10%                 | 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      | $2815830.05     | 0.01%             | 2036-11-15      | Floating      | 12.25%                | 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      | $247225.83      | 0.00%             | 2055-09-12      | Floating      | 5.23%                 | 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        |      6976518 | PA      | $8080782.23     | 0.02%             | 2042-02-24      | Floating      | 2.70%                 | No            |                  2 | On Loan: No      |
| Eaton Vance CLO Ltd.                                                      | Eaton Vance CLO Ltd., Series 2019-1A, Class AR2                                                                                                     | CUSIP: 27830XAW6<br>LEI: 5493007R7GEORNX00105 | Long             | ABS-CBDO         | CORP              | KY        |      2500000 | PA      | $2501338.50     | 0.01%             | 2037-07-15      | Floating      | 5.18%                 | 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      | $1903670.43     | 0.00%             | 2047-02-10      | Variable      | 5.93%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                  | Electricite de France SA                                                                                                                            | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | NUSS              | FR        |      2600000 | PA      | $3030626.23     | 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      | $264057.94      | 0.00%             | 2071-12-16      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    433975800 | PA      | $-390788.46     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Thaioil Treasury Center Co. Ltd.                                          | Thaioil Treasury Center Co. Ltd.                                                                                                                    | CUSIP: 88323RAC9<br>LEI: 549300NH03B9E8VGJR89 | Long             | DBT              | CORP              | TH        |       394000 | PA      | $379246.91      | 0.00%             | 2031-01-15      | Variable      | 6.10%                 | 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        |       395436 | PA      | $461598.42      | 0.00%             | 2034-03-21      | Floating      | 4.32%                 | 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      | $45978555.02    | 0.10%             | 2031-11-30      | Variable      | 6.92%                 | No            |                  3 | On Loan: No      |
| Bank of America Corp.                                                     | Bank of America Corp.                                                                                                                               | CUSIP: 06051GKY4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Short            | DBT              | CORP              | US        |      -300000 | PA      | $-301772.11     | -0.00%            | 2033-07-22      | Variable      | 5.01%                 | No            |                  2 | On Loan: No      |
| CMS Energy Corp.                                                          | CMS Energy Corp.                                                                                                                                    | CUSIP: 125896BY5<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |      9408000 | PA      | $9577673.28     | 0.02%             | 2055-06-01      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Verge Genomics                                                            | Verge Genomics                                                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      1583866 | NS      | $253418.56      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Barclays Mortgage Loan Trust                                              | Barclays Mortgage Loan Trust, Series 2025-NQM7, Class PT2                                                                                           | CUSIP: 06690AAM1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    115051244 | PA      | $117151147.52   | 0.25%             | 2064-12-25      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Infroneer Holdings, Inc.                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -344000 | NS      | $194249.87      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Yum! Brands, Inc.                                                         | Yum! Brands, Inc.                                                                                                                                   | CUSIP: 988498AL5<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |      3100000 | PA      | $3048283.32     | 0.01%             | 2030-01-15      | Fixed         | 4.75%                 | 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        |     12014016 | PA      | $12073095.79    | 0.03%             | 2070-02-25      | Variable      | 5.63%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                                       | GS Mortgage-Backed Securities Trust, Series 2026-NQM1, Class A1                                                                                     | CUSIP: 36276EAA8<br>LEI: 254900WEVNJASLS4UV47 | Long             | ABS-MBS          | CORP              | US        |      1322899 | PA      | $1315007.05     | 0.00%             | 2066-03-25      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| Fnac Darty SA                                                             | Fnac Darty SA                                                                                                                                       | CUSIP: N/A<br>LEI: 96950091FL62XSLPHO35       | Short            | DBT              | CORP              | FR        |     -7000000 | PA      | $-8318168.63    | -0.02%            | 2029-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp. (The)                                                | Charles Schwab Corp. (The)                                                                                                                          | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |         3368 | NS      | $316524.64      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Castell plc                                                               | Castell plc, Series 2025-1, Class D                                                                                                                 | CUSIP: N/A<br>LEI: 2138002O8DSFIQGKRU14       | Long             | ABS-MBS          | CORP              | GB        |       406997 | PA      | $542574.65      | 0.00%             | 2062-01-27      | Floating      | 5.73%                 | 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      | $1170969.30     | 0.00%             | 2056-10-21      | Floating      | 5.30%                 | 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        |     34475000 | PA      | $589817.75      | 0.00%             | 2026-07-21      | None          | 0.00%                 | No            |                  2 | 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        |      4676992 | PA      | $3914066.27     | 0.01%             | 2046-12-25      | Floating      | 4.58%                 | No            |                  2 | On Loan: No      |
| Southern Copper Corp.                                                     | Southern Copper Corp.                                                                                                                               | CUSIP: 84265V105<br>LEI: 2549007U6NAP46Q9TU15 | Long             | EC               | CORP              | US        |         9729 | NS      | $1673971.74     | 0.00%             |  |  |  | No            |                  1 | 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      | $20791456.72    | 0.05%             | 2037-11-20      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| Herc Holdings, Inc.                                                       | Herc Holdings, Inc.                                                                                                                                 | CUSIP: 42704LAF1<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |      4589000 | PA      | $4705418.34     | 0.01%             | 2030-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Transurban Group                                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       393300 | NS      | $10622.67       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                          | NRG Energy, Inc.                                                                                                                                    | CUSIP: 629377DC3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |       100000 | PA      | $98642.44       | 0.00%             | 2034-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                                  | Cooperatieve Rabobank UA                                                                                                                            | CUSIP: N/A<br>LEI: DG3RU1DBUFHT4ZF9WN62       | Long             | DBT              | CORP              | NL        |      4901000 | PA      | $6269325.21     | 0.01%             | 2175-03-29      | Variable      | 6.50%                 | 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        |     23239075 | PA      | $23250320.63    | 0.05%             | 2060-03-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | USD Currency                                                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    -28856418 | PA      | $-124690.64     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Snowflake, Inc.                                                                                                                                     | CUSIP: 833445109<br>LEI: N/A                  | N/A              | DE               |  | US        |         5300 | NS      | $-101572.23     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Washington Mutual 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        |        44333 | PA      | $41185.30       | 0.00%             | 2037-03-25      | Variable      | 4.86%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $131.17         | 0.00%             |  |  |  | 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        |      5802515 | PA      | $5681016.06     | 0.01%             | 2040-12-17      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| Pilgrim's Pride Corp.                                                     | Pilgrim's Pride Corp.                                                                                                                               | CUSIP: 72147KAH1<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |      1661000 | PA      | $1507763.12     | 0.00%             | 2032-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    234901168 | PA      | $396060.28      | 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      | $12589542.66    | 0.03%             | 2038-06-14      | Fixed         | 7.49%                 | No            |                  2 | On Loan: No      |
| Ares LXIII CLO Ltd.                                                       | Ares LXIII CLO Ltd., Series 2022-63A, Class A1R                                                                                                     | CUSIP: 039937AS6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2750000 | PA      | $2751510.85     | 0.01%             | 2038-10-15      | Floating      | 4.98%                 | 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        |      2590431 | PA      | $2295727.62     | 0.00%             | 2032-05-15      | Fixed         | 2.75%                 | 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        |      9617000 | PA      | $9799414.29     | 0.02%             | 2028-06-29      | Fixed         | 6.50%                 | 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        |      9925000 | PA      | $9892391.41     | 0.02%             | 2038-04-23      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| FTAI Aviation Investors LLC                                               | FTAI Aviation Investors LLC                                                                                                                         | CUSIP: 34960PAH4<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |       169000 | PA      | $165347.66      | 0.00%             | 2033-04-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| NatWest Group plc                                                         | NatWest Group plc                                                                                                                                   | CUSIP: N/A<br>LEI: 2138005O9XJIJN4JPN90       | Long             | DBT              | CORP              | GB        |      4089000 | PA      | $5379591.90     | 0.01%             | 2032-02-28      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      8000000 | PA      | $-35436.72      | -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      | $1140772.24     | 0.00%             |  |  |  | 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      | $15000000.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| LQR Trust                                                                 | LQR Trust, Series 2025-CALI, Class A                                                                                                                | CUSIP: 50216WAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4480000 | PA      | $4449331.71     | 0.01%             | 2043-01-15      | Floating      | 5.27%                 | No            |                  2 | 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        |      1199920 | PA      | $517917.63      | 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        |      1948950 | PA      | $2583701.34     | 0.01%             | 2032-05-16      | Floating      | 4.68%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     66812937 | PA      | $-84426.85      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO 42 Ltd.                                       | Benefit Street Partners CLO 42 Ltd., Series 2025-42A, Class A                                                                                       | CUSIP: 08187LAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      6750000 | PA      | $6749900.78     | 0.01%             | 2038-10-25      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| Entegris, Inc.                                                            | Entegris, Inc.                                                                                                                                      | CUSIP: 29362UAC8<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |       375000 | PA      | $368829.75      | 0.00%             | 2028-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Market Bidco Finco plc                                                    | Market Bidco Finco plc                                                                                                                              | CUSIP: N/A<br>LEI: 549300UGYX6EBVHRVG53       | Long             | DBT              | CORP              | GB        |      4988000 | PA      | $5538406.37     | 0.01%             | 2031-01-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Dominican Republic                                                        | Dominican Republic Government Bond                                                                                                                  | CUSIP: N/A<br>LEI: 254900EHU7Q8FGVPI369       | Long             | DBT              | NUSS              | DO        |      1947000 | PA      | $1956735.00     | 0.00%             | 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      | $9034955.78     | 0.02%             | 2030-05-15      | Fixed         | 5.75%                 | 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      | $9341899.78     | 0.02%             |  |  |  | Yes           |                  3 | On Loan: No      |
| HUB International Ltd.                                                    | HUB International Ltd., 1st Lien Term Loan                                                                                                          | CUSIP: 44332EAZ9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       842202 | PA      | $839784.99      | 0.00%             | 2030-06-20      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| Discovery Global Holdings, Inc.                                           | Discovery Global Holdings, Inc.                                                                                                                     | CUSIP: 55903VBY8<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |      1235000 | PA      | $1194862.50     | 0.00%             | 2029-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                                 | Ford Motor Credit Co. LLC                                                                                                                           | CUSIP: 345397G31<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     13800000 | PA      | $13860865.73    | 0.03%             | 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        |      5872286 | PA      | $4859606.33     | 0.01%             | 2048-01-20      | Fixed         | 2.29%                 | 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      | $9248092.42     | 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      | $66081.17       | 0.00%             | 2032-02-10      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  10940000000 | PA      | $812593.16      | 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      | $-27232.72      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co. LLC                                           | Oncor Electric Delivery Co. LLC                                                                                                                     | CUSIP: 68233JCV4<br>LEI: 549300SP2X2BS1KERD24 | Short            | DBT              | CORP              | US        |      -400000 | PA      | $-401973.48     | -0.00%            | 2029-11-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| MCM Associates Ltd.                                                       | MCM Associates Ltd.                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | CORP              | US        |     38451692 | PA      | $29581544.43    | 0.06%             | 2031-09-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Carlyle US CLO Ltd.                                                       | Carlyle US CLO Ltd., Series 2020-2A, Class CR2                                                                                                      | CUSIP: 14315GBC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      6250000 | PA      | $6038500.63     | 0.01%             | 2035-01-25      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| Fortune Star BVI Ltd.                                                     | Fortune Star BVI Ltd.                                                                                                                               | CUSIP: N/A<br>LEI: 2549008CU8NYQQRSNU62       | Long             | DBT              | CORP              | VG        |     10663000 | PA      | $11431278.48    | 0.02%             | 2030-11-20      | 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      | $-99947.23      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Taisei Corp.                                                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -13100 | NS      | $31242.49       | 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      | $1768221.09     | 0.00%             | 2037-10-25      | Floating      | 5.54%                 | 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      | $1554662.59     | 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        |       944183 | PA      | $943399.19      | 0.00%             | 2031-02-07      | Variable      | 6.67%                 | 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      | $17067.99       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Molina Healthcare, Inc.                                                   | Molina Healthcare, Inc.                                                                                                                             | CUSIP: 60855RAM2<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |       247000 | PA      | $239488.89      | 0.00%             | 2033-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Ocado Group plc                                                           | Ocado Group plc                                                                                                                                     | CUSIP: N/A<br>LEI: 213800LO8F61YB8MBC74       | Long             | DBT              | CORP              | GB        |       843000 | PA      | $1112502.09     | 0.00%             | 2030-06-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| N/A                                                                       | SOP                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  -1503098000 | PA      | $-5886932.59    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Anchorage Capital CLO 30 Ltd.                                             | Anchorage Capital CLO 30 Ltd., Series 2024-30A, Class B                                                                                             | CUSIP: 03333CAE5<br>LEI: 213800WBJC3SQNXZV879 | Long             | ABS-CBDO         | CORP              | KY        |      1375000 | PA      | $1375290.13     | 0.00%             | 2037-01-20      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Atlas Luxco 4 SARL                                                        | Atlas Luxco 4 SARL, 1st Lien Term Loan B                                                                                                            | CUSIP: 01957TAY3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      2065483 | PA      | $2377241.77     | 0.01%             | 2032-08-20      | Variable      | 5.64%                 | 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        |      5050647 | PA      | $5839547.24     | 0.01%             | 2057-04-16      | Floating      | 2.73%                 | No            |                  2 | On Loan: No      |
| Nexa Resources SA                                                         | Nexa Resources SA                                                                                                                                   | CUSIP: 65290DAB9<br>LEI: 549300QRMRHM7GAU7L47 | Long             | DBT              | CORP              | LU        |       319000 | PA      | $332158.75      | 0.00%             | 2034-04-09      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | SOP                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   -909120000 | PA      | $-470770.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Palladyne AI Corp.                                                        | Palladyne AI Corp.                                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       833632 | NS      | $5060147.25     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Ashton Woods USA LLC                                                      | Ashton Woods USA LLC                                                                                                                                | CUSIP: 045086AP0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4794000 | PA      | $4449454.26     | 0.01%             | 2030-04-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Vale Overseas Ltd.                                                        | Vale Overseas Ltd.                                                                                                                                  | CUSIP: 91911TAT0<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |       742000 | PA      | $732279.80      | 0.00%             | 2056-02-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Owens-Brockway Glass Container, Inc.                                      | Owens-Brockway Glass Container, Inc.                                                                                                                | CUSIP: 69073TAU7<br>LEI: V2UQUCDZJ9WY98W8QU33 | Long             | DBT              | CORP              | US        |      3261000 | PA      | $3122744.04     | 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      | $2128676.47     | 0.00%             | 2061-09-20      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     55662000 | PA      | $913365.85      | 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        |      2261602 | PA      | $2147834.82     | 0.00%             | 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      | $2178040.29     | 0.00%             | 2036-02-15      | Floating      | 7.04%                 | 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      | $4925923.00     | 0.01%             | 2039-05-19      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                      | Glencore Funding LLC                                                                                                                                | CUSIP: 378272BN7<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |       700000 | PA      | $724441.90      | 0.00%             | 2028-10-06      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Republic of Colombia                                                      | Republic of Colombia                                                                                                                                | CUSIP: N/A<br>LEI: 549300MHDRBVRF6B9117       | Long             | DBT              | NUSS              | CO        |  46991500000 | PA      | $9337796.20     | 0.02%             | 2032-06-30      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    141496874 | PA      | $-81178.87      | -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        |         3708 | NS      | $296936.64      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic of the Philippines                                               | Republic of Philippines                                                                                                                             | CUSIP: N/A<br>LEI: 529900RAHBALMYIJ3T08       | Long             | DBT              | NUSS              | PH        |   7642860000 | PA      | $121604532.70   | 0.26%             | 2035-04-28      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Vistra Corp.                                                              | Vistra Corp.                                                                                                                                        | CUSIP: 92840M102<br>LEI: 549300KP43CPCUJOOG15 | Long             | EC               | CORP              | US        |         6966 | NS      | $1047198.78     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Melange Secondaries Partners                                              | Melange Capital Partners                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     24741534 | NS      | $27913399.16    | 0.06%             |  |  |  | No            |                  3 | On Loan: No      |
| LYB International Finance II BV                                           | LYB International Finance II BV                                                                                                                     | CUSIP: 50247WAB3<br>LEI: 549300ZSNDBYN4Z4VZ93 | Long             | DBT              | CORP              | NL        |      6000000 | PA      | $5941106.28     | 0.01%             | 2027-03-02      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                                         | Barclays Bank plc                                                                                                                                   | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | RA               | CORP              | GB        |       100250 | PA      | $100250.00      | 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        |      2089000 | PA      | $2065171.40     | 0.00%             | 2028-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Republic of Indonesia                                                     | Republic of Indonesia                                                                                                                               | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        |  23748000000 | PA      | $1492416.02     | 0.00%             | 2032-06-15      | Fixed         | 8.25%                 | 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        |       746333 | PA      | $869558.75      | 0.00%             | 2049-08-13      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| Northern Oil & Gas, Inc.                                                  | Northern Oil & Gas, Inc.                                                                                                                            | CUSIP: 665530AB7<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |       100000 | PA      | $103984.50      | 0.00%             | 2031-06-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                          | Deutsche Bank AG                                                                                                                                    | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | RA               | CORP              | DE        |      6236930 | PA      | $7208955.54     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Alinma Sukuk Ltd.                                                         | Alinma Sukuk Ltd.                                                                                                                                   | CUSIP: N/A<br>LEI: 549300UOBOJVBACQKT03       | Long             | DBT              | CORP              | KY        |      2913000 | PA      | $2844282.33     | 0.01%             | 2035-11-10      | Variable      | 5.79%                 | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                                    | Arab Republic of Egypt                                                                                                                              | CUSIP: 03846JAC4<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |       367000 | PA      | $279066.80      | 0.00%             | 2061-02-16      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| KBR, Inc.                                                                 | KBR, Inc., 1st Lien Term Loan B                                                                                                                     | CUSIP: 48242YAW2<br>LEI: 254900OFQDXZRKRCV808 | Long             | LON              | CORP              | US        |       301840 | PA      | $301526.09      | 0.00%             | 2031-01-17      | Variable      | 5.67%                 | 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      | $-40201665.08   | -0.09%            | 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        |      8452000 | PA      | $8425587.50     | 0.02%             | 2042-06-15      | Floating      | 5.27%                 | 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        |     65227209 | PA      | $1685803.74     | 0.00%             | 2052-12-15      | Variable      | 0.98%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | JD.com, Inc., Class A                                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       147050 | NS      | $191577.06      | 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      | $15231781.55    | 0.03%             | 2031-05-06      | Variable      | 4.00%                 | 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        |     14286045 | PA      | $15153612.47    | 0.03%             | 2059-07-25      | Floating      | 7.36%                 | No            |                  2 | On Loan: No      |
| iShares Trust                                                             | iShares Russell 2000 ETF                                                                                                                            | CUSIP: 464287655<br>LEI: 549300O80OAR5VTWR172 | Long             |  | RF                | US        |       134000 | NS      | $33232000.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| N/A                                                                       | Kansai Paint Co. Ltd.                                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   1170000000 | NC      | $644205.89      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| New Oriental Education & Technology Group, Inc.                           | New Oriental Education & Technology Group, Inc.                                                                                                     | CUSIP: 647581206<br>LEI: 529900NHZVBZQZ8EKN29 | Long             | EC               | CORP              | KY        |        20962 | NS      | $1187078.06     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SoftBank Group Corp.                                                      | SoftBank Group Corp.                                                                                                                                | CUSIP: N/A<br>LEI: 5493003BZYYYCDIO0R13       | Short            | DBT              | CORP              | JP        |     -7000000 | PA      | $-6932681.96    | -0.02%            | 2062-10-29      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Sensata Technologies BV                                                   | Sensata Technologies BV                                                                                                                             | CUSIP: 81725WAK9<br>LEI: PUCKW5P5O3XMOZVH7T53 | Long             | DBT              | CORP              | NL        |       631000 | PA      | $608889.57      | 0.00%             | 2029-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                                                                                  | CUSIP: 3132DWFR9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       354127 | PA      | $350991.61      | 0.00%             | 2052-12-01      | Fixed         | 5.00%                 | 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        |       806179 | PA      | $1067579.51     | 0.00%             | 2066-06-14      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| Oaktree CLO Ltd.                                                          | Oaktree CLO Ltd., Series 2021-2A, Class AR                                                                                                          | CUSIP: 67389BAQ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      4000000 | PA      | $3991647.20     | 0.01%             | 2035-01-15      | Floating      | 4.64%                 | No            |                  2 | On Loan: No      |
| US Bank NA                                                                | US Bank NA, Series 2026-RVM1, Class B1                                                                                                              | CUSIP: 90355PAJ5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     18557000 | PA      | $18470646.86    | 0.04%             | 2046-12-25      | Fixed         | 4.96%                 | 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      | $1384814.89     | 0.00%             | 2067-12-16      | Floating      | 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      | $-407172.54     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |     31510000 | PA      | $-382675.32     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Murphy Oil Corp.                                                          | Murphy Oil Corp.                                                                                                                                    | CUSIP: 626717AQ5<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | DBT              | CORP              | US        |       970000 | PA      | $957935.72      | 0.00%             | 2034-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | JB Hi-Fi Ltd.                                                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        14100 | NS      | $-46956.53      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-24323.67      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sunrise Spv 98 Srl                                                        | Sunrise Spv 98 Srl, Series 2026-1, Class D                                                                                                          | CUSIP: N/A<br>LEI: 81560036AE47FD868675       | Long             | ABS-O            | CORP              | IT        |      3047000 | PA      | $3522015.82     | 0.01%             | 2051-04-27      | Floating      | 3.52%                 | 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        |       600663 | PA      | $527103.70      | 0.00%             | 2037-05-25      | Variable      | 4.67%                 | 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        |     19727230 | PA      | $19736941.30    | 0.04%             | 2028-02-25      | Variable      | 7.25%                 | No            |                  2 | On Loan: No      |
| India Cleantech Energy                                                    | India Cleantech Energy                                                                                                                              | CUSIP: N/A<br>LEI: 254900DGTS4HHR3Q6F66       | Long             | DBT              | CORP              | MU        |     13347000 | PA      | $13246897.50    | 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      | $3000821.40     | 0.01%             | 2037-07-24      | Floating      | 5.15%                 | 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      | $1701794.09     | 0.00%             | 2031-07-16      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Dover Corp.                                                                                                                                         | CUSIP: 260003108<br>LEI: N/A                  | N/A              | DE               |  | US        |        -9400 | NS      | $-1910.44       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Asia Vital Components Co. Ltd.                                            | Asia Vital Components Co. Ltd.                                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |        16000 | NS      | $1056792.11     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| British Telecommunications plc                                            | British Telecommunications plc                                                                                                                      | CUSIP: N/A<br>LEI: 549300OWFMSO9NYV4H90       | Long             | DBT              | CORP              | GB        |      8089000 | PA      | $11233661.18    | 0.02%             | 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      | $987413.50      | 0.00%             | 2070-01-27      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Nikkei 225 Index                                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | JP        |           29 | NC      | $264500.17      | 0.00%             |  |  |  | No            |                  1 | 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      | $1211605.65     | 0.00%             | 2066-10-25      | Variable      | 2.94%                 | No            |                  2 | On Loan: No      |
| Constellium SE                                                            | Constellium SE                                                                                                                                      | CUSIP: 21039CAB0<br>LEI: 724500KRJEMC79KAAU28 | Long             | DBT              | CORP              | FR        |       354000 | PA      | $337632.53      | 0.00%             | 2029-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Rossini SARL                                                              | Rossini SARL                                                                                                                                        | CUSIP: N/A<br>LEI: 549300EC5JCCW6F83R11       | Long             | DBT              | CORP              | LU        |      7317000 | PA      | $8692130.18     | 0.02%             | 2029-12-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Flatiron CLO 20 Ltd.                                                      | Flatiron CLO 20 Ltd., Series 2020-1A, Class A1R2                                                                                                    | CUSIP: 33883MAU8<br>LEI: 25490077CXFU133A8B24 | Long             | ABS-CBDO         | CORP              | KY        |      2522000 | PA      | $2521483.24     | 0.01%             | 2038-11-20      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| Nidda Healthcare Holding GmbH                                             | Nidda Healthcare Holding GmbH                                                                                                                       | CUSIP: N/A<br>LEI: 549300Q89C4WAO6L0L19       | Long             | DBT              | CORP              | DE        |      1846000 | PA      | $2124000.03     | 0.00%             | 2030-10-23      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ASMPT Ltd.                                                                | ASMPT Ltd.                                                                                                                                          | CUSIP: N/A<br>LEI: 529900PYFA1HFYKPT360       | Long             | EC               | CORP              | KY        |       104250 | NS      | $1349387.49     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |      9270000 | PA      | $-233669.95     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fair Isaac Corp.                                                          | Fair Isaac Corp.                                                                                                                                    | CUSIP: 303250AJ3<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |       201000 | PA      | $197690.05      | 0.00%             | 2034-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Wynn Resorts Ltd.                                                         | Wynn Resorts Ltd.                                                                                                                                   | CUSIP: 983134107<br>LEI: 254900CEKKWIHTEAB172 | Long             | EC               | CORP              | US        |         2963 | NS      | $300892.65      | 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      | $98563.72       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Vmed O2 UK Financing I plc                                                | Vmed O2 UK Financing I plc                                                                                                                          | CUSIP: N/A<br>LEI: 213800MRR46ECNGZ7L69       | Long             | DBT              | CORP              | GB        |      4500000 | PA      | $4764793.14     | 0.01%             | 2032-04-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| CML Hotel Adeline                                                         | CML Hotel Adeline, 1st Lien Term Loan                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     24000000 | PA      | $24000000.00    | 0.05%             | 2029-03-01      | Variable      | 6.82%                 | No            |                  2 | On Loan: No      |
| Micron Technology, Inc.                                                   | Micron Technology, Inc.                                                                                                                             | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |        24164 | NS      | $8163565.76     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | PayPal Holdings, Inc.                                                                                                                               | CUSIP: 70450Y103<br>LEI: N/A                  | N/A              | DE               |  | US        |       -33300 | NS      | $8658.00        | 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      | $110099.68      | 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      | $1493450.87     | 0.00%             | 2051-08-15      | Variable      | 4.72%                 | 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      | $9963507.26     | 0.02%             | 2062-04-28      | Floating      | 3.34%                 | No            |                  2 | On Loan: No      |
| Romania                                                                   | Romania Government Bond                                                                                                                             | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |      1875000 | PA      | $2097607.68     | 0.00%             | 2037-10-07      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | RapidSOS, Inc.                                                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      6073125 | NS      | $6376781.25     | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| Verus Securitization Trust                                                | Verus Securitization Trust, Series 2025-9, Class B2                                                                                                 | CUSIP: 92490EAM5<br>LEI: 2138002AFCEWDDRL8N22 | Long             | ABS-MBS          | CORP              | US        |       700000 | PA      | $695213.12      | 0.00%             | 2070-10-27      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| Ampol Ltd.                                                                | Ampol Ltd.                                                                                                                                          | CUSIP: N/A<br>LEI: 5493009TD1CGVRZ27U11       | Long             | SN               | CORP              | AU        |      5000000 | PA      | $3532854.48     | 0.01%             | 2054-12-11      | Floating      | 6.65%                 | No            |                  2 | 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        |      4462419 | PA      | $4477879.78     | 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      | $2040172.00     | 0.00%             | 2041-12-10      | Variable      | 6.39%                 | No            |                  2 | On Loan: No      |
| RCI Banque SA                                                             | RCI Banque SA                                                                                                                                       | CUSIP: N/A<br>LEI: 96950001WI712W7PQG45       | Long             | DBT              | CORP              | FR        |      5300000 | PA      | $6209140.22     | 0.01%             | 2034-10-09      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | DE        |      2352000 | PA      | $-141189.52     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Venture Global Plaquemines LNG LLC                                        | Venture Global Plaquemines LNG LLC                                                                                                                  | CUSIP: 922966AE6<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |      3937000 | PA      | $4048913.16     | 0.01%             | 2030-12-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    497490436 | PA      | $-177365.48     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Tsetsens Mining And Energy LLC                                            | Tsetsens Mining And Energy LLC                                                                                                                      | CUSIP: N/A<br>LEI: 254900OLCXKF6P2T0706       | Long             | DBT              | CORP              | MN        |      7500000 | PA      | $7535250.00     | 0.02%             | 2031-02-05      | Fixed         | 11.38%                | 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        |      3624192 | PA      | $3650990.34     | 0.01%             | 2055-06-25      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Vinci SA                                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         8216 | NS      | $30560.04       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Lendmark Funding Trust                                                    | Lendmark Funding Trust, Series 2025-3A, Class B                                                                                                     | CUSIP: 525951AB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3385000 | PA      | $3346072.84     | 0.01%             | 2035-05-21      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| Lummus Technology Holdings V LLC                                          | Lummus Technology Holdings V LLC, 1st Lien Term Loan B                                                                                              | CUSIP: 45232UAH1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       974861 | PA      | $966330.59      | 0.00%             | 2029-12-31      | Variable      | 6.17%                 | 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      | $11667191.48    | 0.03%             | 2036-11-25      | Variable      | 4.37%                 | No            |                  2 | On Loan: No      |
| Aldar Properties PJSC                                                     | Aldar Properties PJSC                                                                                                                               | CUSIP: N/A<br>LEI: 98450048CD8AEF13B480       | Long             | DBT              | CORP              | AE        |      8000000 | PA      | $7324880.00     | 0.02%             | 2056-04-14      | Variable      | 5.88%                 | 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        |     -5554100 | NS      | $1388596.64     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    182000000 | PA      | $163501.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Credit Saison Co. Ltd.                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        63400 | NS      | $-62802.68      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AGL CLO 23 Ltd.                                                           | AGL CLO 23 Ltd., Series 2022-23A, Class BR                                                                                                          | CUSIP: 00119EAS6<br>LEI: 54930001FYWQPYWEPQ30 | Long             | ABS-CBDO         | CORP              | JE        |       500000 | PA      | $498090.05      | 0.00%             | 2038-04-20      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| Sabre Financial Borrower LLC                                              | Sabre Financial Borrower LLC                                                                                                                        | CUSIP: 78573XAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10180000 | PA      | $10417428.14    | 0.02%             | 2029-06-15      | Fixed         | 11.12%                | No            |                  2 | On Loan: No      |
| Centrica plc                                                              | Centrica plc                                                                                                                                        | CUSIP: N/A<br>LEI: E26EDV109X6EEPBKVH76       | Long             | DBT              | CORP              | GB        |      7105000 | PA      | $9427688.45     | 0.02%             | 2055-05-21      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Sunac China Holdings Ltd.                                                 | Sunac China Holdings Ltd.                                                                                                                           | CUSIP: N/A<br>LEI: 549300OLARYHDXP3WK18       | Long             | DBT              | CORP              | KY        |      2272727 | PA      | $329545.42      | 0.00%             | 2026-06-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    540713156 | PA      | $-1818017.37    | -0.00%            |  |  |  | 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      | $3820423.14     | 0.01%             | 2043-04-30      | Floating      | 2.94%                 | No            |                  2 | On Loan: No      |
| Arsenal AIC Parent LLC                                                    | Arsenal AIC Parent LLC, 1st Lien Term Loan B                                                                                                        | CUSIP: 04287KAG6<br>LEI: 254900G9F9HA5EP57J39 | Long             | LON              | CORP              | US        |       846882 | PA      | $847940.23      | 0.00%             | 2030-08-19      | Variable      | 6.42%                 | No            |                  2 | On Loan: No      |
| Darling Ingredients, Inc.                                                 | Darling Ingredients, Inc.                                                                                                                           | CUSIP: 237266AH4<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | DBT              | CORP              | US        |      1175000 | PA      | $1172562.82     | 0.00%             | 2027-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Palmer Square Loan Funding Ltd.                                           | Palmer Square Loan Funding Ltd., Series 2024-3A, Class DR                                                                                           | CUSIP: 69690RAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1650000 | PA      | $1613873.42     | 0.00%             | 2032-08-08      | Floating      | 7.41%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | NetEase, Inc.                                                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        18400 | NS      | $-1940.59       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp. | Uniform Mortgage-Backed Securities                                                                                                                  | CUSIP: 01F060659<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3193600000 | PA      | $3251458642.82  | 7.04%             | 2056-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Sasol Financing USA LLC                                                   | Sasol Financing USA LLC                                                                                                                             | CUSIP: N/A<br>LEI: 549300XRB1PFMESFEL85       | Long             | DBT              | CORP              | US        |      8783000 | PA      | $9128611.05     | 0.02%             | 2029-05-03      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Republic of Peru                                                          | Republic of Peru                                                                                                                                    | CUSIP: 715638EA6<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     28418000 | PA      | $8454107.97     | 0.02%             | 2039-08-12      | Fixed         | 7.60%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                            | BNP Paribas SA                                                                                                                                      | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | RA               | CORP              | FR        |       536250 | PA      | $536250.00      | 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      | $4682926.85     | 0.01%             | 2034-05-10      | Fixed         | 2.86%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Dual Binary Option: Payout at expiration if the SPX Index cash is below 6515 and 10Y Secured Overnight Financing Rate is above 4.15                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | US        |      9000000 | PA      | $684798.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | USD Currency                                                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | FR        |    -13930000 | PA      | $-202044.65     | -0.00%            |  |  |  | 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        |     33877286 | PA      | $29640606.15    | 0.06%             | 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      | $235271.44      | 0.00%             | 2059-01-17      | 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      | $258644.91      | 0.00%             |  |  |  | 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      | $1473908.10     | 0.00%             | 2037-10-23      | Floating      | 10.57%                | 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      | $180205.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OAK-Eagle Acquireco, Inc.                                                 | OAK-Eagle Acquireco, Inc.                                                                                                                           | CUSIP: 67124CAA1<br>LEI: 6488ICS9P20290MA1H31 | Long             | DBT              | CORP              | US        |      3135000 | PA      | $3248156.04     | 0.01%             | 2033-07-01      | Fixed         | 7.25%                 | 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      | $1059139.06     | 0.00%             | 2050-12-01      | Floating      | 2.29%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC                                                          | CCO Holdings LLC                                                                                                                                    | CUSIP: 1248EPBT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       184000 | PA      | $183791.91      | 0.00%             | 2027-05-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Pinewood Finco plc                                                        | Pinewood Finco plc                                                                                                                                  | CUSIP: N/A<br>LEI: 984500EF3F7CA63ND769       | Long             | DBT              | CORP              | GB        |     14421000 | PA      | $18621936.24    | 0.04%             | 2030-03-27      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AGL CLO 11 Ltd.                                                           | AGL CLO 11 Ltd., Series 2021-11A, Class D1R                                                                                                         | CUSIP: 00851TAY2<br>LEI: 549300G9RL3BICT9HA62 | Long             | ABS-CBDO         | CORP              | KY        |       750000 | PA      | $720324.15      | 0.00%             | 2038-10-15      | Floating      | 6.52%                 | No            |                  2 | On Loan: No      |
| BANK                                                                      | BANK, Series 2019-BN20, Class XB                                                                                                                    | CUSIP: 06540AAF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     86048000 | PA      | $1003207.82     | 0.00%             | 2062-09-15      | Variable      | 0.36%                 | No            |                  2 | On Loan: No      |
| Gray Media, Inc.                                                          | Gray Media, Inc.                                                                                                                                    | CUSIP: 389375AP1<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |      2520000 | PA      | $2539330.92     | 0.01%             | 2033-08-15      | Fixed         | 7.25%                 | 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        |     22998274 | PA      | $23179403.59    | 0.05%             | 2046-10-20      | Fixed         | 5.35%                 | 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        |      3400106 | PA      | $3153823.85     | 0.01%             | 2051-07-25      | Fixed         | 2.32%                 | 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      | $3488206.19     | 0.01%             | 2038-05-14      | Floating      | 3.04%                 | 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      | $346395.42      | 0.00%             | 2036-07-18      | Floating      | 2.85%                 | No            |                  2 | On Loan: No      |
| Wolfspeed, Inc.                                                           | Wolfspeed, Inc.                                                                                                                                     | CUSIP: 977852AQ5<br>LEI: 549300OGU88P3AW3TO93 | Long             | DBT              | CORP              | US        |       168000 | PA      | $239610.00      | 0.00%             | 2031-06-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Genmab A/S                                                                | Genmab A/S                                                                                                                                          | CUSIP: 37230JAB8<br>LEI: 529900MTJPDPE4MHJ122 | Long             | DBT              | CORP              | DK        |       222000 | PA      | $232374.28      | 0.00%             | 2033-12-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    160550531 | PA      | $-275774.28     | -0.00%            |  |  |  | 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        |     11660000 | PA      | $13104000.07    | 0.03%             | 2036-12-18      | Variable      | 3.98%                 | No            |                  2 | On Loan: No      |
| Telefonica Europe BV                                                      | Telefonica Europe BV                                                                                                                                | CUSIP: N/A<br>LEI: 7245007FZS0M65WUGP67       | Long             | DBT              | CORP              | NL        |      1200000 | PA      | $1347213.94     | 0.00%             | 2028-02-24      | 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      | $1349.52        | 0.00%             |  |  |  | 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      | $136242.17      | 0.00%             | 2042-03-06      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BASF SE                                                                   | BASF SE                                                                                                                                             | CUSIP: N/A<br>LEI: 529900PM64WH8AF1E917       | Long             | EC               | CORP              | DE        |        42980 | NS      | $2647155.87     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Almaviva-The Italian Innovation Co. SpA                                   | Almaviva-The Italian Innovation Co. SpA                                                                                                             | CUSIP: N/A<br>LEI: 815600A862DA4DD9E211       | Long             | DBT              | CORP              | IT        |     13078000 | PA      | $14324664.75    | 0.03%             | 2030-10-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Sunoco LP                                                                 | Sunoco LP                                                                                                                                           | CUSIP: 86765KAA7<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |      2721000 | PA      | $2776211.81     | 0.01%             | 2028-09-15      | Fixed         | 7.00%                 | 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        |      1535090 | PA      | $1274124.67     | 0.00%             | 2030-06-28      | Variable      | 5.95%                 | No            |                  3 | 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      | $4822884.77     | 0.01%             | 2037-10-15      | Floating      | 5.03%                 | 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        |     10315214 | PA      | $8917432.08     | 0.02%             | 2037-01-25      | Variable      | 5.87%                 | 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      | $-116575.52     | -0.00%            |  |  |  | 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        |     20474630 | PA      | $20760273.76    | 0.04%             | 2072-10-15      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Sonic Healthcare Ltd.                                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -68500 | NS      | $-42703.19      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Epic Games, Inc.                                                          | Epic Games, Inc.                                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |        45487 | NS      | $22953649.94    | 0.05%             |  |  |  | Yes           |                  3 | On Loan: No      |
| MAD Commercial Mortgage Trust                                             | MAD Commercial Mortgage Trust, Series 2025-11MD, Class A                                                                                            | CUSIP: 55616AAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      9522000 | PA      | $9478613.96     | 0.02%             | 2042-10-15      | Variable      | 4.44%                 | No            |                  2 | On Loan: No      |
| Doutor Nichires Holdings Co. Ltd.                                         | Doutor Nichires Holdings Co. Ltd.                                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |        42100 | NS      | $781904.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp. | Uniform Mortgage-Backed Securities                                                                                                                  | CUSIP: 01F060642<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2317696000 | PA      | $2362492428.29  | 5.12%             | 2056-04-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-132524.86     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Discovery Global Holdings, Inc.                                           | Discovery Global Holdings, Inc.                                                                                                                     | CUSIP: 55903VBQ5<br>LEI: 549300DXR29GD4N0A520 | Short            | DBT              | CORP              | US        |     -7000000 | PA      | $-6195000.00    | -0.01%            | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| American Express Co.                                                      | American Express Co.                                                                                                                                | CUSIP: 025816CX5<br>LEI: R4PP93JZOLY261QX3811 | Short            | DBT              | CORP              | US        |      -600000 | PA      | $-596906.22     | -0.00%            | 2033-05-26      | Variable      | 4.99%                 | No            |                  2 | On Loan: No      |
| Seashell Bidco SL                                                         | Seashell Bidco SL, Facility 1st Lien Term Loan B                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | ES        |      6810075 | PA      | $7871425.19     | 0.02%             | 2029-10-10      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | iShares MSCI Emerging Markets ETF                                                                                                                   | CUSIP: 00CCBWLU0<br>LEI: N/A                  | N/A              | DE               |  | US        |        10000 | NC      | $25851.55       | 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      | $-4616.98       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BlueMountain CLO XXX Ltd.                                                 | BlueMountain CLO XXX Ltd., Series 2020-30A, Class AR2                                                                                               | CUSIP: 09630QAU5<br>LEI: 5493002GUQ80FGGGNP40 | Long             | ABS-CBDO         | CORP              | KY        |      3500000 | PA      | $3494377.25     | 0.01%             | 2035-04-15      | Floating      | 4.82%                 | 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        |       876932 | PA      | $872381.24      | 0.00%             | 2037-07-19      | Floating      | 4.04%                 | 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        |      2124234 | PA      | $2815535.29     | 0.01%             | 2061-04-18      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| BofA Securities, Inc.                                                     | BofA Securities, Inc.                                                                                                                               | CUSIP: N/A<br>LEI: 549300HN4UKV1E2R3U73       | Long             | RA               | CORP              | US        |       409500 | PA      | $409500.00      | 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      | $5216258.11     | 0.01%             | 2037-04-25      | Floating      | 4.41%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Willis Towers Watson plc                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -8600 | NS      | $23478.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OCP SA                                                                    | OCP SA                                                                                                                                              | CUSIP: 67091TAG0<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | NUSS              | MA        |      1188000 | PA      | $1245398.22     | 0.00%             | 2054-05-02      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Republic of Korea                                                         | Republic of Korea                                                                                                                                   | CUSIP: N/A<br>LEI: 549300O0QCVSQGPGDT58       | Long             | DBT              | NUSS              | KR        | 110441000000 | PA      | $64973406.88    | 0.14%             | 2035-06-10      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| CIP Commercial Mortgage Trust                                             | CIP Commercial Mortgage Trust, Series 2025-SBAY, Class A                                                                                            | CUSIP: 12576AAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     13583000 | PA      | $13574510.63    | 0.03%             | 2037-10-15      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| Golden Ray SA Compartment 2                                               | Golden Ray SA Compartment 2, Series 2, Class B                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | LU        |       700000 | PA      | $807919.38      | 0.00%             | 2058-12-27      | Floating      | 3.05%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | State Street SPDR S&P 500 ETF Trust                                                                                                                 | CUSIP: 00PCDFEL9<br>LEI: N/A                  | N/A              | DE               |  | US        |         1594 | NC      | $1845013.62     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Alimentation Couche-Tard, Inc.                                                                                                                      | CUSIP: 01626P148<br>LEI: N/A                  | N/A              | DE               |  | US        |       -30100 | NS      | $2570.82        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Permian Resources Operating LLC                                           | Permian Resources Operating LLC                                                                                                                     | CUSIP: 71424VAA8<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |      3226000 | PA      | $3340506.87     | 0.01%             | 2032-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     53425509 | PA      | $3871044.16     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| California Buyer Ltd.                                                     | California Buyer Ltd.                                                                                                                               | CUSIP: 13005HAA8<br>LEI: 254900V5SMQ1UP1CLC26 | Long             | DBT              | CORP              | GB        |      1102000 | PA      | $1076735.99     | 0.00%             | 2032-02-15      | Fixed         | 6.38%                 | 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      | $4529124.22     | 0.01%             | 2067-09-25      | Variable      | 5.87%                 | 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      | $5042972.70     | 0.01%             | 2030-03-15      | 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      | $338136.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Arkema SA                                                                 | Arkema SA                                                                                                                                           | CUSIP: N/A<br>LEI: 9695000EHMS84KKP2785       | Long             | EC               | CORP              | FR        |        50110 | NS      | $3440444.64     | 0.01%             |  |  |  | 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        |      1304795 | PA      | $572585.72      | 0.00%             | 2037-07-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust                                    | Velocity Commercial Capital Loan Trust, Series 2023-1, Class M5                                                                                     | CUSIP: 92259VAR7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3288258 | PA      | $3122936.65     | 0.01%             | 2053-01-25      | Variable      | 9.64%                 | No            |                  2 | On Loan: No      |
| Palmer Square Loan Funding Ltd.                                           | Palmer Square Loan Funding Ltd., Series 2025-3A, Class A1                                                                                           | CUSIP: 696918AA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      9200000 | PA      | $9196239.96     | 0.02%             | 2034-01-15      | Floating      | 4.66%                 | 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      | $5129895.34     | 0.01%             | 2032-04-20      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| Panorama Auto Trust                                                       | Panorama Auto Trust, Series 2025-4, Class A                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | AU        |     23133500 | PA      | $15933984.51    | 0.03%             | 2034-04-20      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                      | JPMorgan Chase & Co.                                                                                                                                | CUSIP: 46647PBX3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Short            | DBT              | CORP              | US        |      -200000 | PA      | $-176099.46     | -0.00%            | 2032-02-04      | Variable      | 1.95%                 | No            |                  2 | On Loan: No      |
| Hologic, Inc.                                                             | Hologic, Inc.                                                                                                                                       | CUSIP: 436440AM3<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | DBT              | CORP              | US        |       579000 | PA      | $578131.50      | 0.00%             | 2028-02-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Worldline SA                                                              | Worldline SA                                                                                                                                        | CUSIP: N/A<br>LEI: 549300CJMQNCA0U4TS33       | Long             | DBT              | CORP              | FR        |       345400 | PA      | $404020.74      | 0.00%             | 2026-07-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | State Street SPDR S&P 500 ETF Trust                                                                                                                 | CUSIP: 00PCDFEK1<br>LEI: N/A                  | N/A              | DE               |  | US        |        -6601 | NC      | $-6470201.61    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Hilcorp Energy I LP                                                       | Hilcorp Energy I LP                                                                                                                                 | CUSIP: 431318AV6<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |      2535000 | PA      | $2463847.11     | 0.01%             | 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        |      4885000 | PA      | $5612054.04     | 0.01%             | 2026-07-15      | 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      | $-871108.34     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Coca-Cola Co. (The)                                                       | Coca-Cola Co. (The)                                                                                                                                 | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |         3931 | NS      | $298952.55      | 0.00%             |  |  |  | No            |                  1 | 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      | $3701145.91     | 0.01%             | 2033-12-15      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      3957000 | PA      | $126089.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Prysmian SpA                                                              | Prysmian SpA                                                                                                                                        | CUSIP: N/A<br>LEI: 529900X0H1IO3RS1A464       | Long             | DBT              | CORP              | IT        |      7615000 | PA      | $8806301.89     | 0.02%             | 2028-11-28      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | ETRSI                                                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | FR        |      1008699 | PA      | $521.25         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                                                  | CUSIP: 3140NDSP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       246955 | PA      | $244210.93      | 0.00%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  65551963968 | PA      | $-765302.19     | -0.00%            |  |  |  | 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      | $2539752.44     | 0.01%             | 2035-04-18      | Floating      | 2.95%                 | No            |                  2 | On Loan: No      |
| Paraguay Government International Bond                                    | Republic of Paraguay                                                                                                                                | CUSIP: 699149CC2<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        | 162705000000 | PA      | $24710880.35    | 0.05%             | 2038-04-04      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings, Inc.                                                   | Quikrete Holdings, Inc.                                                                                                                             | CUSIP: 74843PAB6<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |      1526000 | PA      | $1549866.64     | 0.00%             | 2033-03-01      | Fixed         | 6.75%                 | 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      | $3424010.47     | 0.01%             | 2034-08-01      | Fixed         | 6.50%                 | 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        |      8430015 | PA      | $2907927.66     | 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        |      9024000 | PA      | $9876281.33     | 0.02%             | 2046-05-09      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BMS Ireland Capital Funding DAC                                           | BMS Ireland Capital Funding DAC                                                                                                                     | CUSIP: 05594KAE6<br>LEI: 9845002AC2D55DFID596 | Long             | DBT              | CORP              | IE        |     22689000 | PA      | $25459836.99    | 0.06%             | 2055-11-10      | Fixed         | 4.58%                 | 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        |       506623 | PA      | $427281.66      | 0.00%             | 2037-11-25      | Variable      | 3.97%                 | 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      | $4285236.97     | 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      | $1369900.00     | 0.00%             | 2020-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                                 | Ford Motor Credit Co. LLC                                                                                                                           | CUSIP: N/A<br>LEI: UDSQCVRUX5BONN0VY111       | Long             | DBT              | CORP              | US        |     13350000 | PA      | $15034078.67    | 0.03%             | 2029-05-17      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| Caterpillar, Inc.                                                         | Caterpillar, Inc.                                                                                                                                   | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |          432 | NS      | $306054.72      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sappi Papier Holding GmbH                                                 | Sappi Papier Holding GmbH                                                                                                                           | CUSIP: N/A<br>LEI: 549300XBCUMUR5CI0181       | Long             | DBT              | CORP              | AT        |      1635000 | PA      | $1686217.05     | 0.00%             | 2032-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Sage Group plc (The)                                                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |       154800 | NS      | $56979.28       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                                         | Barclays Bank plc                                                                                                                                   | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | RA               | CORP              | GB        |     16247730 | PA      | $16247730.00    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | JD Sports Fashion plc                                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     -1715500 | NS      | $-55313.78      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COLT Mortgage Loan Trust                                                  | COLT Mortgage Loan Trust, Series 2025-8, Class A1                                                                                                   | CUSIP: 19689DAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4847347 | PA      | $4864025.25     | 0.01%             | 2070-08-25      | Variable      | 5.48%                 | 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        |       932960 | PA      | $904140.87      | 0.00%             | 2031-02-14      | Variable      | 6.45%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Keurig Dr Pepper, Inc.                                                                                                                              | CUSIP: 49271V100<br>LEI: N/A                  | N/A              | DE               |  | US        |       102000 | NS      | $-22440.00      | -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      | $0.28           | 0.00%             | 2029-12-29      | Variable      | 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      | $-407712.87     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Azorra Finance Ltd.                                                       | Azorra Finance Ltd.                                                                                                                                 | CUSIP: 05480AAA3<br>LEI: 254900MC1HXDAVUUP395 | Long             | DBT              | CORP              | KY        |      1953000 | PA      | $2012996.16     | 0.00%             | 2030-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     16000623 | PA      | $-27969.14      | -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        |      4600000 | PA      | $5314251.54     | 0.01%             | 2029-02-26      | Variable      | 5.39%                 | 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        |      2090367 | PA      | $963220.44      | 0.00%             | 2036-10-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | 3-mo. SOFR                                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         2527 | NC      | $-442647.70     | -0.00%            |  |  |  | No            |                  1 | 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        |      1019141 | PA      | $1177054.09     | 0.00%             | 2033-08-17      | Floating      | 3.90%                 | 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        |      2568217 | PA      | $3413474.49     | 0.01%             | 2065-04-20      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                                                 | HCA, Inc.                                                                                                                                           | CUSIP: 404119DF3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      7639000 | PA      | $7385461.13     | 0.02%             | 2035-11-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Brazilian Real                                                            | Brazilian Real                                                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | BR        |     61424062 | OU      | $11858270.37    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    250231850 | PA      | $5548509.67     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| RBC Capital Markets LLC                                                   | RBC Capital Markets LLC                                                                                                                             | CUSIP: N/A<br>LEI: 549300LCO2FLSSVFFR64       | Long             | RA               | CORP              | US        |       157312 | PA      | $157312.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      4687163 | PA      | $-81588.77      | -0.00%            |  |  |  | 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        |       181606 | PA      | $181554.00      | 0.00%             | 2037-01-15      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| Standard Building Solutions, Inc.                                         | Standard Building Solutions, Inc.                                                                                                                   | CUSIP: 853191AC8<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |       359000 | PA      | $354963.21      | 0.00%             | 2033-08-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO 64B-R Ltd.                                     | Golub Capital Partners CLO 64B-R Ltd., Series 2022-64A, Class AR                                                                                    | CUSIP: 38180LAA3<br>LEI: 2549003ONNJ1D27UVJ28 | Long             | ABS-CBDO         | CORP              | JE        |      1000000 | PA      | $1000192.50     | 0.00%             | 2037-10-25      | Floating      | 5.03%                 | 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      | $-410.18        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                                                                                  | CUSIP: 3133C1RE2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       976585 | PA      | $967305.61      | 0.00%             | 2053-04-01      | Fixed         | 5.00%                 | 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      | $11477760.91    | 0.02%             | 2036-09-22      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Morinaga Milk Industry Co. Ltd.                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        41200 | NS      | $50584.29       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust                                    | Velocity Commercial Capital Loan Trust, Series 2025-P2, Class M5                                                                                    | CUSIP: 92262XAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       710118 | PA      | $647121.62      | 0.00%             | 2055-10-25      | Variable      | 10.21%                | No            |                  2 | On Loan: No      |
| N/A                                                                       | USD Currency                                                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |   -118471128 | PA      | $-627773.28     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Zegona Finance plc                                                        | Zegona Finance plc                                                                                                                                  | CUSIP: N/A<br>LEI: 254900B3KC1SS7T2TE92       | Long             | DBT              | CORP              | GB        |      1315403 | PA      | $1577913.86     | 0.00%             | 2029-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Ares Direct Lending CLO LLC                                               | Ares Direct Lending CLO LLC, Series 2025-2A, Class A1                                                                                               | CUSIP: 039960AA7<br>LEI: 254900F5EQV7KVCD4M68 | Long             | ABS-CBDO         | CORP              | US        |      6250000 | PA      | $6261778.13     | 0.01%             | 2037-10-16      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      8188000 | PA      | $146004.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Azorra Finance Ltd.                                                       | Azorra Finance Ltd.                                                                                                                                 | CUSIP: 05480AAC9<br>LEI: 254900MC1HXDAVUUP395 | Long             | DBT              | CORP              | KY        |       697000 | PA      | $647815.01      | 0.00%             | 2034-02-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                                    | UBS AG                                                                                                                                              | CUSIP: 22550L2M2<br>LEI: 254900R882POXXVAK772 | Long             | DBT              | CORP              | CH        |       700000 | PA      | $740459.32      | 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      | $2213050.35     | 0.00%             | 2056-09-12      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Nagoya Railroad Co., Ltd.                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | JP        |     11000000 | NS      | $415827.72      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| FWD Group Holdings Ltd.                                                   | FWD Group Holdings Ltd.                                                                                                                             | CUSIP: N/A<br>LEI: 254900HEGGDS8WU5QZ97       | Long             | DBT              | CORP              | KY        |      5215000 | PA      | $5170516.05     | 0.01%             | 2026-08-01      | Variable      | 6.67%                 | 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        |      4848984 | PA      | $4328477.83     | 0.01%             | 2031-11-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| COLT Mortgage Loan Trust                                                  | COLT Mortgage Loan Trust, Series 2021-5, Class A1                                                                                                   | CUSIP: 12598RAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4455057 | PA      | $4043860.77     | 0.01%             | 2066-11-26      | Variable      | 1.73%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | ORLEN SA                                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -57400 | NS      | $-228947.43     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        | 130144862727 | PA      | $-1424328.09    | -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      | $1100.02        | 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        |      3074328 | PA      | $3548831.86     | 0.01%             | 2032-10-18      | Floating      | 2.68%                 | No            |                  2 | On Loan: No      |
| JPMorgan Securities plc                                                   | JPMorgan Securities plc                                                                                                                             | CUSIP: N/A<br>LEI: K6Q0W1PS1L1O4IQL9C32       | Long             | RA               | CORP              | GB        |      2550520 | PA      | $2948018.54     | 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        |     14363599 | PA      | $7766284.25     | 0.02%             | 2063-05-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Republic of Angola                                                        | Republic of Angola                                                                                                                                  | CUSIP: N/A<br>LEI: 549300QHR2R3J8JSGK83       | Long             | DBT              | NUSS              | AO        |      1854000 | PA      | $1827117.00     | 0.00%             | 2029-11-26      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Retained Vantage Data Centers Issuer LLC                                  | Retained Vantage Data Centers Issuer LLC, Series 2025-1A, Class A2A                                                                                 | CUSIP: 76134KAM6<br>LEI: 254900N4NW6XZ9B4HM15 | Long             | ABS-O            | CORP              | US        |     15985000 | PA      | $15630385.56    | 0.03%             | 2050-08-15      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | China Merchants Bank Co. Ltd., Class H                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -185000 | NS      | $4094.00        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan Chase Commercial Mortgage Securities Trust                    | J.P. Morgan Chase Commercial Mortgage Securities Trust, Series 2016-JP3, Class XC                                                                   | CUSIP: 46590RAM1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     37589000 | PA      | $49297.97       | 0.00%             | 2049-08-15      | Variable      | 0.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp. | Uniform Mortgage-Backed Securities                                                                                                                  | CUSIP: 01F030645<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    985362000 | PA      | $865324659.21   | 1.87%             | 2056-04-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Barracuda Networks, Inc.                                                  | Barracuda Networks, Inc., 1st Lien Term Loan                                                                                                        | CUSIP: 06832FAB3<br>LEI: 549300CXGRZWNMPU8080 | Long             | LON              | CORP              | US        |       977273 | PA      | $618125.00      | 0.00%             | 2029-08-15      | Variable      | 8.17%                 | No            |                  2 | On Loan: No      |
| Neptune Bidco US, Inc.                                                    | Neptune Bidco US, Inc.                                                                                                                              | CUSIP: 640695AA0<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |       314000 | PA      | $314872.29      | 0.00%             | 2029-04-15      | Fixed         | 9.29%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                  | BX Trust, Series 2025-ARIA, Class A                                                                                                                 | CUSIP: 05619TAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     22065000 | PA      | $22181176.64    | 0.05%             | 2042-12-13      | Variable      | 5.03%                 | No            |                  2 | On Loan: No      |
| Paramount Skydance Corp.                                                  | Paramount Skydance Corp., Class B                                                                                                                   | CUSIP: 69932A204<br>LEI: 529900B6VAJG54Y9QF02 | Long             | EC               | CORP              | US        |        75211 | NS      | $678403.22      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Project Berlin                                                            | PROJECT BERLIN, 1st Lien Term Loan                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | LU        |     15589274 | PA      | $14888986.36    | 0.03%             | 2033-01-22      | Variable      | 9.96%                 | No            |                  3 | On Loan: No      |
| SoftBank Group Corp.                                                      | SoftBank Group Corp.                                                                                                                                | CUSIP: N/A<br>LEI: 5493003BZYYYCDIO0R13       | Long             | DBT              | CORP              | JP        |      3624000 | PA      | $4173540.43     | 0.01%             | 2028-04-15      | 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      | $285519.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ukraine                                                                   | Ukraine Government Bond                                                                                                                             | CUSIP: 903724CE0<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      2782278 | PA      | $1185250.43     | 0.00%             | 2034-02-01      | Variable      | 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        |       -12469 | NC      | $24048044.91    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | FR        |      2209000 | PA      | $-38487.80      | -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      | $37975688.30    | 0.08%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       309125 | PA      | $33951.30       | 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%             | 2024-06-15      | Fixed         | 5.38%                 | No            |                  3 | On Loan: No      |
| First Citizens BancShares, Inc.                                           | First Citizens BancShares, Inc.                                                                                                                     | CUSIP: 31959XAF0<br>LEI: 549300N3Z00ZHE2XC526 | Long             | DBT              | CORP              | US        |     23091000 | PA      | $22578465.24    | 0.05%             | 2040-03-12      | Variable      | 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        |      1269200 | PA      | $1269200.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ION Platform Finance SARL                                                 | ION Platform Finance SARL                                                                                                                           | CUSIP: N/A<br>LEI: 6488IU1F9M51Z3P60R77       | Long             | DBT              | CORP              | LU        |     12053000 | PA      | $11113357.78    | 0.02%             | 2032-09-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |      2965000 | PA      | $-16532.61      | -0.00%            |  |  |  | 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        |     17540000 | PA      | $19702420.34    | 0.04%             | 2033-08-17      | Variable      | 3.51%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $1074173.33     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Teck Resources Ltd., Class B                                                                                                                        | CUSIP: 878742204<br>LEI: N/A                  | N/A              | DE               |  | GB        |        18200 | NS      | $77424.61       | 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        |      2223389 | PA      | $2095675.90     | 0.00%             | 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      | $183366.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HUB International Ltd.                                                    | HUB International Ltd.                                                                                                                              | CUSIP: 44332PAH4<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |      6905000 | PA      | $7073509.62     | 0.02%             | 2030-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Fairbridge BV                                                             | Fairbridge BV, Series 2025-1, Class C                                                                                                               | CUSIP: N/A<br>LEI: 724500T08SS1ZWOYTR56       | Long             | ABS-MBS          | CORP              | NL        |       293501 | PA      | $340508.82      | 0.00%             | 2062-02-24      | Floating      | 3.82%                 | No            |                  2 | On Loan: No      |
| Techem Verwaltungsgesellschaft 675 mbH                                    | Techem Verwaltungsgesellschaft 675 mbH                                                                                                              | CUSIP: N/A<br>LEI: 529900N0M7FQHNAV1A41       | Long             | DBT              | CORP              | DE        |      2091000 | PA      | $2347173.95     | 0.01%             | 2032-07-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     82387710 | PA      | $-105060.11     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | FR        |      6000000 | PA      | $5248.40        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $418547.89      | 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        |     12923084 | PA      | $12971308.27    | 0.03%             | 2070-05-25      | Variable      | 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        |     33536000 | PA      | $34236656.93    | 0.07%             | 2045-01-22      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | AUD Currency                                                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | FR        |     -6662000 | PA      | $-1153.67       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sunrise Financing Partnership                                             | Sunrise Financing Partnership, Facility 1st Lien Term Loan B                                                                                        | CUSIP: N9000DAK3<br>LEI: 213800DXWIS9KORQ3X94 | Long             | LON              | CORP              | US        |       912596 | PA      | $905469.00      | 0.00%             | 2032-02-16      | Variable      | 6.10%                 | No            |                  2 | On Loan: No      |
| Univision Communications, Inc.                                            | Univision Communications, Inc.                                                                                                                      | CUSIP: 914906AY8<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |      1292000 | PA      | $1311369.66     | 0.00%             | 2028-08-15      | Fixed         | 8.00%                 | No            |                  2 | 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        |       902903 | PA      | $1196310.06     | 0.00%             | 2031-09-16      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| Ukraine                                                                   | Ukraine Government Bond                                                                                                                             | CUSIP: N/A<br>LEI: 6354001WLTJXOMEXPY07       | Long             | DBT              | NUSS              | UA        |       831696 | PA      | $485710.46      | 0.00%             | 2030-02-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Fortuna Consumer Loan ABS DAC                                             | Fortuna Consumer Loan ABS DAC, Series 2025-2, Class B                                                                                               | CUSIP: N/A<br>LEI: 635400FJ7YX914D6HX74       | Long             | ABS-O            | CORP              | IE        |      3800000 | PA      | $4392699.97     | 0.01%             | 2035-10-18      | Floating      | 2.85%                 | No            |                  2 | On Loan: No      |
| Affirm Asset Securitization Trust                                         | Affirm Asset Securitization Trust, Series 2025-X2, Class C                                                                                          | CUSIP: 00835DAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       915000 | PA      | $916224.00      | 0.00%             | 2030-10-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| TUI AG                                                                    | TUI AG                                                                                                                                              | CUSIP: N/A<br>LEI: 529900SL2WSPV293B552       | Long             | EC               | CORP              | DE        |       119992 | NS      | $944940.07      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Land Securities Group plc                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |       157700 | NS      | $29976.92       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO XXIII Ltd.                                    | Benefit Street Partners CLO XXIII Ltd., Series 2021-23A, Class ER                                                                                   | CUSIP: 08186XAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2300000 | PA      | $2259402.93     | 0.00%             | 2034-04-25      | Floating      | 8.92%                 | 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        |      1394066 | PA      | $238868.02      | 0.00%             | 2037-03-25      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                                          | CSC Holdings LLC                                                                                                                                    | CUSIP: 126307BH9<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |      4075000 | PA      | $2416102.55     | 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        |       974555 | PA      | $971231.47      | 0.00%             | 2028-07-23      | Variable      | 7.46%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     11800000 | PA      | $-100010.35     | -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      | $6660000.00     | 0.01%             | 2041-07-15      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| Islamic Republic of Pakistan                                              | Islamic Republic of Pakistan                                                                                                                        | CUSIP: N/A<br>LEI: 529900LOP29R5WKHOD86       | Long             | DBT              | NUSS              | PK        |      2426000 | PA      | $2174302.50     | 0.00%             | 2036-03-31      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                            | Morgan Stanley                                                                                                                                      | CUSIP: 61748UAR3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     27961000 | PA      | $27678831.57    | 0.06%             | 2030-01-09      | Variable      | 4.24%                 | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                          | NRG Energy, Inc.                                                                                                                                    | CUSIP: 629377CR1<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |       588000 | PA      | $541460.62      | 0.00%             | 2031-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| EOC Partners Fund LP                                                      | EOC Partners Fund LP                                                                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     35029831 | NS      | $35029831.00    | 0.08%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                                       | Magellan Financial Group Ltd.                                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       193000 | NS      | $-44077.85      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ameriprise Financial, Inc.                                                | Ameriprise Financial, Inc.                                                                                                                          | CUSIP: 03076C106<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | EC               | CORP              | US        |          682 | NS      | $303080.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EchoStar Corp.                                                            | EchoStar Corp.                                                                                                                                      | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |      7514000 | PA      | $8117004.29     | 0.02%             | 2029-11-30      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| James Hardie International Finance DAC                                    | James Hardie International Finance DAC                                                                                                              | CUSIP: 47032FAB5<br>LEI: 635400G32A4Q1LVQ8M88 | Long             | DBT              | CORP              | IE        |       400000 | PA      | $397086.60      | 0.00%             | 2028-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | iShares Expanded Tech-Software Sector ETF                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         4002 | NC      | $54068.57       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan                                                                     | Japan Government Bond                                                                                                                               | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   9504100000 | PA      | $46880026.48    | 0.10%             | 2043-09-20      | 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      | $-1185474.26    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Virgin Media O2 Vendor Financing Notes VII DAC                            | Virgin Media O2 Vendor Financing Notes VII DAC                                                                                                      | CUSIP: N/A<br>LEI: 984500871CCF07442C21       | Long             | DBT              | CORP              | IE        |      2222000 | PA      | $2250715.93     | 0.00%             | 2033-07-15      | 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      | $315826.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Wartsila OYJ Abp                                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |       -31900 | NS      | $-7883.80       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS Group AG                                                              | UBS Group AG                                                                                                                                        | CUSIP: N/A<br>LEI: 549300SZJ9VS8SGXAN81       | Long             | DBT              | CORP              | CH        |      5500000 | PA      | $6261806.19     | 0.01%             | 2030-06-15      | Variable      | 3.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     31659504 | PA      | $251633.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OBX Trust                                                                 | OBX Trust, Series 2025-NQM11, Class A1A                                                                                                             | CUSIP: 67449BAL7<br>LEI: 254900KNWDG7C03UTA13 | Long             | ABS-MBS          | CORP              | US        |     11732489 | PA      | $11768593.12    | 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: 2549009FJIBLW40CU216 | Long             | LON              | CORP              | US        |     14757267 | PA      | $14745018.74    | 0.03%             | 2031-09-29      | Variable      | 5.67%                 | 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      | $-17142.10      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State of California                                                       | State of California, Series 2009                                                                                                                    | CUSIP: 13063A7D0<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |      3720000 | PA      | $4273527.82     | 0.01%             | 2039-10-01      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| AlixPartners LLP                                                          | AlixPartners LLP, 1st Lien Term Loan                                                                                                                | CUSIP: 01642PBE5<br>LEI: 5493005G2MHUFTGARL57 | Long             | LON              | CORP              | US        |       608725 | PA      | $602382.39      | 0.00%             | 2032-08-12      | Variable      | 5.67%                 | 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        |      5412701 | PA      | $5309587.54     | 0.01%             | 2038-12-27      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    279327928 | PA      | $-7626731.09    | -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      | $2000316.60     | 0.00%             | 2037-01-15      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| Romania                                                                   | Romania Government Bond                                                                                                                             | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |      1875000 | PA      | $2106276.56     | 0.00%             | 2033-06-07      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                                                  | CUSIP: 3140QQJK2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        13256 | PA      | $13188.29       | 0.00%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Dual Binary Option: Payout at expiration if the SPX Index cash is below or at 6594.9 and 10Y Secured Overnight Financing Rate is above or at 3.996  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | US        |      5680000 | PA      | $1141637.73     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nagoya Railroad Co. Ltd.                                                  | Nagoya Railroad Co. Ltd.                                                                                                                            | CUSIP: N/A<br>LEI: 353800P62OOYUY3I8T51       | Long             | EC               | CORP              | JP        |        55700 | NS      | $608514.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-145594.07     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | USD Currency                                                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | FR        |    -13930000 | PA      | $-436458.01     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    106734936 | PA      | $22207.32       | 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        |      7925279 | PA      | $6720891.31     | 0.01%             | 2046-11-25      | Floating      | 5.59%                 | 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        |      1569198 | PA      | $1576745.66     | 0.00%             | 2028-06-30      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| Nemetschek SE                                                             | Nemetschek SE                                                                                                                                       | CUSIP: N/A<br>LEI: 529900R0S2IX1S358J38       | Long             | EC               | CORP              | DE        |         4059 | NS      | $303856.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Colombia                                                      | Republic of Colombia                                                                                                                                | CUSIP: 195325EF8<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |      1964000 | PA      | $2073493.00     | 0.00%             | 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        |      5643875 | PA      | $5566193.61     | 0.01%             | 2057-09-24      | Variable      | 3.90%                 | 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        |      2000000 | PA      | $2305065.42     | 0.00%             | 2031-07-16      | Variable      | 4.89%                 | No            |                  2 | On Loan: No      |
| MF1 LLC                                                                   | MF1 LLC, Series 2026-FL21, Class A                                                                                                                  | CUSIP: 55287NAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     10887000 | PA      | $10846518.87    | 0.02%             | 2041-02-18      | Floating      | 5.03%                 | 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      | $2930119.28     | 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      | $34054650.00    | 0.07%             | 2041-10-15      | Floating      | 6.56%                 | No            |                  2 | On Loan: No      |
| NSW Electricity Networks Finance Pty. Ltd.                                | NSW Electricity Networks Finance Pty. Ltd.                                                                                                          | CUSIP: N/A<br>LEI: 5493009VPYKFFK7UXM97       | Long             | DBT              | CORP              | AU        |      4840000 | PA      | $3194062.53     | 0.01%             | 2055-11-20      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| Secucor Finance DAC                                                       | Secucor Finance DAC, Series 2025-1, Class B                                                                                                         | CUSIP: N/A<br>LEI: 2138001E8BAK3OXZGG87       | Long             | ABS-O            | CORP              | IE        |      2600000 | PA      | $3017131.67     | 0.01%             | 2036-09-20      | Floating      | 3.39%                 | No            |                  2 | On Loan: No      |
| Noble Finance II LLC                                                      | Noble Finance II LLC                                                                                                                                | CUSIP: 65505PAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2470000 | PA      | $2543079.17     | 0.01%             | 2030-04-15      | 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      | $861257.06      | 0.00%             |  |  |  | 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      | $5708144.33     | 0.01%             | 2064-01-25      | Variable      | 8.63%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Hon Precision, Inc.                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         8000 | NS      | $-216102.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     17833002 | PA      | $-62416.61      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chemours Co. LLC                                                          | Chemours Co. LLC, 1st Lien Term Loan B4                                                                                                             | CUSIP: 16384YAM9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      1404939 | PA      | $1392645.64     | 0.00%             | 2032-10-15      | Variable      | 7.17%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       980000 | PA      | $-91548.94      | -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        |      4720000 | PA      | $5430183.77     | 0.01%             | 2032-10-15      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| Unique Pub Finance Co. plc (The)                                          | Unique Pub Finance Co. plc (The), Series N                                                                                                          | CUSIP: N/A<br>LEI: 213800FOMWLKHQTI5562       | Long             | ABS-O            | CORP              | GB        |      8655917 | PA      | $11765646.93    | 0.03%             | 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        |      6968414 | PA      | $6931478.34     | 0.02%             | 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        |      8993291 | PA      | $8966652.63     | 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      | $7884442.44     | 0.02%             | 2039-04-25      | Floating      | 3.29%                 | No            |                  2 | On Loan: No      |
| RBC Capital Markets LLC                                                   | RBC Capital Markets LLC                                                                                                                             | CUSIP: N/A<br>LEI: 549300LCO2FLSSVFFR64       | Long             | RA               | CORP              | US        |       161906 | PA      | $161906.25      | 0.00%             |  |  |  | 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        |      5537000 | PA      | $7345013.76     | 0.02%             | 2039-05-28      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| Advance Auto Parts, Inc.                                                  | Advance Auto Parts, Inc.                                                                                                                            | CUSIP: 00751YAK2<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |       996000 | PA      | $1008994.64     | 0.00%             | 2030-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Nomura Securities International, Inc.                                     | Nomura Securities International, Inc.                                                                                                               | CUSIP: N/A<br>LEI: OXTKY6Q8X53C9ILVV871       | Long             | RA               | CORP              | US        |       461875 | PA      | $461875.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sirius XM Radio LLC                                                       | Sirius XM Radio LLC                                                                                                                                 | CUSIP: 82967NBA5<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |      4633000 | PA      | $4626532.80     | 0.01%             | 2027-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PennyMac Financial Services, Inc.                                         | PennyMac Financial Services, Inc.                                                                                                                   | CUSIP: 70932MAH0<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |      2182000 | PA      | $2041999.45     | 0.00%             | 2034-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Shizuoka Financial Group, Inc.                                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |        99300 | NS      | $78111.86       | 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      | $1740881.74     | 0.00%             | 2043-04-30      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| Peninsula Pacific Entertainment LLC                                       | Peninsula Pacific Entertainment LLC, Delayed Draw Facility 1st Lien Term Loan B                                                                     | CUSIP: 70715SAD9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      3845475 | PA      | $3826247.28     | 0.01%             | 2032-10-01      | Variable      | 8.41%                 | No            |                  2 | On Loan: No      |
| Forint                                                                    | Forint                                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | HU        |   1640882468 | OU      | $4933958.75     | 0.01%             |  |  |  | No            |                  1 | 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        |       649912 | PA      | $614627.92      | 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        |       546000 | PA      | $640289.14      | 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        |      1182883 | PA      | $902626.64      | 0.00%             | 2037-07-20      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| Singapore Dollar                                                          | Singapore Dollar                                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | SG        |      5147001 | OU      | $4003267.73     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Neoenergia SA                                                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       122600 | NS      | $14164.88       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Canon Marketing Japan, Inc.                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -65200 | NS      | $-37292.67      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Wayfair LLC                                                               | Wayfair LLC                                                                                                                                         | CUSIP: 94419NAC1<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |       898000 | PA      | $904817.49      | 0.00%             | 2032-11-15      | Fixed         | 6.75%                 | 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      | $1194643.25     | 0.00%             | 2037-04-26      | Floating      | 10.17%                | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                                       | GS Mortgage-Backed Securities Trust, Series 2025-DSC2, Class B1                                                                                     | CUSIP: 36275JAG5<br>LEI: 254900Y4XCLF0D6VBG48 | Long             | ABS-MBS          | CORP              | US        |      1779667 | PA      | $1768792.88     | 0.00%             | 2066-01-25      | Variable      | 6.73%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortgage Loan Trust                               | MF1 Multifamily Housing Mortgage Loan Trust, Series 2024-FL14, Class A                                                                              | CUSIP: 55416AAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     15291000 | PA      | $15290754.12    | 0.03%             | 2039-03-19      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| Ball Corp.                                                                | Ball Corp.                                                                                                                                          | CUSIP: 058498AZ9<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |      3361000 | PA      | $3409314.38     | 0.01%             | 2029-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $119438.89      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Lamar Media Corp.                                                         | Lamar Media Corp.                                                                                                                                   | CUSIP: 513075BW0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2613000 | PA      | $2581869.50     | 0.01%             | 2029-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Azul Secured Finance LLP                                                  | Azul Secured Finance LLP                                                                                                                            | CUSIP: 055ESCAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      7328306 | PA      | $0.73           | 0.00%             | 2028-08-28      | Fixed         | 11.93%                | No            |                  3 | On Loan: No      |
| N/A                                                                       | Fuyao Glass Industry Group Co. Ltd., Class H                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       140800 | NS      | $14073.52       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust                                                | J.P. Morgan Mortgage Trust, Series 2025-DSC2, Class B1                                                                                              | CUSIP: 46659VAG3<br>LEI: 529900SXYOW2J5ABY729 | Long             | ABS-MBS          | CORP              | US        |      2000000 | PA      | $2029028.62     | 0.00%             | 2065-10-25      | Variable      | 6.92%                 | 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      | $12849369.75    | 0.03%             | 2032-02-16      | Fixed         | 7.88%                 | 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      | $-547632.98     | -0.00%            |  |  |  | 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        |      3408028 | PA      | $3420646.24     | 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        |       179000 | PA      | $203379.90      | 0.00%             | 2027-04-21      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Volkswagen International Finance NV                                       | Volkswagen International Finance NV                                                                                                                 | CUSIP: N/A<br>LEI: 5299004PWNHKYTR23649       | Long             | DBT              | CORP              | NL        |     11200000 | PA      | $12949907.36    | 0.03%             | 2028-06-27      | Variable      | 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      | $157168.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Fresnillo plc                                                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        32000 | NS      | $-33823.89      | -0.00%            |  |  |  | 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        |      3545000 | PA      | $3366332.00     | 0.01%             | 2028-08-26      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | U.S. Treasury 2-Year Note                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        47285 | NC      | $-34787171.76   | -0.08%            |  |  |  | No            |                  1 | 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        |     13811566 | PA      | $12193378.57    | 0.03%             | 2027-04-23      | Variable      | 10.05%                | 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      | $4178041.09     | 0.01%             | 2065-04-25      | Variable      | 4.85%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Brenntag SE                                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -6600 | NS      | $-33953.48      | -0.00%            |  |  |  | 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      | $7049856.10     | 0.02%             | 2039-06-12      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| ZTO Express Cayman, Inc.                                                  | ZTO Express Cayman, Inc.                                                                                                                            | CUSIP: N/A<br>LEI: 549300SCJPK3YZJTJR78       | Long             | DBT              | CORP              | KY        |     22189000 | PA      | $22166811.00    | 0.05%             | 2031-03-01      | Fixed         | 0.93%                 | No            |                  2 | On Loan: No      |
| UKG, Inc.                                                                 | UKG, Inc.                                                                                                                                           | CUSIP: 90279XAA0<br>LEI: 529900FKHWSTQ1GXK240 | Long             | DBT              | CORP              | US        |      2386000 | PA      | $2331874.62     | 0.01%             | 2031-02-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Manulife Financial Corp.                                                  | Manulife Financial Corp.                                                                                                                            | CUSIP: 56501R106<br>LEI: 5493007GBX87QOZACS27 | Long             | EC               | CORP              | CA        |         9003 | NS      | $310131.38      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Democratic Socialist Republic of Sri Lanka                                | Sri Lanka Government Bond                                                                                                                           | CUSIP: N/A<br>LEI: 254900IG6Y30I2QE2R92       | Long             | DBT              | NUSS              | LK        |      1506475 | PA      | $1389723.19     | 0.00%             | 2030-01-15      | Variable      | 3.10%                 | No            |                  2 | On Loan: No      |
| Tenneco, Inc.                                                             | Tenneco, Inc.                                                                                                                                       | CUSIP: 880349AU9<br>LEI: 549300U0EXXFAQFAD785 | Long             | DBT              | CORP              | US        |      4805000 | PA      | $4787910.06     | 0.01%             | 2028-11-17      | Fixed         | 8.00%                 | 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        |       990000 | PA      | $989974.95      | 0.00%             | 2038-01-23      | Floating      | 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      | $96392.80       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-396191.69     | -0.00%            |  |  |  | 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        |      8112606 | PA      | $8112605.97     | 0.02%             | 2041-12-15      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| ECARAT DE SA Compartment                                                  | ECARAT DE SA Compartment, Series 2025-2, Class B                                                                                                    | CUSIP: N/A<br>LEI: 213800ETWMJRFLJ8U337       | Long             | ABS-O            | CORP              | LU        |      1300000 | PA      | $1501251.15     | 0.00%             | 2037-02-25      | Floating      | 2.74%                 | 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        |     20221035 | PA      | $3377189.88     | 0.01%             | 2050-08-20      | Fixed         | 3.00%                 | 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        |     13951969 | PA      | $13979758.56    | 0.03%             | 2050-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| SC Germany SA Compartment Leasing                                         | SC Germany SA Compartment Leasing, Series 2025-1, Class C                                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | LU        |      1000000 | PA      | $1153537.14     | 0.00%             | 2036-09-14      | Floating      | 2.94%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       612150 | PA      | $32618.59       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     48020000 | PA      | $-2071362.07    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | USD Currency                                                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CH        |    -40010000 | PA      | $-70100.28      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Coca-Cola Europacific Partners plc                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -12400 | NS      | $23808.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FIGRE Trust                                                               | FIGRE Trust, Series 2026-HE1, Class A                                                                                                               | CUSIP: 30249NAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     11544229 | PA      | $11449369.25    | 0.02%             | 2056-01-25      | Variable      | 4.98%                 | 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      | $1019313.00     | 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      | $-2255294.05    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sandstone Peak II Ltd.                                                    | Sandstone Peak II Ltd., Series 2023-1A, Class A1R                                                                                                   | CUSIP: 80013TAL7<br>LEI: 254900ZRRTOYR8JJD593 | Long             | ABS-CBDO         | CORP              | KY        |     18240000 | PA      | $18247126.37    | 0.04%             | 2038-07-20      | Floating      | 5.08%                 | 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        |      3415564 | PA      | $3254946.27     | 0.01%             | 2042-01-15      | Fixed         | 2.19%                 | No            |                  2 | On Loan: No      |
| McAfee Corp.                                                              | McAfee Corp., 1st Lien Term Loan B1                                                                                                                 | CUSIP: 57906HAF4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     25644851 | PA      | $22823917.12    | 0.05%             | 2029-03-01      | Variable      | 6.67%                 | 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        |        27468 | PA      | $31.75          | 0.00%             | 2027-03-30      | Variable      | 8.95%                 | No            |                  3 | On Loan: No      |
| Metro Bank Holdings plc                                                   | Metro Bank Holdings plc                                                                                                                             | CUSIP: N/A<br>LEI: 984500CDDEAD6C2EDQ64       | Long             | DBT              | CORP              | GB        |      7331000 | PA      | $10867844.36    | 0.02%             | 2029-04-30      | Variable      | 12.00%                | No            |                  2 | On Loan: No      |
| CCO Holdings LLC                                                          | CCO Holdings LLC                                                                                                                                    | CUSIP: 1248EPCV3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2654000 | PA      | $2642977.06     | 0.01%             | 2036-02-01      | Fixed         | 7.38%                 | 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        |      2741756 | PA      | $2503671.08     | 0.01%             | 2036-12-25      | Floating      | 4.15%                 | 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      | $204062.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UniCredit SpA                                                             | UniCredit SpA                                                                                                                                       | CUSIP: N/A<br>LEI: 549300TRUWO2CD2G5692       | Long             | EC               | CORP              | IT        |        89983 | NS      | $6455722.97     | 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      | $7262268.75     | 0.02%             | 2041-11-15      | Floating      | 5.17%                 | 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      | $1029.04        | 0.00%             |  |  |  | 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        |       979328 | PA      | $949135.48      | 0.00%             | 2027-10-01      | Variable      | 7.80%                 | No            |                  2 | On Loan: No      |
| ION Platform Finance US, Inc.                                             | ION Platform Finance US, Inc.                                                                                                                       | CUSIP: 46205QAB4<br>LEI: 213800FKHT3BRRKMCC89 | Long             | DBT              | CORP              | US        |      7228000 | PA      | $5594658.19     | 0.01%             | 2032-09-30      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | iShares Preferred & Income Securities ETF                                                                                                           | CUSIP: 464288687<br>LEI: N/A                  | N/A              | DE               |  | US        |      -815000 | NS      | $350450.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Alpha Generation LLC                                                      | Alpha Generation LLC                                                                                                                                | CUSIP: 02073LAC5<br>LEI: 254900K5V62L4YGVKF49 | Long             | DBT              | CORP              | US        |      1663000 | PA      | $1633637.41     | 0.00%             | 2034-01-15      | Fixed         | 6.25%                 | 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      | $8008630.00     | 0.02%             | 2036-12-15      | Floating      | 5.92%                 | 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      | $11634882.18    | 0.03%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                                       | American Express Co.                                                                                                                                | CUSIP: 025816109<br>LEI: N/A                  | N/A              | DE               |  | US        |        -5500 | NS      | $-9084.35       | -0.00%            |  |  |  | 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      | $2687275.90     | 0.01%             | 2063-05-25      | 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      | $1121285.57     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Consolidated Communications LLC                                           | Consolidated Communications LLC, Series 2026-1A, Class A2                                                                                           | CUSIP: 315961AG7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      9595000 | PA      | $9470370.55     | 0.02%             | 2056-03-20      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa                                                  | Republic of South Africa                                                                                                                            | CUSIP: N/A<br>LEI: 378900AAFB4F17004C49       | Long             | DBT              | NUSS              | ZA        |   2890101747 | PA      | $160034393.76   | 0.35%             | 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        |      8518586 | PA      | $8252379.84     | 0.02%             | 2031-02-06      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| Thaioil Treasury Center Co. Ltd.                                          | Thaioil Treasury Center Co. Ltd.                                                                                                                    | CUSIP: N/A<br>LEI: 549300NH03B9E8VGJR89       | Long             | DBT              | CORP              | TH        |      9290000 | PA      | $8942141.52     | 0.02%             | 2031-01-15      | Variable      | 6.10%                 | No            |                  2 | On Loan: No      |
| Axis Bank Ltd.                                                            | Axis Bank Ltd.                                                                                                                                      | CUSIP: N/A<br>LEI: 549300HVNWMJPOFVNI41       | Long             | DBT              | CORP              | IN        |     15000000 | PA      | $14812500.00    | 0.03%             | 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      | $26208905.43    | 0.06%             | 2028-07-10      | Variable      | 10.67%                | No            |                  3 | On Loan: No      |
| Advance Auto Parts, Inc.                                                  | Advance Auto Parts, Inc.                                                                                                                            | CUSIP: 00751YAL0<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |       478000 | PA      | $484118.40      | 0.00%             | 2033-08-01      | 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      | $-349421.98     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United States of America                                                  | U.S. Treasury Bonds                                                                                                                                 | CUSIP: 912810TN8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     45000000 | PA      | $36116015.40    | 0.08%             | 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      | $1719008.73     | 0.00%             | 2073-12-16      | Floating      | 5.73%                 | 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      | $26071448.51    | 0.06%             | 2034-03-15      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO 41 Ltd.                                                       | Elmwood CLO 41 Ltd., Series 2025-4A, Class E                                                                                                        | CUSIP: 29005CAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2000000 | PA      | $1958275.00     | 0.00%             | 2038-07-17      | Floating      | 9.67%                 | No            |                  2 | On Loan: No      |
| Telefonica Europe BV                                                      | Telefonica Europe BV                                                                                                                                | CUSIP: N/A<br>LEI: 7245007FZS0M65WUGP67       | Long             | DBT              | CORP              | NL        |      2200000 | PA      | $2517406.25     | 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        |      1897000 | PA      | $1722665.70     | 0.00%             | 2029-05-01      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      2960000 | PA      | $-48322.64      | -0.00%            |  |  |  | No            |                  2 | 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        |      1863777 | PA      | $507104.50      | 0.00%             | 2036-11-25      | Floating      | 4.29%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | W R Berkley Corp.                                                                                                                                   | CUSIP: 084423102<br>LEI: N/A                  | N/A              | DE               |  | GB        |       -28600 | NS      | $-20878.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   9124479468 | PA      | $87037.15       | 0.00%             |  |  |  | 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      | $3999656.63     | 0.01%             | 2065-01-25      | Variable      | 6.94%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Fortis, Inc.                                                                                                                                        | CUSIP: 349553107<br>LEI: N/A                  | N/A              | DE               |  | US        |        74900 | NS      | $96281.29       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EchoStar Corp.                                                            | EchoStar Corp., Class A                                                                                                                             | CUSIP: 278768106<br>LEI: 549300EE20907QZ9GT38 | Long             | EC               | CORP              | US        |       247608 | NS      | $28987468.56    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Swisscom AG (Registered)                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -2100 | NS      | $72307.71       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust                                                | J.P. Morgan Mortgage Trust, Series 2026-NQM1, Class A1LC                                                                                            | CUSIP: 46660DAB1<br>LEI: 529900PEVYDPZXGGUW77 | Long             | ABS-MBS          | CORP              | US        |      4525027 | PA      | $4486710.88     | 0.01%             | 2066-06-25      | Variable      | 4.93%                 | 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      | $1000000.00     | 0.00%             | 2037-04-16      | Floating      | 9.97%                 | 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      | $1145799.59     | 0.00%             | 2036-03-20      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| Performance Food Group, Inc.                                              | Performance Food Group, Inc.                                                                                                                        | CUSIP: 71376LAF7<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |       408000 | PA      | $408753.58      | 0.00%             | 2032-09-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Teijin Ltd.                                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |       131900 | NS      | $132442.12      | 0.00%             |  |  |  | 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      | $3207714.92     | 0.01%             | 2037-07-20      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                                                  | CUSIP: 3140W4VV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    123233714 | PA      | $122117117.78   | 0.26%             | 2053-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Deephaven Residential Mortgage Trust                                      | Deephaven Residential Mortgage Trust, Series 2025-INV1, Class B1                                                                                    | CUSIP: 24382EAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1876392 | PA      | $1851403.71     | 0.00%             | 2060-11-25      | Variable      | 6.68%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Banque Cantonale Vaudoise (Registered)                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -12100 | NS      | $-89767.38      | -0.00%            |  |  |  | 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      | $1017450.00     | 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: 549300SAZRUMYKDJBY14 | Long             | LON              | CORP              | US        |       987500 | PA      | $856656.25      | 0.00%             | 2031-08-05      | Variable      | 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      | $-13333.32      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Panorama Auto Trust                                                       | Panorama Auto Trust, Series 2025-3, Class A                                                                                                         | CUSIP: N/A<br>LEI: 9845007SF7637H412C03       | Long             | ABS-O            | CORP              | AU        |     10753525 | PA      | $7399658.87     | 0.02%             | 2033-09-15      | Floating      | 4.82%                 | 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        |     10929000 | PA      | $13211127.64    | 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        |      3090517 | PA      | $3590388.76     | 0.01%             | 2043-09-22      | Floating      | 3.61%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | USD Currency                                                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    -25360000 | PA      | $-317711.12     | -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 E                                                                | CUSIP: N/A<br>LEI: 8156006F7517955B5E95       | Long             | ABS-O            | CORP              | IT        |       732443 | PA      | $850547.02      | 0.00%             | 2039-11-15      | Floating      | 5.94%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd.                                                              | OCP CLO Ltd., Series 2021-23A, Class AR2                                                                                                            | CUSIP: 671026AW2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      5000000 | PA      | $4994011.50     | 0.01%             | 2039-01-17      | Floating      | 4.86%                 | 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      | 8.63%                 | 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      | $2790172.39     | 0.01%             | 2027-10-25      | Variable      | 3.59%                 | No            |                  2 | On Loan: No      |
| KazMunayGas National Co. JSC                                              | KazMunayGas National Co. JSC                                                                                                                        | CUSIP: N/A<br>LEI: 2138001H1M69RFJCSH88       | Long             | DBT              | CORP              | KZ        |      8239000 | PA      | $8136342.06     | 0.02%             | 2048-10-24      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ACE Securities Manufactured Housing Loan Trust                            | ACE Securities Manufactured Housing Loan Trust, Series 2003-MH1                                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | US        |       120019 | PA      | $118097.45      | 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        |      2664926 | PA      | $2524202.95     | 0.01%             | 2036-06-25      | Floating      | 4.31%                 | No            |                  2 | On Loan: No      |
| Scentre Group Trust 1                                                     | Scentre Group Trust 1                                                                                                                               | CUSIP: N/A<br>LEI: 549300SQ859FBKRKSI77       | Long             | DBT              | CORP              | AU        |     20000000 | PA      | $12928283.10    | 0.03%             | 2035-09-18      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Federal National Mortgage Association Variable Rate Notes, Series 2025-1, Class FX                                                                  | CUSIP: 3136BUE63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14101083 | PA      | $14199934.31    | 0.03%             | 2055-02-25      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| Energizer Holdings, Inc.                                                  | Energizer Holdings, Inc.                                                                                                                            | CUSIP: 29272WAG4<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |      1771000 | PA      | $1658600.30     | 0.00%             | 2033-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Prudential Financial, Inc.                                                                                                                          | CUSIP: 744320102<br>LEI: N/A                  | N/A              | DE               |  | US        |        21100 | NS      | $71636.50       | 0.00%             |  |  |  | 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        |     10833361 | PA      | $7389904.64     | 0.02%             | 2037-05-25      | Floating      | 3.99%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |      1474286 | PA      | $103030.09      | 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      | $-42077.24      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SRC Sukuk Ltd.                                                            | SRC Sukuk Ltd.                                                                                                                                      | CUSIP: N/A<br>LEI: 254900F2OG3526JLAV10       | Long             | DBT              | NUSS              | KY        |       865000 | PA      | $852349.38      | 0.00%             | 2029-04-02      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Arches Buyer, Inc.                                                        | Arches Buyer, Inc.                                                                                                                                  | CUSIP: 039524AA1<br>LEI: 2549009ADY4208OH2Y47 | Long             | DBT              | CORP              | US        |      2817000 | PA      | $2712175.49     | 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      | $2579664.84     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sri Lanka Rupee                                                           | Sri Lanka Rupee                                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | LK        |   2193163532 | OU      | $6958668.44     | 0.02%             |  |  |  | No            |                  1 | 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        |      2000000 | PA      | $2103647.00     | 0.00%             | 2027-12-31      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                                                  | CUSIP: 3140U8AX8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5039978 | PA      | $4989414.57     | 0.01%             | 2056-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Rockies Express Pipeline LLC                                              | Rockies Express Pipeline LLC                                                                                                                        | CUSIP: 77340RAR8<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |      2239000 | PA      | $2183168.74     | 0.00%             | 2029-07-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Digital Dutch Finco BV                                                    | Digital Dutch Finco BV                                                                                                                              | CUSIP: N/A<br>LEI: 549300ONZ5IS6B6IMJ70       | Long             | DBT              | CORP              | NL        |      4627000 | PA      | $4892616.98     | 0.01%             | 2030-03-15      | 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      | $242323.45      | 0.00%             |  |  |  | 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        |      3641253 | PA      | $1576372.85     | 0.00%             | 2036-10-25      | Floating      | 3.86%                 | No            |                  2 | On Loan: No      |
| Barclays plc                                                              | Barclays plc                                                                                                                                        | CUSIP: N/A<br>LEI: 213800LBQA1Y9L22JB70       | Long             | DBT              | CORP              | GB        |     13548000 | PA      | $18684930.73    | 0.04%             | 2032-11-14      | Variable      | 8.41%                 | 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      | $16935.84       | 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        |       310125 | PA      | $310125.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Trimaran Cavu Ltd.                                                        | Trimaran CAVU Ltd., Series 2023-2A, Class CR                                                                                                        | CUSIP: 89623WAY5<br>LEI: 254900N0C728FOYWNB70 | Long             | ABS-CBDO         | CORP              | KY        |      1000000 | PA      | $1000146.20     | 0.00%             | 2039-01-20      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| CoreWeave, Inc.                                                           | CoreWeave, Inc.                                                                                                                                     | CUSIP: N/A<br>LEI: 984500511DP2B6186053       | Long             | EC               | CORP              | US        |     20264000 | NS      | $19250800.00    | 0.04%             |  |  |  | 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      | $526452.64      | 0.00%             | 2033-08-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| RCI Banque SA                                                             | RCI Banque SA                                                                                                                                       | CUSIP: N/A<br>LEI: 96950001WI712W7PQG45       | Long             | DBT              | CORP              | FR        |      2800000 | PA      | $3132571.65     | 0.01%             | 2037-03-24      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Teradyne, Inc.                                                                                                                                      | CUSIP: 880770102<br>LEI: N/A                  | N/A              | DE               |  | US        |        -3100 | NS      | $9407.23        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Vertiv Holdings Co.                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         -280 | NC      | $-62300.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Cleveland-Cliffs, Inc.                                                    | Cleveland-Cliffs, Inc.                                                                                                                              | CUSIP: 185899AS0<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |      1077000 | PA      | $1074261.73     | 0.00%             | 2031-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| NAC Kazatomprom JSC                                                       | NAC Kazatomprom JSC                                                                                                                                 | CUSIP: 63253R201<br>LEI: 5493008JG5TXJP2JSY44 | Long             | EC               | CORP              | KZ        |        19449 | NS      | $1535802.58     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WESCO Distribution, Inc.                                                  | WESCO Distribution, Inc.                                                                                                                            | CUSIP: 95081QAQ7<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |      3599000 | PA      | $3663454.49     | 0.01%             | 2029-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Oriental Republic of Uruguay                                              | Oriental Republic of Uruguay                                                                                                                        | CUSIP: 760942BF8<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    244697250 | PA      | $6667541.01     | 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        |       930262 | PA      | $930434.02      | 0.00%             | 2032-07-20      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| Fibercop SpA                                                              | Fibercop SpA, Series 2034                                                                                                                           | CUSIP: 683879AD2<br>LEI: 8156007022402E114A31 | Long             | DBT              | CORP              | IT        |      2425000 | PA      | $2306868.79     | 0.00%             | 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        |      1600000 | PA      | $1869661.09     | 0.00%             | 2031-04-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                                       | GS Mortgage-Backed Securities Trust, Series 2025-NQM5, Class B1                                                                                     | CUSIP: 36273GAE8<br>LEI: 254900MQ3DUBXKU1DC81 | Long             | ABS-MBS          | CORP              | US        |      1666667 | PA      | $1657868.66     | 0.00%             | 2065-07-25      | Variable      | 6.74%                 | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                                         | Barclays Bank plc                                                                                                                                   | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | RA               | CORP              | GB        |       398000 | PA      | $398000.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    164596603 | PA      | $-1059066.01    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Hermitage plc                                                             | Hermitage plc, Series 2025-1, Class E                                                                                                               | CUSIP: N/A<br>LEI: 635400MSBHAPT1EQBW93       | Long             | ABS-O            | CORP              | GB        |       928000 | PA      | $1245580.53     | 0.00%             | 2033-04-21      | Floating      | 6.93%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  16496436053 | PA      | $-104192.98     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Agence France Locale                                                      | Agence France Locale                                                                                                                                | CUSIP: N/A<br>LEI: 969500NMI4UP00IO8G47       | Long             | DBT              | NUSS              | FR        |     10100000 | PA      | $13103974.45    | 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      | $6118000.00     | 0.01%             | 2041-06-15      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| GS REFT Issuer Ltd.                                                       | GS REFT Issuer Ltd., Series 2026-FL1, Class A                                                                                                       | CUSIP: 36274DAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2500000 | PA      | $2496102.25     | 0.01%             | 2043-04-19      | Floating      | 5.17%                 | 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      | $500250.05      | 0.00%             | 2038-07-25      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| Jaguar Land Rover Automotive plc                                          | Jaguar Land Rover Automotive plc                                                                                                                    | CUSIP: 47010BAF1<br>LEI: 529900L73GEWN1O5NH84 | Long             | DBT              | CORP              | GB        |      1708000 | PA      | $1675445.69     | 0.00%             | 2027-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WR Grace Holdings LLC                                                     | WR Grace Holdings LLC                                                                                                                               | CUSIP: 92943GAF8<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |      1488000 | PA      | $1449840.72     | 0.00%             | 2032-08-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| PBF Energy, Inc.                                                          | PBF Energy, Inc., Class A                                                                                                                           | CUSIP: 69318G106<br>LEI: 2549003PBEDCSZMZIY02 | Long             | EC               | CORP              | US        |       192722 | NS      | $9177421.64     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Modernland Overseas Pte. Ltd.                                             | Modernland Overseas Pte. Ltd.                                                                                                                       | CUSIP: N/A<br>LEI: 254900HQ9F9WCPKERQ02       | Long             | DBT              | CORP              | SG        |     13952244 | PA      | $4548012.98     | 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        |      6049398 | PA      | $3384642.62     | 0.01%             | 2036-12-25      | Floating      | 4.11%                 | No            |                  2 | On Loan: No      |
| Diameter Capital CLO 12 Ltd.                                              | Diameter Capital CLO 12 Ltd., Series 2025-12A, Class A                                                                                              | CUSIP: 25255YAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     12750000 | PA      | $12743196.60    | 0.03%             | 2038-10-20      | Floating      | 5.16%                 | 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        |    115210899 | PA      | $115986578.95   | 0.25%             | 2055-03-25      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Chailease Holding Co. Ltd.                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -723881 | NS      | $-234484.54     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Colombia                                                      | Republic of Colombia                                                                                                                                | CUSIP: 195325EG6<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |      1421000 | PA      | $1453327.75     | 0.00%             | 2034-02-02      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Sofi Consumer Loan Program Trust                                          | Sofi Consumer Loan Program Trust, Series 2026-B, Class B                                                                                            | CUSIP: 83407MAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      4463000 | PA      | $4458154.97     | 0.01%             | 2036-02-25      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Sembcorp Industries Ltd.                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -289816 | NS      | $-198190.41     | -0.00%            |  |  |  | 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        |       711995 | PA      | $945684.56      | 0.00%             | 2062-01-27      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| Kaiser Aluminum Corp.                                                     | Kaiser Aluminum Corp.                                                                                                                               | CUSIP: 483007AL4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       908000 | PA      | $857820.92      | 0.00%             | 2031-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | USD Currency                                                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |    -49351276 | PA      | $-5050.21       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Apidos Loan Fund Ltd.                                                     | Apidos Loan Fund Ltd., Series 2024-1A, Class A1R                                                                                                    | CUSIP: 037986AN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       240000 | PA      | $239760.00      | 0.00%             | 2038-10-25      | Floating      | 4.92%                 | 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      | $90213.30       | 0.00%             | 2035-08-10      | Variable      | 0.20%                 | 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        |      3000000 | PA      | $3000885.60     | 0.01%             | 2039-01-20      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     15576000 | PA      | $4061247.19     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LendingClub Rated Notes Issuer Trust                                      | LendingClub Rated Notes Issuer Trust, Series 2025-P2, Class F                                                                                       | CUSIP: 525949AF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       641000 | PA      | $639763.38      | 0.00%             | 2037-01-15      | Fixed         | 13.02%                | No            |                  2 | On Loan: No      |
| ION Platform Finance SARL                                                 | ION Platform Finance SARL                                                                                                                           | CUSIP: N/A<br>LEI: 6488IU1F9M51Z3P60R77       | Long             | DBT              | CORP              | LU        |     12883000 | PA      | $12341127.77    | 0.03%             | 2030-09-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CBOE Volatility Index                                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |           45 | NC      | $57791.85       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Venture Global Calcasieu Pass LLC                                         | Venture Global Calcasieu Pass LLC                                                                                                                   | CUSIP: 92328MAE3<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |      2253000 | PA      | $2304417.97     | 0.00%             | 2030-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Tkms AG& Co. KGaA                                                         | Tkms AG& Co. KGaA                                                                                                                                   | CUSIP: N/A<br>LEI: 529900W81B194B0E0078       | Long             | EC               | CORP              | DE        |         4169 | NS      | $384534.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     14725000 | PA      | $15550.67       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      6910000 | PA      | $3040.27        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp. | Uniform Mortgage-Backed Securities                                                                                                                  | CUSIP: 01F050643<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3292187271 | PA      | $3246513571.80  | 7.03%             | 2056-04-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PennyMac Financial Services, Inc.                                         | PennyMac Financial Services, Inc.                                                                                                                   | CUSIP: 70932MAG2<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |       283000 | PA      | $273092.83      | 0.00%             | 2032-05-15      | Fixed         | 6.88%                 | 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        |    587000000 | PA      | $1231577.26     | 0.00%             | 2028-07-03      | Fixed         | 17.30%                | No            |                  2 | On Loan: No      |
| Nomura Holdings, Inc.                                                     | Nomura Holdings, Inc.                                                                                                                               | CUSIP: 65535HCE7<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |      8000000 | PA      | $7760427.36     | 0.02%             | 2036-06-10      | Variable      | 5.04%                 | 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      | $43835.55       | 0.00%             |  |  |  | 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      | $4453985.05     | 0.01%             | 2039-12-15      | Floating      | 9.32%                 | No            |                  2 | On Loan: No      |
| Goodyear Tire & Rubber Co. (The)                                          | Goodyear Tire & Rubber Co. (The)                                                                                                                    | CUSIP: 382550BG5<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |       593000 | PA      | $587089.24      | 0.00%             | 2027-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CBOE Volatility Index                                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          -60 | NC      | $-218788.20     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Autonoria Spain                                                           | AutoNoria Spain FT, Series 2022-SP, Class C                                                                                                         | CUSIP: N/A<br>LEI: 959800TU6P30TL2EN703       | Long             | ABS-O            | CORP              | ES        |       529693 | PA      | $624096.80      | 0.00%             | 2040-01-27      | Floating      | 4.74%                 | 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      | $2372642.72     | 0.01%             |  |  |  | Yes           |                  2 | 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      | $11501592.75    | 0.02%             | 2039-08-15      | Floating      | 6.02%                 | 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      | $6681584.46     | 0.01%             | 2038-01-15      | Floating      | 3.97%                 | No            |                  2 | On Loan: No      |
| FIGRE Trust                                                               | FIGRE Trust, Series 2025-HE7, Class A                                                                                                               | CUSIP: 31684RAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      6915621 | PA      | $6870385.68     | 0.01%             | 2055-11-25      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | FDJ UNITED                                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |        44300 | NS      | $14290.10       | 0.00%             |  |  |  | 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        |      6236000 | PA      | $6248281.68     | 0.01%             | 2043-07-15      | Fixed         | 6.43%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Anheuser-Busch InBev SA                                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -32600 | NS      | $142884.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-347.50        | -0.00%            |  |  |  | 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      | $2757320.00     | 0.01%             | 2028-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| JPMorgan Securities LLC                                                   | JPMorgan Securities LLC                                                                                                                             | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | Long             | RA               | CORP              | US        |       304125 | PA      | $304125.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Jeol Ltd.                                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -32800 | NS      | $29297.96       | 0.00%             |  |  |  | No            |                  2 | 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      | $1508842.31     | 0.00%             | 2038-12-14      | Floating      | 3.69%                 | 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        |      1259760 | PA      | $642127.87      | 0.00%             | 2036-04-25      | Variable      | 3.98%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | USD Currency                                                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CH        |   -103028432 | PA      | $-298599.74     | -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      | $9238.77        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Knowlton Development Corp., Inc.                                          | Knowlton Development Corp., Inc., 1st Lien Term Loan                                                                                                | CUSIP: C4953EAH8<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |       857938 | PA      | $849538.75      | 0.00%             | 2028-08-15      | Variable      | 7.17%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd.                                                              | OCP CLO Ltd., Series 2021-22A, Class AR                                                                                                             | CUSIP: 67117TAN5<br>LEI: 254900PS626FB00CVF06 | Long             | ABS-CBDO         | CORP              | KY        |      3750000 | PA      | $3750584.25     | 0.01%             | 2037-10-20      | Floating      | 5.02%                 | 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        |        91880 | PA      | $89210.93       | 0.00%             | 2049-08-25      | Variable      | 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      | $-390509.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Bank of New York Mellon Corp. (The)                                                                                                                 | CUSIP: 064058100<br>LEI: N/A                  | N/A              | DE               |  | US        |       -18300 | NS      | $-41541.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    121091180 | PA      | $-493111.81     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Santander Consumo 8 Fondo de Titulizacion                                 | Santander Consumo 8 Fondo de Titulizacion, Series 8, Class B                                                                                        | CUSIP: N/A<br>LEI: 529900MNYVA8N0FZJK96       | Long             | ABS-O            | CORP              | ES        |      2700000 | PA      | $3137279.04     | 0.01%             | 2040-01-21      | Floating      | 3.23%                 | 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      | $491575.20      | 0.00%             | 2034-10-15      | Floating      | 7.18%                 | No            |                  2 | On Loan: No      |
| Crown PropTech Acquisitions                                               | Crown PropTech Acquisitions                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       149703 | NS      | $1.50           | 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: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2355103 | PA      | $2329164.80     | 0.01%             | 2032-11-25      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     17900000 | PA      | $255935.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Discovery Communications LLC                                              | Discovery Communications LLC                                                                                                                        | CUSIP: 25470DBY4<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |      5293000 | PA      | $3826733.14     | 0.01%             | 2037-09-20      | Fixed         | 5.00%                 | 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        |      1226638 | PA      | $692576.74      | 0.00%             | 2047-06-25      | Variable      | 2.89%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDSCMBX                                                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | DE        |        18964 | PA      | $8658.67        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Crescent Energy Finance LLC                                               | Crescent Energy Finance LLC                                                                                                                         | CUSIP: 45344LAD5<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |      1566000 | PA      | $1589222.21     | 0.00%             | 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      | $5595684.40     | 0.01%             | 2041-06-15      | Floating      | 6.26%                 | 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      | $3151874.88     | 0.01%             | 2026-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Raizen Fuels Finance SA                                                   | Raizen Fuels Finance SA                                                                                                                             | CUSIP: N/A<br>LEI: 52990010NH26VC32Q522       | Long             | DBT              | CORP              | LU        |      4633000 | PA      | $2522205.20     | 0.01%             | 2035-01-17      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Melco Resorts Finance Ltd.                                                | Melco Resorts Finance Ltd.                                                                                                                          | CUSIP: 58547DAJ8<br>LEI: 5493000FQDBWKDBZEF60 | Long             | DBT              | CORP              | KY        |       768000 | PA      | $736842.24      | 0.00%             | 2033-09-24      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.                                            | Citigroup Global Markets, Inc.                                                                                                                      | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | Short            | RA               | CORP              | US        |      -984975 | PA      | $-984975.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Siemens Financieringsmaatschappij NV                                      | Siemens Financieringsmaatschappij NV                                                                                                                | CUSIP: 82620KBE2<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |       250000 | PA      | $225506.49      | 0.00%             | 2031-03-11      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Regatta XIX Funding Ltd.                                                  | Regatta XIX Funding Ltd., Series 2022-1A, Class A1R                                                                                                 | CUSIP: 75888EAS7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      3563000 | PA      | $3561942.86     | 0.01%             | 2038-10-20      | Floating      | 4.91%                 | 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      | $1535500.00     | 0.00%             | 2036-01-15      | Floating      | 6.54%                 | No            |                  2 | On Loan: No      |
| French Republic                                                           | French Republic                                                                                                                                     | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |     21185000 | PA      | $23603374.16    | 0.05%             | 2035-05-25      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                   | BPCE SA, Series NC5.                                                                                                                                | CUSIP: N/A<br>LEI: 9695005MSX1OYEMGDF46       | Long             | DBT              | CORP              | FR        |     30800000 | PA      | $35167174.29    | 0.08%             | 2042-01-13      | Variable      | 1.25%                 | 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        |      9957225 | PA      | $10099683.12    | 0.02%             | 2059-06-25      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                                              | Barclays Mortgage Loan Trust, Series 2025-NQM5, Class PT2                                                                                           | CUSIP: 06745XAM6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    116590147 | PA      | $118650813.51   | 0.26%             | 2055-10-25      | 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      | $-877.48        | -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        |     18663000 | PA      | $15106509.67    | 0.03%             | 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        |      2293529 | PA      | $2665723.13     | 0.01%             | 2034-03-21      | Floating      | 3.22%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                | Verus Securitization Trust, Series 2025-7, Class B2                                                                                                 | CUSIP: 924931AK4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1414000 | PA      | $1399823.24     | 0.00%             | 2070-08-25      | Variable      | 7.50%                 | 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        |       153673 | PA      | $177830.27      | 0.00%             | 2049-10-25      | Floating      | 3.04%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Cooper Cos., Inc. (The)                                                                                                                             | CUSIP: 216648501<br>LEI: N/A                  | N/A              | DE               |  | GB        |        21100 | NS      | $27594.37       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDI                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    217150000 | PA      | $822744.03      | 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      | $854.51         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Engineered Machinery Holdings, Inc.                                       | Engineered Machinery Holdings, Inc., 1st Lien Term Loan                                                                                             | CUSIP: 26658NAU3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      3958763 | PA      | $4557616.17     | 0.01%             | 2032-11-26      | Variable      | 5.63%                 | No            |                  2 | On Loan: No      |
| SoftBank Group Corp.                                                      | SoftBank Group Corp.                                                                                                                                | CUSIP: N/A<br>LEI: 5493003BZYYYCDIO0R13       | Long             | DBT              | CORP              | JP        |      2879000 | PA      | $2864907.78     | 0.01%             | 2026-07-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Open House Group Co. Ltd.                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -23100 | NS      | $11131.76       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                          | Boeing Co. (The)                                                                                                                                    | CUSIP: 097023DR3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      4100000 | PA      | $4371998.84     | 0.01%             | 2031-05-01      | Fixed         | 6.39%                 | No            |                  2 | On Loan: No      |
| Edge Finco plc                                                            | Edge Finco plc                                                                                                                                      | CUSIP: N/A<br>LEI: 648835NI8LJE5190NT73       | Long             | DBT              | CORP              | GB        |     22497000 | PA      | $30716215.18    | 0.07%             | 2031-08-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Norsk Hydro ASA                                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -215500 | NS      | $-352601.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $2346.68        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Prosus NV                                                                 | Prosus NV                                                                                                                                           | CUSIP: N/A<br>LEI: 635400Z5LQ5F9OLVT688       | Long             | DBT              | CORP              | NL        |      1009000 | PA      | $673255.25      | 0.00%             | 2050-08-03      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| Canadian Government Bond                                                  | Canadian Government Bond                                                                                                                            | CUSIP: 135087S47<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    121270000 | PA      | $86295142.69    | 0.19%             | 2030-03-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Rocket Cos., Inc.                                                         | Rocket Cos., Inc.                                                                                                                                   | CUSIP: 77311WAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3973000 | PA      | $4017717.78     | 0.01%             | 2029-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    242415000 | PA      | $-2049732.25    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | SOP                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    -75105500 | PA      | $-520162.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Cedar Funding VII CLO Ltd.                                                | Cedar Funding VII CLO Ltd., Series 2018-7A, Class AR2                                                                                               | CUSIP: 15032FAW6<br>LEI: 549300G87EGFMLOYN341 | Long             | ABS-CBDO         | CORP              | KY        |      4000000 | PA      | $3998345.20     | 0.01%             | 2038-10-20      | Floating      | 5.20%                 | 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        |       290361 | PA      | $267858.02      | 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        |      5000000 | PA      | $6299182.95     | 0.01%             | 2032-11-30      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Asset-Backed CertificatesTrust                          | Washington Mutual Asset-Backed Certificates Trust, Series 2006-HE5, Class 1A                                                                        | CUSIP: 93934XAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3301110 | PA      | $2544779.04     | 0.01%             | 2036-10-25      | Floating      | 4.10%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp.                                                     | Westpac Banking Corp.                                                                                                                               | CUSIP: N/A<br>LEI: EN5TNI6CI43VEPAMHL14       | Long             | DBT              | CORP              | AU        |     13160000 | PA      | $8823693.27     | 0.02%             | 2041-02-12      | Variable      | 6.08%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Takasago Thermal Engineering Co. Ltd.                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        68800 | NS      | $-2354.36       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Viasat, Inc.                                                              | Viasat, Inc., 1st Lien Term Loan                                                                                                                    | CUSIP: 92555WAF2<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | LON              | CORP              | US        |       456300 | PA      | $456226.99      | 0.00%             | 2030-05-30      | Variable      | 8.29%                 | 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        |      1500000 | PA      | $1705826.56     | 0.00%             | 2030-03-29      | Variable      | 4.99%                 | No            |                  2 | On Loan: No      |
| Cotiviti, Inc.                                                            | Cotiviti, Inc., 1st Lien Term Loan B                                                                                                                | CUSIP: 22164MAB3<br>LEI: 254900YAQHVRTG4IFI64 | Long             | LON              | CORP              | US        |      1276554 | PA      | $1173638.06     | 0.00%             | 2031-05-01      | Variable      | 6.42%                 | 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        |     14141000 | PA      | $14363446.99    | 0.03%             | 2029-03-31      | Fixed         | 10.38%                | No            |                  2 | On Loan: No      |
| BRCK Trust                                                                | BRCK Trust, Series 2025-830B, Class F                                                                                                               | CUSIP: 10635AAN9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3500000 | PA      | $3590584.90     | 0.01%             | 2042-12-10      | Variable      | 7.59%                 | No            |                  2 | On Loan: No      |
| Seagate Data Storage Technology Pte. Ltd.                                 | Seagate Data Storage Technology Pte. Ltd.                                                                                                           | CUSIP: 81180LAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |      4015000 | PA      | $4081006.60     | 0.01%             | 2030-07-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust                                                      | BBCMS Mortgage Trust, Series 2025-C35, Class D                                                                                                      | CUSIP: 07337DAQ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6500000 | PA      | $5064939.36     | 0.01%             | 2058-07-15      | Fixed         | 4.50%                 | 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      | $4347347.92     | 0.01%             | 2031-08-20      | Floating      | 4.98%                 | 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      | $572131.08      | 0.00%             | 2037-02-15      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| Sabre GLBL, Inc.                                                          | Sabre GLBL, Inc.                                                                                                                                    | CUSIP: 78573NAN2<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |      7700000 | PA      | $6471818.66     | 0.01%             | 2030-03-15      | Fixed         | 10.75%                | 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        |     14146431 | PA      | $14146725.25    | 0.03%             | 2038-01-15      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| Amber Finco plc                                                           | Amber Finco plc                                                                                                                                     | CUSIP: N/A<br>LEI: 9845004C0870D380O790       | Long             | DBT              | CORP              | GB        |      1144000 | PA      | $1356908.42     | 0.00%             | 2029-07-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Bidvest Group UK plc (The)                                                | Bidvest Group UK plc (The)                                                                                                                          | CUSIP: 088932AA6<br>LEI: 984500A80C777F496830 | Long             | DBT              | CORP              | GB        |       386000 | PA      | $384957.80      | 0.00%             | 2032-09-17      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Wellfleet CLO Ltd.                                                        | Wellfleet CLO Ltd., Series 2020-1A, Class BRR                                                                                                       | CUSIP: 94949GBA8<br>LEI: 2549001JCRYETQY84B65 | Long             | ABS-CBDO         | CORP              | KY        |      2250000 | PA      | $2246643.90     | 0.00%             | 2033-04-15      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| Starz Entertainment Corp.                                                 | Starz Entertainment Corp.                                                                                                                           | CUSIP: 855919106<br>LEI: 5493000JSMHPHZURLM72 | Long             | EC               | CORP              | CA        |        64848 | NS      | $745752.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KWG Group Holdings Ltd.                                                   | KWG Group Holdings Ltd.                                                                                                                             | CUSIP: N/A<br>LEI: 549300LK82ZOM9ZE7H90       | Long             | DBT              | CORP              | KY        |      1000000 | PA      | $47500.00       | 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        |     21585654 | PA      | $20268929.22    | 0.04%             | 2028-08-18      | Variable      | 9.18%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Kansai Paint Co. Ltd.                                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -328900 | NS      | $200016.42      | 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      | $10413927.70    | 0.02%             | 2039-04-16      | Floating      | 3.20%                 | No            |                  2 | On Loan: No      |
| Alliant Holdings Intermediate LLC                                         | Alliant Holdings Intermediate LLC                                                                                                                   | CUSIP: 01883LAB9<br>LEI: 5493006Q26653NF8SI73 | Long             | DBT              | CORP              | US        |       430000 | PA      | $421424.51      | 0.00%             | 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        |     13127672 | PA      | $13932092.86    | 0.03%             | 2037-03-25      | Floating      | 4.24%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    515411227 | PA      | $-58422.60      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VanEck Semiconductor ETF                                                  | VanEck Semiconductor ETF                                                                                                                            | CUSIP: 92189F676<br>LEI: 549300MJTG2N9QRH7I02 | Long             |  | RF                | US        |        37520 | NS      | $14385168.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Localiza Rent a Car SA                                                    | Localiza Rent a Car SA                                                                                                                              | CUSIP: N/A<br>LEI: 984500C442A7E0CD4D11       | Long             | EC               | CORP              | BR        |       173679 | NS      | $1577238.75     | 0.00%             |  |  |  | No            |                  1 | 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        |    170556461 | PA      | $1784549.31     | 0.00%             | 2051-12-25      | Variable      | 0.19%                 | No            |                  2 | On Loan: No      |
| Sunrise Spv 98 Srl                                                        | Sunrise Spv 98 Srl, Series 2026-1, Class C                                                                                                          | CUSIP: N/A<br>LEI: 81560036AE47FD868675       | Long             | ABS-O            | CORP              | IT        |      6642000 | PA      | $7677577.94     | 0.02%             | 2051-04-27      | Floating      | 3.27%                 | 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      | $-72031.53      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| South Bow Canadian Infrastructure Holdings Ltd.                           | South Bow Canadian Infrastructure Holdings Ltd.                                                                                                     | CUSIP: 836720AJ1<br>LEI: 2549004FYUSYLPBT1G26 | Long             | DBT              | CORP              | CA        |      1497000 | PA      | $1558652.45     | 0.00%             | 2055-03-01      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| Nissan Motor Acceptance Co. LLC                                           | Nissan Motor Acceptance Co. LLC                                                                                                                     | CUSIP: 65480CAF2<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |       421000 | PA      | $427563.28      | 0.00%             | 2028-09-15      | Fixed         | 7.05%                 | No            |                  2 | 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      | $2685009.81     | 0.01%             | 2064-01-25      | Variable      | 8.63%                 | 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      | $-148567.96     | -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      | $16928410.77    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Lebanese Republic                                                         | Lebanese Republic                                                                                                                                   | CUSIP: N/A<br>LEI: 529900QPC4K9S1KHL354       | Long             | DBT              | NUSS              | LB        |     21822000 | PA      | $5139081.00     | 0.01%             | 2027-03-23      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| Century Communities, Inc.                                                 | Century Communities, Inc.                                                                                                                           | CUSIP: 156504AN2<br>LEI: 5299002QMB2O7ZL1CA26 | Long             | DBT              | CORP              | US        |      1734000 | PA      | $1698705.82     | 0.00%             | 2033-09-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Engie Energia Chile SA                                                    | Engie Energia Chile SA                                                                                                                              | CUSIP: N/A<br>LEI: 5493000FIKCC3ZDWTO77       | Long             | DBT              | CORP              | CL        |       604000 | PA      | $562042.11      | 0.00%             | 2030-01-28      | 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      | $-38182.05      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Romania                                                                   | Romania Government Bond                                                                                                                             | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |      1552000 | PA      | $1816302.69     | 0.00%             | 2034-09-10      | 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      | $-32943.93      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | RTL Group SA                                                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -17300 | NS      | $-45496.83      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ARES LXXIX CLO Ltd.                                                       | ARES LXXIX CLO Ltd., Series 2026-79A, Class A1                                                                                                      | CUSIP: 04021UAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      8250000 | PA      | $8234815.05     | 0.02%             | 2039-04-20      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| Mars, Inc.                                                                | Mars, Inc.                                                                                                                                          | CUSIP: 571676AT2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |      1500000 | PA      | $1509998.45     | 0.00%             | 2028-04-20      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-31771.78      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Summit Issuer LLC                                                         | Summit Issuer LLC, Series 2025-1A, Class A2                                                                                                         | CUSIP: 86613XAN5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     14366000 | PA      | $14329934.16    | 0.03%             | 2055-11-20      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Emmi AG (Registered)                                                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -1200 | NS      | $-63577.20      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Jersey Mike's Funding LLC                                                 | Jersey Mike's Funding LLC, Series 2026-1A, Class A2II                                                                                               | CUSIP: 476681AG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     41313000 | PA      | $40601738.87    | 0.09%             | 2056-02-15      | Fixed         | 5.48%                 | 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        |      5142673 | PA      | $3625080.80     | 0.01%             | 2045-07-25      | Floating      | 3.96%                 | 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        |     57739103 | PA      | $57906759.95    | 0.13%             | 2054-09-25      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| Elevation CLO Ltd.                                                        | Elevation CLO Ltd., Series 2013-1A, Class A1R3                                                                                                      | CUSIP: 28623FAJ3<br>LEI: 549300D7IKXB86IQMC13 | Long             | ABS-CBDO         | CORP              | KY        |     17750000 | PA      | $17756697.08    | 0.04%             | 2038-07-25      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                                       | New Residential Mortgage Loan Trust, Series 2025-NQM5, Class B1                                                                                     | CUSIP: 64832GAG9<br>LEI: 213800USJ6KQFZEWGZ76 | Long             | ABS-MBS          | CORP              | US        |      1300000 | PA      | $1279673.07     | 0.00%             | 2065-08-25      | Variable      | 6.83%                 | 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      | $1000500.00     | 0.00%             | 2039-07-15      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      5991000 | PA      | $-5945.61       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Ghana                                                         | Republic of Ghana                                                                                                                                   | CUSIP: N/A<br>LEI: 213800PP4399SNNXZ126       | Long             | DBT              | NUSS              | GH        |       898796 | PA      | $763976.60      | 0.00%             | 2035-07-03      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Fujikura Ltd.                                                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -32400 | NS      | $-26162.57      | -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        |    126326077 | PA      | $393316.24      | 0.00%             | 2032-02-10      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| DaVita, Inc.                                                              | DaVita, Inc.                                                                                                                                        | CUSIP: 23918KAY4<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |      1697000 | PA      | $1726108.64     | 0.00%             | 2033-07-15      | Fixed         | 6.75%                 | 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        |      5000000 | PA      | $4350000.00     | 0.01%             | 2028-12-12      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| Apidos CLO XXXI                                                           | Apidos CLO XXXI, Series 2019-31A, Class AR2                                                                                                         | CUSIP: 03767VAU2<br>LEI: 549300IG6PHVJ3WBR394 | Long             | ABS-CBDO         | CORP              | KY        |      2000000 | PA      | $1996450.40     | 0.00%             | 2039-04-15      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| Apidos CLO LIV                                                            | Apidos CLO LIV, Series 2025-54A, Class D1                                                                                                           | CUSIP: 03771RAG6<br>LEI: 254900SXYQWBYZA9L226 | Long             | ABS-CBDO         | CORP              | KY        |      3000000 | PA      | $2978505.30     | 0.01%             | 2038-10-20      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| Trinitas CLO XXXII Ltd.                                                   | Trinitas CLO XXXII Ltd., Series 2025-32A, Class A1                                                                                                  | CUSIP: 89642NAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      8270000 | PA      | $8273164.10     | 0.02%             | 2038-07-23      | Floating      | 5.00%                 | 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        |      8263832 | PA      | $9572687.35     | 0.02%             | 2038-09-28      | Floating      | 2.76%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | USD Currency                                                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |     92970200 | PA      | $572210.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Stellantis NV                                                             | Stellantis NV                                                                                                                                       | CUSIP: N/A<br>LEI: 549300LKT9PW7ZIBDF31       | Long             | DBT              | CORP              | NL        |     29971000 | PA      | $33065307.08    | 0.07%             | 2031-03-16      | Variable      | 6.25%                 | 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      | $3605100.00     | 0.01%             | 2034-09-15      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| Fibercop SpA                                                              | Fibercop SpA                                                                                                                                        | CUSIP: N/A<br>LEI: 8156007022402E114A31       | Long             | DBT              | CORP              | IT        |      2473000 | PA      | $2829842.14     | 0.01%             | 2032-06-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Asset-Backed Certificates Trust                         | Washington Mutual Asset-Backed Certificates Trust, Series 2006-HE4, Class 2A2                                                                       | CUSIP: 93934QAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     11893747 | PA      | $2976326.95     | 0.01%             | 2036-09-25      | Floating      | 4.15%                 | No            |                  2 | On Loan: No      |
| Imperial Brands Finance plc                                               | Imperial Brands Finance plc                                                                                                                         | CUSIP: N/A<br>LEI: 2138008L3B3MCG1DFS50       | Long             | DBT              | CORP              | GB        |     10375000 | PA      | $11638074.08    | 0.03%             | 2033-08-02      | Fixed         | 3.88%                 | 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      | $2999338.50     | 0.01%             | 2038-04-20      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| Cellnex Finance Co. SA                                                    | Cellnex Finance Co. SA                                                                                                                              | CUSIP: N/A<br>LEI: 549300OUROMFTRFA7T23       | Long             | DBT              | CORP              | ES        |     12800000 | PA      | $14182490.33    | 0.03%             | 2036-01-19      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust                                    | Velocity Commercial Capital Loan Trust, Series 2025-P2, Class M4                                                                                    | CUSIP: 92262XAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1949302 | PA      | $1928826.58     | 0.00%             | 2055-10-25      | Variable      | 9.45%                 | 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        |       640000 | PA      | $640215.49      | 0.00%             | 2037-10-20      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| CML Project Crabtree                                                      | CML Project Crabtree, Delayed Draw 1st Lien Term Loan B                                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20800000 | PA      | $20671160.64    | 0.04%             | 2029-08-06      | Variable      | 4.92%                 | No            |                  3 | On Loan: No      |
| Kennedy Lewis CLO 7 Ltd.                                                  | Kennedy Lewis CLO 7 Ltd., Series 7A, Class A1R                                                                                                      | CUSIP: 37149LAL1<br>LEI: 25490036G9JNQQPHIX69 | Long             | ABS-CBDO         | CORP              | KY        |      1972000 | PA      | $1972652.73     | 0.00%             | 2037-04-22      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| AutoFlorence 2 SRL                                                        | AutoFlorence 2 SRL, Series 2, Class B                                                                                                               | CUSIP: N/A<br>LEI: 815600C91B7AF7C88210       | Long             | ABS-O            | CORP              | IT        |       119913 | PA      | $138578.22      | 0.00%             | 2044-12-24      | Floating      | 2.67%                 | 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      | $1158743.09     | 0.00%             | 2032-12-15      | Floating      | 3.34%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | AUD Currency                                                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |     61729621 | PA      | $1374.97        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Japan Airlines Co. Ltd.                                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -90400 | NS      | $-12156.90      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AES Andes SA                                                              | AES Andes SA                                                                                                                                        | CUSIP: 00111VAC1<br>LEI: 549300IF4IFG0FS0RM26 | Long             | DBT              | CORP              | CL        |      9576000 | PA      | $10038042.00    | 0.02%             | 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        |        65000 | PA      | $58263.82       | 0.00%             | 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      | $38097318.75    | 0.08%             | 2041-10-15      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| Autonoria Spain                                                           | AutoNoria Spain FT, Series 2021-SP, Class B                                                                                                         | CUSIP: N/A<br>LEI: 959800PAVFGQ48YNAE06       | Long             | ABS-O            | CORP              | ES        |       211447 | PA      | $244314.55      | 0.00%             | 2039-01-31      | Floating      | 2.74%                 | No            |                  2 | On Loan: No      |
| Republic of Ghana                                                         | Republic of Ghana                                                                                                                                   | CUSIP: N/A<br>LEI: 213800PP4399SNNXZ126       | Long             | DBT              | NUSS              | GH        |       135330 | PA      | $113846.13      | 0.00%             | 2030-01-03      | 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      | $194035.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Domi                                                                      | Domi, Series 2026-1, Class C                                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | CORP              | NL        |       319000 | PA      | $366423.11      | 0.00%             | 2057-02-15      | Floating      | 3.09%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings, Inc.                                     | Clydesdale Acquisition Holdings, Inc.                                                                                                               | CUSIP: 18972EAD7<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |      1093000 | PA      | $1034134.97     | 0.00%             | 2032-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | State Street SPDR S&P 500 ETF Trust                                                                                                                 | CUSIP: 00PCDFEG0<br>LEI: N/A                  | N/A              | DE               |  | US        |        -1594 | NC      | $-913978.08     | -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      | $73829894.26    | 0.16%             | 2035-08-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| PFP Ltd.                                                                  | PFP Ltd., Series 2026-13, Class A                                                                                                                   | CUSIP: 716966AA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      3051000 | PA      | $3050983.83     | 0.01%             | 2043-08-18      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| ATI, Inc.                                                                 | ATI, Inc.                                                                                                                                           | CUSIP: 01741RAN2<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |      3208000 | PA      | $3326596.55     | 0.01%             | 2030-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Techtronic Industries Co. Ltd.                                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        65500 | NS      | $-59876.22      | -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      | $3316176.21     | 0.01%             | 2030-07-31      | Floating      | 5.65%                 | 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      | $498750.00      | 0.00%             | 2031-05-01      | Variable      | 7.42%                 | 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      | $-3641.54       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bayer AG                                                                  | Bayer AG                                                                                                                                            | CUSIP: N/A<br>LEI: 549300J4U55H3WP1XT59       | Long             | DBT              | CORP              | DE        |     12800000 | PA      | $15684296.55    | 0.03%             | 2083-09-25      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO 39 Ltd.                                                       | Elmwood CLO 39 Ltd., Series 2025-2A, Class A1                                                                                                       | CUSIP: 289910AA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      4390000 | PA      | $4376412.07     | 0.01%             | 2038-04-17      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                                                 | Nelnet Student Loan Trust, Series 2025-CA, Class A1B                                                                                                | CUSIP: 64035UAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     17095571 | PA      | $17215433.42    | 0.04%             | 2065-06-22      | Floating      | 5.02%                 | 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        |      2513000 | PA      | $2905958.14     | 0.01%             | 2030-01-31      | Variable      | 5.41%                 | 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      | $4592192.05     | 0.01%             | 2028-09-29      | Variable      | 5.89%                 | 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      |
| Regatta VI Funding Ltd.                                                   | Regatta VI Funding Ltd., Series 2016-1A, Class D1R3                                                                                                 | CUSIP: 75887NBU2<br>LEI: 2549001NU08X5ZRD6A39 | Long             | ABS-CBDO         | CORP              | KY        |      3000000 | PA      | $2918643.00     | 0.01%             | 2038-10-20      | Floating      | 6.42%                 | 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        |       806384 | PA      | $533395.87      | 0.00%             | 2037-06-25      | Floating      | 3.88%                 | No            |                  2 | On Loan: No      |
| Ohsho Food Service Corp.                                                  | Ohsho Food Service Corp.                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |        39000 | NS      | $764739.43      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Block, Inc.                                                               | Block, Inc.                                                                                                                                         | CUSIP: 852234AT0<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |      2454000 | PA      | $2440439.44     | 0.01%             | 2030-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Consolidated Communications LLC                                           | Consolidated Communications LLC, Series 2026-1A, Class C                                                                                            | CUSIP: 315961AL6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     16300000 | PA      | $15966691.08    | 0.03%             | 2056-03-20      | Fixed         | 7.03%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     13600000 | PA      | $-975851.05     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Verizon Communications, Inc.                                              | Verizon Communications, Inc.                                                                                                                        | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |         6394 | NS      | $320978.80      | 0.00%             |  |  |  | No            |                  1 | 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        |     12250410 | PA      | $12302496.30    | 0.03%             | 2054-06-20      | Floating      | 4.82%                 | 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      | $-3494.53       | -0.00%            |  |  |  | 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      | $2428989.29     | 0.01%             | 2052-04-15      | Fixed         | 8.35%                 | No            |                  2 | On Loan: No      |
| Sapphire XXXIII Series Trust                                              | Sapphire XXXIII Trust, Series 2025-2, Class A1L                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | CORP              | AU        |     20880000 | PA      | $14344353.59    | 0.03%             | 2067-02-12      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| NBK Tier 1 Ltd.                                                           | NBK Tier 1 Ltd.                                                                                                                                     | CUSIP: N/A<br>LEI: 5493000G4QCCEE8YHF19       | Long             | DBT              | CORP              | AE        |      5000000 | PA      | $4900000.00     | 0.01%             | 2026-08-24      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                           | Goldman Sachs Group, Inc. (The)                                                                                                                     | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |         9065 | NS      | $7668899.35     | 0.02%             |  |  |  | No            |                  1 | 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      | $10316188.40    | 0.02%             | 2032-02-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Allegro.eu SA                                                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       216500 | NS      | $-91410.25      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Discovery Communications LLC                                              | Discovery Communications LLC                                                                                                                        | CUSIP: 25470DBZ1<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |      7374000 | PA      | $5403814.68     | 0.01%             | 2040-06-01      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Nikkei 225 Index                                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | JP        |          -29 | NC      | $-369112.50     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Hilcorp Energy I LP                                                       | Hilcorp Energy I LP                                                                                                                                 | CUSIP: 431318AS3<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |       321000 | PA      | $321643.28      | 0.00%             | 2028-11-01      | Fixed         | 6.25%                 | 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        |       369261 | PA      | $357133.63      | 0.00%             | 2033-06-15      | Fixed         | 0.00%                 | 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        |     44773967 | PA      | $45068880.00    | 0.10%             | 2054-06-25      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | SOP                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   -328470000 | PA      | $-9344267.23    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co LLC                                                   | Morgan Stanley & Co LLC                                                                                                                             | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | Long             | RA               | CORP              | US        |      3018625 | PA      | $3018625.00     | 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      | $1003.36        | 0.00%             |  |  |  | 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        |     12819000 | PA      | $12552621.18    | 0.03%             | 2030-10-20      | Variable      | 8.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $14104.75       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Czech Republic                                                            | Czech Republic                                                                                                                                      | CUSIP: N/A<br>LEI: 3157007EFDLQABN47912       | Long             | DBT              | NUSS              | CZ        |    267710000 | PA      | $11869069.66    | 0.03%             | 2036-12-04      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust                                                | J.P. Morgan Mortgage Trust, Series 2025-VIS3, Class B2                                                                                              | CUSIP: 46594EAH7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1646727 | PA      | $1607629.09     | 0.00%             | 2066-02-25      | Variable      | 7.23%                 | No            |                  2 | On Loan: No      |
| Silver Point SCF CLO V Ltd.                                               | Silver Point SCF CLO V Ltd., Series 2025-1A, Class A1                                                                                               | CUSIP: 827916AA5<br>LEI: 25490038FH6T3THSDT34 | Long             | ABS-CBDO         | CORP              | KY        |     14000000 | PA      | $14028127.40    | 0.03%             | 2038-04-20      | Floating      | 5.17%                 | 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      | $2499391.25     | 0.01%             | 2038-01-23      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| Olympus Water US Holding Corp.                                            | Olympus Water US Holding Corp., 1st Lien Term Loan                                                                                                  | CUSIP: 68163YAK1<br>LEI: 549300YU2GGVCBN3MY89 | Long             | LON              | CORP              | US        |      1012462 | PA      | $973391.57      | 0.00%             | 2032-11-03      | Variable      | 6.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Insight M, Inc.                                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     13198015 | NS      | $131.98         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| EchoStar Corp.                                                            | EchoStar Corp.                                                                                                                                      | CUSIP: 278768AA4<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |      7343809 | PA      | $7415469.89     | 0.02%             | 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        |     19300000 | PA      | $19213150.00    | 0.04%             | 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      | $11430042.16    | 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      | $2383778.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Bollore SE                                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -402900 | NS      | $-43564.79      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     19517100 | PA      | $5325038.91     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                                         | HSBC Holdings plc                                                                                                                                   | CUSIP: N/A<br>LEI: MLU0ZO3ML4LN2LL2TL39       | Long             | DBT              | CORP              | GB        |     30376000 | PA      | $34797913.23    | 0.08%             | 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        |      3540563 | PA      | $3902637.74     | 0.01%             | 2031-07-30      | Variable      | 5.46%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                                     | Mex Bonos Desarr Fix Rt                                                                                                                             | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |      1015617 | PA      | $5654533.64     | 0.01%             | 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      | $-301141.37     | -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: 254900CRMBG6WX4HX396 | Long             | LON              | CORP              | US        |       994293 | PA      | $949967.27      | 0.00%             | 2032-01-30      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Russell 2000 E-Mini Index                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          170 | NC      | $365500.00      | 0.00%             |  |  |  | No            |                  1 | 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        |       612238 | PA      | $305109.96      | 0.00%             | 2036-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    831684166 | PA      | $-4964553.77    | -0.01%            |  |  |  | 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      | $6086611.37     | 0.01%             | 2040-07-15      | Variable      | 7.21%                 | 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        |      3032599 | PA      | $3520732.95     | 0.01%             | 2038-09-28      | Floating      | 3.21%                 | No            |                  2 | On Loan: No      |
| State of Oregon                                                           | State of Oregon, Series 2003                                                                                                                        | CUSIP: 68607LXQ5<br>LEI: 549300R5SUGZRD8KP359 | Long             | DBT              | MUN               | US        |      2141353 | PA      | $2166876.78     | 0.00%             | 2027-06-01      | Fixed         | 5.89%                 | No            |                  2 | On Loan: No      |
| Audax Senior Debt CLO LLC                                                 | Audax Senior Debt CLO LLC, Series 2025-12A, Class A                                                                                                 | CUSIP: 05071UAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      4660000 | PA      | $4668424.35     | 0.01%             | 2037-04-22      | Floating      | 5.09%                 | 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      | $-101145.87     | -0.00%            | 2030-02-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| CSTL Commercial Mortgage Trust                                            | CSTL Commercial Mortgage Trust, Series 2025-GATE2, Class A                                                                                          | CUSIP: 12676JAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1550000 | PA      | $1523838.64     | 0.00%             | 2042-11-10      | Variable      | 4.56%                 | No            |                  2 | On Loan: No      |
| Juniper Valley Park CLO Ltd.                                              | Juniper Valley Park CLO Ltd., Series 2023-1A, Class ARR                                                                                             | CUSIP: 48206KAY2<br>LEI: 213800ACSV8GAJ4CCO70 | Long             | ABS-CBDO         | CORP              | JE        |       370000 | PA      | $369366.23      | 0.00%             | 2036-07-20      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| Hyundai Motor Co.                                                         | Hyundai Motor Co.                                                                                                                                   | CUSIP: N/A<br>LEI: 9884004RQX8PRBXQ8S60       | Long             | EC               | CORP              | KR        |         2675 | NS      | $824061.59      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | XPeng, Inc., Class A                                                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       135500 | NS      | $-58429.09      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Federal National Mortgage Association Variable Rate Notes, Series 2024-88, Class FC                                                                 | CUSIP: 3136BT7D9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12090029 | PA      | $12182554.11    | 0.03%             | 2054-12-25      | Floating      | 5.06%                 | 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      | $11632742.44    | 0.03%             | 2031-08-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| COLT Mortgage Loan Trust                                                  | COLT Mortgage Loan Trust, Series 2025-9, Class B1                                                                                                   | CUSIP: 12675LAG7<br>LEI: 2138009YFK2M431KTX57 | Long             | ABS-MBS          | CORP              | US        |      1891000 | PA      | $1886857.76     | 0.00%             | 2070-09-25      | Variable      | 6.82%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                                     | Sumitomo Mitsui Financial Group, Inc.                                                                                                               | CUSIP: 86562MEG1<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |      2042000 | PA      | $1976046.99     | 0.00%             | 2047-01-15      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                           | Citigroup, Inc.                                                                                                                                     | CUSIP: N/A<br>LEI: 6SHGI4ZSSLCXXQSBB395       | Long             | DBT              | CORP              | US        |     23000000 | PA      | $26537201.85    | 0.06%             | 2032-05-14      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Ronesans Holding A/S                                                      | Ronesans Holding A/S                                                                                                                                | CUSIP: N/A<br>LEI: 789000T9Y7SPZC5FXB27       | Long             | DBT              | CORP              | TR        |       428000 | PA      | $415742.08      | 0.00%             | 2029-10-10      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | NEC Corp.                                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -38300 | NS      | $11847.58       | 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        |      4783000 | PA      | $4691727.58     | 0.01%             | 2032-11-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Chow Tai Fook Jewellery Group Ltd.                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       740000 | NS      | $-46826.90      | -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      | $60947.96       | 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        |     13000000 | PA      | $13002965.30    | 0.03%             | 2037-10-25      | Floating      | 5.05%                 | 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        |     35292376 | PA      | $5910615.35     | 0.01%             | 2051-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                                                                                  | CUSIP: 3132DSRS3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        42018 | PA      | $41630.40       | 0.00%             | 2053-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| RBC Capital Markets LLC                                                   | RBC Capital Markets LLC                                                                                                                             | CUSIP: N/A<br>LEI: 549300LCO2FLSSVFFR64       | Long             | RA               | CORP              | US        |       609000 | PA      | $609000.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | EURO STOXX 50 Index                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DE        |         -862 | NC      | $-482229.87     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  15129187371 | PA      | $71139.23       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| American Airlines Pass-Through Trust                                      | American Airlines Pass-Through Trust, Series 2025-1, Class B                                                                                        | CUSIP: 02377PAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4432000 | PA      | $4451382.02     | 0.01%             | 2034-11-11      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Hilcorp Energy I LP                                                       | Hilcorp Energy I LP                                                                                                                                 | CUSIP: 431318AY0<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |       129000 | PA      | $125563.93      | 0.00%             | 2030-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $3278974.53     | 0.01%             |  |  |  | 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        |   1525175000 | PA      | $26554770.74    | 0.06%             | 2026-06-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | InPost SA                                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -118600 | NS      | $-50362.53      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                          | Deutsche Bank AG                                                                                                                                    | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | DBT              | CORP              | DE        |     11000000 | PA      | $12292449.72    | 0.03%             | 2027-10-30      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| Nexstar Media, Inc.                                                       | Nexstar Media, Inc.                                                                                                                                 | CUSIP: 65336YAN3<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |      2241000 | PA      | $2203486.94     | 0.00%             | 2028-11-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Republic of Colombia                                                      | Republic of Colombia                                                                                                                                | CUSIP: N/A<br>LEI: 549300MHDRBVRF6B9117       | Long             | DBT              | NUSS              | CO        | 398847300000 | PA      | $96348876.67    | 0.21%             | 2027-11-03      | Fixed         | 5.75%                 | 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        |     24420000 | PA      | $27687643.54    | 0.06%             | 2030-01-22      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Liberty                                                                   | Liberty, Series 2024-1A, Class A                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | AU        |      1427372 | PA      | $986962.33      | 0.00%             | 2032-05-25      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| Venture Global Plaquemines LNG LLC                                        | Venture Global Plaquemines LNG LLC                                                                                                                  | CUSIP: 922966AB2<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |      2202000 | PA      | $2467953.16     | 0.01%             | 2035-05-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Golden Bar Securitisation Srl                                             | Golden Bar Securitisation SRL, Series 2025-2, Class B                                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | IT        |      1349027 | PA      | $1552451.08     | 0.00%             | 2044-12-22      | Floating      | 3.02%                 | No            |                  2 | On Loan: No      |
| American Axle & Manufacturing, Inc.                                       | American Axle & Manufacturing, Inc.                                                                                                                 | CUSIP: 02406PBD1<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |      4865000 | PA      | $4736067.77     | 0.01%             | 2033-10-15      | Fixed         | 7.75%                 | 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        |      2847358 | PA      | $2367776.80     | 0.01%             | 2047-07-20      | Fixed         | 2.75%                 | 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      | $1917727.00     | 0.00%             | 2038-01-25      | Floating      | 9.92%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    508120577 | PA      | $171882.59      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ardagh Metal Packaging Finance USA LLC                                    | Ardagh Metal Packaging Finance USA LLC                                                                                                              | CUSIP: 03969YAA6<br>LEI: 635400YUJMWFYRBL5293 | Long             | DBT              | CORP              | US        |       224000 | PA      | $213040.71      | 0.00%             | 2028-09-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Delta Electronics, Inc.                                                   | Delta Electronics, Inc.                                                                                                                             | CUSIP: N/A<br>LEI: 529900UVZWNWGDLJSM52       | Long             | EC               | CORP              | TW        |         7022 | NS      | $316624.59      | 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        |      3349158 | PA      | $3371483.81     | 0.01%             | 2064-06-25      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp. | Uniform Mortgage-Backed Securities                                                                                                                  | CUSIP: 01F060642<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |  -1537800000 | PA      | $-1567522598.40 | -3.39%            | 2056-04-25      | Fixed         | 6.00%                 | 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        |     47979588 | PA      | $47998828.24    | 0.10%             | 2061-06-25      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | USD Currency                                                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CH        |   -118198719 | PA      | $-740082.98     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      4150000 | PA      | $-49159.06      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| China Oil & Gas Group Ltd.                                                | China Oil & Gas Group Ltd.                                                                                                                          | CUSIP: N/A<br>LEI: 52990063CVI7GDV4JZ06       | Long             | DBT              | CORP              | BM        |      5000000 | PA      | $4806562.50     | 0.01%             | 2029-02-04      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Federative Republic of Brazil                                             | Nota Do Tesouro Nacional                                                                                                                            | CUSIP: N/A<br>LEI: 254900ZFY40OYEADAP90       | Long             | DBT              | NUSS              | BR        |       510250 | PA      | $95983710.32    | 0.21%             | 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        |      9759060 | PA      | $9765799.43     | 0.02%             | 2069-10-25      | Variable      | 5.35%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    249476024 | PA      | $-12361413.74   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| HOMES Trust                                                               | Homes Trust, Series 2025-NQM5, Class B1                                                                                                             | CUSIP: 43762CAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3009000 | PA      | $2983688.59     | 0.01%             | 2070-09-25      | Variable      | 6.79%                 | 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      | $948571.20      | 0.00%             | 2038-04-20      | Floating      | 8.17%                 | 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      | $5848295.43     | 0.01%             | 2031-11-15      | Floating      | 6.43%                 | No            |                  2 | On Loan: No      |
| Newday Funding Master Issuer plc                                          | Newday Funding Master Issuer plc, Series 2025-2X, Class B                                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | GB        |      3002000 | PA      | $3965114.89     | 0.01%             | 2033-07-15      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| First Mobility SARL                                                       | First Mobility SARL, Series 2025-1, Class B                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | LU        |      2100000 | PA      | $2417566.15     | 0.01%             | 2032-10-14      | Floating      | 2.84%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co. (The)                                                     | Walt Disney Co. (The)                                                                                                                               | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |        92005 | NS      | $8867441.90     | 0.02%             |  |  |  | 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      | $4606068.04     | 0.01%             | 2065-04-25      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Pagaya Technologies Ltd., Class A                                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -205303 | NS      | $-14371.21      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      3496000 | PA      | $-128173.11     | -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      | $2554783.86     | 0.01%             | 2034-02-21      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| Velocity plc                                                              | Velocity plc, Series 2026-1, Class E                                                                                                                | CUSIP: N/A<br>LEI: 213800PL94CXWBF7SX91       | Long             | ABS-O            | CORP              | GB        |       272000 | PA      | $360027.12      | 0.00%             | 2037-02-25      | Floating      | 6.93%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Euro-Bund                                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |       -10930 | NC      | $31964409.89    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Periama Holdings LLC                                                      | Periama Holdings LLC                                                                                                                                | CUSIP: N/A<br>LEI: 254900NINXO00BLT2Z47       | Long             | DBT              | CORP              | US        |     11500000 | PA      | $11482405.00    | 0.02%             | 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        |      1696000 | PA      | $1716352.00     | 0.00%             | 2028-02-09      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | USD Currency                                                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CH        |     59353600 | PA      | $448751.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Olympus Water US Holding Corp.                                            | Olympus Water US Holding Corp.                                                                                                                      | CUSIP: 681639AE0<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |       213000 | PA      | $203223.56      | 0.00%             | 2033-02-15      | Fixed         | 7.25%                 | 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        |     10160000 | PA      | $7010943.48     | 0.02%             | 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      | $2598530.65     | 0.01%             | 2026-10-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ardagh Group SA                                                           | Ardagh Group SA                                                                                                                                     | CUSIP: N/A<br>LEI: 6354006L1NWUUOPYX274       | Long             | DBT              | CORP              | LU        |     20245941 | PA      | $21229063.65    | 0.05%             | 2030-12-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Sesac Finance LLC                                                         | Sesac Finance LLC, Series 2025-1, Class A2                                                                                                          | CUSIP: 78396YAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     16211000 | PA      | $15891285.04    | 0.03%             | 2055-07-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Derby Buyer LLC                                                           | Derby Buyer LLC, 1st Lien Term Loan                                                                                                                 | CUSIP: 24968CAE3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      1010652 | PA      | $1008125.84     | 0.00%             | 2030-11-01      | Variable      | 6.68%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | U.S. Treasury 5-Year Note                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       -41111 | NC      | $13630024.29    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Grupo Mateus SA                                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      1122100 | NS      | $58163.63       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                                                   | JPMorgan Securities LLC                                                                                                                             | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | Long             | RA               | CORP              | US        |       991250 | PA      | $991250.00      | 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      | $38960.90       | 0.00%             | 2039-06-10      | Variable      | 0.22%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    597999148 | PA      | $1113706.10     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        | 142061706915 | PA      | $-1554748.12    | -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        |     12649107 | PA      | $355023.75      | 0.00%             | 2051-12-25      | Variable      | 0.50%                 | No            |                  2 | On Loan: No      |
| Morglas Abs plc                                                           | Morglas Abs plc, Series 2025-1, Class A                                                                                                             | CUSIP: N/A<br>LEI: 213800H5DGC5P7QYOI11       | Long             | ABS-O            | CORP              | GB        |      7825805 | PA      | $10355252.93    | 0.02%             | 2040-09-15      | Floating      | 4.53%                 | No            |                  2 | On Loan: No      |
| Nissan Motor Acceptance Co. LLC                                           | Nissan Motor Acceptance Co. LLC                                                                                                                     | CUSIP: 65480CAL9<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |      2273000 | PA      | $2184446.19     | 0.00%             | 2030-09-30      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Vend Marketplaces ASA                                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -49800 | NS      | $15200.45       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                                                                                  | CUSIP: 3133BSJJ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       876289 | PA      | $867270.67      | 0.00%             | 2052-12-01      | Fixed         | 5.00%                 | 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        |     13925529 | PA      | $18369273.02    | 0.04%             | 2035-02-18      | Floating      | 6.94%                 | 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        |       343979 | PA      | $455245.31      | 0.00%             | 2034-05-17      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| FS                                                                        | FS, Series 2026-ORL, Class A                                                                                                                        | CUSIP: 30343YAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      7320000 | PA      | $7306275.00     | 0.02%             | 2041-02-15      | Floating      | 5.02%                 | 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        |      1843680 | PA      | $1710474.56     | 0.00%             | 2030-05-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Ares Direct Lending CLO LLC                                               | Ares Direct Lending CLO LLC, Series 2025-4A, Class A1                                                                                               | CUSIP: 039933AA4<br>LEI: 2549008VI9L2AN96MC59 | Long             | ABS-CBDO         | CORP              | US        |      1440000 | PA      | $1442506.90     | 0.00%             | 2039-01-20      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                                                  | CUSIP: 3140QSFR7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       121308 | PA      | $120266.20      | 0.00%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | USD Currency                                                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |     13981000 | PA      | $132086.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SK hynix, Inc.                                                            | SK hynix, Inc.                                                                                                                                      | CUSIP: N/A<br>LEI: 988400XAIK6XISWQV045       | Long             | EC               | CORP              | KR        |         2934 | NS      | $1664649.28     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | FirstEnergy Corp.                                                                                                                                   | CUSIP: 337932107<br>LEI: N/A                  | N/A              | DE               |  | US        |       -62700 | NS      | $-118503.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CoreWeave, Inc.                                                           | CoreWeave, Inc., Class A                                                                                                                            | CUSIP: 21873S108<br>LEI: 984500511DP2B6186053 | Long             | EC               | CORP              | US        |       131565 | NS      | $10192340.55    | 0.02%             |  |  |  | No            |                  1 | 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      | $3163407.17     | 0.01%             | 2067-09-22      | Floating      | 4.88%                 | 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        |     49818508 | PA      | $19268882.27    | 0.04%             | 2037-12-25      | 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      | $-95273.03      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Anglian Water Osprey Financing plc                                        | Anglian Water Osprey Financing plc                                                                                                                  | CUSIP: N/A<br>LEI: 21380072JDZ74GW9ZY87       | Long             | DBT              | CORP              | GB        |     16500000 | PA      | $22028063.16    | 0.05%             | 2031-08-27      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CIFC European Funding CLO II DAC                                          | CIFC European Funding CLO II DAC, Series 2X, Class DR                                                                                               | CUSIP: N/A<br>LEI: 549300NYQTL91Z5R9B69       | Long             | ABS-CBDO         | CORP              | IE        |      1360000 | PA      | $1560095.43     | 0.00%             | 2039-10-15      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |      6140000 | PA      | $20089.34       | 0.00%             |  |  |  | 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        |      3551377 | PA      | $1556281.89     | 0.00%             | 2036-05-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                                                  | CUSIP: 3140NBQ79<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14620406 | PA      | $14483432.59    | 0.03%             | 2053-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Alliant Holdings Intermediate LLC                                         | Alliant Holdings Intermediate LLC                                                                                                                   | CUSIP: 01883LAH6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3683000 | PA      | $3647831.77     | 0.01%             | 2032-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Xiaomi Corp.                                                              | Xiaomi Corp., Class B                                                                                                                               | CUSIP: N/A<br>LEI: 2549001ACVFAZRNMKL32       | Long             | EC               | CORP              | KY        |       385500 | NS      | $1592370.19     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | EUR Currency                                                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    -28757900 | PA      | $-15622.17      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp. Variable Rate Notes, Series 5468, Class WF                                                                         | CUSIP: 3137HHC58<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     16735058 | PA      | $16785420.67    | 0.04%             | 2054-11-25      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| Arizona Public Service Co.                                                | Arizona Public Service Co.                                                                                                                          | CUSIP: 040555DK7<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |     12878000 | PA      | $12661327.39    | 0.03%             | 2036-03-15      | Fixed         | 5.10%                 | 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      | $96200.00       | 0.00%             | 2024-11-10      | 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      | $32852.86       | 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      | $515206.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TopBuild Corp.                                                            | TopBuild Corp.                                                                                                                                      | CUSIP: 89055FAC7<br>LEI: 5493007YSKHOL4RWII46 | Long             | DBT              | CORP              | US        |       110000 | PA      | $101373.91      | 0.00%             | 2032-02-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    288571122 | PA      | $76655.72       | 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      | $12207745.44    | 0.03%             | 2041-11-25      | Floating      | 8.38%                 | 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        |      1316148 | PA      | $1520283.61     | 0.00%             | 2033-08-17      | Floating      | 3.40%                 | 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        |       505868 | PA      | $589246.57      | 0.00%             | 2041-06-15      | 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      | $-33740.31      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Callaway Golf Co.                                                         | Callaway Golf Co., 1st Lien Term Loan                                                                                                               | CUSIP: 89071LAB6<br>LEI: 5493005UB0KFRKBPCU72 | Long             | LON              | CORP              | US        |        87727 | PA      | $87945.88       | 0.00%             | 2030-03-18      | Variable      | 6.42%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                        | Energy Transfer LP                                                                                                                                  | CUSIP: 29273VAX8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |       287000 | PA      | $300602.08      | 0.00%             | 2054-05-15      | Variable      | 8.00%                 | No            |                  2 | On Loan: No      |
| Ukraine                                                                   | Ukraine Government Bond                                                                                                                             | CUSIP: N/A<br>LEI: 6354001WLTJXOMEXPY07       | Long             | DBT              | NUSS              | UA        |      5733826 | PA      | $3044661.61     | 0.01%             | 2034-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | USD Currency                                                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CH        |    206945766 | PA      | $2255294.05     | 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      | $1062686.54     | 0.00%             | 2031-05-01      | Fixed         | 7.96%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     35631090 | PA      | $-168264.41     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Clearway Energy Operating LLC                                             | Clearway Energy Operating LLC                                                                                                                       | CUSIP: 18539UAD7<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |       738000 | PA      | $683368.81      | 0.00%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |      3940000 | PA      | $225222.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Galileo Parent, Inc.                                                      | Galileo Parent, Inc., 1st Lien Term Loan                                                                                                            | CUSIP: 36355RAB1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      1000000 | PA      | $978750.00      | 0.00%             | 2033-03-03      | Variable      | 8.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Booking Holdings, Inc.                                                                                                                              | CUSIP: 09857L108<br>LEI: N/A                  | N/A              | DE               |  | GB        |          500 | NS      | $-93235.00      | -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      | $269.49         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Gabon Government Bond                                                     | Gabon Government Bond                                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GA        |      2403000 | PA      | $2248270.83     | 0.00%             | 2029-02-18      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| 1301 Trust                                                                | 1301 Trust, Series 2025-1301, Class A                                                                                                               | CUSIP: 682461AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4580000 | PA      | $4590865.59     | 0.01%             | 2042-08-11      | Variable      | 5.06%                 | No            |                  2 | On Loan: No      |
| Lendingclub Rated Notes Issuer Trust                                      | Lendingclub Rated Notes Issuer Trust, Series 2026-P1, Class F                                                                                       | CUSIP: 52611WAF8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       311939 | PA      | $266160.18      | 0.00%             | 2037-08-15      | Fixed         | 0.90%                 | No            |                  3 | 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        |      2696864 | PA      | $2573022.91     | 0.01%             | 2046-09-25      | Floating      | 4.17%                 | No            |                  2 | On Loan: No      |
| Draegerwerk AG & Co. KGaA                                                 | Draegerwerk AG & Co. KGaA                                                                                                                           | CUSIP: N/A<br>LEI: 5493005UFVHY0PPNKD75       | Long             | EP               | CORP              | DE        |        30094 | NS      | $3203013.06     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Continental AG                                                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |       -26500 | NS      | $-20667.20      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Worldline SA                                                              | Worldline SA                                                                                                                                        | CUSIP: N/A<br>LEI: 549300CJMQNCA0U4TS33       | Long             | DBT              | CORP              | FR        |      6800000 | PA      | $6785157.64     | 0.01%             | 2029-11-27      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| OZLM XIX Ltd.                                                             | OZLM XIX Ltd., Series 2017-19A, Class A1R3                                                                                                          | CUSIP: 67112CBN6<br>LEI: 5493009C40QUU66J8E83 | Long             | ABS-CBDO         | CORP              | KY        |      9750000 | PA      | $9749890.80     | 0.02%             | 2035-01-15      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Kao Corp.                                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |        54300 | NS      | $58917.73       | 0.00%             |  |  |  | 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      | $12264116.85    | 0.03%             | 2055-07-20      | Floating      | 6.00%                 | 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        |      8680382 | PA      | $8664106.09     | 0.02%             | 2039-12-15      | Floating      | 5.21%                 | 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      | $3357637.59     | 0.01%             | 2037-02-25      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                                                                                  | CUSIP: 3132DWHS5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     28527579 | PA      | $28233829.92    | 0.06%             | 2053-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CRSNT Trust                                                               | CRSNT Trust, Series 2026-MOON, Class A                                                                                                              | CUSIP: 12642SAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      7760000 | PA      | $7726050.00     | 0.02%             | 2031-02-15      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-1425.58       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Hungary                                                                   | Hungary Government Bond                                                                                                                             | CUSIP: 445545AP1<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |       877000 | PA      | $878732.08      | 0.00%             | 2029-06-16      | Fixed         | 5.25%                 | 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        |      4591124 | PA      | $6053386.22     | 0.01%             | 2037-05-17      | Floating      | 7.64%                 | No            |                  2 | On Loan: No      |
| SCIL IV LLC                                                               | SCIL IV LLC                                                                                                                                         | CUSIP: N/A<br>LEI: 9845009F6D37C41A8572       | Long             | DBT              | CORP              | US        |      6111000 | PA      | $7278043.13     | 0.02%             | 2028-07-15      | Fixed         | 9.50%                 | 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      | $1517242.95     | 0.00%             | 2038-01-15      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Straumann Holding AG (Registered)                                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        16900 | NS      | $124186.68      | 0.00%             |  |  |  | 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        |    246885665 | PA      | $536383.80      | 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      | $1420395.02     | 0.00%             | 2037-09-10      | Variable      | 3.48%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | ETRS                                                                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |        26849 | PA      | $-16246.44      | -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      | $-127932480.00  | -0.28%            |  |  |  | No            |                  1 | On Loan: No      |
| Muangthai Capital PCL                                                     | Muangthai Capital PCL                                                                                                                               | CUSIP: N/A<br>LEI: 254900ZI1FO2W9132C98       | Long             | DBT              | CORP              | TH        |      9700000 | PA      | $9595434.00     | 0.02%             | 2028-09-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| FT Santander Consumer Spain Auto                                          | FT Santander Consumer Spain Auto, Series 2025-1, Class C                                                                                            | CUSIP: N/A<br>LEI: 959800A0WHZF6A5Q2R29       | Long             | ABS-O            | CORP              | ES        |      1973932 | PA      | $2282360.96     | 0.00%             | 2043-09-17      | Floating      | 3.35%                 | No            |                  2 | On Loan: No      |
| Nishimatsuya Chain Co. Ltd.                                               | Nishimatsuya Chain Co. Ltd.                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |        83900 | NS      | $1115399.22     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Tennessee Housing Development Agency                                      | Tennessee Housing Development Agency, Series 2018-3                                                                                                 | CUSIP: 880461VX3<br>LEI: 25490004PSQYQLFJGI76 | Long             | DBT              | MUN               | US        |       765000 | PA      | $713630.71      | 0.00%             | 2043-07-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| CIFC European Funding CLO II DAC                                          | CIFC European Funding CLO II DAC, Series 2X, Class AR                                                                                               | CUSIP: N/A<br>LEI: 549300NYQTL91Z5R9B69       | Long             | ABS-CBDO         | CORP              | IE        |     25520000 | PA      | $29393968.88    | 0.06%             | 2039-10-15      | Floating      | 3.32%                 | 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        |      1619073 | PA      | $1871145.22     | 0.00%             | 2038-01-14      | Floating      | 2.94%                 | No            |                  2 | On Loan: No      |
| Frontier Mortgage Funding plc                                             | Frontier Mortgage Funding plc, Series 2025-1, Class B                                                                                               | CUSIP: N/A<br>LEI: 213800LC7EZKPEODCU70       | Long             | ABS-MBS          | CORP              | GB        |      4518000 | PA      | $5951769.19     | 0.01%             | 2066-12-20      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| JUPITER BORROWER, Inc.                                                    | JUPITER BORROWER, Inc. Term Loan First Lien                                                                                                         | CUSIP: 48207CAB9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       630000 | PA      | $628425.00      | 0.00%             | 2033-03-25      | Variable      | 6.22%                 | No            |                  3 | 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        |       443090 | PA      | $435139.65      | 0.00%             | 2037-01-25      | Variable      | 5.86%                 | No            |                  2 | On Loan: No      |
| Cheshire plc                                                              | Cheshire plc, Series 2025-1, Class B                                                                                                                | CUSIP: N/A<br>LEI: 635400KAD9IOWKUKQR96       | Long             | ABS-MBS          | CORP              | GB        |      2231000 | PA      | $2942696.00     | 0.01%             | 2048-06-28      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| FirstCash, Inc.                                                           | FirstCash, Inc.                                                                                                                                     | CUSIP: 33767DAD7<br>LEI: 549300V2X3UU7K0DG350 | Long             | DBT              | CORP              | US        |      2307000 | PA      | $2351335.93     | 0.01%             | 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: 254900Z25NHHRUZ9O184 | Long             | ABS-CBDO         | CORP              | KY        |       310000 | PA      | $310185.94      | 0.00%             | 2037-10-17      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | ANZ Group Holdings Ltd.                                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -85700 | NS      | $18789.92       | 0.00%             |  |  |  | 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      | $1449700.50     | 0.00%             | 2038-04-17      | Floating      | 7.52%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust                                        | Ellington Financial Mortgage Trust, Series 2026-NQM1, Class B1                                                                                      | CUSIP: 26846GAM9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       628000 | PA      | $621072.53      | 0.00%             | 2071-02-25      | Variable      | 6.54%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |      1330000 | PA      | $-15992.54      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Deutsche Bank AG (Registered)                                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        41900 | NS      | $31189.24       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $8266.33        | 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        |      1000473 | PA      | $1324782.04     | 0.00%             | 2033-04-21      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| COLT Mortgage Loan Trust                                                  | COLT Mortgage Loan Trust, Series 2025-11, Class A1                                                                                                  | CUSIP: 12676KAC7<br>LEI: 213800CETFGZSOQ6WF79 | Long             | ABS-MBS          | CORP              | US        |     15668578 | PA      | $15617257.59    | 0.03%             | 2070-11-25      | Variable      | 5.05%                 | 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        |       814070 | PA      | $789648.25      | 0.00%             | 2030-02-06      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust                            | Morgan Stanley Residential Mortgage Loan Trust, Series 2025-DSC2, Class A1                                                                          | CUSIP: 61778XAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     15851418 | PA      | $15892186.64    | 0.03%             | 2070-07-25      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| Rocket Software, Inc.                                                     | Rocket Software, Inc.                                                                                                                               | CUSIP: 77314EAA6<br>LEI: 549300PVG26ISP5X1556 | Long             | DBT              | CORP              | US        |       890000 | PA      | $800993.24      | 0.00%             | 2029-02-15      | Fixed         | 6.50%                 | 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        |     10460260 | PA      | $10931701.10    | 0.02%             | 2059-07-25      | Floating      | 6.81%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Symrise AG                                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        11400 | NS      | $53181.25       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      1335000 | PA      | $4423.53        | 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        |      8912770 | PA      | $8404592.08     | 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        |      9468000 | PA      | $1287458.64     | 0.00%             | 2033-02-05      | Fixed         | 10.88%                | 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        |       158476 | PA      | $16006.09       | 0.00%             | 2047-02-01      | Fixed         | 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      | $4774858.71     | 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        |     54059978 | PA      | $1538465.88     | 0.00%             | 2052-02-25      | Variable      | 0.50%                 | 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      | $500821.45      | 0.00%             | 2037-10-20      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding LVII Ltd.                                            | Madison Park Funding LVII Ltd., Series 2022-57A, Class A1R                                                                                          | CUSIP: 55822GAQ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      8230000 | PA      | $8227698.89     | 0.02%             | 2034-07-27      | Floating      | 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      | $-96483.52      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FS Rialto Issuer LLC                                                      | FS Rialto Issuer LLC, Series 2026-FL11, Class A                                                                                                     | CUSIP: 30343TAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      6080000 | PA      | $6060410.85     | 0.01%             | 2044-01-19      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| Marcobre SAC                                                              | Marcobre SAC                                                                                                                                        | CUSIP: 56625AAA2<br>LEI: 254900BORIUZFCM1XB72 | Long             | DBT              | CORP              | PE        |       616000 | PA      | $596534.40      | 0.00%             | 2036-01-22      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MGM Resorts International                                                 | MGM Resorts International                                                                                                                           | CUSIP: 552953CH2<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |      1099000 | PA      | $1078444.96     | 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        |      1653000 | PA      | $1640519.85     | 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        |     89677305 | PA      | $-533494.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |      7485000 | PA      | $-138533.77     | -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        |      8095358 | PA      | $10737377.98    | 0.02%             | 2064-08-15      | Floating      | 4.68%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  15219212087 | PA      | $-59878.22      | -0.00%            |  |  |  | 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      | $1813426.63     | 0.00%             | 2032-06-21      | Fixed         | 7.21%                 | No            |                  2 | On Loan: No      |
| CSN Resources SA                                                          | CSN Resources SA                                                                                                                                    | CUSIP: N/A<br>LEI: 222100ZEX458NMOXZP08       | Long             | DBT              | CORP              | LU        |      8082000 | PA      | $4919917.50     | 0.01%             | 2031-06-10      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO Ltd.                                              | Bain Capital Credit CLO Ltd., Series 2022-5A, Class ARR                                                                                             | CUSIP: 05685JAW9<br>LEI: 2549006QHSDKOK7W7A26 | Long             | ABS-CBDO         | CORP              | JE        |      1500000 | PA      | $1495817.70     | 0.00%             | 2037-01-24      | Floating      | 4.81%                 | 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        |     18474000 | PA      | $19342278.00    | 0.04%             | 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      | $250252.35      | 0.00%             | 2034-07-20      | Floating      | 5.93%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd.                                                         | CIFC Funding Ltd., Series 2020-2A, Class A1R2                                                                                                       | CUSIP: 12547LAW8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     14700000 | PA      | $14672324.31    | 0.03%             | 2039-04-16      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO 17 Ltd.                                        | Golub Capital Partners CLO 17 Ltd., Series 2013-17A, Class A1RR                                                                                     | CUSIP: 38180VAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      8650000 | PA      | $8666556.97     | 0.02%             | 2039-02-09      | Floating      | 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      | $1806738.83     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fondo MIVIVIENDA SA                                                       | Fondo MIVIVIENDA SA                                                                                                                                 | CUSIP: N/A<br>LEI: 549300X41PNOK11PZ670       | Long             | DBT              | NUSS              | PE        |      1142000 | PA      | $1142000.00     | 0.00%             | 2027-04-12      | 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      | $-166975.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                | Verus Securitization Trust, Series 2026-R1, Class A1LC                                                                                              | CUSIP: 924932AE6<br>LEI: 213800IRNLDELLG4XV07 | Long             | ABS-MBS          | CORP              | US        |     10412011 | PA      | $10359889.51    | 0.02%             | 2067-10-25      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| Madison IAQ LLC                                                           | Madison IAQ LLC                                                                                                                                     | CUSIP: 55760LAA5<br>LEI: 549300IXDNBXNHUPBU73 | Long             | DBT              | CORP              | US        |      1990000 | PA      | $1943420.87     | 0.00%             | 2028-06-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment, Inc.                                               | Caesars Entertainment, Inc.                                                                                                                         | CUSIP: 12769G100<br>LEI: 549300FA4CTCW903Y781 | Long             | EC               | CORP              | US        |       278230 | NS      | $7353618.90     | 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        |       321904 | PA      | $3.22           | 0.00%             | 2047-09-15      | Variable      | 0.40%                 | 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        |       202464 | PA      | $53639.32       | 0.00%             | 2036-11-25      | Variable      | 5.63%                 | No            |                  2 | On Loan: No      |
| Lendingclub Rated Notes Issuer Trust                                      | Lendingclub Rated Notes Issuer Trust, Series 2026-P1, Class R                                                                                       | CUSIP: 52611W101<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        55000 | PA      | $17850.40       | 0.00%             | 2041-03-15      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| United Kingdom of Great Britain and Northern Ireland                      | U.K. Treasury Inflation Linked Bonds                                                                                                                | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Short            | DBT              | NUSS              | GB        |    -28512217 | PA      | $-25545373.97   | -0.06%            | 2046-03-22      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                                                  | CUSIP: 3140QRMT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        82622 | PA      | $81898.98       | 0.00%             | 2053-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GoTo Group, Inc.                                                          | GoTo Group, Inc.                                                                                                                                    | CUSIP: 38349YAA3<br>LEI: 549300D12V5KRBV00592 | Long             | DBT              | CORP              | US        |      7427800 | PA      | $5810173.72     | 0.01%             | 2028-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                                                   | JPMorgan Securities LLC                                                                                                                             | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | Long             | RA               | CORP              | US        |      1291875 | PA      | $1291875.00     | 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      | $-18776.37      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                                                  | CUSIP: 3140QTA82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       100390 | PA      | $99387.76       | 0.00%             | 2053-10-01      | Fixed         | 5.00%                 | 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      | $6193020.00     | 0.01%             | 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        |       433000 | PA      | $443221.31      | 0.00%             | 2037-01-30      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Acore Issuer LLC                                                          | Acore Issuer LLC, Series 2026-FL1, Class A                                                                                                          | CUSIP: 00485EAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3000000 | PA      | $2991626.10     | 0.01%             | 2043-08-20      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     20017024 | PA      | $-300.59        | -0.00%            |  |  |  | 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      | $4503983.42     | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| MAIN Trust                                                                | MAIN Trust, Series 2026-OLAS, Class A                                                                                                               | CUSIP: 56036BAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     22300000 | PA      | $22299881.14    | 0.05%             | 2041-01-15      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| Republic of Kenya                                                         | Republic of Kenya                                                                                                                                   | CUSIP: N/A<br>LEI: 549300VVURQQYU45PR87       | Long             | DBT              | NUSS              | KE        |      8471000 | PA      | $8170533.63     | 0.02%             | 2032-05-22      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| PRKCM Trust                                                               | PRKCM Trust, Series 2026-AFC1, Class A1                                                                                                             | CUSIP: 74277KAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     19237291 | PA      | $19034754.92    | 0.04%             | 2061-02-25      | Variable      | 4.68%                 | No            |                  2 | On Loan: No      |
| Secucor Finance DAC                                                       | Secucor Finance DAC, Series 2025-1, Class C                                                                                                         | CUSIP: N/A<br>LEI: 2138001E8BAK3OXZGG87       | Long             | ABS-O            | CORP              | IE        |      3300000 | PA      | $3808797.14     | 0.01%             | 2036-09-20      | Floating      | 3.64%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Banco BPM SpA                                                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        88700 | NS      | $38489.60       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Cie Financiere Richemont SA                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |         6900 | NS      | $35755.86       | 0.00%             |  |  |  | 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        |      6563327 | PA      | $8656301.83     | 0.02%             | 2037-05-17      | Floating      | 5.74%                 | 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      | $6519263.06     | 0.01%             | 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      | $8346780.00     | 0.02%             | 2045-03-12      | Fixed         | 7.16%                 | No            |                  2 | On Loan: No      |
| East One plc                                                              | East One plc, Series 2025-1, Class B                                                                                                                | CUSIP: N/A<br>LEI: 213800NEAFVXSQQHPC92       | Long             | ABS-MBS          | CORP              | GB        |       731997 | PA      | $966585.53      | 0.00%             | 2058-02-25      | Floating      | 5.13%                 | 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        |      6517606 | PA      | $6884877.77     | 0.01%             | 2027-12-31      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Ares LXXIV CLO Ltd.                                                       | Ares LXXIV CLO Ltd., Series 2024-74A, Class C                                                                                                       | CUSIP: 03990FAG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2000000 | PA      | $2002455.40     | 0.00%             | 2036-10-15      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                                         | Barclays Bank plc                                                                                                                                   | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | RA               | CORP              | GB        |      2370750 | PA      | $2370750.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Northwestern Mutual Global Funding                                        | Northwestern Mutual Global Funding                                                                                                                  | CUSIP: 66815L2Q1<br>LEI: 635400LZXFVELZDVP257 | Short            | DBT              | CORP              | US        |      -100000 | PA      | $-100877.23     | -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        |      5922125 | PA      | $6873912.70     | 0.01%             | 2034-05-22      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| QTS Issuer ABS II LLC                                                     | QTS Issuer ABS II LLC, Series 2026-1A, Class B                                                                                                      | CUSIP: 74690FAS5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3235000 | PA      | $3201706.03     | 0.01%             | 2056-01-05      | Fixed         | 6.73%                 | No            |                  2 | On Loan: No      |
| Vodafone Group plc                                                        | Vodafone Group plc                                                                                                                                  | CUSIP: 92857WBQ2<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |      3061000 | PA      | $3148411.57     | 0.01%             | 2079-04-04      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Netflix, Inc.                                                                                                                                       | CUSIP: 64110L106<br>LEI: N/A                  | N/A              | DE               |  | US        |        17000 | NS      | $22798.16       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SW Finance I plc                                                          | SW Finance I plc                                                                                                                                    | CUSIP: N/A<br>LEI: 549300BHN1HB5BNG2R96       | Long             | DBT              | CORP              | GB        |     15700000 | PA      | $21132366.22    | 0.05%             | 2032-08-07      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Terawulf, Inc.                                                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          345 | NC      | $14317.50       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BSPDF Issuer LLC                                                          | BSPDF Issuer LLC, Series 2026-FL3, Class A                                                                                                          | CUSIP: 05594VAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     11000000 | PA      | $10966921.90    | 0.02%             | 2043-09-18      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| Mehilainen Yhtiot Oy                                                      | Mehilainen Yhtiot Oy                                                                                                                                | CUSIP: N/A<br>LEI: 2138006X78HGYRHS5865       | Long             | DBT              | CORP              | FI        |     19598000 | PA      | $22573463.30    | 0.05%             | 2032-06-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Schroders plc                                                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -167700 | NS      | $-21405.09      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Starwood Mortgage Residential Trust                                       | Starwood Mortgage Residential Trust, Series 2021-2, Class M1                                                                                        | CUSIP: 85573HAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4564000 | PA      | $4218413.01     | 0.01%             | 2065-05-25      | Variable      | 2.18%                 | 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      | $576380.96      | 0.00%             | 2063-12-01      | Fixed         | 8.04%                 | No            |                  2 | On Loan: No      |
| Philip Morris International, Inc.                                         | Philip Morris International, Inc.                                                                                                                   | CUSIP: 718172CM9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     16804000 | PA      | $13590379.73    | 0.03%             | 2039-08-01      | Fixed         | 1.45%                 | 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      | $2150432.76     | 0.00%             | 2068-02-26      | Floating      | 4.78%                 | 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        |       912000 | PA      | $626270.40      | 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      | $3195816.04     | 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        |     13876741 | PA      | $13789053.86    | 0.03%             | 2064-05-25      | Variable      | 7.37%                 | No            |                  2 | On Loan: No      |
| PRPM Trust                                                                | PRPM Trust, Series 2025-NQM3, Class A1                                                                                                              | CUSIP: 69382NAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     12808697 | PA      | $12853834.96    | 0.03%             | 2070-05-25      | Variable      | 5.61%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Taiyo Yuden Co. Ltd.                                                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -121500 | NS      | $46765.81       | 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        |      4208924 | PA      | $4209774.68     | 0.01%             | 2032-07-20      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | AutoZone, Inc.                                                                                                                                      | CUSIP: 053332102<br>LEI: N/A                  | N/A              | DE               |  | US        |          600 | NS      | $-176940.00     | -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        |      7396000 | PA      | $6363269.01     | 0.01%             | 2031-07-15      | Fixed         | 4.75%                 | No            |                  2 | 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      | $911788.38      | 0.00%             | 2055-07-15      | Fixed         | 6.03%                 | No            |                  2 | On Loan: No      |
| Nomura Securities International, Inc.                                     | Nomura Securities International, Inc.                                                                                                               | CUSIP: N/A<br>LEI: OXTKY6Q8X53C9ILVV871       | Long             | RA               | CORP              | US        |       105375 | PA      | $105375.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Prysmian SpA                                                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         3181 | NS      | $15355.97       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nexstar Media, Inc.                                                       | Nexstar Media, Inc.                                                                                                                                 | CUSIP: 65346UAA7<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |      1062000 | PA      | $1065161.23     | 0.00%             | 2034-04-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| A&D Mortgage Trust                                                        | A&D Mortgage Trust, Series 2026-NQM1, Class A1                                                                                                      | CUSIP: 00040DAC7<br>LEI: 984500FEB1BEC4C6Y473 | Long             | ABS-MBS          | CORP              | US        |      8366858 | PA      | $8289641.71     | 0.02%             | 2071-02-25      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| Federal Republic of Nigeria                                               | Federal Republic of Nigeria                                                                                                                         | CUSIP: N/A<br>LEI: 549300GSBZD84TNEQ285       | Long             | DBT              | NUSS              | NG        |      3463000 | PA      | $3480176.48     | 0.01%             | 2030-02-23      | Fixed         | 7.14%                 | No            |                  2 | On Loan: No      |
| Eircom Finco SARL                                                         | Eircom Finco SARL, Facility 1st Lien Term Loan B6                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | LU        |      4500000 | PA      | $5176410.65     | 0.01%             | 2032-05-14      | Variable      | 4.69%                 | 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      | $20270730.21    | 0.04%             | 2038-11-20      | Fixed         | 8.80%                 | No            |                  2 | On Loan: No      |
| Bbva Consumer Fondo de Titulizacion                                       | Bbva Consumer Fondo de Titulizacion, Series 2026-1, Class B                                                                                         | CUSIP: N/A<br>LEI: 9598008ZNM97MVXBD120       | Long             | ABS-O            | CORP              | ES        |      2200000 | PA      | $2532484.92     | 0.01%             | 2039-05-20      | Floating      | 2.96%                 | 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      | $5026572.40     | 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        |     12200000 | PA      | $13105034.04    | 0.03%             | 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      | $-208739.19     | -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      | $-1510.17       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GreenSky Home Improvement Issuer Trust                                    | GreenSky Home Improvement Trust, Series 2024-1, Class B                                                                                             | CUSIP: 39571MAF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1587589 | PA      | $1608105.72     | 0.00%             | 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        |       161079 | NS      | $1311248.09     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   3911496469 | PA      | $169038.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     53039101 | PA      | $320675.73      | 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        |      6551389 | PA      | $6553086.60     | 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      | $44520.00       | 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      | $15701120.32    | 0.03%             | 2028-03-01      | Fixed         | 5.50%                 | 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      | $-290311.64     | -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        |       938000 | PA      | $949977.48      | 0.00%             | 2027-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDI                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     67169025 | PA      | $3541120.80     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| FactSet Research Systems, Inc.                                            | FactSet Research Systems, Inc.                                                                                                                      | CUSIP: 303075105<br>LEI: 549300ZSJE7NBK6K9P30 | Long             | EC               | CORP              | US        |         1479 | NS      | $320928.21      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Invesco QQQ Trust, Series 1                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         -550 | NC      | $-359588.04     | -0.00%            |  |  |  | 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      | $7430147.21     | 0.02%             | 2038-04-15      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp. (The)                                       | Bank of New York Mellon Corp. (The), Series M                                                                                                       | CUSIP: 064058AS9<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |      1000000 | PA      | $979309.90      | 0.00%             | 2031-03-20      | Variable      | 5.62%                 | 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      | $3250118.70     | 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        |      1156193 | PA      | $1155470.15     | 0.00%             | 2041-10-15      | Floating      | 6.31%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp.                                                     | Westpac Banking Corp.                                                                                                                               | CUSIP: N/A<br>LEI: EN5TNI6CI43VEPAMHL14       | Long             | DBT              | CORP              | AU        |      5000000 | PA      | $3305239.97     | 0.01%             | 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        |      1070660 | PA      | $916302.78      | 0.00%             | 2030-08-01      | Variable      | 8.16%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Aeroports de Paris SA                                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -5399 | NS      | $-763.48        | -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      | $1722858.00     | 0.00%             | 2031-01-12      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Anchorage Credit Funding Ltd.                                             | Anchorage Credit Funding 14 Ltd., Series 2021-14A, Class SUB                                                                                        | CUSIP: 03331CAC1<br>LEI: 5493004401VVOEJOJK67 | Long             | ABS-CBDO         | CORP              | KY        |     10000000 | PA      | $5716620.00     | 0.01%             | 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        |       978914 | PA      | $1142876.12     | 0.00%             | 2042-10-27      | 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      | $-14111.13      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UPG HI Issuer Trust                                                       | UPG HI Issuer Trust, Series 2025-2, Class A                                                                                                         | CUSIP: 90321EAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      6304620 | PA      | $6267807.11     | 0.01%             | 2047-09-25      | Fixed         | 5.00%                 | 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        |      2285076 | PA      | $2301782.74     | 0.00%             | 2054-12-25      | Variable      | 9.67%                 | No            |                  2 | On Loan: No      |
| Grand City Properties SA                                                  | Grand City Properties SA                                                                                                                            | CUSIP: N/A<br>LEI: 5299002QLUYKK2WBMB18       | Long             | DBT              | CORP              | LU        |      6700000 | PA      | $7587880.90     | 0.02%             | 2026-04-15      | Variable      | 1.50%                 | 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        |      7757000 | PA      | $7768945.78     | 0.02%             | 2030-02-18      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO XXV Ltd.                                      | Benefit Street Partners CLO XXV Ltd., Series 2021-25A, Class A1R                                                                                    | CUSIP: 08186YAL8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     24501292 | PA      | $24439624.70    | 0.05%             | 2035-01-15      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Ferrovial SE                                                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        35200 | NS      | $9142.05        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sagard-Halseypoint CLO 9 Ltd.                                             | Sagard-Halseypoint CLO 9 Ltd., Series 2025-9A, Class A                                                                                              | CUSIP: 78662EAA2<br>LEI: 254900XOQCO9R6J0SO60 | Long             | ABS-CBDO         | CORP              | KY        |      7000000 | PA      | $6999897.10     | 0.02%             | 2038-04-20      | Floating      | 4.96%                 | 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        |       917216 | PA      | $826512.94      | 0.00%             | 2028-12-29      | Variable      | 7.92%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     29700000 | PA      | $-224516.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ACEN Finance Ltd.                                                         | ACEN Finance Ltd.                                                                                                                                   | CUSIP: N/A<br>LEI: 54930080P6CVPPSROL50       | Long             | DBT              | CORP              | KY        |     17059000 | PA      | $10696504.77    | 0.02%             | 2026-09-08      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| State of California                                                       | State of California, Series 2009                                                                                                                    | CUSIP: 13063A5G5<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |      4840000 | PA      | $5745431.38     | 0.01%             | 2039-04-01      | Fixed         | 7.55%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | AUD Currency                                                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |     69341800 | PA      | $1205972.27     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Invesco QQQ Trust 1                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         2992 | NC      | $97106.37       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal Republic of Nigeria                                               | Federal Republic of Nigeria                                                                                                                         | CUSIP: 65412AFD9<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |       754000 | PA      | $862576.00      | 0.00%             | 2034-12-09      | Fixed         | 10.38%                | No            |                  2 | On Loan: No      |
| N/A                                                                       | Epiroc AB, Class A                                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        54400 | NS      | $55661.61       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Gruenenthal GmbH                                                          | Gruenenthal GmbH                                                                                                                                    | CUSIP: N/A<br>LEI: 529900SH895E31PGLA72       | Long             | DBT              | CORP              | DE        |      2693000 | PA      | $3209085.63     | 0.01%             | 2030-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                                                  | CUSIP: 3140QRRT2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       850810 | PA      | $844374.82      | 0.00%             | 2053-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Alpha Star Holding X Ltd.                                                 | Alpha Star Holding X Ltd.                                                                                                                           | CUSIP: N/A<br>LEI: 254900VZ1ZLI7YNEMZ61       | Long             | DBT              | CORP              | AE        |      2723000 | PA      | $2485418.25     | 0.01%             | 2029-08-05      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                                              | Barclays Mortgage Loan Trust, Series 2026-NQM2, Class A1                                                                                            | CUSIP: 06745FAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     15054190 | PA      | $14852474.35    | 0.03%             | 2065-12-25      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| RBC Capital Markets LLC                                                   | RBC Capital Markets LLC                                                                                                                             | CUSIP: N/A<br>LEI: 549300LCO2FLSSVFFR64       | Long             | RA               | CORP              | US        |       757000 | PA      | $757000.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Digital Realty Trust, Inc.                                                                                                                          | CUSIP: 253868103<br>LEI: N/A                  | N/A              | DE               |  | US        |         6500 | NS      | $24310.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Antares CLO LLC                                                           | Antares CLO LLC, Series 2024-5A, Class A                                                                                                            | CUSIP: 03663YAA5<br>LEI: 254900QIMCGHWG9DBB86 | Long             | ABS-CBDO         | CORP              | US        |     13250000 | PA      | $13293202.95    | 0.03%             | 2036-10-20      | Floating      | 5.24%                 | No            |                  2 | On Loan: No      |
| NYC Commercial Mortgage Trust                                             | NYC Commercial Mortgage Trust, Series 2025-28L, Class A                                                                                             | CUSIP: 67123JAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6224000 | PA      | $6197692.40     | 0.01%             | 2038-11-05      | Variable      | 4.67%                 | No            |                  2 | On Loan: No      |
| British Telecommunications plc                                            | British Telecommunications plc                                                                                                                      | CUSIP: N/A<br>LEI: 549300OWFMSO9NYV4H90       | Long             | DBT              | CORP              | GB        |     10700000 | PA      | $14859707.59    | 0.03%             | 2083-12-20      | Variable      | 8.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $465413.17      | 0.00%             |  |  |  | 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      | $23547939.96    | 0.05%             | 2038-05-20      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| La Financiere Atalian SAS                                                 | La Financiere Atalian SAS                                                                                                                           | CUSIP: N/A<br>LEI: 969500ICOLJMB33J0L87       | Long             | DBT              | CORP              | FR        |     10144615 | PA      | $2003301.48     | 0.00%             | 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        |     27735585 | PA      | $25899488.85    | 0.06%             | 2026-11-12      | Variable      | 10.25%                | No            |                  3 | On Loan: No      |
| Snorkel AI, Inc.                                                          | Snorkel AI, Inc.                                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |        40613 | NS      | $295256.51      | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                                       | TKO Group Holdings, Inc.                                                                                                                            | CUSIP: 87256C101<br>LEI: N/A                  | N/A              | DE               |  | US        |        -5400 | NS      | $-39798.00      | -0.00%            |  |  |  | No            |                  2 | 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      | $1160303.92     | 0.00%             | 2052-04-25      | Variable      | 5.96%                 | No            |                  2 | On Loan: No      |
| Trust 2401                                                                | Trust 2401                                                                                                                                          | CUSIP: 89834MAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |      1171000 | PA      | $1122394.72     | 0.00%             | 2030-01-15      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| Brightstar Lottery plc                                                    | Brightstar Lottery plc                                                                                                                              | CUSIP: 460599AE3<br>LEI: 549300UQ6KHRCZDRGZ76 | Long             | DBT              | CORP              | GB        |       440000 | PA      | $436437.72      | 0.00%             | 2029-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| British Telecommunications plc                                            | British Telecommunications plc                                                                                                                      | CUSIP: N/A<br>LEI: 549300OWFMSO9NYV4H90       | Long             | DBT              | CORP              | GB        |      3963000 | PA      | $5318273.35     | 0.01%             | 2028-12-07      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Gray Media, Inc.                                                          | Gray Media, Inc.                                                                                                                                    | CUSIP: 389375AN6<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |      6544000 | PA      | $6543584.46     | 0.01%             | 2032-07-15      | 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      | $623.26         | 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        |    105957658 | PA      | $1598816.29     | 0.00%             | 2052-02-25      | Variable      | 0.27%                 | No            |                  2 | On Loan: No      |
| Ithaca Energy North Sea plc                                               | Ithaca Energy North Sea plc                                                                                                                         | CUSIP: 46567TAC8<br>LEI: 213800BMMUN3AKWBIO91 | Long             | DBT              | CORP              | GB        |      3000000 | PA      | $3076188.00     | 0.01%             | 2029-10-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Truist Bank Auto Credit-Linked Notes                                      | Truist Bank Auto Credit-Linked Notes, Series 2025-1, Class B                                                                                        | CUSIP: 897926CB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     10482283 | PA      | $10479126.74    | 0.02%             | 2033-09-26      | Fixed         | 4.73%                 | 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      | $2121924.53     | 0.00%             | 2053-08-25      | Variable      | 7.36%                 | 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      | $540.61         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Lion/Polaris Lux Midco SARL                                               | Lion/Polaris Lux Midco SARL                                                                                                                         | CUSIP: N/A<br>LEI: 984500B6N8F6E153B579       | Long             | DBT              | CORP              | LU        |      4488000 | PA      | $5176834.73     | 0.01%             | 2029-07-01      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| Matador Resources Co.                                                     | Matador Resources Co.                                                                                                                               | CUSIP: 576485AH9<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |       683000 | PA      | $683642.02      | 0.00%             | 2033-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Peninsula Pacific Entertainment LLC                                       | Peninsula Pacific Entertainment LLC, Facility 1st Lien Term Loan B                                                                                  | CUSIP: 70715SAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     21307359 | PA      | $21200821.75    | 0.05%             | 2032-10-01      | Variable      | 8.45%                 | 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      | $640972.37      | 0.00%             | 2039-11-05      | Variable      | 6.53%                 | No            |                  2 | On Loan: No      |
| CIFC European Funding CLO III DAC                                         | CIFC European Funding CLO III DAC, Series 3A, Class AR                                                                                              | CUSIP: N/A<br>LEI: 5493000EF0244RPYUG32       | Long             | ABS-CBDO         | CORP              | IE        |      8100000 | PA      | $9331848.64     | 0.02%             | 2039-01-15      | Floating      | 3.22%                 | 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      | $3782255.19     | 0.01%             | 2032-06-17      | Variable      | 5.62%                 | 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      | $6315145.20     | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Kennedy Lewis CLO 4 Ltd.                                                  | Kennedy Lewis CLO 4 Ltd., Series 4A, Class ARR                                                                                                      | CUSIP: 37148BAC4<br>LEI: 549300HNXZUJB12SQJ60 | Long             | ABS-CBDO         | CORP              | KY        |      6750000 | PA      | $6754064.85     | 0.01%             | 2037-07-20      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| Cerberus Loan Funding XLIV LLC                                            | Cerberus Loan Funding XLIV LLC, Series 2023-5A, Class A                                                                                             | CUSIP: 15674DAA2<br>LEI: 6354005DPIRML7EMPA20 | Long             | ABS-CBDO         | CORP              | US        |      4750000 | PA      | $4754005.68     | 0.01%             | 2036-01-15      | Floating      | 6.02%                 | No            |                  2 | On Loan: No      |
| American National Group, Inc.                                             | American National Group, Inc.                                                                                                                       | CUSIP: 025676AR8<br>LEI: 549300RK5RZQ740FPL83 | Long             | DBT              | CORP              | US        |      2535000 | PA      | $2403996.27     | 0.01%             | 2055-12-01      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                                              | BX Commercial Mortgage Trust, Series 2024-MF, Class A                                                                                               | CUSIP: 05612EAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2056190 | PA      | $2055547.59     | 0.00%             | 2039-02-15      | Floating      | 5.11%                 | 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        |     15073050 | PA      | $15067925.16    | 0.03%             | 2031-02-17      | Variable      | 9.17%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Nemetschek SE                                                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        11300 | NS      | $-50779.64      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Block, Inc.                                                                                                                                         | CUSIP: 852234103<br>LEI: N/A                  | N/A              | DE               |  | US        |        12700 | NS      | $41302.94       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDI                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    161208430 | PA      | $3902465.02     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    250132059 | PA      | $-13015210.93   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Nomura Securities International, Inc.                                     | Nomura Securities International, Inc.                                                                                                               | CUSIP: N/A<br>LEI: OXTKY6Q8X53C9ILVV871       | Long             | RA               | CORP              | US        |       203170 | PA      | $203170.00      | 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      | $1322294.30     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Allied Universal Holdco LLC                                               | Allied Universal Holdco LLC, 1st Lien Term Loan                                                                                                     | CUSIP: 01957TAX5<br>LEI: 98450038B4549046D794 | Long             | LON              | CORP              | US        |     13077786 | PA      | $13070593.50    | 0.03%             | 2032-08-20      | 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      | $-19.59         | -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      | $-169377.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Alstria SARL                                                              | alstria Sarl                                                                                                                                        | CUSIP: N/A<br>LEI: 529900QIJIGPI0DRL085       | Long             | DBT              | CORP              | LU        |     22700000 | PA      | $25979552.91    | 0.06%             | 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      | $3907512.74     | 0.01%             | 2029-01-01      | Variable      | 6.88%                 | 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        |       494996 | PA      | $385373.83      | 0.00%             | 2028-05-12      | Variable      | 7.42%                 | 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      | $1601759.36     | 0.00%             | 2037-10-20      | Floating      | 9.42%                 | No            |                  2 | On Loan: No      |
| Snacking Investments Bidco Pty. Ltd.                                      | Snacking Investments Bidco Pty. Ltd., 1st Lien Term Loan B                                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | AU        |     14000000 | PA      | $9514410.50     | 0.02%             | 2032-10-14      | Variable      | 3.50%                 | No            |                  3 | On Loan: No      |
| Kennedy Lewis CLO 19 Ltd.                                                 | Kennedy Lewis CLO 19 Ltd., Series 2025-19A, Class A                                                                                                 | CUSIP: 37150JAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1000000 | PA      | $999323.00      | 0.00%             | 2036-04-22      | Floating      | 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      | $-883914.25     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Aethon I LP                                                               | Aethon I LP                                                                                                                                         | CUSIP: N/A<br>LEI: 5493003Y9J3720W2G906       | Long             | DBT              | CORP              | US        |     15301742 | PA      | $15301741.72    | 0.03%             | 2027-01-10      | Floating      | 9.80%                 | No            |                  3 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    251131279 | PA      | $-324505.67     | -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        |      2386193 | PA      | $2181179.50     | 0.00%             | 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      | $3933312.97     | 0.01%             | 2031-06-16      | Fixed         | 6.56%                 | No            |                  2 | On Loan: No      |
| Prosus NV                                                                 | Prosus NV                                                                                                                                           | CUSIP: N/A<br>LEI: 635400Z5LQ5F9OLVT688       | Long             | DBT              | CORP              | NL        |      1313000 | PA      | $1293305.00     | 0.00%             | 2027-01-19      | Fixed         | 3.26%                 | 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        |      4533610 | PA      | $1761360.59     | 0.00%             | 2036-12-25      | Floating      | 4.21%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Bilibili, Inc., Class Z                                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        12580 | NS      | $-10508.97      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     46446683 | PA      | $79122.40       | 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      | $3427742.87     | 0.01%             | 2055-08-20      | 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      | $8123.82        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Switzerland AG                                                        | UBS Switzerland AG                                                                                                                                  | CUSIP: N/A<br>LEI: 549300WOIFUSNYH0FL22       | Long             | DBT              | CORP              | CH        |     16150000 | PA      | $18777238.11    | 0.04%             | 2029-03-05      | Fixed         | 3.30%                 | 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        |       748000 | PA      | $725747.00      | 0.00%             | 2029-09-12      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Trinitas CLO XXIV Ltd.                                                    | Trinitas CLO XXIV Ltd., Series 2024-24A, Class E                                                                                                    | CUSIP: 89643AAA1<br>LEI: 254900AOUW3M5TVDRO96 | Long             | ABS-CBDO         | CORP              | BM        |      5000000 | PA      | $4911741.50     | 0.01%             | 2037-04-25      | Floating      | 11.01%                | No            |                  2 | On Loan: No      |
| N/A                                                                       | Euro-BTP                                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |         -534 | NC      | $2468084.11     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DIRECTV Financing LLC                                                     | DIRECTV Financing LLC, 1st Lien Term Loan B                                                                                                         | CUSIP: 25460HAD4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       754904 | PA      | $755967.98      | 0.00%             | 2029-08-02      | Variable      | 9.18%                 | 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        |     67125842 | PA      | $67288588.72    | 0.15%             | 2054-10-25      | Floating      | 4.72%                 | 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      | $12587.46       | 0.00%             | 2034-08-25      | 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      | $-399449.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | USD Currency                                                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |     -1254100 | PA      | $-23767.15      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | S&P 500 Index                                                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | FR        |        -1193 | NC      | $-174232.18     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MLP Saglik Hizmetleri A/S                                                 | MLP Saglik Hizmetleri A/S                                                                                                                           | CUSIP: N/A<br>LEI: 789000M2LTGHSXVOQL65       | Long             | EC               | CORP              | TR        |       119989 | NS      | $1158939.04     | 0.00%             |  |  |  | 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        |      6692362 | PA      | $557503.23      | 0.00%             | 2036-07-25      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     70030000 | PA      | $-16862.47      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Betclic Everest Group SAS                                                 | Betclic Everest Group SAS                                                                                                                           | CUSIP: N/A<br>LEI: 96950037FKVH5JOEKU82       | Long             | DBT              | CORP              | FR        |     12304000 | PA      | $14055503.78    | 0.03%             | 2031-12-10      | Fixed         | 5.12%                 | 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        |      6155000 | PA      | $6693650.44     | 0.01%             | 2031-02-15      | Fixed         | 4.12%                 | 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      | $309616.07      | 0.00%             | 2037-10-25      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| SNB Sukuk Ltd.                                                            | SNB Sukuk Ltd.                                                                                                                                      | CUSIP: N/A<br>LEI: 549300NDOY781U1WVO54       | Long             | DBT              | CORP              | KY        |     13708000 | PA      | $13579556.04    | 0.03%             | 2036-07-18      | Variable      | 5.94%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                          | Deutsche Bank AG                                                                                                                                    | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | DBT              | CORP              | DE        |      3200000 | PA      | $3761465.09     | 0.01%             | 2030-10-30      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                                                  | CUSIP: 3140N8MZ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1326418 | PA      | $1315217.67     | 0.00%             | 2052-12-01      | Fixed         | 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        |     49593115 | PA      | $49978225.79    | 0.11%             | 2063-10-25      | Variable      | 6.90%                 | 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        |     25954054 | PA      | $25893809.50    | 0.06%             | 2038-01-01      | Variable      | 6.96%                 | No            |                  3 | On Loan: No      |
| Emerson Electric Co.                                                      | Emerson Electric Co.                                                                                                                                | CUSIP: 291011104<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | EC               | CORP              | US        |       113892 | NS      | $14922129.84    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| American Builders & Contractors Supply Co., Inc.                          | American Builders & Contractors Supply Co., Inc.                                                                                                    | CUSIP: 024747AF4<br>LEI: 549300H5GQ4C1BEKG397 | Long             | DBT              | CORP              | US        |       511000 | PA      | $501409.96      | 0.00%             | 2028-01-15      | Fixed         | 4.00%                 | 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      | $10866643.36    | 0.02%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                                       | SOP                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   -150211000 | PA      | $-792953.33     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Comcast Corp., Class A                                                                                                                              | CUSIP: 20030N101<br>LEI: N/A                  | N/A              | DE               |  | US        |       -63400 | NS      | $18189.94       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    343829084 | PA      | $-6286652.28    | -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      | $231721.85      | 0.00%             | 2034-10-15      | Floating      | 10.68%                | No            |                  2 | On Loan: No      |
| Sapphire XXXIII Series Trust                                              | Sapphire XXXIII Trust, Series 2025-2, Class A2                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | CORP              | AU        |      2680000 | PA      | $1840319.92     | 0.00%             | 2067-02-12      | Floating      | 5.05%                 | 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        |     38558572 | PA      | $38675944.13    | 0.08%             | 2054-10-25      | Floating      | 4.76%                 | 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        |      6454979 | PA      | $6422191.75     | 0.01%             | 2054-10-25      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | SOP                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   -170676500 | PA      | $-5035881.20    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | SOP                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   -328470000 | PA      | $-12658373.67   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Republic of the Philippines                                               | Philippine Government Bond                                                                                                                          | CUSIP: N/A<br>LEI: 529900RAHBALMYIJ3T08       | Long             | DBT              | NUSS              | PH        |     25000000 | PA      | $382640.41      | 0.00%             | 2036-02-23      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp.                                                          | CVS Health Corp.                                                                                                                                    | CUSIP: 126650EG1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |       664000 | PA      | $672328.55      | 0.00%             | 2054-12-10      | Variable      | 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      | $7972.67        | 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        |      2546787 | PA      | $1848896.71     | 0.00%             | 2041-11-15      | Floating      | 4.16%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     44005223 | PA      | $-21234.86      | -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        |       321532 | PA      | $295102.94      | 0.00%             | 2046-07-17      | Fixed         | 1.54%                 | No            |                  2 | On Loan: No      |
| Stonegate Pub Co. Financing plc                                           | Stonegate Pub Co. Financing plc                                                                                                                     | CUSIP: N/A<br>LEI: 254900L5266ML3505282       | Long             | DBT              | CORP              | GB        |      8115000 | PA      | $10634704.07    | 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        |       457211 | NS      | $10406122.36    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PennyMac Financial Services, Inc.                                         | PennyMac Financial Services, Inc.                                                                                                                   | CUSIP: 70932MAD9<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |      1773000 | PA      | $1813718.72     | 0.00%             | 2029-12-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Light & Wonder International, Inc.                                        | Light & Wonder International, Inc.                                                                                                                  | CUSIP: 531968AA3<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |      2189000 | PA      | $2246570.70     | 0.00%             | 2031-09-01      | Fixed         | 7.50%                 | 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        |      1407302 | PA      | $1257323.49     | 0.00%             | 2060-04-15      | Fixed         | 2.61%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Muenchener Rueckversicherungs-Gesellschaft AG (Registered)                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         2200 | NS      | $18622.06       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Permian Resources Operating LLC                                           | Permian Resources Operating LLC                                                                                                                     | CUSIP: 19416MAB5<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |      1895000 | PA      | $1897162.20     | 0.00%             | 2029-07-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                          | Boeing Co. (The)                                                                                                                                    | CUSIP: 097023BU8<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     10630000 | PA      | $10464918.97    | 0.02%             | 2027-03-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Aesir European Loan Conduit No. DAC                                       | Aesir European Loan Conduit No. DAC, Series 41X, Class A                                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | CORP              | IE        |      7430000 | PA      | $9811070.10     | 0.02%             | 2036-01-23      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| Republic of Colombia                                                      | Republic of Colombia                                                                                                                                | CUSIP: N/A<br>LEI: 549300MHDRBVRF6B9117       | Long             | DBT              | NUSS              | CO        |  78316300000 | PA      | $20245807.62    | 0.04%             | 2030-02-27      | Fixed         | 12.50%                | 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        |        72370 | PA      | $81191.54       | 0.00%             | 2044-06-12      | Floating      | 2.39%                 | 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      | $1953736.95     | 0.00%             | 2038-12-14      | Floating      | 3.14%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Lionsgate Studios Corp.                                                                                                                             | CUSIP: 53626N102<br>LEI: N/A                  | N/A              | DE               |  | US        |       108129 | NS      | $-98397.39      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Garda World Security Corp.                                                | Garda World Security Corp.                                                                                                                          | CUSIP: 36485MAL3<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |       127000 | PA      | $120881.70      | 0.00%             | 2029-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Meridian Funding plc                                                      | Meridian Funding plc, Series 2025-1, Class D                                                                                                        | CUSIP: N/A<br>LEI: 6354007VNVP2YBYBAX64       | Long             | ABS-MBS          | CORP              | GB        |       663000 | PA      | $875952.30      | 0.00%             | 2068-02-20      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Recruit Holdings Co. Ltd.                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        19200 | NS      | $73141.30       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sunoco LP                                                                 | Sunoco LP                                                                                                                                           | CUSIP: 86765LAN7<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |       145000 | PA      | $144940.26      | 0.00%             | 2028-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| DaVita, Inc.                                                              | DaVita, Inc.                                                                                                                                        | CUSIP: 23918KAW8<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |      1875000 | PA      | $1920800.19     | 0.00%             | 2032-09-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| RHP Hotel Properties LP                                                   | RHP Hotel Properties LP                                                                                                                             | CUSIP: 749571AJ4<br>LEI: 549300SJMSMA2471GA96 | Long             | DBT              | CORP              | US        |       375000 | PA      | $382869.38      | 0.00%             | 2028-07-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | USD Currency                                                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    -25360000 | PA      | $-880693.25     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | MetLife, Inc.                                                                                                                                       | CUSIP: 59156R108<br>LEI: N/A                  | N/A              | DE               |  | US        |        42000 | NS      | $67316.97       | 0.00%             |  |  |  | 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      | $13343473.00    | 0.03%             | 2031-06-20      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDI                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     80000000 | PA      | $80239.31       | 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        |      2529130 | PA      | $2557571.31     | 0.01%             | 2059-10-27      | Fixed         | 6.43%                 | No            |                  2 | On Loan: No      |
| Vanir Logistics Finance SARL                                              | Vanir Logistics Finance SARL, Series 1X, Class B                                                                                                    | CUSIP: N/A<br>LEI: 636700UXUGBCCF9PA752       | Long             | ABS-MBS          | CORP              | LU        |      1485000 | PA      | $1710692.34     | 0.00%             | 2037-07-23      | Floating      | 3.67%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    494278804 | PA      | $3266628.86     | 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      | $1412147.85     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Peru                                                          | Republic of Peru                                                                                                                                    | CUSIP: N/A<br>LEI: 254900STKLK2DBJJZ530       | Long             | DBT              | NUSS              | PE        |     26323000 | PA      | $7830863.68     | 0.02%             | 2039-08-12      | Fixed         | 7.60%                 | 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      | $9755678.40     | 0.02%             | 2037-07-20      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| NYACK Park CLO Ltd.                                                       | NYACK Park CLO Ltd., Series 2021-1A, Class D1R                                                                                                      | CUSIP: 67080PAY2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      3500000 | PA      | $3358656.00     | 0.01%             | 2038-10-20      | Floating      | 6.37%                 | No            |                  2 | On Loan: No      |
| Nationwide Building Society                                               | Nationwide Building Society                                                                                                                         | CUSIP: N/A<br>LEI: 549300XFX12G42QIKN82       | Long             | DBT              | CORP              | GB        |      2500000 | PA      | $4202430.00     | 0.01%             | 2079-12-31      | Floating      | 10.25%                | No            |                  2 | On Loan: No      |
| N/A                                                                       | SOP                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   -170676500 | PA      | $-4078353.97    | -0.01%            |  |  |  | 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        |       360435 | PA      | $360476.99      | 0.00%             | 2038-04-17      | Floating      | 6.19%                 | 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      | $11950737.47    | 0.03%             | 2042-06-15      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| PG&E Corp.                                                                | PG&E Corp.                                                                                                                                          | CUSIP: 69331CAM0<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |      5445000 | PA      | $5479926.52     | 0.01%             | 2055-03-15      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     49336050 | PA      | $21100.02       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SoftBank Group Corp.                                                      | SoftBank Group Corp.                                                                                                                                | CUSIP: N/A<br>LEI: 5493003BZYYYCDIO0R13       | Long             | DBT              | CORP              | JP        |     17689000 | PA      | $19397136.80    | 0.04%             | 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        |     15859781 | PA      | $15859088.48    | 0.03%             | 2061-06-25      | Variable      | 6.75%                 | 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        |      4383116 | PA      | $4466568.90     | 0.01%             | 2043-12-15      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| Perrigo Finance Unlimited Co.                                             | Perrigo Finance Unlimited Co.                                                                                                                       | CUSIP: 71429MAD7<br>LEI: 549300E86RB6YCTMRM83 | Long             | DBT              | CORP              | IE        |      2899000 | PA      | $2645137.03     | 0.01%             | 2032-09-30      | Fixed         | 6.12%                 | 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        |       310107 | PA      | $366378.43      | 0.00%             | 2041-09-30      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| Althea Acquisition Bidco SARL                                             | Althea Acquisition Bidco SARL, 1st Lien Term Loan B                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | LU        |      1500000 | PA      | $1719003.24     | 0.00%             | 2033-01-20      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | USD Currency                                                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |   -184202000 | PA      | $-2255294.38    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                                                  | CUSIP: 3140XH2G1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        73090 | PA      | $72443.09       | 0.00%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Gerresheimer AG                                                           | Gerresheimer AG                                                                                                                                     | CUSIP: N/A<br>LEI: 5299006GD4UWSYZOKC28       | Long             | EC               | CORP              | DE        |        40769 | NS      | $940642.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CP Iris Holdco I, Inc.                                                    | CP Iris Holdco I, Inc., Delayed Draw 1st Lien Term Loan                                                                                             | CUSIP: 12659EAJ7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |        28223 | PA      | $27958.33       | 0.00%             | 2032-10-27      | Variable      | 5.11%                 | 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        |     15232048 | PA      | $15314640.75    | 0.03%             | 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      | $8480.17        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Perimeter Holdings LLC                                                    | Perimeter Holdings LLC                                                                                                                              | CUSIP: 71384AAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       617000 | PA      | $605123.00      | 0.00%             | 2034-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | International Flavors & Fragrances, Inc.                                                                                                            | CUSIP: 459506101<br>LEI: N/A                  | N/A              | DE               |  | US        |       -33100 | NS      | $-146302.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | ETRS                                                                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      4601986 | PA      | $2691865.39     | 0.01%             |  |  |  | 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      | $187658.79      | 0.00%             | 2062-09-18      | Floating      | 3.56%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp. Variable Rate Notes, Series 5515, Class FB                                                                         | CUSIP: 3137HKJ62<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     10931619 | PA      | $11025152.24    | 0.02%             | 2055-03-25      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| Trinitas CLO XII Ltd.                                                     | Trinitas CLO XII Ltd., Series 2020-12A, Class A1R2                                                                                                  | CUSIP: 89641GAY8<br>LEI: 254900G1XMKSN9WBVL66 | Long             | ABS-CBDO         | CORP              | KY        |      1246175 | PA      | $1246174.08     | 0.00%             | 2033-04-25      | Floating      | 4.72%                 | No            |                  2 | 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        |       555950 | PA      | $443976.56      | 0.00%             | 2051-08-25      | Variable      | 2.90%                 | No            |                  2 | On Loan: No      |
| Birch Grove CLO 13 Ltd.                                                   | Birch Grove CLO 13 Ltd., Series 2025-13A, Class A1                                                                                                  | CUSIP: 09090QAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      7750000 | PA      | $7751067.18     | 0.02%             | 2038-10-23      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                                                                                  | CUSIP: 3133BX6R7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        22785 | PA      | $22572.28       | 0.00%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Renew Treasury Ifsc Pvt Ltd.                                              | Renew Treasury Ifsc Pvt Ltd.                                                                                                                        | CUSIP: 759963AA9<br>LEI: 335800IK4XWJ5637BW61 | Long             | DBT              | CORP              | IN        |       693000 | PA      | $671993.44      | 0.00%             | 2031-02-02      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Albion Financing 3 SARL                                                   | Albion Financing 3 SARL, 1st Lien Term Loan                                                                                                         | CUSIP: 01330EAC2<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |      3182000 | PA      | $3664490.31     | 0.01%             | 2031-05-21      | Variable      | 5.03%                 | No            |                  2 | On Loan: No      |
| Vodafone Group plc                                                        | Vodafone Group plc                                                                                                                                  | CUSIP: N/A<br>LEI: 213800TB53ELEUKM7Q61       | Long             | DBT              | CORP              | GB        |      1452000 | PA      | $2010899.92     | 0.00%             | 2086-08-30      | Variable      | 8.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | SOP                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   -518656000 | PA      | $-12023.07      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                                         | Barclays Bank plc                                                                                                                                   | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | RA               | CORP              | GB        |       306375 | PA      | $306375.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Jane Street Group                                                         | Jane Street Group                                                                                                                                   | CUSIP: 47077WAD0<br>LEI: 5493002N1IVX6KHGYO08 | Long             | DBT              | CORP              | US        |      3361000 | PA      | $3323654.92     | 0.01%             | 2032-11-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | USD Currency                                                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |    -65199000 | PA      | $-2339013.65    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| KOC Holding A/S                                                           | KOC Holding A/S                                                                                                                                     | CUSIP: N/A<br>LEI: 7890005U0H950VH19H45       | Long             | EC               | CORP              | TR        |       239079 | NS      | $1053099.30     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | iShares Expanded Tech-Software Sector ETF                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -3000 | NC      | $-355907.88     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sirius XM Radio LLC                                                       | Sirius XM Radio LLC                                                                                                                                 | CUSIP: 82966BAA3<br>LEI: WP5O65E6BMU84LNO4227 | Short            | DBT              | CORP              | US        |     -2270000 | PA      | $-2254950.81    | -0.00%            | 2032-04-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | FR        |   8687652000 | PA      | $-82140.08      | -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        |       100008 | PA      | $85455.19       | 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        |      1708000 | PA      | $1706152.80     | 0.00%             | 2026-10-15      | Fixed         | 5.00%                 | 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      | $540839.97      | 0.00%             | 2043-07-15      | Variable      | 0.09%                 | 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        |       960028 | PA      | $821303.74      | 0.00%             | 2030-09-27      | Variable      | 6.92%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                           | TransDigm, Inc.                                                                                                                                     | CUSIP: 893647BU0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |       231000 | PA      | $235311.15      | 0.00%             | 2029-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | J Front Retailing Co. Ltd.                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -88800 | NS      | $-55902.07      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Global Partners LP                                                        | Global Partners LP                                                                                                                                  | CUSIP: 37954FAK0<br>LEI: 549300PCHWTW9P4DU444 | Long             | DBT              | CORP              | US        |       831000 | PA      | $858796.95      | 0.00%             | 2032-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Graphic Packaging International LLC                                       | Graphic Packaging International LLC                                                                                                                 | CUSIP: 38869AAD9<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |      1449000 | PA      | $1329842.79     | 0.00%             | 2030-02-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust                                        | Ellington Financial Mortgage Trust, Series 2025-NQM5, Class A1                                                                                      | CUSIP: 28225KAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     11199811 | PA      | $11142147.00    | 0.02%             | 2070-11-25      | Variable      | 5.03%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Kuaishou Technology                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       174000 | NS      | $-274810.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | USD Currency                                                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |    -41906000 | PA      | $-794184.13     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Wayfair LLC                                                               | Wayfair LLC                                                                                                                                         | CUSIP: 94419NAC1<br>LEI: 549300CTUWTZGOXMYI40 | Short            | DBT              | CORP              | US        |      -213000 | PA      | $-214617.07     | -0.00%            | 2032-11-15      | Fixed         | 6.75%                 | 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        |      2542000 | PA      | $3195348.78     | 0.01%             | 2029-09-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Keppel DC REIT                                                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       868100 | NS      | $-79276.46      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PENN Commercial Mortgage Trust                                            | PENN Commercial Mortgage Trust, Series 2025-P11, Class C                                                                                            | CUSIP: 69382VAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6624000 | PA      | $6871296.44     | 0.01%             | 2042-08-10      | Variable      | 6.51%                 | 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        |       985019 | PA      | $951311.53      | 0.00%             | 2029-11-30      | Variable      | 6.42%                 | 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        |      8676845 | PA      | $8676844.67     | 0.02%             | 2041-01-31      | Fixed         | 7.25%                 | 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        |       749000 | NS      | $3430420.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sunrise Spv 98 Srl                                                        | Sunrise Spv 98 Srl, Series 2026-1, Class B                                                                                                          | CUSIP: N/A<br>LEI: 81560036AE47FD868675       | Long             | ABS-O            | CORP              | IT        |      5526000 | PA      | $6387584.79     | 0.01%             | 2051-04-27      | Floating      | 3.02%                 | 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      | $7041454.70     | 0.02%             | 2035-07-20      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Global Switch Finance BV                                                  | Global Switch Finance BV                                                                                                                            | CUSIP: N/A<br>LEI: 635400GVJAKOJNEUMF33       | Long             | DBT              | CORP              | NL        |      3943000 | PA      | $4200782.09     | 0.01%             | 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      | $744323.59      | 0.00%             | 2031-01-17      | Floating      | 7.03%                 | No            |                  2 | On Loan: No      |
| Indicor LLC                                                               | Indicor LLC, 1st Lien Term Loan A1                                                                                                                  | CUSIP: 77669LAL7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      1816241 | PA      | $1814478.86     | 0.00%             | 2029-11-22      | Variable      | 6.20%                 | 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      | $7396210.46     | 0.02%             | 2030-11-15      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| ZF North America Capital, Inc.                                            | ZF North America Capital, Inc.                                                                                                                      | CUSIP: 98877DAG0<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |      1330000 | PA      | $1263636.99     | 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        |       222866 | PA      | $222920.58      | 0.00%             | 2031-10-18      | Floating      | 5.08%                 | 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      | $-209678.84     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Lyra Music Assets Delaware LP                                             | Lyra Music Assets Delaware LP, Series 2025-1A, Class A2                                                                                             | CUSIP: 552339AD5<br>LEI: 9845007N9EAB0C048A12 | Long             | ABS-O            | CORP              | US        |      5336553 | PA      | $5368625.61     | 0.01%             | 2065-09-20      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                      | JPMorgan Chase & Co.                                                                                                                                | CUSIP: 46647PCE4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Short            | DBT              | CORP              | US        |     -1200000 | PA      | $-816880.00     | -0.00%            | 2052-04-22      | Variable      | 3.33%                 | No            |                  2 | On Loan: No      |
| Turquoise V Trust                                                         | Turquoise V Trust, Series 2026-1, Class A2                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | CORP              | AU        |      1440000 | PA      | $991997.90      | 0.00%             | 2067-06-12      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| Medline Borrower LP                                                       | Medline Borrower LP, 1st Lien Term Loan                                                                                                             | CUSIP: 58503UAJ2<br>LEI: 254900QT3R363TVK6F09 | Long             | LON              | CORP              | US        |       886002 | PA      | $886967.66      | 0.00%             | 2030-10-23      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                  | Electricite de France SA                                                                                                                            | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | NUSS              | FR        |      4700000 | PA      | $3210833.69     | 0.01%             | 2049-12-09      | Fixed         | 2.00%                 | 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        |      1382990 | PA      | $1316609.30     | 0.00%             | 2037-03-25      | Floating      | 4.07%                 | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                                         | Barclays Bank plc                                                                                                                                   | CUSIP: 06738C828<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | DBT              | CORP              | GB        |      4000000 | PA      | $4125000.00     | 0.01%             | 2034-12-15      | Variable      | 6.28%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Cencora, Inc.                                                                                                                                       | CUSIP: 03073E105<br>LEI: N/A                  | N/A              | DE               |  | US        |         4300 | NS      | $15788.74       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fortuna Consumer Loan Abs DAC                                             | Fortuna Consumer Loan Abs DAC, Series 2026-1, Class E                                                                                               | CUSIP: N/A<br>LEI: 635400NBXJLIIDPDLP80       | Long             | ABS-O            | CORP              | IE        |      2500000 | PA      | $2878144.44     | 0.01%             | 2037-10-18      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | DE        |      2418000 | PA      | $-15025.69      | -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        |      2849022 | PA      | $1498973.54     | 0.00%             | 2051-12-25      | Variable      | 3.07%                 | 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        |       659443 | PA      | $603969.60      | 0.00%             | 2037-06-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Arini European CLO VII DAC                                                | Arini European CLO VII DAC, Series 7X, Class A                                                                                                      | CUSIP: N/A<br>LEI: 635400HLOZDFMPWGCW53       | Long             | ABS-CBDO         | CORP              | IE        |     11380000 | PA      | $13126763.38    | 0.03%             | 2039-01-15      | Floating      | 3.40%                 | No            |                  2 | On Loan: No      |
| SM Energy Co.                                                             | SM Energy Co.                                                                                                                                       | CUSIP: 78454LAY6<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |      1666000 | PA      | $1701142.60     | 0.00%             | 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      | $29351923.10    | 0.06%             | 2029-07-16      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDIO                                                                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    -99283000 | PA      | $-922926.30     | -0.00%            |  |  |  | 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      | $1736935.54     | 0.00%             | 2054-11-25      | Variable      | 3.91%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust                                    | Velocity Commercial Capital Loan Trust, Series 2025-5, Class M4                                                                                     | CUSIP: 92262KAN5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       994461 | PA      | $979803.36      | 0.00%             | 2055-12-25      | Variable      | 9.19%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    482430700 | PA      | $2348089.65     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Qube Holdings Ltd.                                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       802700 | NS      | $-32141.24      | -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        |      3928231 | PA      | $4311788.73     | 0.01%             | 2029-07-01      | Variable      | 5.78%                 | 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      | $3001797.60     | 0.01%             | 2038-01-22      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Equinor ASA                                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |        43300 | NS      | $169316.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| APLD ComputeCo LLC                                                        | APLD ComputeCo LLC                                                                                                                                  | CUSIP: 00202DAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4082000 | PA      | $4205774.40     | 0.01%             | 2030-12-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Outfront Media Capital LLC                                                | Outfront Media Capital LLC                                                                                                                          | CUSIP: 69007TAB0<br>LEI: 5493005WC7J0FDMW0610 | Long             | DBT              | CORP              | US        |      2267000 | PA      | $2261655.77     | 0.00%             | 2027-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Palladyne AI Corp.                                                        | Palladyne AI Corp.                                                                                                                                  | CUSIP: 80359A205<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        73917 | NS      | $448676.19      | 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      | $2557427.47     | 0.01%             | 2040-11-17      | Fixed         | 4.05%                 | 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      | $4800012.52     | 0.01%             | 2036-10-25      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Merlin Properties Socimi SA                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -116000 | NS      | $-5887.54       | -0.00%            |  |  |  | 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      | $1110716.43     | 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      | $40992.75       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Suntec REIT                                                               | Suntec REIT                                                                                                                                         | CUSIP: N/A<br>LEI: 549300C46QFXSI2F4K13       | Long             | DBT              | CORP              | SG        |      3750000 | PA      | $2989616.55     | 0.01%             | 2030-06-17      | Variable      | 4.48%                 | 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      | $7879996.54     | 0.02%             | 2030-07-01      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                  | Electricite de France SA                                                                                                                            | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | NUSS              | FR        |       900000 | PA      | $1199352.60     | 0.00%             | 2035-06-17      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| Sona Fios CLO V DAC                                                       | Sona Fios CLO V DAC, Series 5A, Class C                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-CBDO         | CORP              | IE        |      1950000 | PA      | $2247699.57     | 0.00%             | 2038-08-25      | Floating      | 4.48%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    170960904 | PA      | $-89870.01      | -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        |       502452 | PA      | $414583.72      | 0.00%             | 2052-02-25      | Variable      | 3.27%                 | No            |                  2 | On Loan: No      |
| CIFC European Funding CLO II DAC                                          | CIFC European Funding CLO II DAC, Series 2A, Class CR                                                                                               | CUSIP: N/A<br>LEI: 549300NYQTL91Z5R9B69       | Long             | ABS-CBDO         | CORP              | IE        |      2500000 | PA      | $2857911.37     | 0.01%             | 2039-10-15      | Floating      | 4.12%                 | No            |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                                      | Clear Channel Outdoor Holdings, Inc.                                                                                                                | CUSIP: 18453HAD8<br>LEI: 254900XBEE6V1ENYS150 | Short            | DBT              | CORP              | US        |     -1335000 | PA      | $-1340633.70    | -0.00%            | 2029-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Vonovia SE                                                                | Vonovia SE, Series B                                                                                                                                | CUSIP: N/A<br>LEI: 5299005A2ZEP6AP7KM81       | Long             | DBT              | CORP              | DE        |      6200000 | PA      | $6787414.68     | 0.01%             | 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        |       443859 | PA      | $184621.45      | 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        |      2448868 | PA      | $2446053.03     | 0.01%             | 2050-03-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| Ziggo Bond Co. BV                                                         | Ziggo Bond Co. BV                                                                                                                                   | CUSIP: N/A<br>LEI: 213800JYI4P7V5QDOG59       | Long             | DBT              | CORP              | NL        |      1127000 | PA      | $1098678.02     | 0.00%             | 2030-02-28      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Fertitta Entertainment LLC                                                | Fertitta Entertainment LLC, 1st Lien Term Loan B                                                                                                    | CUSIP: 31556PAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     16308574 | PA      | $15968213.93    | 0.03%             | 2029-01-29      | Variable      | 6.92%                 | No            |                  2 | On Loan: No      |
| Alstria SARL                                                              | alstria Sarl                                                                                                                                        | CUSIP: N/A<br>LEI: 529900QIJIGPI0DRL085       | Long             | DBT              | CORP              | LU        |      2500000 | PA      | $2756699.11     | 0.01%             | 2029-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Miter Brands Acquisition Holdco, Inc.                                     | Miter Brands Acquisition Holdco, Inc.                                                                                                               | CUSIP: 60672JAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1378000 | PA      | $1319783.91     | 0.00%             | 2032-04-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| California Resources Corp.                                                | California Resources Corp.                                                                                                                          | CUSIP: 13057QAL1<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | DBT              | CORP              | US        |      8430000 | PA      | $8498804.82     | 0.02%             | 2034-01-15      | Fixed         | 7.00%                 | No            |                  2 | 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      | $1138365.34     | 0.00%             | 2035-01-15      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    415842083 | PA      | $-2391689.60    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    242395000 | PA      | $-2021859.96    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Virgin Media O2 Vendor Financing Notes VIII DAC                           | Virgin Media O2 Vendor Financing Notes VIII DAC                                                                                                     | CUSIP: N/A<br>LEI: 9845005B6BA02AB5D715       | Long             | DBT              | CORP              | IE        |      1327000 | PA      | $1549898.75     | 0.00%             | 2033-07-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| PrestigeBidCo GmbH                                                        | PrestigeBidCo GmbH                                                                                                                                  | CUSIP: N/A<br>LEI: 529900CSF1DNOCHMI763       | Long             | DBT              | CORP              | DE        |      6078000 | PA      | $7016444.03     | 0.02%             | 2029-07-01      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    943325000 | PA      | $-3525556.46    | -0.01%            |  |  |  | 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        |       494859 | PA      | $454032.77      | 0.00%             | 2028-12-15      | Variable      | 8.02%                 | No            |                  2 | On Loan: No      |
| Venture Global LNG, Inc.                                                  | Venture Global LNG, Inc.                                                                                                                            | CUSIP: 92332YAC5<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |      3096000 | PA      | $3347687.46     | 0.01%             | 2029-02-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Stagwell Global LLC                                                       | Stagwell Global LLC                                                                                                                                 | CUSIP: 59565JAA9<br>LEI: 984500904E015Z0C1F82 | Long             | DBT              | CORP              | US        |      3015000 | PA      | $2870437.99     | 0.01%             | 2029-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    233575438 | PA      | $265390.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Unimicron Technology Corp.                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -46000 | NS      | $145150.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Novelis Corp.                                                             | Novelis Corp.                                                                                                                                       | CUSIP: 670001AN6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |       648000 | PA      | $635618.47      | 0.00%             | 2033-08-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| AMC Networks, Inc.                                                        | AMC Networks, Inc., Class A                                                                                                                         | CUSIP: 00164V103<br>LEI: 549300VGG9K75226LR46 | Long             | EC               | CORP              | US        |       197308 | NS      | $1339721.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic of Angola                                                        | Republic of Angola                                                                                                                                  | CUSIP: N/A<br>LEI: 549300QHR2R3J8JSGK83       | Long             | DBT              | NUSS              | AO        |     10367000 | PA      | $10449936.00    | 0.02%             | 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        |       569480 | NS      | $595258.93      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ahlstrom Holding 3 Oy                                                     | Ahlstrom Holding 3 Oy, Facility 1st Lien Term Loan B4                                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4500000 | PA      | $5043828.88     | 0.01%             | 2030-05-27      | Variable      | 5.83%                 | 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      | $5382205.24     | 0.01%             | 2040-07-11      | Variable      | 4.28%                 | No            |                  2 | On Loan: No      |
| Iberdrola International BV                                                | Iberdrola International BV, Series NC5                                                                                                              | CUSIP: N/A<br>LEI: 549300ZMLFJKWC63XN87       | Long             | DBT              | CORP              | NL        |      6500000 | PA      | $7489734.62     | 0.02%             | 2026-04-15      | Variable      | 1.87%                 | No            |                  2 | On Loan: No      |
| Fortuna Consumer Loan ABS DAC                                             | Fortuna Consumer Loan ABS DAC, Series 2025-2, Class C                                                                                               | CUSIP: N/A<br>LEI: 635400FJ7YX914D6HX74       | Long             | ABS-O            | CORP              | IE        |      3200000 | PA      | $3692480.26     | 0.01%             | 2035-10-18      | Floating      | 3.10%                 | 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      | $8030347.45     | 0.02%             | 2034-10-01      | Fixed         | 8.36%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     30222304 | PA      | $-132454.99     | -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        |     12200000 | PA      | $13678712.88    | 0.03%             | 2030-11-18      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AES Corp. (The)                                                           | AES Corp. (The)                                                                                                                                     | CUSIP: 00130HCL7<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |      6100000 | PA      | $5691174.34     | 0.01%             | 2055-07-15      | Variable      | 6.95%                 | 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      | $-2217345.28    | -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      | $7660485.45     | 0.02%             | 2038-07-01      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| Arini European CLO II DAC                                                 | Arini European CLO II DAC, Series 2A, Class AR                                                                                                      | CUSIP: N/A<br>LEI: 635400I3AJDMBZIMZK57       | Long             | ABS-CBDO         | CORP              | IE        |      4750000 | PA      | $5487224.47     | 0.01%             | 2038-10-15      | Floating      | 3.34%                 | No            |                  2 | On Loan: No      |
| Iliad Holding SAS                                                         | Maya SAS                                                                                                                                            | CUSIP: 449691AG9<br>LEI: 9695009BGMXB527HV965 | Long             | DBT              | CORP              | FR        |      2339000 | PA      | $2341802.12     | 0.01%             | 2032-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Sagard-HalseyPoint CLO 10 Ltd.                                            | Sagard-HalseyPoint CLO 10 Ltd., Series 2025-10A, Class A1                                                                                           | CUSIP: 78663BAA7<br>LEI: 254900N7LSI0GVY3UO19 | Long             | ABS-CBDO         | CORP              | KY        |     19600000 | PA      | $19616932.44    | 0.04%             | 2038-10-20      | Floating      | 5.02%                 | 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        |     14357000 | PA      | $14401749.33    | 0.03%             | 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        |      2407467 | PA      | $2013543.18     | 0.00%             | 2036-11-25      | Floating      | 4.27%                 | 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      | $1084943.98     | 0.00%             | 2031-08-17      | Floating      | 3.20%                 | No            |                  2 | On Loan: No      |
| Redstone Holdco 2 LP                                                      | Redstone HoldCo 2 LP, 1st Lien Term Loan                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12134935 | PA      | $4469660.55     | 0.01%             | 2030-12-31      | Variable      | 9.17%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                                                  | CUSIP: 3140NBQE4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1286929 | PA      | $1274095.49     | 0.00%             | 2053-03-01      | Fixed         | 5.00%                 | 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      | $1088610.88     | 0.00%             | 2031-01-20      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| Hungary                                                                   | Hungary Government Bond                                                                                                                             | CUSIP: N/A<br>LEI: 5299003F3UFKGCCMAP43       | Long             | DBT              | NUSS              | HU        |     11708000 | PA      | $13729051.16    | 0.03%             | 2027-02-22      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Antares CLO Ltd.                                                          | Antares CLO Ltd., Series 2018-3A, Class A1R                                                                                                         | CUSIP: 03665LAL7<br>LEI: 254900KOI7TFZJ19KK11 | Long             | ABS-CBDO         | CORP              | KY        |      7000000 | PA      | $6986654.50     | 0.02%             | 2036-07-20      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| Auto Abs Spanish Loans                                                    | Auto Abs Spanish Loans, Series 2026-1, Class D                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | ES        |       400000 | PA      | $462322.89      | 0.00%             | 2038-12-28      | Floating      | 3.78%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Toyota Motor Corp.                                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -123600 | NS      | $27902.47       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Ulta Beauty, Inc.                                                                                                                                   | CUSIP: 90384S303<br>LEI: N/A                  | N/A              | DE               |  | GB        |         1700 | NS      | $11220.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Carlyle US CLO Ltd.                                                       | Carlyle US CLO Ltd., Series 2022-2A, Class A1R                                                                                                      | CUSIP: 143119AL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1500000 | PA      | $1500657.90     | 0.00%             | 2038-01-20      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| Progroup AG                                                               | Progroup AG                                                                                                                                         | CUSIP: N/A<br>LEI: 529900YI5W5TQ8F2FP82       | Long             | DBT              | CORP              | DE        |      4193000 | PA      | $4826962.08     | 0.01%             | 2029-04-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Octagon 54 Ltd.                                                           | Octagon 54 Ltd., Series 2021-1A, Class B                                                                                                            | CUSIP: 67577FAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      3820000 | PA      | $3819393.77     | 0.01%             | 2034-07-15      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                                           | BRAVO Residential Funding Trust, Series 2025-NQM6, Class A1                                                                                         | CUSIP: 10570MAC4<br>LEI: 254900U9H6FFPW4O4S55 | Long             | ABS-MBS          | CORP              | US        |     11737801 | PA      | $11752606.29    | 0.03%             | 2065-06-25      | Variable      | 5.33%                 | No            |                  2 | On Loan: No      |
| Sixth Street CLO XVI Ltd.                                                 | Sixth Street CLO XVI Ltd., Series 2020-16A, Class A1R2                                                                                              | CUSIP: 83012DBQ5<br>LEI: 549300YD05LZSDNMVF16 | Long             | ABS-CBDO         | CORP              | KY        |     12000000 | PA      | $11976236.40    | 0.03%             | 2039-01-21      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                                         | Barclays Bank plc                                                                                                                                   | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | RA               | CORP              | GB        |       386000 | PA      | $386000.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AutoFlorence 3 SRL                                                        | AutoFlorence 3 SRL, Series 3, Class C                                                                                                               | CUSIP: N/A<br>LEI: 815600F88BB8BFD30863       | Long             | ABS-O            | CORP              | IT        |       362826 | PA      | $429842.93      | 0.00%             | 2046-12-25      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                          | Boeing Co. (The)                                                                                                                                    | CUSIP: 097023204<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EP               | CORP              | US        |        80550 | NS      | $5226084.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldstory SAS                                                             | Goldstory SAS                                                                                                                                       | CUSIP: N/A<br>LEI: 969500NWR67ONUJD4A26       | Long             | DBT              | CORP              | FR        |     14168000 | PA      | $16009609.16    | 0.03%             | 2030-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ECARAT DE SA Compartment Lease                                            | ECARAT DE SA Compartment Lease, Series 2025-1, Class B                                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | LU        |      3600000 | PA      | $4162312.48     | 0.01%             | 2034-05-25      | Floating      | 2.94%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  36520709635 | PA      | $699825.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                                                  | CUSIP: 3140XPBW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     18030325 | PA      | $17839872.11    | 0.04%             | 2053-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Star Parent, Inc.                                                         | Star Parent, Inc., 1st Lien Term Loan                                                                                                               | CUSIP: 87169DAB1<br>LEI: 254900GRGCJYRMDRWT73 | Long             | LON              | CORP              | US        |       980000 | PA      | $967926.40      | 0.00%             | 2030-09-27      | Variable      | 7.70%                 | No            |                  2 | On Loan: No      |
| BMS Ireland Capital Funding DAC                                           | BMS Ireland Capital Funding DAC                                                                                                                     | CUSIP: 05594KAD8<br>LEI: 9845002AC2D55DFID596 | Long             | DBT              | CORP              | IE        |     17130000 | PA      | $19174356.24    | 0.04%             | 2045-11-10      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| Aspen Owner LLC                                                           | Aspen Owner LLC, 1st Lien Term Loan                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     58433110 | PA      | $58786887.41    | 0.13%             | 2027-02-09      | Variable      | 7.27%                 | No            |                  3 | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   1141721850 | PA      | $-1010814.40    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  71554275675 | PA      | $-835377.63     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HCA, Inc.                                                                 | HCA, Inc.                                                                                                                                           | CUSIP: 404119CH0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     23990000 | PA      | $23681834.06    | 0.05%             | 2027-03-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Asimi Funding plc                                                         | Asimi Funding plc, Series 2025-2, Class E                                                                                                           | CUSIP: N/A<br>LEI: 213800AXPL92U14G2M23       | Long             | ABS-O            | CORP              | GB        |      1359725 | PA      | $1799405.07     | 0.00%             | 2032-12-16      | Floating      | 6.53%                 | 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        |      3457771 | PA      | $4014904.91     | 0.01%             | 2034-02-25      | Floating      | 2.93%                 | No            |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands III BV                            | Teva Pharmaceutical Finance Netherlands III BV                                                                                                      | CUSIP: 88167AAS0<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |      1447000 | PA      | $1548101.89     | 0.00%             | 2029-09-15      | Fixed         | 7.88%                 | 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      | $319444.06      | 0.00%             | 2034-04-25      | Floating      | 7.43%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Salesforce, Inc.                                                                                                                                    | CUSIP: 79466L302<br>LEI: N/A                  | N/A              | DE               |  | US        |        -7500 | NS      | $58487.95       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                        | Energy Transfer LP                                                                                                                                  | CUSIP: 29273VBG4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      3052000 | PA      | $3015311.48     | 0.01%             | 2056-02-15      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Mohegan Tribal Gaming Authority                                           | Mohegan Tribal Gaming Authority                                                                                                                     | CUSIP: 60832QAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4263000 | PA      | $4441052.72     | 0.01%             | 2031-04-15      | Fixed         | 11.88%                | 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        |      1823801 | PA      | $2107372.08     | 0.00%             | 2033-08-17      | Floating      | 2.75%                 | 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      | $1684726.20     | 0.00%             | 2062-03-27      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| GS Finance Corp.                                                          | GS Finance Corp.                                                                                                                                    | CUSIP: 40058WV86<br>LEI: 549300FR80KBVO6DRL61 | Long             | SN               | CORP              | US        |    109650000 | PA      | $105235600.65   | 0.23%             | 2031-01-15      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| Coca-Cola HBC AG                                                          | Coca-Cola HBC AG                                                                                                                                    | CUSIP: N/A<br>LEI: 549300EFP3TNG7JGVE49       | Long             | EC               | CORP              | CH        |         5044 | NS      | $284124.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Kenya                                                         | Republic of Kenya                                                                                                                                   | CUSIP: N/A<br>LEI: 549300VVURQQYU45PR87       | Long             | DBT              | NUSS              | KE        |       594000 | PA      | $609414.30      | 0.00%             | 2031-02-16      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Coca-Cola Bottlers Japan Holdings, Inc.                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        44900 | NS      | $-9067.67       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Pinnacle West Capital Corp.                                               | Pinnacle West Capital Corp.                                                                                                                         | CUSIP: 723484101<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | EC               | CORP              | US        |         3196 | NS      | $321997.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Travel + Leisure Co.                                                      | Travel + Leisure Co.                                                                                                                                | CUSIP: 98310WAS7<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |      3315000 | PA      | $3317811.12     | 0.01%             | 2026-07-31      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |      2079000 | PA      | $23016.02       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Aroundtown SA                                                             | Aroundtown SA                                                                                                                                       | CUSIP: N/A<br>LEI: 529900H4DWG3KWMBMQ39       | Long             | DBT              | CORP              | LU        |      3300000 | PA      | $3652945.25     | 0.01%             | 2030-05-13      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Dometic Group AB                                                          | Dometic Group AB                                                                                                                                    | CUSIP: N/A<br>LEI: 549300STIPMK5VSA7Y59       | Long             | DBT              | CORP              | SE        |      4143000 | PA      | $4571871.49     | 0.01%             | 2030-09-11      | 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      | $-29594.52      | -0.00%            |  |  |  | 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        |     15720833 | PA      | $15642229.08    | 0.03%             | 2032-12-01      | Variable      | 12.13%                | No            |                  3 | On Loan: No      |
| Together Asset-Backed Securitisation plc                                  | Together Asset-Backed Securitisation plc, Series 2025-CRE1, Class A                                                                                 | CUSIP: N/A<br>LEI: 635400IHLPBPFA2IVG30       | Long             | ABS-MBS          | CORP              | GB        |      9321677 | PA      | $12375802.85    | 0.03%             | 2057-01-15      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| Elvis UK Holdco Ltd.                                                      | Elvis UK Holdco Ltd., Facility 1st Lien Term Loan B5                                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | GB        |      3500000 | PA      | $4044544.54     | 0.01%             | 2031-10-31      | Variable      | 5.63%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | USD Currency                                                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      -835100 | PA      | $-295.70        | -0.00%            |  |  |  | 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      | $1975115.15     | 0.00%             | 2066-05-20      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| iShares Ethereum Trust ETF                                                | iShares Ethereum Trust ETF                                                                                                                          | CUSIP: 46438R105<br>LEI: 529900M7AJ6IYSU9SP67 | Long             |  | RF                | US        |       815000 | NS      | $12901450.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $595.84         | 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        |      4910000 | PA      | $3448767.79     | 0.01%             | 2055-02-12      | Floating      | 6.21%                 | 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        |      9854106 | PA      | $8273683.55     | 0.02%             | 2036-12-19      | Floating      | 4.20%                 | No            |                  2 | On Loan: No      |
| FTAI Aviation Investors LLC                                               | FTAI Aviation Investors LLC                                                                                                                         | CUSIP: 34960PAD3<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |      1637000 | PA      | $1636421.65     | 0.00%             | 2028-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Nikkon Holdings Co. Ltd.                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |       -34900 | NS      | $-52982.84      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Grifols SA                                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -111000 | NS      | $27227.54       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Eagle Funding Luxco SARL                                                  | Eagle Funding Luxco SARL                                                                                                                            | CUSIP: N/A<br>LEI: 894500VDP08MVIZ6OA60       | Long             | DBT              | NUSS              | LU        |       640000 | PA      | $641600.00      | 0.00%             | 2030-08-17      | Fixed         | 5.50%                 | 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        |     30158000 | PA      | $29969512.50    | 0.06%             | 2041-06-15      | Floating      | 5.16%                 | 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      | $2396473.03     | 0.01%             | 2033-02-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| AutoFlorence 2 SRL                                                        | AutoFlorence 2 SRL, Series 2, Class D                                                                                                               | CUSIP: N/A<br>LEI: 815600C91B7AF7C88210       | Long             | ABS-O            | CORP              | IT        |        29645 | PA      | $34368.09       | 0.00%             | 2044-12-24      | Floating      | 4.27%                 | No            |                  2 | On Loan: No      |
| National Grid Electricity Transmission plc                                | National Grid Electricity Transmission plc                                                                                                          | CUSIP: N/A<br>LEI: 5XJXCCYG4SDKFJ5WLB02       | Long             | DBT              | CORP              | GB        |      6000000 | PA      | $7275353.29     | 0.02%             | 2028-07-07      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| RBC Capital Markets LLC                                                   | RBC Capital Markets LLC                                                                                                                             | CUSIP: N/A<br>LEI: 549300LCO2FLSSVFFR64       | Long             | RA               | CORP              | US        |       217250 | PA      | $217250.00      | 0.00%             |  |  |  | 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      | $91000.00       | 0.00%             | 2027-01-14      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC                                      | Charter Communications Operating LLC                                                                                                                | CUSIP: 161175BR4<br>LEI: 549300TPZNMN50BJ3745 | Short            | DBT              | CORP              | US        |      -300000 | PA      | $-301516.97     | -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      | $2451436.31     | 0.01%             | 2062-07-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Cushman & Wakefield US Borrower LLC                                       | Cushman & Wakefield US Borrower LLC                                                                                                                 | CUSIP: 23166MAA1<br>LEI: 549300870CMN3WI5IF97 | Long             | DBT              | CORP              | US        |       229000 | PA      | $229330.63      | 0.00%             | 2028-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Service Properties Trust                                                  | Service Properties Trust                                                                                                                            | CUSIP: 81761LAE2<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |     21043000 | PA      | $20856520.30    | 0.05%             | 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      | $537695.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Flutter Treasury DAC                                                      | Flutter Treasury DAC                                                                                                                                | CUSIP: 344045AA7<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | IE        |      1475000 | PA      | $1501601.63     | 0.00%             | 2029-04-29      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Japan Housing Finance Agency                                              | Japan Housing Finance Agency, Series 176, Class 1                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | NUSS              | JP        |    403095000 | PA      | $1833629.92     | 0.00%             | 2057-01-10      | Fixed         | 0.32%                 | No            |                  2 | On Loan: No      |
| Unipol Assicurazioni SpA                                                  | Unipol Assicurazioni SpA                                                                                                                            | CUSIP: N/A<br>LEI: 8156005CE5E7340CCA86       | Long             | EC               | CORP              | IT        |        13337 | NS      | $309820.84      | 0.00%             |  |  |  | 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        |      4106032 | PA      | $4754576.28     | 0.01%             | 2036-12-29      | Floating      | 3.11%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                         | Wells Fargo & Co.                                                                                                                                   | CUSIP: 95000U2G7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     27048000 | PA      | $25519218.10    | 0.06%             | 2030-10-30      | Variable      | 2.88%                 | No            |                  2 | On Loan: No      |
| BBAM US CLO VI Ltd.                                                       | BBAM US CLO VI Ltd., Series 2025-6A, Class A1                                                                                                       | CUSIP: 05556TAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      4750000 | PA      | $4747988.38     | 0.01%             | 2039-01-27      | Floating      | 5.06%                 | 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        |      6001665 | PA      | $4906361.00     | 0.01%             | 2028-04-30      | Variable      | 8.57%                 | No            |                  2 | On Loan: No      |
| Beignet Investor LLC                                                      | Beignet Investor LLC                                                                                                                                | CUSIP: 076912AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    264850000 | PA      | $272307156.33   | 0.59%             | 2049-05-30      | Fixed         | 6.58%                 | 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      | $1400641.42     | 0.00%             | 2037-07-16      | Floating      | 6.97%                 | No            |                  2 | On Loan: No      |
| Ukraine                                                                   | Ukraine Government Bond                                                                                                                             | CUSIP: 903724CC4<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      7515285 | PA      | $3840310.64     | 0.01%             | 2036-02-01      | Variable      | 4.50%                 | 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            |                  3 | On Loan: No      |
| Stena International SA                                                    | Stena International SA                                                                                                                              | CUSIP: 85858EAE3<br>LEI: 213800A4LTGG4W55QP46 | Long             | DBT              | CORP              | LU        |      1276000 | PA      | $1303820.63     | 0.00%             | 2031-02-15      | Fixed         | 7.62%                 | 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        |       133208 | PA      | $154033.60      | 0.00%             | 2034-11-14      | Floating      | 4.44%                 | No            |                  2 | On Loan: No      |
| OCS Group Holding Ltd.                                                    | OCS Group Holding Ltd., Facility 1st Lien Term Loan B4                                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | GB        |      1000000 | PA      | $1150070.75     | 0.00%             | 2031-11-28      | Variable      | 6.36%                 | 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      | $1082162.57     | 0.00%             | 2050-11-13      | Variable      | 3.91%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      1250000 | PA      | $-6183.92       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EquipmentShare.com, Inc.                                                  | EquipmentShare.com, Inc.                                                                                                                            | CUSIP: 29450YAB5<br>LEI: 254900PWJK48CGPKPI80 | Long             | DBT              | CORP              | US        |      3585000 | PA      | $3741876.02     | 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      | $6085145.00     | 0.01%             | 2037-07-20      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    127467699 | PA      | $1457208.97     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Honey Hill Park CLO Ltd.                                                  | Honey Hill Park CLO Ltd., Series 2026-1A, Class A1                                                                                                  | CUSIP: 438453AC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     10750000 | PA      | $10728248.45    | 0.02%             | 2039-04-24      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| Republic of Uzbekistan International Bond                                 | Republic of Uzbekistan                                                                                                                              | CUSIP: 91822QVX2<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |       712000 | PA      | $742706.21      | 0.00%             | 2028-10-12      | Fixed         | 7.85%                 | 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        |       750000 | PA      | $750008.03      | 0.00%             | 2037-10-18      | Floating      | 4.87%                 | 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      | $3860322.95     | 0.01%             | 2056-04-21      | Floating      | 5.43%                 | 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      | $17967406.92    | 0.04%             | 2035-10-23      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| CHI Commercial Mortgage Trust                                             | CHI Commercial Mortgage Trust, Series 2025-110W, Class A                                                                                            | CUSIP: 12577HAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     14355000 | PA      | $14258060.69    | 0.03%             | 2040-12-13      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      1215000 | PA      | $-151266.19     | -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      | $132953.77      | 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        |     13659554 | PA      | $13678550.72    | 0.03%             | 2069-11-25      | Variable      | 5.39%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                          | Deutsche Bank AG                                                                                                                                    | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | DBT              | CORP              | DE        |     11200000 | PA      | $12424320.42    | 0.03%             | 2041-05-15      | Variable      | 4.45%                 | No            |                  2 | On Loan: No      |
| Antares CLO Ltd.                                                          | Antares CLO Ltd., Series 2018-1A, Class A1R                                                                                                         | CUSIP: 03665MAJ0<br>LEI: 254900BLLG7F7B4DGG41 | Long             | ABS-CBDO         | CORP              | KY        |      4970000 | PA      | $4978431.61     | 0.01%             | 2038-04-20      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp. Variable Rate Notes, Series 5479, Class FB                                                                         | CUSIP: 3137HHMR9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      8225641 | PA      | $8288832.50     | 0.02%             | 2054-12-25      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| Rockford Tower CLO Ltd.                                                   | Rockford Tower CLO Ltd., Series 2025-3A, Class E                                                                                                    | CUSIP: 77341CAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2000000 | PA      | $1929982.20     | 0.00%             | 2038-03-31      | Floating      | 10.66%                | No            |                  2 | On Loan: No      |
| Republic of Uzbekistan International Bond                                 | Republic of Uzbekistan                                                                                                                              | CUSIP: N/A<br>LEI: 213800L6VDKUM3TCM927       | Long             | DBT              | NUSS              | UZ        |        86000 | PA      | $100026.03      | 0.00%             | 2027-05-29      | 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      | $1990.61        | 0.00%             |  |  |  | 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        |      7750941 | PA      | $7644365.28     | 0.02%             | 2030-04-26      | 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      | $-928.66        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Federal National Mortgage Association Variable Rate Notes, Series 2023-35, Class FC                                                                 | CUSIP: 3136BQEZ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     20824997 | PA      | $20939765.17    | 0.05%             | 2053-08-25      | Floating      | 4.76%                 | 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      | $-5385287.01    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Mauser Packaging Solutions Holding Co.                                    | Mauser Packaging Solutions Holding Co.                                                                                                              | CUSIP: 57763RAF4<br>LEI: 549300DNGHXL0OMHW304 | Short            | DBT              | CORP              | US        |     -7875000 | PA      | $-7317196.43    | -0.02%            | 2030-04-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Westinghouse Air Brake Technologies Corp.                                                                                                           | CUSIP: 929740108<br>LEI: N/A                  | N/A              | DE               |  | US        |        -7800 | NS      | $-66181.26      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Newell Brands, Inc.                                                       | Newell Brands, Inc.                                                                                                                                 | CUSIP: 651229BD7<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |      2234000 | PA      | $2180571.86     | 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      | $2447492.75     | 0.01%             | 2037-07-22      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Ford Motor Co.                                                                                                                                      | CUSIP: 345370860<br>LEI: N/A                  | N/A              | DE               |  | US        |       209900 | NS      | $-35683.00      | -0.00%            |  |  |  | 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        |      7425270 | PA      | $6455349.73     | 0.01%             | 2046-10-25      | Floating      | 4.47%                 | 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        |      2663858 | PA      | $2218755.83     | 0.00%             | 2067-02-25      | Variable      | 4.19%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Danaher Corp.                                                                                                                                       | CUSIP: 235851102<br>LEI: N/A                  | N/A              | DE               |  | US        |        -9700 | NS      | $17363.00       | 0.00%             |  |  |  | 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      | $-596519.34     | -0.00%            | 2029-07-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Medco Maple Tree Pte. Ltd.                                                | Medco Maple Tree Pte. Ltd.                                                                                                                          | CUSIP: 58407HAA7<br>LEI: 254900T5AQZNR0THA508 | Long             | DBT              | CORP              | SG        |      5467000 | PA      | $5607244.40     | 0.01%             | 2029-04-27      | Fixed         | 8.96%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO 26 Ltd.                                                       | Elmwood CLO 26 Ltd., Series 2024-1A, Class D                                                                                                        | CUSIP: 29004CAJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       725000 | PA      | $725000.00      | 0.00%             | 2037-04-18      | Floating      | 7.27%                 | No            |                  2 | On Loan: No      |
| Intuitive Surgical, Inc.                                                  | Intuitive Surgical, Inc.                                                                                                                            | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Long             | EC               | CORP              | US        |          637 | NS      | $293650.63      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BCRED CLO LLC                                                             | BCRED CLO LLC, Series 2025-1A, Class C                                                                                                              | CUSIP: 05556FAE3<br>LEI: 2549001W2Y6F50VEZG93 | Long             | ABS-CBDO         | CORP              | US        |       500000 | PA      | $497039.35      | 0.00%             | 2037-04-20      | Floating      | 5.67%                 | No            |                  2 | 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      | $22990335.22    | 0.05%             | 2030-11-19      | Variable      | 5.85%                 | No            |                  3 | 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      | $999599.80      | 0.00%             | 2030-07-18      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | USD Currency                                                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    -82425526 | PA      | $-80823.13      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Group 1 Automotive, Inc.                                                  | Group 1 Automotive, Inc.                                                                                                                            | CUSIP: 398905AN9<br>LEI: 549300US8QAZJLWYAF63 | Long             | DBT              | CORP              | US        |       222000 | PA      | $214832.37      | 0.00%             | 2028-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      5430000 | PA      | $17992.35       | 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        |       620530 | PA      | $484640.04      | 0.00%             | 2050-02-25      | Variable      | 4.29%                 | 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      | $68045.34       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cogent Communications Group LLC                                           | Cogent Communications Group LLC                                                                                                                     | CUSIP: 19240WAB5<br>LEI: 549300KFWFYF8Q1U0Y26 | Long             | DBT              | CORP              | US        |      3373000 | PA      | $2940545.65     | 0.01%             | 2032-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Safran SA                                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |         -249 | NC      | $-929039.87     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      5267851 | PA      | $-80320.80      | -0.00%            |  |  |  | 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      | $1354731.62     | 0.00%             | 2031-04-20      | Floating      | 5.83%                 | 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        |      1330735 | PA      | $1327820.69     | 0.00%             | 2031-01-27      | Variable      | 5.67%                 | 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        |     10920000 | PA      | $12623381.61    | 0.03%             | 2029-04-15      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | UCB SA                                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |         2600 | NS      | $36246.50       | 0.00%             |  |  |  | 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        |      8160000 | PA      | $8160000.01     | 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        |      1611000 | PA      | $1822903.12     | 0.00%             | 2030-05-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Whirlpool Corp.                                                           | Whirlpool Corp.                                                                                                                                     | CUSIP: 963320AW6<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |       201000 | PA      | $192654.60      | 0.00%             | 2029-02-26      | Fixed         | 4.75%                 | 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      | $1221471.12     | 0.00%             | 2029-08-15      | Floating      | 5.66%                 | 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      | $949712.80      | 0.00%             | 2067-08-25      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| GGAM Finance Ltd.                                                         | GGAM Finance Ltd.                                                                                                                                   | CUSIP: 36170JAA4<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |       100000 | PA      | $103785.70      | 0.00%             | 2028-06-15      | 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      | $-63354.90      | -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        |     16100000 | PA      | $21387021.51    | 0.05%             | 2026-12-07      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | DE        |      9600000 | PA      | $13539.19       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                                                  | CUSIP: 3140BJTD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6846397 | PA      | $7008080.50     | 0.02%             | 2055-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     73860000 | PA      | $1830744.53     | 0.00%             |  |  |  | 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      | $1312521.05     | 0.00%             | 2032-04-20      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Sweco AB, Class B                                                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        81200 | NS      | $17790.73       | 0.00%             |  |  |  | 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        |      4104935 | PA      | $3797231.66     | 0.01%             | 2036-11-25      | Floating      | 4.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     44703830 | PA      | $-295804.98     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    343720000 | PA      | $-8829.59       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Molina Healthcare, Inc.                                                   | Molina Healthcare, Inc.                                                                                                                             | CUSIP: 60855RAN0<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |       549000 | PA      | $539724.81      | 0.00%             | 2031-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Puma International Financing SA                                           | Puma International Financing SA                                                                                                                     | CUSIP: N/A<br>LEI: 222100YFBPO7IDRUBR17       | Long             | DBT              | CORP              | LU        |     13800000 | PA      | $14071860.00    | 0.03%             | 2029-04-25      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| RCI Banque SA                                                             | RCI Banque SA                                                                                                                                       | CUSIP: N/A<br>LEI: 96950001WI712W7PQG45       | Long             | DBT              | CORP              | FR        |      2000000 | PA      | $2265986.13     | 0.00%             | 2030-09-24      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                            | BNP Paribas SA                                                                                                                                      | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | RA               | CORP              | FR        |     34991200 | PA      | $40444578.52    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    400658541 | PA      | $-412713.26     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Kodiak Gas Services LLC                                                   | Kodiak Gas Services LLC                                                                                                                             | CUSIP: 50012LAF1<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |       100000 | PA      | $100495.24      | 0.00%             | 2031-04-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | FactSet Research Systems, Inc.                                                                                                                      | CUSIP: 303075105<br>LEI: N/A                  | N/A              | DE               |  | US        |         5800 | NS      | $-7498.56       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Commercial Mortgage Trust                                                 | Commercial Mortgage Trust, Series 2025-SBX, Class B                                                                                                 | CUSIP: 20047UAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4331000 | PA      | $4304323.64     | 0.01%             | 2041-08-10      | Variable      | 5.55%                 | No            |                  2 | On Loan: No      |
| Venture Global LNG, Inc.                                                  | Venture Global LNG, Inc.                                                                                                                            | CUSIP: 92332YAA9<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |      8464000 | PA      | $8656310.54     | 0.02%             | 2028-06-01      | Fixed         | 8.12%                 | 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      | $1423537.50     | 0.00%             | 2037-04-15      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                                                                                  | CUSIP: 31427MH20<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       849427 | PA      | $840422.98      | 0.00%             | 2054-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NYC Commercial Mortgage Trust                                             | NYC Commercial Mortgage Trust, Series 2025-300P, Class E                                                                                            | CUSIP: 67121TAJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4172000 | PA      | $4189443.55     | 0.01%             | 2042-07-13      | Variable      | 7.39%                 | No            |                  2 | On Loan: No      |
| StoneX Group, Inc.                                                        | StoneX Group, Inc.                                                                                                                                  | CUSIP: 861896AA6<br>LEI: 549300JUF07L8VF02M60 | Long             | DBT              | CORP              | US        |       510000 | PA      | $529699.77      | 0.00%             | 2031-03-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | AUD Currency                                                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |     -4046800 | PA      | $-13591.26      | -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        |      2097002 | PA      | $1816042.73     | 0.00%             | 2035-01-25      | Floating      | 4.14%                 | 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      | $-682190.85     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fortuna Consumer Loan ABS DAC                                             | Fortuna Consumer Loan ABS DAC, Series 2025-2, Class E                                                                                               | CUSIP: N/A<br>LEI: 635400FJ7YX914D6HX74       | Long             | ABS-O            | CORP              | IE        |      1800000 | PA      | $2073229.42     | 0.00%             | 2035-10-18      | Floating      | 4.70%                 | 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        |        37305 | PA      | $37222.47       | 0.00%             | 2035-05-15      | Floating      | 3.97%                 | 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      | $18994256.31    | 0.04%             | 2031-01-18      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Romania                                                                   | Romania Government Bond                                                                                                                             | CUSIP: 77586RAY6<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      3652000 | PA      | $3636479.00     | 0.01%             | 2030-09-16      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Cross Mortgage Trust                                                      | Cross Mortgage Trust, Series 2025-H6, Class B1B                                                                                                     | CUSIP: 22758TAH7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1636364 | PA      | $1627860.80     | 0.00%             | 2070-07-25      | Variable      | 7.56%                 | No            |                  2 | On Loan: No      |
| Black Pearl Compute LLC                                                   | Black Pearl Compute LLC                                                                                                                             | CUSIP: 09216NAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       905000 | PA      | $921106.29      | 0.00%             | 2031-02-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| EXO Imaging, Inc.                                                         | EXO Imaging, Inc.                                                                                                                                   | CUSIP: N/A<br>LEI: 549300PDHXFMVTLI6E60       | Long             | EC               | CORP              | US        |        10036 | NS      | $3713.37        | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                                       | Daiichi Sankyo Co. Ltd.                                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        49900 | NS      | $-2729.77       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CrossCountry Intermediate HoldCo LLC                                      | CrossCountry Intermediate HoldCo LLC                                                                                                                | CUSIP: 22757VAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1306000 | PA      | $1244799.05     | 0.00%             | 2030-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    500674900 | PA      | $2136136.93     | 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      | $-36338.12      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Home Depot, Inc. (The)                                                                                                                              | CUSIP: 00CCDFW25<br>LEI: N/A                  | N/A              | DE               |  | US        |          180 | NC      | $1890.00        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase & Co.                                                      | JPMorgan Chase & Co., Series OO                                                                                                                     | CUSIP: 48128AAJ2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      1000000 | PA      | $1026135.00     | 0.00%             | 2030-04-01      | Variable      | 6.50%                 | 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      | $6515904.08     | 0.01%             | 2029-09-25      | Variable      | 6.53%                 | No            |                  2 | On Loan: No      |
| GreenSky Home Improvement Issuer Trust                                    | GreenSky Home Improvement Issuer Trust, Series 2025-2A, Class E                                                                                     | CUSIP: 39571VAH1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1345000 | PA      | $1367154.97     | 0.00%             | 2060-06-25      | Fixed         | 7.79%                 | No            |                  2 | On Loan: No      |
| Encore Capital Group, Inc.                                                | Encore Capital Group, Inc.                                                                                                                          | CUSIP: N/A<br>LEI: 5493000UVC6H49CIH830       | Long             | DBT              | CORP              | US        |      3499000 | PA      | $4414110.76     | 0.01%             | 2028-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Taylor Morrison Communities, Inc.                                         | Taylor Morrison Communities, Inc.                                                                                                                   | CUSIP: 87724RAB8<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |       735000 | PA      | $736898.51      | 0.00%             | 2028-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Dryden 87 CLO Ltd.                                                        | Dryden 87 CLO Ltd., Series 2021-87A, Class A1R                                                                                                      | CUSIP: 26246GAN3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      3100000 | PA      | $3101871.16     | 0.01%             | 2038-08-20      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| CHI Commercial Mortgage Trust                                             | CHI Commercial Mortgage Trust, Series 2025-110W, Class D                                                                                            | CUSIP: 12577HAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3069000 | PA      | $3001429.52     | 0.01%             | 2040-12-13      | Variable      | 6.63%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Crown Castle, Inc.                                                                                                                                  | CUSIP: 22822V101<br>LEI: N/A                  | N/A              | DE               |  | US        |       -20000 | NS      | $-495.86        | -0.00%            |  |  |  | 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      | $15394824.04    | 0.03%             | 2034-09-20      | Fixed         | 4.94%                 | 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      | $7947.62        | 0.00%             |  |  |  | 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      | $97021.19       | 0.00%             | 2053-04-15      | Variable      | 0.97%                 | No            |                  2 | On Loan: No      |
| Severn Trent Utilities Finance plc                                        | Severn Trent Utilities Finance plc                                                                                                                  | CUSIP: N/A<br>LEI: 213800KY9PT6WBH33232       | Long             | DBT              | CORP              | GB        |      6180000 | PA      | $6944880.86     | 0.02%             | 2040-01-29      | 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      | $6782.11        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SS&C Technologies, Inc.                                                   | SS&C Technologies, Inc.                                                                                                                             | CUSIP: 78466CAD8<br>LEI: 549300KY09TR3J12JU49 | Long             | DBT              | CORP              | US        |       357000 | PA      | $357012.14      | 0.00%             | 2032-06-01      | Fixed         | 6.50%                 | 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      | $2100137.72     | 0.00%             | 2056-05-25      | Variable      | 3.61%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                          | Deutsche Bank AG                                                                                                                                    | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | DBT              | CORP              | DE        |      3000000 | PA      | $3590093.22     | 0.01%             | 2031-10-30      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| Mila BV                                                                   | Mila BV, Series 2025-1, Class C                                                                                                                     | CUSIP: N/A<br>LEI: 72450098VTA940FX5997       | Long             | ABS-O            | CORP              | NL        |       300000 | PA      | $346454.02      | 0.00%             | 2042-10-12      | Floating      | 3.04%                 | 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        |        86600 | PA      | $75469.23       | 0.00%             | 2035-01-25      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    191555614 | PA      | $-1162474.89    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Vail Resorts, Inc.                                                        | Vail Resorts, Inc.                                                                                                                                  | CUSIP: 91879QAP4<br>LEI: 529900PSZHRNU9HKH870 | Long             | DBT              | CORP              | US        |      1008000 | PA      | $1019360.16     | 0.00%             | 2032-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Nebius Group NV                                                           | Nebius Group NV                                                                                                                                     | CUSIP: 63954QAL0<br>LEI: 549300GGZHJ5Q1B18P93 | Long             | DBT              | CORP              | NL        |      6948000 | PA      | $6476230.80     | 0.01%             | 2033-03-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| NCL Corp. Ltd.                                                            | NCL Corp. Ltd.                                                                                                                                      | CUSIP: 62886HBR1<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |      4098000 | PA      | $4066907.24     | 0.01%             | 2032-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Romania                                                                   | Romania Government Bond                                                                                                                             | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |       722000 | PA      | $633879.90      | 0.00%             | 2031-02-14      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Lebanese Republic                                                         | Lebanese Republic                                                                                                                                   | CUSIP: N/A<br>LEI: 529900QPC4K9S1KHL354       | Long             | DBT              | NUSS              | LB        |      9270000 | PA      | $2183085.00     | 0.00%             | 2024-11-04      | Fixed         | 6.25%                 | 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      |
| N/A                                                                       | QUALCOMM, Inc.                                                                                                                                      | CUSIP: 747525103<br>LEI: N/A                  | N/A              | DE               |  | US        |        -6900 | NS      | $-11726.55      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Rossini SARL                                                              | Rossini SARL                                                                                                                                        | CUSIP: N/A<br>LEI: 549300EC5JCCW6F83R11       | Long             | DBT              | CORP              | LU        |      2093339 | PA      | $2426036.28     | 0.01%             | 2029-12-31      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| United Parcel Service, Inc.                                               | United Parcel Service, Inc.                                                                                                                         | CUSIP: 911312CE4<br>LEI: D01LMJZU09ULLNCY6Z23 | Short            | DBT              | CORP              | US        |     -1000000 | PA      | $-954021.32     | -0.00%            | 2054-05-22      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Partners LP                                               | Cheniere Energy Partners LP                                                                                                                         | CUSIP: 16411QAK7<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |     13765000 | PA      | $13213361.02    | 0.03%             | 2031-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PRPM Trust                                                                | PRPM Trust, Series 2025-NQM6, Class A1LC                                                                                                            | CUSIP: 69383RAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       634027 | PA      | $631586.50      | 0.00%             | 2070-12-25      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      1975000 | PA      | $-1339.62       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  35725000000 | PA      | $656669.04      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-12635.75      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-41706.50      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | USD Currency                                                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CH        |     75918500 | PA      | $327574.38      | 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        |      1869134 | PA      | $1786425.15     | 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        |     10728029 | PA      | $7177051.40     | 0.02%             | 2041-07-09      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                                         | Barclays Bank plc                                                                                                                                   | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | RA               | CORP              | GB        |       102500 | PA      | $102500.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BRCK Trust                                                                | BRCK Trust, Series 2025-830B, Class E                                                                                                               | CUSIP: 10635AAL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6797000 | PA      | $6936311.04     | 0.02%             | 2042-12-10      | Variable      | 6.78%                 | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                                           | Danske Bank A/S                                                                                                                                     | CUSIP: N/A<br>LEI: MAES062Z21O4RZ2U7M96       | Long             | DBT              | CORP              | DK        |     17315000 | PA      | $22437311.56    | 0.05%             | 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        |      6006093 | PA      | $6019451.13     | 0.01%             | 2032-08-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                                                  | CUSIP: 3140W4V95<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1043148 | PA      | $1033696.10     | 0.00%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | FR        |     10000000 | PA      | $-12321.77      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MF1 LLC                                                                   | MF1 Multifamily Housing Mortgage Loan Trust, Series 2025-FL20, Class A                                                                              | CUSIP: 59319CAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     13754000 | PA      | $13716765.17    | 0.03%             | 2043-02-18      | Floating      | 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      | $97994.32       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    163749923 | PA      | $12579.35       | 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      | $2100748.65     | 0.00%             | 2038-01-05      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| Silver Point Euro CLO DAC                                                 | Silver Point Euro CLO DAC, Series 1A, Class C                                                                                                       | CUSIP: N/A<br>LEI: 254900E59SU5T0V8CI79       | Long             | ABS-CBDO         | CORP              | IE        |      2500000 | PA      | $2892094.15     | 0.01%             | 2039-01-15      | Floating      | 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      | $1610320.91     | 0.00%             |  |  |  | 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        |       974887 | PA      | $976719.41      | 0.00%             | 2029-06-22      | Variable      | 7.20%                 | 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      | $4399621.17     | 0.01%             | 2029-08-15      | Floating      | 7.51%                 | 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        |      3624511 | PA      | $3623548.30     | 0.01%             | 2053-05-25      | Variable      | 6.22%                 | No            |                  2 | On Loan: No      |
| Canyon Capital CLO Ltd.                                                   | Canyon Capital CLO Ltd., Series 2016-2A, Class BR                                                                                                   | CUSIP: 13876VAN5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      5000000 | PA      | $4997641.00     | 0.01%             | 2031-10-15      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| JetBlue Airways Corp.                                                     | JetBlue Airways Corp.                                                                                                                               | CUSIP: 476920AA1<br>LEI: 54930070J9H97ZO93T57 | Long             | DBT              | CORP              | US        |      1855000 | PA      | $1753083.22     | 0.00%             | 2031-09-20      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| Intrum Investments & Financing AB                                         | Intrum Investments & Financing AB                                                                                                                   | CUSIP: N/A<br>LEI: 984500D7B1EFD7460452       | Long             | DBT              | CORP              | SE        |     14560164 | PA      | $16730442.55    | 0.04%             | 2027-09-11      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Park River Holdings, Inc.                                                 | Park River Holdings, Inc.                                                                                                                           | CUSIP: 70082LAD9<br>LEI: 254900PGY077KWCROT75 | Long             | DBT              | CORP              | US        |      4205000 | PA      | $3872944.61     | 0.01%             | 2030-12-31      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Asustek Computer, Inc.                                                    | Asustek Computer, Inc.                                                                                                                              | CUSIP: N/A<br>LEI: 254900B3WB4OGRB7HM13       | Long             | EC               | CORP              | TW        |        18880 | NS      | $331595.36      | 0.00%             |  |  |  | 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        |     33989507 | PA      | $34268682.90    | 0.07%             | 2054-06-25      | Floating      | 4.86%                 | 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      | $6502921.88     | 0.01%             | 2041-08-15      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $159018.79      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| China Ruyi Holdings Ltd.                                                  | China Ruyi Holdings Ltd.                                                                                                                            | CUSIP: N/A<br>LEI: 984500976440498D1C06       | Long             | DBT              | CORP              | BM        |     32000000 | PA      | $3893281.64     | 0.01%             | 2027-01-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Kingdom of Bahrain                                                        | Kingdom of Bahrain                                                                                                                                  | CUSIP: N/A<br>LEI: 549300RODM1WN85LFQ95       | Long             | DBT              | NUSS              | BH        |       530000 | PA      | $476403.75      | 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        |      4501000 | PA      | $4600274.06     | 0.01%             | 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      | $9479272.01     | 0.02%             | 2030-07-17      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | NASDAQ 100 E-Mini Index                                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |           55 | NC      | $64075.00       | 0.00%             |  |  |  | No            |                  1 | 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      | $3002418.60     | 0.01%             | 2038-07-20      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Tyler Technologies, Inc.                                                                                                                            | CUSIP: 902252105<br>LEI: N/A                  | N/A              | DE               |  | US        |         3600 | NS      | $-22548.32      | -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        |       285823 | NS      | $3907582.70     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Sekisui Chemical Co. Ltd.                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -78600 | NS      | $-52583.06      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Beach Acquisition Bidco LLC                                               | Beach Acquisition Bidco LLC                                                                                                                         | CUSIP: N/A<br>LEI: 254900F2FNX3GBTB6202       | Long             | DBT              | CORP              | US        |      1844000 | PA      | $2044196.22     | 0.00%             | 2032-07-15      | 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      | $-6942.54       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Albertsons Cos., Inc.                                                     | Albertsons Cos., Inc.                                                                                                                               | CUSIP: 01309QAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1920000 | PA      | $1898250.24     | 0.00%             | 2031-03-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Arini European CLO V DAC                                                  | Arini European CLO V DAC, Series 5X, Class A                                                                                                        | CUSIP: N/A<br>LEI: 635400HVHHJPCXB66K47       | Long             | ABS-CBDO         | CORP              | IE        |      8510000 | PA      | $9806356.61     | 0.02%             | 2039-01-15      | Floating      | 3.22%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |      6560000 | PA      | $34427.91       | 0.00%             |  |  |  | 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        |      5230000 | PA      | $5214519.20     | 0.01%             | 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        |      5587670 | PA      | $5034085.58     | 0.01%             | 2037-12-25      | Floating      | 6.04%                 | No            |                  2 | On Loan: No      |
| SC Germany SA Compartment Consumer                                        | SC Germany SA Compartment Consumer, Series 2025-2, Class C                                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | LU        |      1800000 | PA      | $2081100.06     | 0.00%             | 2038-12-15      | Floating      | 3.09%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                                              | Barclays Mortgage Loan Trust, Series 2024-NQM4, Class SA                                                                                            | CUSIP: 06745KAH5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        11221 | PA      | $8685.04        | 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        |      3014799 | PA      | $1380777.94     | 0.00%             | 2035-02-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                                 | Vistra Operations Co. LLC                                                                                                                           | CUSIP: 92840VAW2<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |      7937000 | PA      | $7707790.55     | 0.02%             | 2035-10-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       160000 | PA      | $-82.37         | -0.00%            |  |  |  | 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      | $347586.46      | 0.00%             | 2033-03-15      | Floating      | 7.35%                 | No            |                  2 | On Loan: No      |
| Marathon Petroleum Corp.                                                  | Marathon Petroleum Corp.                                                                                                                            | CUSIP: 56585A102<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | EC               | CORP              | US        |        37059 | NS      | $9049066.62     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| VZ Vendor Financing II BV                                                 | VZ Vendor Financing II BV                                                                                                                           | CUSIP: N/A<br>LEI: 724500DRKUUR3GFOSK76       | Long             | DBT              | CORP              | NL        |      4755000 | PA      | $5008405.25     | 0.01%             | 2029-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Cleveland-Cliffs, Inc.                                                    | Cleveland-Cliffs, Inc.                                                                                                                              | CUSIP: 18589GAA3<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |      3742000 | PA      | $3655812.91     | 0.01%             | 2034-01-15      | Fixed         | 7.62%                 | 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        |     10196536 | PA      | $101.97         | 0.00%             | 2048-03-15      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| Republic of Poland                                                        | Republic of Poland                                                                                                                                  | CUSIP: N/A<br>LEI: 259400R9L8QEP0TPXS31       | Long             | DBT              | NUSS              | PL        |    301803000 | PA      | $76127575.06    | 0.16%             | 2035-10-25      | Fixed         | 5.00%                 | 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      | $4531003.56     | 0.01%             | 2033-12-10      | Variable      | 6.58%                 | 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        |       865928 | PA      | $866083.61      | 0.00%             | 2032-02-19      | Variable      | 6.67%                 | 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        |      2880704 | PA      | $3728758.54     | 0.01%             | 2040-10-13      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Lendingclub Rated Notes Issuer Trust                                      | Lendingclub Rated Notes Issuer Trust, Series 2026-P1, Class D                                                                                       | CUSIP: 52611WAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       524448 | PA      | $489594.99      | 0.00%             | 2037-08-15      | Fixed         | 1.15%                 | No            |                  3 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       575421 | PA      | $30661.45       | 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      | $-6317382.41    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Ballyrock CLO 20 Ltd.                                                     | Ballyrock CLO 20 Ltd., Series 2022-20A, Class C1R3                                                                                                  | CUSIP: 05876CBN2<br>LEI: 254900WX8CA21F2QI356 | Long             | ABS-CBDO         | CORP              | KY        |      1500000 | PA      | $1481371.50     | 0.00%             | 2036-10-15      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| Cyprium Corp.                                                             | Cyprium Corp.                                                                                                                                       | CUSIP: 23292NAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       456000 | PA      | $442612.76      | 0.00%             | 2034-04-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Rogers Communications, Inc.                                               | Rogers Communications, Inc., Series NC5                                                                                                             | CUSIP: 775109DG3<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |      1825000 | PA      | $1832188.68     | 0.00%             | 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      | $1358444.46     | 0.00%             | 2055-02-25      | Fixed         | 10.15%                | No            |                  2 | On Loan: No      |
| A10 Issuer LLC                                                            | A10 Issuer LLC, Series 2025-FL6, Class A                                                                                                            | CUSIP: 00028AAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      5888000 | PA      | $5885406.92     | 0.01%             | 2042-05-15      | Floating      | 5.14%                 | 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      | $2058210.00     | 0.00%             | 2034-04-15      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| Post CLO Ltd.                                                             | Post CLO Ltd., Series 2023-1A, Class A1R                                                                                                            | CUSIP: 73743CAL6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      3090000 | PA      | $3090810.82     | 0.01%             | 2038-10-20      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| Trestles CLO VIII Ltd.                                                    | Trestles CLO VIII Ltd., Series 2025-8A, Class A1                                                                                                    | CUSIP: 89533DAC4<br>LEI: 2549002BMO2L1UMJWE02 | Long             | ABS-CBDO         | CORP              | KY        |     11510000 | PA      | $11507269.83    | 0.02%             | 2035-06-11      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Standard Bank Group Ltd.                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -91500 | NS      | $-4200.45       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    107335376 | PA      | $170104.28      | 0.00%             |  |  |  | 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      | $19914006.87    | 0.04%             | 2033-10-13      | Variable      | 7.93%                 | No            |                  2 | On Loan: No      |
| Asset-Backed European Securitisation Transaction Twenty-Four Srl          | Asset-Backed European Securitisation Transaction Twenty-Four SRL, Series 2024-R, Class D                                                            | CUSIP: N/A<br>LEI: 8156003524A4F7B21C64       | Long             | ABS-O            | CORP              | IT        |      1207000 | PA      | $1403587.64     | 0.00%             | 2040-08-16      | Floating      | 3.54%                 | No            |                  2 | On Loan: No      |
| Silver Point CLO 6 Ltd.                                                   | Silver Point CLO 6 Ltd., Series 2024-6A, Class A1                                                                                                   | CUSIP: 82808MAA1<br>LEI: 254900RSFBN3VCGBVP05 | Long             | ABS-CBDO         | CORP              | KY        |      8750000 | PA      | $8757613.38     | 0.02%             | 2037-10-15      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| OHA Credit Funding 10-R Ltd.                                              | OHA Credit Funding 10-R Ltd., Series 2021-10RA, Class A1                                                                                            | CUSIP: 67121RAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      6750000 | PA      | $6743250.00     | 0.01%             | 2037-07-18      | Floating      | 4.93%                 | 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      | $2049361.79     | 0.00%             | 2037-11-15      | Floating      | 5.18%                 | 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        |       534026 | PA      | $477285.74      | 0.00%             | 2038-02-15      | Variable      | 3.60%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    139689346 | PA      | $-1247257.13    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                                                  | CUSIP: 31418EPC8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       894010 | PA      | $886047.58      | 0.00%             | 2053-02-01      | 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      | $1297517.75     | 0.00%             |  |  |  | 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      | $8409235.63     | 0.02%             | 2037-10-15      | Floating      | 6.77%                 | No            |                  2 | On Loan: No      |
| Sabre GLBL, Inc.                                                          | Sabre GLBL, Inc.                                                                                                                                    | CUSIP: 78573NAL6<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |      5427000 | PA      | $4635987.62     | 0.01%             | 2029-11-15      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| N/A                                                                       | Incyte Corp.                                                                                                                                        | CUSIP: 45337C102<br>LEI: N/A                  | N/A              | DE               |  | US        |        11600 | NS      | $42604.80       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |      6101000 | PA      | $2733.88        | 0.00%             |  |  |  | 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        |      1112320 | PA      | $1284061.04     | 0.00%             | 2033-08-17      | Floating      | 3.05%                 | 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        |     30035398 | PA      | $1736049.01     | 0.00%             | 2053-12-12      | Variable      | 1.65%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Quanta Services, Inc.                                                                                                                               | CUSIP: 74762E102<br>LEI: N/A                  | N/A              | DE               |  | US        |        -1600 | NS      | $29488.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Armada Euro CLO VII DAC                                                   | Armada Euro CLO VII DAC, Series 7A, Class C                                                                                                         | CUSIP: N/A<br>LEI: 254900X3N0A6IK91HI28       | Long             | ABS-CBDO         | CORP              | IE        |      3750000 | PA      | $4300502.76     | 0.01%             | 2039-04-15      | Floating      | 4.17%                 | No            |                  2 | On Loan: No      |
| Anticimex Global AB                                                       | Anticimex Global AB, 1st Lien Term Loan B9                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | SE        |      1350000 | PA      | $1555529.06     | 0.00%             | 2031-11-17      | Variable      | 5.16%                 | 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        |     97037167 | PA      | $2975033.40     | 0.01%             | 2065-01-25      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Sunrise Spv 98 Srl                                                        | Sunrise Spv 98 Srl, Series 2026-1, Class E                                                                                                          | CUSIP: N/A<br>LEI: 81560036AE47FD868675       | Long             | ABS-O            | CORP              | IT        |      3234000 | PA      | $3738202.07     | 0.01%             | 2051-04-27      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    115931050 | PA      | $610787.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RAD CLO 26 Ltd.                                                           | Rad CLO 26 Ltd., Series 2024-26A, Class D2                                                                                                          | CUSIP: 75009VAL8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1000000 | PA      | $961084.40      | 0.00%             | 2037-10-20      | Floating      | 7.92%                 | 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      | $250723.48      | 0.00%             | 2037-07-20      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Republic of Ecuador                                                       | Republic of Ecuador                                                                                                                                 | CUSIP: 27927WAR3<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |      1005000 | PA      | $985905.00      | 0.00%             | 2039-01-29      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd.                                                    | Palmer Square CLO Ltd., Series 2025-4A, Class A                                                                                                     | CUSIP: 696916AA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      3750000 | PA      | $3749545.13     | 0.01%             | 2038-10-20      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| Open Text Corp.                                                           | Open Text Corp.                                                                                                                                     | CUSIP: 683715AD8<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |      3747000 | PA      | $3348523.04     | 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        |      1626936 | PA      | $1382153.19     | 0.00%             | 2036-03-27      | Variable      | 3.86%                 | 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      | $500194.10      | 0.00%             | 2037-10-20      | Floating      | 5.00%                 | 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      | $13937508.01    | 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        |         9600 | NS      | $-37534.33      | -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        |        33674 | PA      | $33647.95       | 0.00%             | 2031-04-25      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| Sage AR Funding                                                           | Sage AR Funding, Series 2025-1X, Class A2                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | CORP              | GB        |     11069970 | PA      | $14643347.73    | 0.03%             | 2037-05-17      | Floating      | 5.04%                 | 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        |     16708000 | PA      | $16708000.00    | 0.04%             | 2041-05-15      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| Celanese US Holdings LLC                                                  | Celanese US Holdings LLC                                                                                                                            | CUSIP: 15089QAY0<br>LEI: CD30XVRLT4QO00B1C706 | Short            | DBT              | CORP              | US        |      -400000 | PA      | $-426694.40     | -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      | $1321560.44     | 0.00%             | 2070-01-27      | Floating      | 7.11%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |      3455000 | PA      | $22656.83       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United States of America                                                  | U.S. Treasury Notes                                                                                                                                 | CUSIP: 91282CPT2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    260000000 | PA      | $257785938.80   | 0.56%             | 2029-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Macquarie Bank Ltd.                                                       | Macquarie Bank Ltd.                                                                                                                                 | CUSIP: N/A<br>LEI: 4ZHCHI4KYZG2WVRT8631       | Long             | DBT              | CORP              | AU        |     19950000 | PA      | $13629059.79    | 0.03%             | 2036-08-20      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp. | Uniform Mortgage-Backed Securities                                                                                                                  | CUSIP: 01F022642<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1251235093 | PA      | $1051819500.05  | 2.28%             | 2056-04-25      | Fixed         | 2.50%                 | 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      | $310382.73      | 0.00%             | 2037-10-25      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     17866985 | PA      | $47812.04       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $119322.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICICI Bank Ltd.                                                           | ICICI Bank Ltd.                                                                                                                                     | CUSIP: N/A<br>LEI: R7RX8ER1V4666J8D1I38       | Long             | EC               | CORP              | IN        |        10563 | NS      | $135599.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Russell 2000 E-Mini Index                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         -574 | NC      | $29231.55       | 0.00%             |  |  |  | No            |                  1 | 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        |     14759000 | PA      | $18275466.89    | 0.04%             | 2029-01-31      | Fixed         | 4.00%                 | 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      | $5560979.66     | 0.01%             | 2045-08-15      | Fixed         | 3.00%                 | 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        |     17091209 | PA      | $6697195.34     | 0.01%             | 2036-08-25      | Floating      | 4.11%                 | 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      | $5265711.13     | 0.01%             | 2031-08-20      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| Republic of Cote d'Ivoire                                                 | Republic of Cote d'Ivoire                                                                                                                           | CUSIP: 221625AV8<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |      1039000 | PA      | $1055714.50     | 0.00%             | 2036-04-01      | Fixed         | 8.07%                 | 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        |     17447000 | PA      | $17134420.28    | 0.04%             | 2031-07-10      | Fixed         | 6.50%                 | 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      | $4189169.04     | 0.01%             | 2035-01-22      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                                              | Barclays Mortgage Loan Trust, Series 2025-NQM3, Class A1                                                                                            | CUSIP: 06745VAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     17258880 | PA      | $17329703.14    | 0.04%             | 2065-05-25      | Variable      | 5.64%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                | Verus Securitization Trust, Series 2021-8, Class A1                                                                                                 | CUSIP: 92538GAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4154139 | PA      | $3803468.31     | 0.01%             | 2066-11-25      | Variable      | 2.82%                 | No            |                  2 | On Loan: No      |
| Magnera Corp.                                                             | Magnera Corp.                                                                                                                                       | CUSIP: 55939AAA5<br>LEI: 549300LDQLQBT38QDY28 | Long             | DBT              | CORP              | US        |      3813000 | PA      | $3529312.80     | 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        |       259663 | PA      | $299478.62      | 0.00%             | 2041-09-16      | Floating      | 2.89%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Campbell's Company (The)                                                                                                                            | CUSIP: 134429109<br>LEI: N/A                  | N/A              | DE               |  | US        |      -121900 | NS      | $-111710.08     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | LVMH Moet Hennessy Louis Vuitton SE                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         4300 | NS      | $-84589.83      | -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      | $3204676.42     | 0.01%             | 2034-09-11      | 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      | $-1180.72       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Level 3 Financing, Inc.                                                   | Level 3 Financing, Inc.                                                                                                                             | CUSIP: 527298CQ4<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     11595000 | PA      | $12098358.78    | 0.03%             | 2036-01-15      | Fixed         | 8.50%                 | 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      | $2132287.59     | 0.00%             | 2039-12-05      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Lojas Renner SA                                                           | Lojas Renner SA                                                                                                                                     | CUSIP: N/A<br>LEI: 52990032N7OAAM138D78       | Long             | EC               | CORP              | BR        |       308363 | NS      | $885229.84      | 0.00%             |  |  |  | No            |                  1 | 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      | $3023145.65     | 0.01%             | 2038-11-20      | Fixed         | 6.36%                 | No            |                  2 | On Loan: No      |
| Rockford Tower CLO Ltd.                                                   | Rockford Tower CLO Ltd., Series 2018-2A, Class D                                                                                                    | CUSIP: 77342KAG5<br>LEI: 5493001SZ764RMCNU069 | Long             | ABS-CBDO         | CORP              | KY        |      1000000 | PA      | $1003887.50     | 0.00%             | 2031-10-20      | Floating      | 7.03%                 | No            |                  2 | On Loan: No      |
| PRPM Trust                                                                | PRPM Trust, Series 2025-NQM6, Class A1                                                                                                              | CUSIP: 69383RAF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     12487339 | PA      | $12404708.11    | 0.03%             | 2070-12-25      | Variable      | 4.99%                 | No            |                  2 | On Loan: No      |
| DK Trust                                                                  | DK Trust, Series 2025-LXP, Class D                                                                                                                  | CUSIP: 23292LAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3294000 | PA      | $3294000.00     | 0.01%             | 2037-08-15      | Floating      | 6.57%                 | 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      | $1576265.40     | 0.00%             | 2040-04-13      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    111428700 | PA      | $25158569.20    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Cleveland-Cliffs, Inc.                                                    | Cleveland-Cliffs, Inc.                                                                                                                              | CUSIP: 185899AP6<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |      2217000 | PA      | $2145063.45     | 0.00%             | 2032-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| DaVita, Inc.                                                              | DaVita, Inc.                                                                                                                                        | CUSIP: 23918KAS7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |      4554000 | PA      | $4378740.22     | 0.01%             | 2030-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment, Inc.                                               | Caesars Entertainment, Inc.                                                                                                                         | CUSIP: 12769GAD2<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |      2545000 | PA      | $2341422.45     | 0.01%             | 2032-10-15      | Fixed         | 6.00%                 | 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      | $3586516.20     | 0.01%             | 2041-08-10      | Variable      | 6.97%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     11175306 | PA      | $66387.42       | 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      | $407936.09      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    189891983 | PA      | $-490526.45     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INT Commercial Mortgage Trust                                             | INT Commercial Mortgage Trust, Series 2025-PLAZA, Class A                                                                                           | CUSIP: 44989YAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3698000 | PA      | $3685602.82     | 0.01%             | 2037-11-05      | Variable      | 4.55%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd.                                                         | CIFC Funding Ltd., Series 2019-2A, Class A1RR                                                                                                       | CUSIP: 12554ABA9<br>LEI: 254900JI8OLAMXS6KW67 | Long             | ABS-CBDO         | CORP              | KY        |      6000000 | PA      | $5993938.20     | 0.01%             | 2038-10-17      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC                                                          | CCO Holdings LLC                                                                                                                                    | CUSIP: 1248EPCN1<br>LEI: N/A                  | Short            | DBT              | CORP              | US        |     -3951000 | PA      | $-3529311.55    | -0.01%            | 2032-05-01      | 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      | $715786.46      | 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      | $-1095.68       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Dowson plc                                                                | Dowson plc, Series 2025-1, Class D                                                                                                                  | CUSIP: N/A<br>LEI: 635400KCWWV87X81YE49       | Long             | ABS-O            | CORP              | GB        |       983368 | PA      | $1302355.48     | 0.00%             | 2032-12-20      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  66119079945 | PA      | $565521.89      | 0.00%             |  |  |  | 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      | $1505834.70     | 0.00%             | 2063-09-25      | Variable      | 7.97%                 | 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      | $5916177.88     | 0.01%             | 2061-10-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ESR Asset Management Ltd.                                                 | ESR Asset Management Ltd.                                                                                                                           | CUSIP: N/A<br>LEI: 9845006E1088FAEFC677       | Long             | DBT              | CORP              | BM        |      4250000 | PA      | $3216891.31     | 0.01%             | 2026-09-14      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| Heathrow Finance plc                                                      | Heathrow Finance plc                                                                                                                                | CUSIP: N/A<br>LEI: 549300F740QSGMPHQJ60       | Long             | DBT              | CORP              | GB        |      4955000 | PA      | $6432147.81     | 0.01%             | 2027-03-01      | Variable      | 3.88%                 | 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      | $48532.57       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Celestial Dynasty Ltd.                                                    | Celestial Dynasty Ltd.                                                                                                                              | CUSIP: N/A<br>LEI: 254900A85ZVOMCLC2410       | Long             | DBT              | CORP              | VG        |       364000 | PA      | $358995.00      | 0.00%             | 2028-08-22      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      1480000 | PA      | $-24161.32      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                                         | Barclays Bank plc                                                                                                                                   | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | RA               | CORP              | GB        |       359764 | PA      | $359764.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    400985802 | PA      | $-20318571.91   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                                                  | CUSIP: 3140QSFU0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1018483 | PA      | $1009307.55     | 0.00%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Silver Point Euro CLO DAC                                                 | Silver Point Euro CLO DAC, Series 1X, Class D                                                                                                       | CUSIP: N/A<br>LEI: 254900E59SU5T0V8CI79       | Long             | ABS-CBDO         | CORP              | IE        |      1187000 | PA      | $1361918.98     | 0.00%             | 2039-01-15      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| iHeartCommunications, Inc.                                                | iHeartCommunications, Inc.                                                                                                                          | CUSIP: 45174HBM8<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |      3070000 | PA      | $2444184.74     | 0.01%             | 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        |      1517000 | PA      | $761395.29      | 0.00%             | 2037-08-25      | Floating      | 3.97%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-133007.77     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Iron Mountain, Inc.                                                       | Iron Mountain, Inc.                                                                                                                                 | CUSIP: 46284VAJ0<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |      4719000 | PA      | $4584778.19     | 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        |      1255883 | PA      | $1228291.33     | 0.00%             | 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      | $294342.10      | 0.00%             | 2030-07-01      | Variable      | 7.17%                 | No            |                  2 | On Loan: No      |
| Republic of Angola                                                        | Republic of Angola                                                                                                                                  | CUSIP: N/A<br>LEI: 549300QHR2R3J8JSGK83       | Long             | DBT              | NUSS              | AO        |      1055000 | PA      | $1023877.50     | 0.00%             | 2032-04-14      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    740000000 | PA      | $-39487.48      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Cervantes Bidco SL                                                        | Cervantes Bidco SL, Facility 1st Lien Term Loan B2                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | ES        |      2853998 | PA      | $3283124.32     | 0.01%             | 2031-12-03      | Variable      | 5.02%                 | 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      | $22254111.15    | 0.05%             | 2042-02-15      | Floating      | 5.52%                 | 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        |      1004000 | PA      | $890989.65      | 0.00%             | 2030-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                   | BPCE SA                                                                                                                                             | CUSIP: N/A<br>LEI: 9695005MSX1OYEMGDF46       | Long             | DBT              | CORP              | FR        |       400000 | PA      | $472084.46      | 0.00%             | 2033-01-13      | 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      | $47.18          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Flatiron CLO 24 Ltd.                                                      | Flatiron CLO 24 Ltd., Series 2023-2A, Class D1R                                                                                                     | CUSIP: 33882CAU1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1500000 | PA      | $1448163.00     | 0.00%             | 2039-01-15      | Floating      | 5.94%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Swedish Orphan Biovitrum AB                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |       -34800 | NS      | $-136065.35     | -0.00%            |  |  |  | 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      | $2114962.47     | 0.00%             | 2174-10-07      | 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      | $-7703.21       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | USD Currency                                                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |    -37548500 | PA      | $-5994.32       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CSTL Commercial Mortgage Trust                                            | CSTL Commercial Mortgage Trust, Series 2025-GATE2, Class D                                                                                          | CUSIP: 12676JAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4680000 | PA      | $4601314.69     | 0.01%             | 2042-11-10      | Variable      | 5.63%                 | No            |                  2 | On Loan: No      |
| BWAY Mortgage Trust                                                       | BWAY Mortgage Trust, Series 2013-1515, Class C                                                                                                      | CUSIP: 05604FAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2325000 | PA      | $2125466.64     | 0.00%             | 2033-03-10      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Voltronic Power Technology Corp.                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        60000 | NS      | $-67352.49      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Victory Street CLO II DAC                                                 | Victory Street CLO II DAC, Series 2X, Class D                                                                                                       | CUSIP: N/A<br>LEI: 635400ZBAAJJTSW7YN78       | Long             | ABS-CBDO         | CORP              | IE        |      3970000 | PA      | $4551800.87     | 0.01%             | 2039-01-15      | Floating      | 5.20%                 | 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      | $11219017.46    | 0.02%             | 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        |      5326000 | PA      | $5428731.08     | 0.01%             | 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        |       250000 | PA      | $215469.08      | 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      | $6957921.89     | 0.02%             | 2046-04-25      | Floating      | 4.82%                 | 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      | $1258911.73     | 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        |      1155000 | PA      | $1061976.30     | 0.00%             | 2053-04-04      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WBI Operating LLC                                                         | WBI Operating LLC                                                                                                                                   | CUSIP: 92944BAA9<br>LEI: 254900POBWB4RX0ODY78 | Long             | DBT              | CORP              | US        |      1174000 | PA      | $1180997.04     | 0.00%             | 2030-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust                                    | Velocity Commercial Capital Loan Trust, Series 2025-P2, Class M3                                                                                    | CUSIP: 92262XAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3279014 | PA      | $3244909.73     | 0.01%             | 2055-10-25      | Variable      | 6.85%                 | 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      | $13108797.00    | 0.03%             | 2031-12-20      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Kaman Corp.                                                               | Kaman Corp., 1st Lien Term Loan                                                                                                                     | CUSIP: 48354VAM4<br>LEI: 5493003YK076OLTEQF95 | Long             | LON              | CORP              | US        |      8716833 | PA      | $8715176.95     | 0.02%             | 2032-02-26      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     32127409 | PA      | $-24132.44      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Hungary                                                                   | Hungary Government Bond                                                                                                                             | CUSIP: 445545AX4<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |       679000 | PA      | $690257.82      | 0.00%             | 2055-09-23      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Peak RE Bvi Holding Ltd.                                                  | Peak RE Bvi Holding Ltd.                                                                                                                            | CUSIP: N/A<br>LEI: 549300KB2UHI8ALPSD62       | Long             | DBT              | CORP              | VG        |      6380000 | PA      | $6236450.00     | 0.01%             | 2030-11-05      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| Banco BPM SpA                                                             | Banco BPM SpA                                                                                                                                       | CUSIP: N/A<br>LEI: 815600E4E6DCD2D25E30       | Long             | DBT              | CORP              | IT        |     37420000 | PA      | $42072505.78    | 0.09%             | 2032-02-25      | 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      | $19.30          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sonder Holdings, Inc.                                                     | Sonder Holdings, Inc.                                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |     43251916 | PA      | $4.33           | 0.00%             | 2027-12-10      | Fixed         | 7.00%                 | No            |                  3 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     66166734 | PA      | $9538.01        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Romania                                                                   | Romania Government Bond                                                                                                                             | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |      3428000 | PA      | $3004453.46     | 0.01%             | 2032-03-27      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Comstock Resources, Inc.                                                  | Comstock Resources, Inc.                                                                                                                            | CUSIP: 205768AT1<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |       746000 | PA      | $721806.70      | 0.00%             | 2030-01-15      | Fixed         | 5.88%                 | 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      | $1641580.94     | 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        |       100000 | PA      | $99457.04       | 0.00%             | 2028-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SoftBank Group Corp.                                                      | SoftBank Group Corp.                                                                                                                                | CUSIP: N/A<br>LEI: 5493003BZYYYCDIO0R13       | Long             | DBT              | CORP              | JP        |      3000000 | PA      | $2881500.84     | 0.01%             | 2032-07-10      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   1649557000 | PA      | $303055.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    268512222 | PA      | $-6168425.91    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Mauser Packaging Solutions Holding Co.                                    | Mauser Packaging Solutions Holding Co.                                                                                                              | CUSIP: 57763RAF4<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |      7299000 | PA      | $6781995.77     | 0.01%             | 2030-04-15      | Fixed         | 9.25%                 | 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      | $2112373.09     | 0.00%             | 2038-01-23      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    168525198 | PA      | $-1891557.30    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Hershey Co. (The)                                                         | Hershey Co. (The)                                                                                                                                   | CUSIP: 427866108<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | EC               | CORP              | US        |         1357 | NS      | $282106.73      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  40018787033 | PA      | $786542.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   3417412563 | PA      | $153109.20      | 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      | $2735492.65     | 0.01%             | 2055-07-25      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| GreenSky Home Improvement Issuer Trust                                    | GreenSky Home Improvement Issuer Trust, Series 2025-2A, Class C                                                                                     | CUSIP: 39571VAF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3865000 | PA      | $3857962.22     | 0.01%             | 2060-06-25      | Fixed         | 5.26%                 | 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      | $1480915.78     | 0.00%             | 2039-06-13      | Variable      | 3.42%                 | 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        |       591472 | PA      | $391601.68      | 0.00%             | 2031-12-31      | Variable      | 7.92%                 | No            |                  2 | On Loan: No      |
| INEOS Finance plc                                                         | INEOS Finance plc                                                                                                                                   | CUSIP: N/A<br>LEI: 2138002D68XDR4LZCG32       | Long             | DBT              | CORP              | GB        |      9304000 | PA      | $10124516.18    | 0.02%             | 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        |      6704876 | PA      | $1785576.29     | 0.00%             | 2036-07-25      | Floating      | 4.09%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    313413241 | PA      | $968390.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CML Project Spider                                                        | Cml Project Spider, Delayed Draw 1st Lien Term Loan                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     26100000 | PA      | $26090110.71    | 0.06%             | 2029-12-06      | Variable      | 6.08%                 | No            |                  3 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      1620000 | PA      | $-143269.57     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                                                                                  | CUSIP: 3133KRVF8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        83148 | PA      | $82271.83       | 0.00%             | 2053-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Consolidated Communications LLC                                           | Consolidated Communications LLC, Series 2025-4A, Class C                                                                                            | CUSIP: 315961AE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     22500000 | PA      | $22909086.00    | 0.05%             | 2055-12-20      | Fixed         | 8.10%                 | 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        |      5563123 | PA      | $5605346.29     | 0.01%             | 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      | $5721130.16     | 0.01%             | 2041-12-10      | Variable      | 2.94%                 | 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      | $596813.16      | 0.00%             | 2062-05-20      | Floating      | 2.91%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     12103000 | PA      | $27790.82       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Aramark International Finance SARL                                        | Aramark International Finance SARL                                                                                                                  | CUSIP: N/A<br>LEI: 5493006HLPNGDDC12P30       | Long             | DBT              | CORP              | LU        |      5467000 | PA      | $6019306.68     | 0.01%             | 2033-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Wynn Macau Ltd.                                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     -1956400 | NS      | $7688.93        | 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      | $434079.42      | 0.00%             |  |  |  | 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      | $1339815.02     | 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        |       819000 | PA      | $795789.05      | 0.00%             | 2030-06-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| CNX Resources Corp.                                                       | CNX Resources Corp.                                                                                                                                 | CUSIP: 12653CAK4<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |       831000 | PA      | $853860.81      | 0.00%             | 2031-01-15      | Fixed         | 7.38%                 | 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      | $193897.63      | 0.00%             | 2039-06-12      | Fixed         | 0.92%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDSCMBX                                                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       269862 | PA      | $-73847.80      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     66111066 | PA      | $9707.10        | 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        |     10651321 | PA      | $9808056.16     | 0.02%             | 2028-09-29      | Variable      | 7.46%                 | No            |                  2 | On Loan: No      |
| Sovereign in right of New Zealand                                         | New Zealand Government Bond                                                                                                                         | CUSIP: N/A<br>LEI: 549300237GPHG2AI7C34       | Long             | DBT              | NUSS              | NZ        |     36000000 | PA      | $19877902.03    | 0.04%             | 2036-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Heathrow Funding Ltd.                                                     | Heathrow Funding Ltd.                                                                                                                               | CUSIP: N/A<br>LEI: 7TI96JO3DYEIQWZ7Z726       | Long             | DBT              | CORP              | JE        |      1910000 | PA      | $2528985.08     | 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      | $4029297.97     | 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        |       580303 | PA      | $673787.38      | 0.00%             | 2043-02-25      | Floating      | 6.44%                 | 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      | $2262453.16     | 0.00%             | 2038-01-15      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| Fondo de Titulizacion Santander Consumo 9                                 | Fondo de Titulizacion Santander Consumo 9, Series 9, Class B                                                                                        | CUSIP: N/A<br>LEI: 959800RE2YA509E01X80       | Long             | ABS-O            | CORP              | ES        |      2000000 | PA      | $2306392.34     | 0.00%             | 2040-10-25      | Floating      | 3.03%                 | 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        |      3222978 | PA      | $2764483.48     | 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        |       974949 | PA      | $974948.98      | 0.00%             | 2028-10-12      | Variable      | 7.17%                 | No            |                  3 | 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        |     12454711 | PA      | $11965034.26    | 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      | $3764365.67     | 0.01%             | 2035-07-28      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Sino Land Co. Ltd.                                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     -1106063 | NS      | $-8471.89       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deephaven Residential Mortgage Trust                                      | Deephaven Residential Mortgage Trust, Series 2025-INV1, Class A1                                                                                    | CUSIP: 24382EAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     13257868 | PA      | $13219626.66    | 0.03%             | 2060-11-25      | Variable      | 5.09%                 | 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      | $7440635.33     | 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        |      5547000 | PA      | $6210343.76     | 0.01%             | 2028-05-15      | Floating      | 6.61%                 | No            |                  2 | On Loan: No      |
| Easy Street Mortgage Loan Trust                                           | Easy Street Mortgage Loan Trust, Series 2025-RTL2, Class A1                                                                                         | CUSIP: 27786YAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4802785 | PA      | $4807851.94     | 0.01%             | 2040-10-25      | Variable      | 5.61%                 | No            |                  2 | On Loan: No      |
| Republic of Ireland                                                       | Republic of Ireland                                                                                                                                 | CUSIP: N/A<br>LEI: 549300KXBEJAOJ9OVF93       | Long             | DBT              | NUSS              | IE        |    316416590 | PA      | $351749350.38   | 0.76%             | 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        |      5798966 | PA      | $7702359.67     | 0.02%             | 2055-12-21      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| RBC Capital Markets LLC                                                   | RBC Capital Markets LLC                                                                                                                             | CUSIP: N/A<br>LEI: 549300LCO2FLSSVFFR64       | Long             | RA               | CORP              | US        |       101875 | PA      | $101875.00      | 0.00%             |  |  |  | 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      | $1446855.45     | 0.00%             | 2038-07-15      | Floating      | 7.92%                 | 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      | $1405974.55     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Altria Group, Inc.                                                                                                                                  | CUSIP: 02209S103<br>LEI: N/A                  | N/A              | DE               |  | GB        |        20400 | NS      | $32640.00       | 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        |      1370457 | PA      | $1179456.82     | 0.00%             | 2031-01-31      | Variable      | 6.42%                 | 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        |      7943880 | PA      | $7928914.76     | 0.02%             | 2039-02-15      | Floating      | 7.86%                 | No            |                  2 | On Loan: No      |
| Alpha Generation LLC                                                      | Alpha Generation LLC                                                                                                                                | CUSIP: 02073LAA9<br>LEI: 254900K5V62L4YGVKF49 | Long             | DBT              | CORP              | US        |       837000 | PA      | $849247.56      | 0.00%             | 2032-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Mortimer plc                                                              | Mortimer plc, Series 2025-1, Class D                                                                                                                | CUSIP: N/A<br>LEI: 213800PI5SCJ8WPLJX58       | Long             | ABS-MBS          | CORP              | GB        |       353000 | PA      | $467638.69      | 0.00%             | 2070-09-22      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| Heidelberg Materials AG                                                   | Heidelberg Materials AG                                                                                                                             | CUSIP: N/A<br>LEI: LZ2C6E0W5W7LQMX5ZI37       | Long             | EC               | CORP              | DE        |         4179 | NS      | $881921.50      | 0.00%             |  |  |  | No            |                  2 | 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        |      1080645 | PA      | $392397.69      | 0.00%             | 2031-09-15      | 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      | $26226.48       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fair Isaac Corp.                                                          | Fair Isaac Corp.                                                                                                                                    | CUSIP: 303250AG9<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |      1128000 | PA      | $1106817.74     | 0.00%             | 2033-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      1560000 | PA      | $-26074.63      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AMMC CLO 25 Ltd.                                                          | AMMC CLO 25 Ltd., Series 2022-25A, Class A1R2                                                                                                       | CUSIP: 00177GAY7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      4650000 | PA      | $4650055.80     | 0.01%             | 2038-10-15      | Floating      | 4.97%                 | 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        |     15450373 | PA      | $360744.59      | 0.00%             | 2052-11-10      | Variable      | 0.80%                 | No            |                  2 | On Loan: No      |
| Nanshan Life Pte. Ltd.                                                    | Nanshan Life Pte. Ltd.                                                                                                                              | CUSIP: N/A<br>LEI: 2138006QCWSN6N7E1140       | Long             | DBT              | CORP              | SG        |      4985000 | PA      | $4834253.60     | 0.01%             | 2041-03-17      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| Republic of Trinidad & Tobago                                             | Republic of Trinidad & Tobago                                                                                                                       | CUSIP: 896292AN9<br>LEI: N/A                  | Long             | DBT              | NUSS              | TT        |       701000 | PA      | $693990.00      | 0.00%             | 2036-01-28      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | EUR Currency                                                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | DE        |    -11698000 | PA      | $-287181.79     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Duke Energy Corp.                                                         | Duke Energy Corp.                                                                                                                                   | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |         2450 | NS      | $320803.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Continental Resources, Inc.                                               | Continental Resources, Inc.                                                                                                                         | CUSIP: 212015AU5<br>LEI: XXRTID9RYWOZ0UPIVR53 | Short            | DBT              | CORP              | US        |      -300000 | PA      | $-295166.26     | -0.00%            | 2026-11-15      | Fixed         | 2.27%                 | 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        |         1844 | PA      | $1843.74        | 0.00%             | 2030-10-20      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| EDP SA                                                                    | EDP SA                                                                                                                                              | CUSIP: N/A<br>LEI: 529900CLC3WDMGI9VH80       | Long             | DBT              | CORP              | PT        |      1200000 | PA      | $1431931.87     | 0.00%             | 2083-04-23      | Variable      | 5.94%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Kerry Properties Ltd.                                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       699000 | NS      | $-98674.11      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TeamSystem SpA                                                            | TeamSystem SpA                                                                                                                                      | CUSIP: N/A<br>LEI: 81560062081DF3AB7A90       | Long             | DBT              | CORP              | IT        |      1912000 | PA      | $2119165.48     | 0.00%             | 2031-07-31      | Floating      | 5.52%                 | 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        |       238530 | PA      | $233482.05      | 0.00%             | 2047-02-25      | Floating      | 7.59%                 | 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        |       972650 | PA      | $969946.23      | 0.00%             | 2028-12-21      | Variable      | 5.92%                 | 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        |      1403390 | PA      | $1333505.61     | 0.00%             | 2036-09-25      | Floating      | 4.24%                 | No            |                  2 | On Loan: No      |
| 1011778 BC ULC                                                            | 1011778 BC ULC                                                                                                                                      | CUSIP: 68245XAM1<br>LEI: 549300RHSHNRWI5LLA86 | Long             | DBT              | CORP              | CA        |      1815000 | PA      | $1705964.24     | 0.00%             | 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      | $4432541.87     | 0.01%             | 2039-11-09      | Variable      | 6.48%                 | 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      | $290292.59      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sunrise FinCo. I BV                                                       | Sunrise FinCo. I BV                                                                                                                                 | CUSIP: N/A<br>LEI: 213800MNFBDEQRS6HZ22       | Long             | DBT              | CORP              | NL        |     11781000 | PA      | $13305048.56    | 0.03%             | 2032-05-15      | 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      | $-30437.61      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Lagarino European Loan Conduit No. 40 DAC                                 | Lagarino European Loan Conduit No. 40 DAC, Series 40X, Class D                                                                                      | CUSIP: N/A<br>LEI: 984500F6BB6D4DUA7796       | Long             | ABS-MBS          | CORP              | IE        |     20159215 | PA      | $23217004.95    | 0.05%             | 2037-06-22      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                          | Deutsche Bank AG                                                                                                                                    | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | DBT              | CORP              | DE        |      1200000 | PA      | $1367988.70     | 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        |      3525838 | PA      | $3178717.82     | 0.01%             | 2036-06-25      | Floating      | 4.17%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Endeavour Mining plc                                                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        17800 | NS      | $113609.91      | 0.00%             |  |  |  | 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      | $3082790.87     | 0.01%             | 2032-07-15      | Floating      | 5.63%                 | 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      | $1369115.88     | 0.00%             | 2038-07-15      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CoStar Group, Inc.                                                                                                                                  | CUSIP: 22160N109<br>LEI: N/A                  | N/A              | DE               |  | GB        |       -32000 | NS      | $78426.34       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ashtead Capital, Inc.                                                     | Ashtead Capital, Inc.                                                                                                                               | CUSIP: 045054AL7<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |       900000 | PA      | $881445.83      | 0.00%             | 2029-11-01      | Fixed         | 4.25%                 | 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        |     25084075 | PA      | $25247758.48    | 0.05%             | 2053-07-25      | Floating      | 4.96%                 | 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        |     11593702 | PA      | $11626416.49    | 0.03%             | 2060-03-25      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corp.                                                    | Tenet Healthcare Corp.                                                                                                                              | CUSIP: 88033GDQ0<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |      2746000 | PA      | $2763854.49     | 0.01%             | 2030-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Cameco Corp.                                                              | Cameco Corp.                                                                                                                                        | CUSIP: 13321L108<br>LEI: N4BHALMXL3GMZKCUON55 | Long             | EC               | CORP              | CA        |       143870 | NS      | $15625720.70    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ADT Security Corp. (The)                                                  | ADT Security Corp. (The)                                                                                                                            | CUSIP: 00109LAB9<br>LEI: 5493009JEEDYLVRA0J13 | Long             | DBT              | CORP              | US        |       545000 | PA      | $527837.68      | 0.00%             | 2033-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Pinewood Finco plc                                                        | Pinewood Finco plc                                                                                                                                  | CUSIP: N/A<br>LEI: 984500EF3F7CA63ND769       | Long             | DBT              | CORP              | GB        |      2640000 | PA      | $3409050.12     | 0.01%             | 2030-03-27      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SG Residential Mortgage Trust                                             | SG Residential Mortgage Trust, Series 2019-3, Class B1                                                                                              | CUSIP: 78432BAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1592600 | PA      | $1522085.72     | 0.00%             | 2059-09-25      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    153727100 | PA      | $41363355.92    | 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      | $1823754.82     | 0.00%             | 2038-01-05      | Floating      | 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      | $-19165.64      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Vestis Corp.                                                              | Vestis Corp., 1st Lien Term Loan B1                                                                                                                 | CUSIP: 92550HAE3<br>LEI: 254900QDW0TA2TMFAP59 | Long             | LON              | CORP              | US        |      1045589 | PA      | $1006379.05     | 0.00%             | 2031-02-24      | Variable      | 5.92%                 | 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      | $78.73          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IDOM, Inc.                                                                | IDOM, Inc.                                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |        93100 | NS      | $747017.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Belfius Bank SA                                                           | Belfius Bank SA                                                                                                                                     | CUSIP: N/A<br>LEI: A5GWLFH3KM7YV2SFQL84       | Long             | DBT              | CORP              | BE        |     11000000 | PA      | $11741543.17    | 0.03%             | 2034-04-06      | Variable      | 1.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | OSG Corp.                                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -93800 | NS      | $-12072.69      | -0.00%            |  |  |  | No            |                  2 | 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        |      1481061 | PA      | $1459585.23     | 0.00%             | 2028-04-06      | Variable      | 7.78%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | State Street SPDR S&P 500 ETF Trust                                                                                                                 | CUSIP: 00PCETAX6<br>LEI: N/A                  | N/A              | DE               |  | US        |        -1000 | NC      | $-1301703.85    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pass-Through Certificates WMALT Trust          | Washington Mutual Mortgage Pass-Through Certificates WMALT Trust, Series 2006-1, Class 4CB                                                          | CUSIP: 93934FKY7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1695663 | PA      | $1376075.10     | 0.00%             | 2036-02-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CVC Cordatus Loan Fund V DAC                                              | CVC Cordatus Loan Fund V DAC, Series 5A, Class DR3                                                                                                  | CUSIP: N/A<br>LEI: 635400Y6CUJR2Y6EHY69       | Long             | ABS-CBDO         | CORP              | IE        |      4000000 | PA      | $4579978.88     | 0.01%             | 2039-09-21      | 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      | $556043.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Realtek Semiconductor Corp.                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -51970 | NS      | $3192.52        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federation of Malaysia                                                    | Malaysia Government Bond                                                                                                                            | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |     86400000 | PA      | $22138266.24    | 0.05%             | 2031-06-30      | Fixed         | 4.23%                 | 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      | $5079610.86     | 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        |      6492801 | PA      | $5064384.70     | 0.01%             | 2028-11-08      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | TOTVS SA                                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -30973 | NS      | $-8692.36       | -0.00%            |  |  |  | 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      | $432238.26      | 0.00%             | 2037-04-10      | Variable      | 0.29%                 | 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      | $-580177.18     | -0.00%            | 2050-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Arini European CLO II DAC                                                 | Arini European CLO II DAC, Series 2A, Class BR                                                                                                      | CUSIP: N/A<br>LEI: 635400I3AJDMBZIMZK57       | Long             | ABS-CBDO         | CORP              | IE        |      2300000 | PA      | $2649076.50     | 0.01%             | 2038-10-15      | Floating      | 3.92%                 | 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      | $1487444.84     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                                       | U.S. Treasury 30-Year Bond                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         -170 | NC      | $-111562.50     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Dominican Republic                                                        | Dominican Republic Government Bond                                                                                                                  | CUSIP: 25714PFA1<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |   1611600000 | PA      | $27908585.92    | 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        |     40500000 | PA      | $46065554.26    | 0.10%             | 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      | $2681429.30     | 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        |      1478769 | PA      | $1050058.97     | 0.00%             | 2029-07-06      | Variable      | 6.92%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | ASX Ltd.                                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -40100 | NS      | $-54912.37      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Federation of Malaysia                                                    | Federation of Malaysia                                                                                                                              | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |     90500000 | PA      | $22476029.27    | 0.05%             | 2028-04-20      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| ARES Loan Funding I Ltd.                                                  | ARES Loan Funding I Ltd., Series 2021-ALFA, Class ER                                                                                                | CUSIP: 04018YAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1750000 | PA      | $1749969.55     | 0.00%             | 2039-04-15      | Floating      | 8.77%                 | No            |                  2 | On Loan: No      |
| Lebanese Republic                                                         | Lebanese Republic                                                                                                                                   | CUSIP: N/A<br>LEI: 529900QPC4K9S1KHL354       | Long             | DBT              | NUSS              | LB        |      5526000 | PA      | $1301373.00     | 0.00%             | 2028-11-03      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     49520000 | PA      | $-1756732.50    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Essendi SA                                                                | Essendi SA                                                                                                                                          | CUSIP: N/A<br>LEI: 2221000MD2YP7WLTNC52       | Long             | DBT              | CORP              | LU        |      7299000 | PA      | $8161610.37     | 0.02%             | 2032-05-15      | 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      | $-149917.45     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                                                  | CUSIP: 3140QTBD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       923891 | PA      | $914382.05      | 0.00%             | 2053-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fortuna Consumer Loan Abs DAC                                             | Fortuna Consumer Loan Abs DAC, Series 2026-1, Class C                                                                                               | CUSIP: N/A<br>LEI: 635400NBXJLIIDPDLP80       | Long             | ABS-O            | CORP              | IE        |      1300000 | PA      | $1500535.05     | 0.00%             | 2037-10-18      | Floating      | 0.00%                 | 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        |       888063 | PA      | $1032902.95     | 0.00%             | 2034-04-25      | Floating      | 3.64%                 | No            |                  2 | On Loan: No      |
| Republic of the Philippines                                               | Republic of Philippines                                                                                                                             | CUSIP: N/A<br>LEI: 529900RAHBALMYIJ3T08       | Long             | DBT              | NUSS              | PH        |  14696770000 | PA      | $236245291.75   | 0.51%             | 2030-08-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CVC Cordatus Loan Fund XXVIII DAC                                         | CVC Cordatus Loan Fund XXVIII DAC, Series 28A, Class DR                                                                                             | CUSIP: N/A<br>LEI: 549300JSRW9KFNLBLI94       | Long             | ABS-CBDO         | CORP              | IE        |      1900000 | PA      | $2176292.21     | 0.00%             | 2038-08-15      | Floating      | 5.13%                 | 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      | $14053978.40    | 0.03%             | 2035-04-10      | Variable      | 8.98%                 | 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      | $576.37         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     34050000 | PA      | $-86001.20      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | NXP Semiconductors NV                                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |         7400 | NS      | $31506.04       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Turkiye (The)                                                 | Republic of Turkiye (The)                                                                                                                           | CUSIP: N/A<br>LEI: 5493000PCHOG3B6S3Q85       | Long             | DBT              | NUSS              | TR        |    394793601 | PA      | $7870908.98     | 0.02%             | 2034-09-27      | Fixed         | 27.70%                | No            |                  2 | On Loan: No      |
| Golub Capital CLO 87B Ltd.                                                | Golub Capital CLO 87B Ltd., Series 2026-87A, Class D1                                                                                               | CUSIP: 38182DAJ0<br>LEI: 25490046SBB78VV5VJ54 | Long             | ABS-CBDO         | CORP              | KY        |       750000 | PA      | $725944.05      | 0.00%             | 2039-04-20      | Floating      | 6.05%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO 43 Ltd.                                       | Benefit Street Partners CLO 43 Ltd., Series 2025-43A, Class A                                                                                       | CUSIP: 08179QAA8<br>LEI: 254900TPMKEES6UQHQ33 | Long             | ABS-CBDO         | CORP              | KY        |      2000000 | PA      | $1998633.00     | 0.00%             | 2038-10-20      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| NYC Commercial Mortgage Trust                                             | NYC Commercial Mortgage Trust, Series 2025-11X, Class A                                                                                             | CUSIP: 67122NAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     11653000 | PA      | $11656641.56    | 0.03%             | 2040-10-15      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Itelyum Regeneration SpA                                                  | Itelyum Regeneration SpA                                                                                                                            | CUSIP: N/A<br>LEI: 815600051FBC23AA8A45       | Long             | DBT              | CORP              | IT        |     12490000 | PA      | $14240128.14    | 0.03%             | 2030-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ContourGlobal Power Holdings SA                                           | ContourGlobal Power Holdings SA                                                                                                                     | CUSIP: N/A<br>LEI: 549300O5AGIFK0PQ1516       | Long             | DBT              | CORP              | LU        |      8334000 | PA      | $9632366.19     | 0.02%             | 2030-02-28      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      1335000 | PA      | $2337.02        | 0.00%             |  |  |  | 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        |      5530000 | PA      | $5469557.10     | 0.01%             | 2030-01-23      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| AdaptHealth LLC                                                           | AdaptHealth LLC                                                                                                                                     | CUSIP: 00653VAE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1745000 | PA      | $1671922.89     | 0.00%             | 2030-03-01      | Fixed         | 5.12%                 | 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        |     36888704 | PA      | $1964895.25     | 0.00%             | 2054-04-15      | Variable      | 1.48%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp. | Uniform Mortgage-Backed Securities                                                                                                                  | CUSIP: 01F032658<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    826700000 | PA      | $756949998.28   | 1.64%             | 2056-05-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp. Variable Rate Notes, Series 5511, Class QF                                                                         | CUSIP: 3137HKL85<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    101416520 | PA      | $102132317.47   | 0.22%             | 2055-03-25      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-53557.44      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Clariane SE                                                               | Clariane SE                                                                                                                                         | CUSIP: N/A<br>LEI: 969500WEPS61H6TJM037       | Long             | DBT              | CORP              | FR        |      3407000 | PA      | $2317628.12     | 0.01%             | 2027-03-06      | Fixed         | 0.88%                 | 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        |      8443195 | PA      | $351.32         | 0.00%             | 2048-10-15      | Variable      | 1.61%                 | 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      | $3003559.07     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Spectrum Brands, Inc.                                                     | Spectrum Brands, Inc.                                                                                                                               | CUSIP: 84762LAX3<br>LEI: 549300VU3EH2E73C1Q04 | Long             | DBT              | CORP              | US        |      2966000 | PA      | $2560004.25     | 0.01%             | 2031-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Dominican Republic                                                        | Dominican Republic Government Bond                                                                                                                  | CUSIP: 25714PFB9<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |       658000 | PA      | $669170.41      | 0.00%             | 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        |         -200 | NS      | $1814.21        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Axis Bank Ltd.                                                            | Axis Bank Ltd.                                                                                                                                      | CUSIP: N/A<br>LEI: 549300HVNWMJPOFVNI41       | Long             | EC               | CORP              | IN        |        27673 | NS      | $342736.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                  | Duke Energy Progress LLC                                                                                                                            | CUSIP: 26442UAH7<br>LEI: 0NIFZ782LS46WOC9QK20 | Short            | DBT              | CORP              | US        |      -500000 | PA      | $-489096.97     | -0.00%            | 2029-03-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Ardagh Group SA                                                           | Ardagh Group SA                                                                                                                                     | CUSIP: 039959AA9<br>LEI: 6354006L1NWUUOPYX274 | Long             | DBT              | CORP              | LU        |      1480000 | PA      | $1551867.32     | 0.00%             | 2030-12-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Bracelet Holdings, Inc.                                                   | Bracelet Holdings, Inc.                                                                                                                             | CUSIP: 10374QAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25994000 | PA      | $25256203.89    | 0.05%             | 2028-07-02      | Fixed         | 9.25%                 | 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      | $28278.71       | 0.00%             | 2026-05-19      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Rocket Software, Inc.                                                     | Rocket Software, Inc.                                                                                                                               | CUSIP: 77314EAA6<br>LEI: 549300PVG26ISP5X1556 | Short            | DBT              | CORP              | US        |      -890000 | PA      | $-800993.24     | -0.00%            | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BlueMountain CLO Ltd.                                                     | BlueMountain CLO Ltd., Series 2018-3A, Class BR                                                                                                     | CUSIP: 09630AAS5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      6250000 | PA      | $6248837.50     | 0.01%             | 2030-10-25      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| Hermitage plc                                                             | Hermitage plc, Series 2025-1, Class C                                                                                                               | CUSIP: N/A<br>LEI: 635400MSBHAPT1EQBW93       | Long             | ABS-O            | CORP              | GB        |      2498000 | PA      | $3294674.76     | 0.01%             | 2033-04-21      | Floating      | 5.13%                 | 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        |      3000000 | PA      | $3006067.50     | 0.01%             | 2037-10-15      | Floating      | 9.82%                 | 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      |
| Kingdom of Saudi Arabia                                                   | Kingdom of Saudi Arabia                                                                                                                             | CUSIP: 80413TBJ7<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |      1407000 | PA      | $1416849.00     | 0.00%             | 2028-01-13      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CaixaBank SA                                                              | CaixaBank SA                                                                                                                                        | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | EC               | CORP              | ES        |       524486 | NS      | $6287359.06     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | United Airlines Holdings, Inc.                                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         -234 | NC      | $-169650.00     | -0.00%            |  |  |  | No            |                  1 | 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        |      1644622 | PA      | $848680.29      | 0.00%             | 2052-02-25      | Variable      | 2.94%                 | No            |                  2 | On Loan: No      |
| Venture 34 CLO Ltd.                                                       | Venture 34 CLO Ltd., Series 2018-34A, Class AR                                                                                                      | CUSIP: 92332CAE9<br>LEI: 549300MYRV6PEDBLPL32 | Long             | ABS-CBDO         | CORP              | KY        |      9584015 | PA      | $9590454.22     | 0.02%             | 2031-10-15      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      2760000 | PA      | $-325072.53     | -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      | $1002437.40     | 0.00%             | 2064-07-25      | Variable      | 8.04%                 | 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        |     20400801 | PA      | $20303750.24    | 0.04%             | 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      | $2905847.00     | 0.01%             | 2029-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LCM 34 Ltd.                                                               | LCM 34 Ltd., Series 34A, Class BR                                                                                                                   | CUSIP: 50203CAQ6<br>LEI: 54930038DJKYPKSVRB29 | Long             | ABS-CBDO         | CORP              | KY        |      3440000 | PA      | $3429680.00     | 0.01%             | 2034-10-20      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| Argentine Republic (The)                                                  | Argentina Treasury BONCER                                                                                                                           | CUSIP: N/A<br>LEI: 549300KPBYGYF7HCHO27       | Long             | DBT              | NUSS              | AR        |   5098549201 | PA      | $8579928.06     | 0.02%             | 2027-12-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Neptune Bidco US, Inc.                                                    | Neptune Bidco US, Inc.                                                                                                                              | CUSIP: 640695AC6<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |      3684000 | PA      | $3717185.47     | 0.01%             | 2031-05-15      | Fixed         | 10.38%                | No            |                  2 | On Loan: No      |
| Durst Commercial Mortgage Trust                                           | Durst Commercial Mortgage Trust, Series 2025-151, Class D                                                                                           | CUSIP: 266895AG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      7785000 | PA      | $7953452.61     | 0.02%             | 2042-08-10      | Variable      | 6.34%                 | 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        |      2603007 | PA      | $3447741.94     | 0.01%             | 2056-09-12      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| TVC Holding                                                               | TVC Holding, Series 2021-1                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | CORP              | US        |     12831590 | PA      | $9769914.70     | 0.02%             | 2051-02-01      | Fixed         | 2.38%                 | 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      | $14132.91       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sonic Automotive, Inc.                                                    | Sonic Automotive, Inc.                                                                                                                              | CUSIP: 83545GBE1<br>LEI: 549300NTLRGJ2JCBZU03 | Long             | DBT              | CORP              | US        |       803000 | PA      | $761107.09      | 0.00%             | 2031-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | SOP                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |  -1211708000 | PA      | $-4343588.66    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | CSG NV                                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       408514 | NS      | $-4344839.29    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Diameter Capital CLO 10 Ltd.                                              | Diameter Capital CLO 10 Ltd., Series 2025-10A, Class A                                                                                              | CUSIP: 25290BAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     10983000 | PA      | $10984657.33    | 0.02%             | 2038-04-20      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Money Forward, Inc.                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | JP        |      4000000 | NS      | $21762.18       | 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      | $-114488.24     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Baidu, Inc., Class A                                                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       155650 | NS      | $-121142.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-8676.76       | -0.00%            |  |  |  | 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      | $3590110.19     | 0.01%             | 2057-01-15      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| Malpani Pipes And Fittings Ltd.                                           | Malpani Pipes And Fittings Ltd.                                                                                                                     | CUSIP: N/A<br>LEI: 8945004LD07BR3B7NX38       | Long             | EC               | CORP              | IN        |         3200 | NS      | $1923.06        | 0.00%             |  |  |  | No            |                  1 | 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        |       267226 | PA      | $303523.19      | 0.00%             | 2038-09-23      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| Synopsys, Inc.                                                            | Synopsys, Inc.                                                                                                                                      | CUSIP: 871607107<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | EC               | CORP              | US        |        11225 | NS      | $4450488.00     | 0.01%             |  |  |  | No            |                  1 | 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        |      4465000 | PA      | $4348508.15     | 0.01%             | 2029-12-02      | Variable      | 8.12%                 | No            |                  2 | On Loan: No      |
| Alcoa Nederland Holding BV                                                | Alcoa Nederland Holding BV                                                                                                                          | CUSIP: 013822AG6<br>LEI: 5493000UL1QLQLT1VQ42 | Long             | DBT              | CORP              | NL        |       520000 | PA      | $505515.18      | 0.00%             | 2029-03-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDI                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      1236134 | PA      | $-1223.10       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bombardier, Inc.                                                          | Bombardier, Inc.                                                                                                                                    | CUSIP: 097751CC3<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |      2174000 | PA      | $2256268.51     | 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      | $857611.54      | 0.00%             | 2064-03-25      | Variable      | 8.10%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Air Products & Chemicals, Inc.                                                                                                                      | CUSIP: 009158106<br>LEI: N/A                  | N/A              | DE               |  | US        |        -3600 | NS      | $6889.32        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FirstCash, Inc.                                                           | FirstCash, Inc.                                                                                                                                     | CUSIP: 31944TAA8<br>LEI: 549300V2X3UU7K0DG350 | Long             | DBT              | CORP              | US        |        46000 | PA      | $45744.63       | 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        |     13365539 | PA      | $13398952.45    | 0.03%             | 2039-02-15      | Floating      | 6.81%                 | No            |                  2 | On Loan: No      |
| Cooper-Standard Automotive, Inc.                                          | Cooper-Standard Automotive, Inc.                                                                                                                    | CUSIP: 216762AK0<br>LEI: ITCH5B3Q4RTX2PH9UN62 | Long             | DBT              | CORP              | US        |      2478000 | PA      | $2328700.50     | 0.01%             | 2031-03-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | EURO STOXX Bank Index                                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DE        |         1481 | NC      | $-571620.51     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | CDSCMBX                                                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |          361 | PA      | $-145.91        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United Rentals North America, Inc.                                        | United Rentals North America, Inc.                                                                                                                  | CUSIP: 911365BG8<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |      3753000 | PA      | $3736705.60     | 0.01%             | 2028-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| LendingClub Rated Notes Issuer Trust                                      | LendingClub Rated Notes Issuer Trust, Series 2025-P2, Class E                                                                                       | CUSIP: 525949AE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1286000 | PA      | $1282360.36     | 0.00%             | 2036-07-15      | Fixed         | 8.99%                 | 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      | $1427629.13     | 0.00%             | 2041-09-25      | Floating      | 2.84%                 | 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      | $2470377.06     | 0.01%             | 2041-01-20      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| ERO Copper Corp.                                                          | ERO Copper Corp.                                                                                                                                    | CUSIP: 296006109<br>LEI: 549300KL8A21SEIO8I47 | Long             | EC               | CORP              | CA        |        22361 | NS      | $596367.87      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Allwyn AG                                                                 | Allwyn AG, Class R                                                                                                                                  | CUSIP: N/A<br>LEI: 213800M4NRGFJCI34834       | Long             | EC               | CORP              | LU        |        46653 | NS      | $705863.46      | 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        |       349319 | PA      | $408114.33      | 0.00%             | 2042-02-24      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Trinitas CLO XXIII Ltd.                                                   | Trinitas CLO XXIII Ltd., Series 2023-23A, Class A1R                                                                                                 | CUSIP: 89642TAL7<br>LEI: 635400HEV45BA22Y6W50 | Long             | ABS-CBDO         | CORP              | BM        |      3750000 | PA      | $3750567.75     | 0.01%             | 2038-10-20      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Suzuki Motor Corp.                                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       142100 | NS      | $18424.19       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Genting Singapore Ltd.                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     -4472400 | NS      | $-3083.36       | -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      | $9298368.74     | 0.02%             | 2041-10-15      | Floating      | 5.17%                 | 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      | $979249.72      | 0.00%             | 2055-09-28      | Floating      | 4.88%                 | 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      | $1205073.48     | 0.00%             | 2031-07-14      | Floating      | 6.02%                 | No            |                  2 | On Loan: No      |
| American Residential Services LLC                                         | American Residential Services LLC, 1st Lien Term Loan                                                                                               | CUSIP: 02927HAK4<br>LEI: 549300UXCBZIG9PCNR39 | Long             | LON              | CORP              | US        |       992500 | PA      | $986296.88      | 0.00%             | 2032-02-02      | Variable      | 6.45%                 | No            |                  3 | 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      | $688412.41      | 0.00%             | 2058-08-27      | Floating      | 6.28%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | East Japan Railway Co.                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |       -68700 | NS      | $-31400.04      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Core & Main LP                                                            | Core & Main LP, 1st Lien Term Loan E                                                                                                                | CUSIP: 40416VAH8<br>LEI: 549300ZSLF8Q660SCD17 | Long             | LON              | CORP              | US        |       752712 | PA      | $752712.00      | 0.00%             | 2031-02-10      | Variable      | 5.68%                 | 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        |     30005406 | NS      | $30005405.74    | 0.06%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                                       | EssilorLuxottica SA                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |          280 | NC      | $4854.57        | 0.00%             |  |  |  | No            |                  1 | 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      | $1398827.50     | 0.00%             | 2057-01-15      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | ARC Resources Ltd.                                                                                                                                  | CUSIP: 00208D408<br>LEI: N/A                  | N/A              | DE               |  | US        |        51900 | NS      | $-25410.88      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Air Canada                                                                | Air Canada, 1st Lien Term Loan                                                                                                                      | CUSIP: C0102MAS4<br>LEI: 4B4HI3CGXMBDC0G6BM51 | Long             | LON              | CORP              | CA        |      1078410 | PA      | $1068079.03     | 0.00%             | 2031-03-21      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | S&P Global, Inc.                                                                                                                                    | CUSIP: 78409V104<br>LEI: N/A                  | N/A              | DE               |  | GB        |         6300 | NS      | $-6589.73       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Pavillion Consumer plc                                                    | Pavillion Consumer plc, Series 2025-1X, Class C                                                                                                     | CUSIP: N/A<br>LEI: 213800XK4G6W1NHSJJ12       | Long             | ABS-O            | CORP              | GB        |      4205000 | PA      | $5554806.89     | 0.01%             | 2036-01-25      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| ACE Securities Corp.                                                      | ACE Securities Corp. Home Equity Loan Trust, Series 2005-AG1, Class M2                                                                              | CUSIP: 004427CD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1828190 | PA      | $1631157.46     | 0.00%             | 2035-08-25      | Floating      | 4.48%                 | 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      | $1054616.53     | 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      | $16502421.44    | 0.04%             | 2036-01-23      | Floating      | 5.62%                 | 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        |      8000000 | PA      | $8006741.60     | 0.02%             | 2038-01-15      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    496014000 | PA      | $2061524.23     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Rio Tinto plc                                                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -16000 | NS      | $-126971.88     | -0.00%            |  |  |  | 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        |      1372395 | PA      | $583971.44      | 0.00%             | 2057-05-25      | Variable      | 3.43%                 | 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      | $-396144.19     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Trinitas CLO XXXV Ltd.                                                    | Trinitas CLO XXXV Ltd., Series 2026-35A, Class A1                                                                                                   | CUSIP: 89643NAA3<br>LEI: 2549006LSGK3FM05EN89 | Long             | ABS-CBDO         | CORP              | KY        |      2500000 | PA      | $2498050.00     | 0.01%             | 2039-01-22      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Honda Motor Co. Ltd.                                                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -298300 | NS      | $-1532.86       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MongoDB, Inc.                                                             | MongoDB, Inc., Class A                                                                                                                              | CUSIP: 60937P106<br>LEI: 549300TPTG69WKWE1Z37 | Long             | EC               | CORP              | US        |          976 | NS      | $238895.52      | 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        |      7734356 | PA      | $7734356.25     | 0.02%             |  |  |  | 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      | $6382056.59     | 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      | $3009435.00     | 0.01%             | 2175-02-25      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | London Stock Exchange Group plc                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        13700 | NS      | $45215.43       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Stellantis NV                                                             | Stellantis NV                                                                                                                                       | CUSIP: N/A<br>LEI: 549300LKT9PW7ZIBDF31       | Long             | DBT              | CORP              | NL        |     11700000 | PA      | $12747937.50    | 0.03%             | 2033-12-16      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| Ryan Specialty LLC                                                        | Ryan Specialty LLC                                                                                                                                  | CUSIP: 78351GAA3<br>LEI: 549300K52N7QBO3PYY45 | Long             | DBT              | CORP              | US        |       664000 | PA      | $656274.09      | 0.00%             | 2032-08-01      | Fixed         | 5.88%                 | 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        |      7250000 | PA      | $7252662.93     | 0.02%             | 2038-07-20      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     25375000 | PA      | $26559.41       | 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        |    100525000 | PA      | $116859924.21   | 0.25%             | 2034-10-31      | Fixed         | 3.45%                 | 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        |     13381806 | PA      | $15444376.46    | 0.03%             | 2033-08-17      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| Ballyrock CLO 32 Ltd.                                                     | Ballyrock CLO 32 Ltd.                                                                                                                               | CUSIP: N/A<br>LEI: 254900RL3S1UBVHQYH63       | Long             | ABS-O            | CORP              | KY        |      3000000 | PA      | $2996269.83     | 0.01%             | 2039-01-25      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| CaixaBank SA                                                              | CaixaBank SA                                                                                                                                        | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | DBT              | CORP              | ES        |      7400000 | PA      | $8671034.59     | 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      | $6837571.43     | 0.01%             | 2055-12-21      | Floating      | 6.23%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa                                                  | Republic of South Africa                                                                                                                            | CUSIP: 836205BJ2<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     10900000 | PA      | $9968050.00     | 0.02%             | 2055-12-11      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Domi                                                                      | Domi, Series 2026-1, Class B                                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | CORP              | NL        |      1095000 | PA      | $1257769.45     | 0.00%             | 2057-02-15      | Floating      | 2.89%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Sumitomo Corp.                                                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -42500 | NS      | $-81119.70      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC                                                | AerCap Ireland Capital DAC                                                                                                                          | CUSIP: 00774MBE4<br>LEI: 549300TI38531ODB1G63 | Short            | DBT              | CORP              | IE        |      -400000 | PA      | $-420354.60     | -0.00%            | 2030-09-30      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Randstad NV                                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -8400 | NS      | $14935.17       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State of California                                                       | State of California, Series 2009                                                                                                                    | CUSIP: 13063BBU5<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |      2270000 | PA      | $2618948.94     | 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        |      2465000 | PA      | $2583923.93     | 0.01%             | 2031-02-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Parker-Hannifin Corp.                                                     | Parker-Hannifin Corp.                                                                                                                               | CUSIP: 701094104<br>LEI: 5493002CONDB4N2HKI23 | Long             | EC               | CORP              | US        |         9500 | NS      | $8504780.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ZF Europe Finance BV                                                      | ZF Europe Finance BV                                                                                                                                | CUSIP: N/A<br>LEI: 549300RI533US2G6G542       | Long             | DBT              | CORP              | NL        |      9000000 | PA      | $10611457.71    | 0.02%             | 2030-06-12      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                                                  | CUSIP: 3140E9J23<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        48719 | PA      | $46850.68       | 0.00%             | 2046-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | SOP                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |    226011290 | PA      | $8285654.73     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                                                                                  | CUSIP: 3132DWGG2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2578824 | PA      | $2555722.77     | 0.01%             | 2053-02-01      | Fixed         | 5.00%                 | 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      | $1151778.84     | 0.00%             | 2038-04-15      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO XXV Ltd.                                      | Benefit Street Partners CLO XXV Ltd., Series 2021-25A, Class BR                                                                                     | CUSIP: 08186YAQ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2000000 | PA      | $1997523.60     | 0.00%             | 2035-01-15      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| Velocity plc                                                              | Velocity plc, Series 2026-1, Class B                                                                                                                | CUSIP: N/A<br>LEI: 213800PL94CXWBF7SX91       | Long             | ABS-O            | CORP              | GB        |      3081000 | PA      | $4078101.32     | 0.01%             | 2037-02-25      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| Veritas Newco                                                             | Veritas Newco                                                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | US        |        77944 | NS      | $1480938.28     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Wealthfront Corp.                                                         | Wealthfront Corp.                                                                                                                                   | CUSIP: 947002101<br>LEI: 254900H4LJLUHGFJYM32 | Long             | EC               | CORP              | US        |       427341 | NS      | $3952904.25     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-1432774.38    | -0.00%            |  |  |  | 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        |       396000 | PA      | $416760.30      | 0.00%             | 2036-01-26      | Fixed         | 6.44%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | SOP                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   -377501000 | PA      | $-6439.33       | -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        |       627168 | PA      | $277687.22      | 0.00%             | 2036-06-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SLG Office Trust                                                          | SLG Office Trust, Series 2026-OMA, Class E                                                                                                          | CUSIP: 78451FAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2750000 | PA      | $2755370.75     | 0.01%             | 2041-04-15      | Variable      | 6.96%                 | 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        |      7110412 | PA      | $7123285.57     | 0.02%             | 2054-09-25      | Variable      | 5.55%                 | No            |                  2 | On Loan: No      |
| Bbva Consumer Auto FT                                                     | BBVA Consumer Auto FT, Series 2025-1, Class B                                                                                                       | CUSIP: N/A<br>LEI: 959800MMSVSVXFLRQM04       | Long             | ABS-O            | CORP              | ES        |      1592454 | PA      | $1841868.00     | 0.00%             | 2042-05-19      | Floating      | 3.01%                 | 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      | $132775.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                                                  | CUSIP: 3138X9AT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        55801 | PA      | $55069.12       | 0.00%             | 2043-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust                                    | Velocity Commercial Capital Loan Trust, Series 2025-P2, Class A                                                                                     | CUSIP: 92262XAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     18573980 | PA      | $18405507.95    | 0.04%             | 2055-10-25      | Variable      | 5.46%                 | 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        |      1378615 | PA      | $1383020.90     | 0.00%             | 2052-08-25      | Variable      | 7.52%                 | No            |                  2 | On Loan: No      |
| GFL Environmental, Inc.                                                   | GFL Environmental, Inc.                                                                                                                             | CUSIP: 36168QAN4<br>LEI: 894500E7NLBY9VZRT696 | Long             | DBT              | CORP              | CA        |      3587000 | PA      | $3519397.60     | 0.01%             | 2029-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    288639983 | PA      | $-29285.88      | -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      | $5034934.50     | 0.01%             | 2035-05-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| United Airlines Holdings, Inc.                                            | United Airlines Holdings, Inc.                                                                                                                      | CUSIP: 910047AM1<br>LEI: 98450079DA0B78DD6764 | Long             | DBT              | CORP              | US        |      2330000 | PA      | $2278930.36     | 0.00%             | 2029-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AutoFlorence 3 SRL                                                        | AutoFlorence 3 SRL, Series 3, Class D                                                                                                               | CUSIP: N/A<br>LEI: 815600F88BB8BFD30863       | Long             | ABS-O            | CORP              | IT        |       253201 | PA      | $301168.92      | 0.00%             | 2046-12-25      | Floating      | 7.29%                 | 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        |      8828588 | PA      | $8676824.12     | 0.02%             | 2029-05-07      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Rogers Communications, Inc.                                               | Rogers Communications, Inc.                                                                                                                         | CUSIP: 775109DH1<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |      2112000 | PA      | $2161184.28     | 0.00%             | 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      | $5537302.55     | 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      | $3675456.63     | 0.01%             | 2066-12-25      | Variable      | 4.30%                 | 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      | $6842394.66     | 0.01%             | 2062-07-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                                       | New Residential Mortgage Loan Trust, Series 2025-NQM4, Class A1                                                                                     | CUSIP: 64832FAC0<br>LEI: 2138001CG5SYL78G3648 | Long             | ABS-MBS          | CORP              | US        |      5994870 | PA      | $5999154.67     | 0.01%             | 2065-07-25      | Variable      | 5.35%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                              | UBS Group AG                                                                                                                                        | CUSIP: N/A<br>LEI: 549300SZJ9VS8SGXAN81       | Long             | DBT              | CORP              | CH        |      3038000 | PA      | $2804502.41     | 0.01%             | 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        |       441427 | PA      | $383925.73      | 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        |          644 | PA      | $619.70         | 0.00%             | 2045-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Sammaan Capital Ltd.                                                      | Sammaan Capital Ltd.                                                                                                                                | CUSIP: N/A<br>LEI: 335800A2A3G53ZQZTQ21       | Long             | DBT              | CORP              | IN        |      1000000 | PA      | $970250.00      | 0.00%             | 2030-10-16      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Republic of Turkiye (The)                                                 | Republic of Turkiye (The)                                                                                                                           | CUSIP: 900123DP2<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |      1296000 | PA      | $1297944.00     | 0.00%             | 2032-02-12      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| FreeWire Technologies, Inc.                                               | 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      | $-58933.48      | -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      | $-231821.28     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDIO                                                                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |    -36424000 | PA      | $-814650.87     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Melco Resorts Finance Ltd.                                                | Melco Resorts Finance Ltd.                                                                                                                          | CUSIP: 58547DAH2<br>LEI: 5493000FQDBWKDBZEF60 | Long             | DBT              | CORP              | KY        |      5300000 | PA      | $5380745.50     | 0.01%             | 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      | $-241618.47     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    410897100 | PA      | $1687708.93     | 0.00%             |  |  |  | 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      | $2508445.06     | 0.01%             | 2036-04-17      | Floating      | 4.91%                 | 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      | $132.77         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                                       | USD Currency                                                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |     66026700 | PA      | $1497013.69     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sisecam UK plc                                                            | Sisecam UK plc                                                                                                                                      | CUSIP: N/A<br>LEI: 789000T82YRLMLUOC889       | Long             | DBT              | CORP              | GB        |      2473000 | PA      | $2503541.55     | 0.01%             | 2029-05-02      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| UK Logistics DAC                                                          | UK Logistics DAC, Series 2025-2X, Class A                                                                                                           | CUSIP: N/A<br>LEI: 635400CRV6HKMHJF8S64       | Long             | ABS-MBS          | CORP              | IE        |     11010578 | PA      | $14611813.69    | 0.03%             | 2035-08-17      | Floating      | 5.07%                 | 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        |     27472571 | PA      | $31661131.47    | 0.07%             | 2031-03-25      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| Lendmark Funding Trust                                                    | Lendmark Funding Trust, Series 2025-3A, Class A                                                                                                     | CUSIP: 525951AA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     20496000 | PA      | $20353835.64    | 0.04%             | 2035-05-21      | Fixed         | 4.51%                 | 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      | $4586490.59     | 0.01%             | 2038-01-20      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| Northern Oil & Gas, Inc.                                                  | Northern Oil & Gas, Inc.                                                                                                                            | CUSIP: 665531AL3<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |      4403000 | PA      | $4555577.16     | 0.01%             | 2033-10-15      | Fixed         | 7.88%                 | 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      | $432807.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EC Finance plc                                                            | EC Finance plc                                                                                                                                      | CUSIP: N/A<br>LEI: 213800NKPB53RHYDQE45       | Long             | DBT              | CORP              | GB        |     12238000 | PA      | $13863680.75    | 0.03%             | 2026-10-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp. Variable Rate Notes, Series 5543, Class FG                                                                         | CUSIP: 3137HLLF7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     10998066 | PA      | $11116060.27    | 0.02%             | 2055-06-25      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| SM Energy Co.                                                             | SM Energy Co.                                                                                                                                       | CUSIP: 78454LAZ3<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |       849000 | PA      | $846601.25      | 0.00%             | 2034-04-15      | Fixed         | 6.62%                 | 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        |      5000000 | PA      | $4864027.50     | 0.01%             | 2033-01-15      | Floating      | 8.37%                 | 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      | $-1746.40       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | First Financial Holding Co. Ltd.                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      2039000 | NS      | $-38094.73      | -0.00%            |  |  |  | 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      | $5495465.21     | 0.01%             | 2037-06-05      | Variable      | 3.66%                 | 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      | $3700294.27     | 0.01%             | 2029-12-17      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| Deep Instinct Ltd.                                                        | Deep Instinct Ltd.                                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       292569 | NS      | $17554.14       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Deutsche Bank AG                                                          | Deutsche Bank AG                                                                                                                                    | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | DBT              | CORP              | DE        |     21500000 | PA      | $24850063.53    | 0.05%             | 2032-06-24      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp.                                                     | Westpac Banking Corp.                                                                                                                               | CUSIP: N/A<br>LEI: EN5TNI6CI43VEPAMHL14       | Long             | DBT              | CORP              | AU        |      4000000 | PA      | $2644191.98     | 0.01%             | 2040-06-04      | Variable      | 5.82%                 | No            |                  2 | On Loan: No      |
| Rand Parent LLC                                                           | Rand Parent LLC                                                                                                                                     | CUSIP: 753272AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1430000 | PA      | $1467930.75     | 0.00%             | 2030-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| WESCO Distribution, Inc.                                                  | WESCO Distribution, Inc.                                                                                                                            | CUSIP: 95081QAP9<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |       100000 | PA      | $100545.35      | 0.00%             | 2028-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| DF Residential III LP                                                     | DF Residential III LP                                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     22678371 | NS      | $24946207.87    | 0.05%             |  |  |  | No            |                  3 | On Loan: No      |
| J.P. Morgan Mortgage Trust                                                | J.P. Morgan Mortgage Trust, Series 2025-VIS3, Class B1                                                                                              | CUSIP: 46594EAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2590094 | PA      | $2568599.59     | 0.01%             | 2066-02-25      | Variable      | 6.76%                 | No            |                  2 | On Loan: No      |
| United States of America                                                  | U.S. Treasury Bonds                                                                                                                                 | CUSIP: 912810UM8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     60000000 | PA      | $58471875.00    | 0.13%             | 2055-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Hops Hill No. 2 plc                                                       | Hops Hill No. 2 plc, Series 2, Class B                                                                                                              | CUSIP: N/A<br>LEI: 213800HS79HZG1YRY579       | Long             | ABS-MBS          | CORP              | GB        |      4073000 | PA      | $5421584.52     | 0.01%             | 2054-11-27      | Floating      | 5.98%                 | 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      | $725555.52      | 0.00%             | 2031-01-17      | Floating      | 9.03%                 | No            |                  2 | On Loan: No      |
| NCL Corp. Ltd.                                                            | NCL Corp. Ltd.                                                                                                                                      | CUSIP: 62886HBG5<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |      2104000 | PA      | $2190522.79     | 0.00%             | 2029-02-15      | Fixed         | 7.75%                 | 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      | $-2031781.53    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sims Ltd.                                                                 | Sims Ltd.                                                                                                                                           | CUSIP: N/A<br>LEI: 5493002YM7ZHVDMFC916       | Long             | EC               | CORP              | AU        |        20449 | NS      | $259475.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Host Hotels & Resorts, Inc.                                                                                                                         | CUSIP: 44107P104<br>LEI: N/A                  | N/A              | DE               |  | US        |       104800 | NS      | $47160.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |      1235000 | PA      | $-11927.31      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GE Aerospace                                                              | GE Aerospace                                                                                                                                        | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |        33286 | NS      | $9445568.22     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |      3564000 | PA      | $39456.06       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Henley CLO IV DAC                                                         | Henley CLO IV DAC, Series 4X, Class DR                                                                                                              | CUSIP: N/A<br>LEI: 6354009HFM8XXW6PPK55       | Long             | ABS-CBDO         | CORP              | IE        |      1000000 | PA      | $1147306.65     | 0.00%             | 2038-07-25      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| Republic of El Salvador                                                   | Republic of El Salvador                                                                                                                             | CUSIP: N/A<br>LEI: 529900AKDMUSFSDOM949       | Long             | DBT              | NUSS              | SV        |      1829000 | PA      | $1908561.50     | 0.00%             | 2029-02-28      | Fixed         | 8.62%                 | No            |                  2 | 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      | $513674.20      | 0.00%             | 2052-11-10      | Variable      | 3.80%                 | 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      | $-682.16        | -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      | $15718800.00    | 0.03%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Mortimer plc                                                              | Mortimer plc, Series 2025-1, Class B                                                                                                                | CUSIP: N/A<br>LEI: 213800PI5SCJ8WPLJX58       | Long             | ABS-MBS          | CORP              | GB        |      1677000 | PA      | $2224773.58     | 0.00%             | 2070-09-22      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| TripAdvisor, Inc.                                                         | TripAdvisor, Inc., 1st Lien Term Loan B                                                                                                             | CUSIP: 89677NAE4<br>LEI: 549300XVG45PT5BART17 | Long             | LON              | CORP              | US        |       992443 | PA      | $937858.94      | 0.00%             | 2031-07-08      | Variable      | 6.42%                 | No            |                  2 | On Loan: No      |
| Yum! Brands, Inc.                                                         | Yum! Brands, Inc.                                                                                                                                   | CUSIP: 988498AR2<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |       339000 | PA      | $336297.91      | 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        |       255000 | PA      | $261790.91      | 0.00%             | 2028-06-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | FR        |     14675000 | PA      | $184847.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Voya CLO Ltd.                                                             | Voya CLO Ltd., Series 2024-1A, Class A1                                                                                                             | CUSIP: 92920DAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       250000 | PA      | $250072.38      | 0.00%             | 2037-04-15      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| Garfunkelux Holdco 3 SA                                                   | Garfunkelux Holdco 3 SA                                                                                                                             | CUSIP: N/A<br>LEI: 2221007QVSNJV7EWBX69       | Long             | DBT              | CORP              | LU        |     14977517 | PA      | $17397727.36    | 0.04%             | 2028-09-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Fertitta Entertainment LLC                                                | Fertitta Entertainment LLC                                                                                                                          | CUSIP: 31556TAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5526000 | PA      | $5161573.56     | 0.01%             | 2030-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BCRED CLO LLC                                                             | BCRED CLO LLC, Series 2025-1A, Class A                                                                                                              | CUSIP: 05556FAA1<br>LEI: 2549001W2Y6F50VEZG93 | Long             | ABS-CBDO         | CORP              | US        |      5400000 | PA      | $5374367.28     | 0.01%             | 2037-04-20      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| SLM Corp.                                                                 | SLM Corp.                                                                                                                                           | CUSIP: 78442PGE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       393000 | PA      | $389377.28      | 0.00%             | 2026-11-02      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Meridian Funding plc                                                      | Meridian Funding plc, Series 2025-1, Class C                                                                                                        | CUSIP: N/A<br>LEI: 6354007VNVP2YBYBAX64       | Long             | ABS-MBS          | CORP              | GB        |       754000 | PA      | $995323.77      | 0.00%             | 2068-02-20      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| Singapore Technologies Engineering Ltd.                                   | Singapore Technologies Engineering Ltd.                                                                                                             | CUSIP: N/A<br>LEI: 254900OEXGGWCR24DG90       | Long             | EC               | CORP              | SG        |        39563 | NS      | $335780.47      | 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      | $710200.00      | 0.00%             | 2034-10-20      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | USD Currency                                                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |     51854000 | PA      | $508704.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Rocket Cos., Inc.                                                         | Rocket Cos., Inc.                                                                                                                                   | CUSIP: 77311WAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       388000 | PA      | $392168.67      | 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        |       -65100 | NS      | $43346.65       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                                 | Vistra Operations Co. LLC                                                                                                                           | CUSIP: 92840VAH5<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     18409000 | PA      | $17974052.95    | 0.04%             | 2029-05-01      | Fixed         | 4.38%                 | 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      | $1444495.65     | 0.00%             | 2038-07-17      | Floating      | 7.82%                 | 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        |      1425000 | PA      | $1606732.64     | 0.00%             | 2031-10-17      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| StoneCo Ltd.                                                              | StoneCo Ltd., Class A                                                                                                                               | CUSIP: N/A<br>LEI: 549300O1A9LEF0XZCR35       | Long             | EC               | CORP              | KY        |        65915 | NS      | $930719.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | KBC Group NV                                                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        19700 | NS      | $-3632.94       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Jaguar Land Rover Automotive plc                                          | Jaguar Land Rover Automotive plc                                                                                                                    | CUSIP: 47010BAK0<br>LEI: 529900L73GEWN1O5NH84 | Long             | DBT              | CORP              | GB        |       264000 | PA      | $261364.94      | 0.00%             | 2028-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     99172878 | PA      | $-2446273.89    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Breakwater Energy Holdings Sarl                                           | Breakwater Energy Holdings Sarl                                                                                                                     | CUSIP: N/A<br>LEI: 984500969HAFA937F390       | Long             | DBT              | CORP              | LU        |      8885000 | PA      | $9330884.84     | 0.02%             | 2030-11-15      | Fixed         | 9.25%                 | 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        |       982500 | PA      | $978815.63      | 0.00%             | 2030-07-22      | Variable      | 7.28%                 | 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        |       221972 | PA      | $256129.62      | 0.00%             | 2049-10-25      | Floating      | 2.64%                 | 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      | $-53.22         | -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        |      2297263 | PA      | $1937141.85     | 0.00%             | 2052-02-25      | Variable      | 3.27%                 | 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      | $997250.00      | 0.00%             | 2038-01-20      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | EUR Currency                                                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |   -194010000 | PA      | $-1531.37       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Autoflorence 4 Srl                                                        | Autoflorence 4 SRL, Series 4, Class B                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | IT        |      2358000 | PA      | $2728206.17     | 0.01%             | 2044-12-24      | Floating      | 2.97%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      7029000 | PA      | $-36602.46      | -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        |       558351 | PA      | $556160.95      | 0.00%             | 2036-10-25      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| RBC Capital Markets LLC                                                   | RBC Capital Markets LLC                                                                                                                             | CUSIP: N/A<br>LEI: 549300LCO2FLSSVFFR64       | Long             | RA               | CORP              | US        |       188750 | PA      | $188750.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Accell Group Holdings BV                                                  | Accell Group Holdings BV, 1st Lien Term Loan                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | NL        |      4750000 | PA      | $1650929.45     | 0.00%             | 2032-06-01      | Variable      | 9.02%                 | No            |                  3 | 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      | $1010385.11     | 0.00%             | 2037-10-20      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| Crown Point CLO 7 Ltd.                                                    | Crown Point CLO 7 Ltd., Series 2018-7A, Class AR                                                                                                    | CUSIP: 22846MAJ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2113485 | PA      | $2113453.75     | 0.00%             | 2031-10-20      | Floating      | 4.90%                 | 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        |      5329122 | PA      | $7028889.43     | 0.02%             | 2037-05-17      | Floating      | 6.14%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CMOC Group Ltd., Class H                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -360000 | NS      | $87709.48       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | EUR/MXN One-touch barrier option; Barrier price EUR 19.80000                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      3143000 | PA      | $84657.24       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Commonwealth of Puerto Rico                                               | Commonwealth of Puerto Rico, Series 2022                                                                                                            | CUSIP: 74514L4G9<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | PR        |     92983310 | PA      | $56719819.04    | 0.12%             | 2051-11-01      | Variable      | 0.00%                 | 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        |      1473946 | PA      | $1282333.07     | 0.00%             | 2029-11-13      | Variable      | 7.20%                 | 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        |      2543614 | PA      | $2543245.39     | 0.01%             | 2054-10-25      | Fixed         | 9.47%                 | 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      | $1479221.60     | 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        |       968000 | PA      | $984214.00      | 0.00%             | 2033-01-30      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                                     | United Mexican States                                                                                                                               | CUSIP: 91087BBK5<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      1069000 | PA      | $1044413.00     | 0.00%             | 2033-03-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                              | Oracle Corp.                                                                                                                                        | CUSIP: 68389XAV7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |       200000 | PA      | $177351.30      | 0.00%             | 2034-07-08      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| TAGUS-Sociedade de Titularizacao de Creditos SA                           | TAGUS - Sociedade de Titularizacao de Creditos SA, Series 3, Class C                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | PT        |       200000 | PA      | $230796.43      | 0.00%             | 2043-10-27      | Floating      | 3.60%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | HomeToGo SE                                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | LU        |       109138 | NS      | $1.26           | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Infroneer Holdings, Inc.                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    720000000 | NC      | $1847066.19     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ascend Learning LLC                                                       | Ascend Learning LLC, 1st Lien Term Loan                                                                                                             | CUSIP: 04349HAN4<br>LEI: 549300T466HKRLVCD610 | Long             | LON              | CORP              | US        |       984923 | PA      | $960300.01      | 0.00%             | 2028-12-11      | Variable      | 6.67%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   6191965977 | PA      | $-29420.25      | -0.00%            |  |  |  | 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        |       274148 | PA      | $272877.85      | 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      | $2834940.84     | 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        |      9023951 | PA      | $9053952.18     | 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      | $479439.62      | 0.00%             | 2061-02-26      | Floating      | 7.73%                 | 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      | $-102.80        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                         | Wells Fargo & Co.                                                                                                                                   | CUSIP: N/A<br>LEI: PBLD0EJDB5FWOLXP3B76       | Long             | DBT              | CORP              | US        |     19363000 | PA      | $25185770.36    | 0.05%             | 2028-04-26      | Variable      | 3.47%                 | 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      | $5619924.11     | 0.01%             | 2039-01-15      | Variable      | 4.64%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corp.                                                    | Tenet Healthcare Corp.                                                                                                                              | CUSIP: 88033GDU1<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |       320000 | PA      | $327082.56      | 0.00%             | 2031-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| MIC Trust (The)                                                           | MIC Trust (The), Series 2023-MIC, Class A                                                                                                           | CUSIP: 87256GAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6126000 | PA      | $6519349.23     | 0.01%             | 2038-12-05      | Variable      | 8.44%                 | 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      | $444441.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hess Midstream Operations LP                                              | Hess Midstream Operations LP                                                                                                                        | CUSIP: 428102AG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3022000 | PA      | $3087049.00     | 0.01%             | 2029-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Tryg A/S                                                                  | Tryg A/S                                                                                                                                            | CUSIP: N/A<br>LEI: 213800ZRS8AC4LSTCE39       | Long             | EC               | CORP              | DK        |        12972 | NS      | $309191.55      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Select Medical Corp.                                                      | Select Medical Corp.                                                                                                                                | CUSIP: 816196AV1<br>LEI: 549300X05KS0JKR8CB50 | Long             | DBT              | CORP              | US        |      3385000 | PA      | $3226236.29     | 0.01%             | 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      | $-1653887.68    | -0.00%            | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $759193.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Aretec Group, Inc.                                                        | Aretec Group, Inc.                                                                                                                                  | CUSIP: 04020JAA4<br>LEI: 549300NV2T8A33L0PQ58 | Long             | DBT              | CORP              | US        |      2271000 | PA      | $2412176.03     | 0.01%             | 2030-08-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| N/A                                                                       | VanEck Semiconductor ETF                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -2501 | NC      | $-2130859.21    | -0.00%            |  |  |  | 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      | $4602432.93     | 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        |      1723658 | PA      | $2283229.59     | 0.00%             | 2056-04-21      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| Osaic Holdings, Inc.                                                      | Osaic Holdings, Inc.                                                                                                                                | CUSIP: 00791GAB3<br>LEI: 549300XL60BDV6UW5C86 | Long             | DBT              | CORP              | US        |      1370000 | PA      | $1370171.11     | 0.00%             | 2032-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Argentum Netherlands BV                                                   | Argentum Netherlands BV                                                                                                                             | CUSIP: N/A<br>LEI: 724500RPEZI5VVQQWE89       | Long             | DBT              | CORP              | NL        |     12456000 | PA      | $12455778.28    | 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        |       167222 | PA      | $167268.81      | 0.00%             | 2031-08-15      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                                                                                  | CUSIP: 3132DWJQ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       678868 | PA      | $671463.04      | 0.00%             | 2053-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Metrocentre Finance plc                                                   | Metrocentre Finance plc                                                                                                                             | CUSIP: N/A<br>LEI: 213800SDK6N2K6E2CD50       | Long             | DBT              | CORP              | GB        |      1243832 | PA      | $938379.38      | 0.00%             | 2028-01-16      | 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      | $411253.29      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| MPT Operating Partnership LP                                              | MPT Operating Partnership LP                                                                                                                        | CUSIP: N/A<br>LEI: WUQXXXF7PXTUPGROE843       | Long             | DBT              | CORP              | US        |      9446000 | PA      | $10449904.58    | 0.02%             | 2026-10-15      | Fixed         | 0.99%                 | No            |                  2 | On Loan: No      |
| Republic of Benin                                                         | Benin Government Bond                                                                                                                               | CUSIP: N/A<br>LEI: 635400Q11P6AE5A5Y230       | Long             | DBT              | NUSS              | BJ        |      4220000 | PA      | $4258708.52     | 0.01%             | 2035-01-22      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                                     | United Mexican States                                                                                                                               | CUSIP: 91087BBB5<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      1288000 | PA      | $1331148.00     | 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      | $814625.00      | 0.00%             | 2018-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                                         | Barclays Bank plc                                                                                                                                   | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | RA               | CORP              | GB        |      4968560 | PA      | $4968560.00     | 0.01%             |  |  |  | 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        |      1384042 | PA      | $1392195.27     | 0.00%             | 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        |      2988915 | PA      | $33887.40       | 0.00%             | 2065-05-25      | Variable      | 0.42%                 | 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      | $154499.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Zelis Payments Buyer, Inc.                                                | Zelis Payments Buyer, Inc., 1st Lien Term Loan                                                                                                      | CUSIP: 98932TAH6<br>LEI: 549300U8NGLZN5R1Y309 | Long             | LON              | CORP              | US        |       975150 | PA      | $941994.90      | 0.00%             | 2031-11-26      | Variable      | 6.92%                 | No            |                  2 | On Loan: No      |
| Amentum Holdings, Inc.                                                    | Amentum Holdings, Inc.                                                                                                                              | CUSIP: 02352BAA3<br>LEI: 2549009FJIBLW40CU216 | Long             | DBT              | CORP              | US        |      1329000 | PA      | $1375262.49     | 0.00%             | 2032-08-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Bridge Street CLO II Ltd.                                                 | Bridge Street CLO II Ltd., Series 2021-1A, Class CR                                                                                                 | CUSIP: 10806JAU7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2500000 | PA      | $2508322.75     | 0.01%             | 2039-01-20      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| Hungary                                                                   | Hungary Government Bond                                                                                                                             | CUSIP: N/A<br>LEI: 5299003F3UFKGCCMAP43       | Long             | DBT              | NUSS              | HU        |      4650000 | PA      | $4713612.00     | 0.01%             | 2035-09-26      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | SOP                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    -67850000 | PA      | $-94619.26      | -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      | $-555623.86     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Summer BC Holdco B SARL                                                   | Summer BC Holdco B SARL                                                                                                                             | CUSIP: N/A<br>LEI: 984500NRF59D5DB9B654       | Long             | DBT              | CORP              | LU        |      5339000 | PA      | $5362131.96     | 0.01%             | 2030-02-15      | Floating      | 6.23%                 | 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      | $2398121.91     | 0.01%             | 2039-04-25      | Floating      | 4.63%                 | 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      | $3452686.10     | 0.01%             | 2055-06-14      | Floating      | 6.23%                 | No            |                  2 | On Loan: No      |
| Polaris plc                                                               | Polaris plc, Series 2025-3X, Class B                                                                                                                | CUSIP: N/A<br>LEI: 2138004HHDTEKA2ZLF42       | Long             | ABS-MBS          | CORP              | GB        |       828000 | PA      | $1093246.98     | 0.00%             | 2069-10-27      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| Repsol E&P Capital Markets US LLC                                         | Repsol E&P Capital Markets US LLC                                                                                                                   | CUSIP: 76026AAB3<br>LEI: 894500D0J12FRZ3Q0M15 | Long             | DBT              | CORP              | US        |      4429000 | PA      | $4466461.59     | 0.01%             | 2030-09-16      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| SW Finance I plc                                                          | SW Finance I plc                                                                                                                                    | CUSIP: N/A<br>LEI: 549300BHN1HB5BNG2R96       | Long             | DBT              | CORP              | GB        |      6300000 | PA      | $8706490.26     | 0.02%             | 2031-10-31      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa                                                  | Republic of South Africa                                                                                                                            | CUSIP: 836205BF0<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |      1067000 | PA      | $1093280.21     | 0.00%             | 2036-11-19      | Fixed         | 7.10%                 | 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      | $-77654.49      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Accenture plc                                                             | Accenture plc, Class A                                                                                                                              | CUSIP: N/A<br>LEI: 5493000EWHDSR3MZWH98       | Long             | EC               | CORP              | IE        |         1536 | NS      | $304573.44      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GS Finance Corp.                                                          | GS Finance Corp.                                                                                                                                    | CUSIP: 40058XL51<br>LEI: 549300FR80KBVO6DRL61 | Long             | SN               | CORP              | US        |     30113000 | PA      | $29248726.79    | 0.06%             | 2031-02-17      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Mr Price Group Ltd.                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       131700 | NS      | $-92957.22      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Hill FL                                                                   | Hill FL BV, Series 2024-1FL, Class B                                                                                                                | CUSIP: N/A<br>LEI: 7245006MK9ZZTYTYIQ03       | Long             | ABS-O            | CORP              | NL        |       477664 | PA      | $552366.32      | 0.00%             | 2032-02-18      | Floating      | 3.06%                 | 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        |     16832271 | PA      | $9060900.68     | 0.02%             | 2060-12-25      | Variable      | 3.82%                 | 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      | $2312220.36     | 0.01%             | 2038-07-16      | Floating      | 4.12%                 | No            |                  2 | On Loan: No      |
| Braccan Mortgage Funding plc                                              | Braccan Mortgage Funding plc, Series 2025-2X, Class C                                                                                               | CUSIP: N/A<br>LEI: 213800WUDDAGMT94UJ09       | Long             | ABS-MBS          | CORP              | GB        |       648000 | PA      | $856941.46      | 0.00%             | 2068-01-17      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| eircom Finance DAC                                                        | eircom Finance DAC                                                                                                                                  | CUSIP: N/A<br>LEI: 254900NA4DUH50UERM85       | Long             | DBT              | CORP              | IE        |      3724000 | PA      | $4275740.14     | 0.01%             | 2031-04-30      | Fixed         | 5.00%                 | 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        |       430916 | PA      | $359704.72      | 0.00%             | 2047-06-25      | Floating      | 4.15%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co. (The)                                                     | Walt Disney Co. (The)                                                                                                                               | CUSIP: 254687FR2<br>LEI: 549300GZKULIZ0WOW665 | Short            | DBT              | CORP              | US        |      -400000 | PA      | $-374669.56     | -0.00%            | 2040-03-23      | Fixed         | 4.62%                 | 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      | $1741446.01     | 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      | $-2513294.93    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| INEOS Finance plc                                                         | INEOS Finance plc                                                                                                                                   | CUSIP: N/A<br>LEI: 2138002D68XDR4LZCG32       | Long             | DBT              | CORP              | GB        |      7505000 | PA      | $7885106.65     | 0.02%             | 2031-03-31      | 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      | $-91229.79      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ZF North America Capital, Inc.                                            | ZF North America Capital, Inc.                                                                                                                      | CUSIP: 98877DAD7<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |       400000 | PA      | $405721.20      | 0.00%             | 2028-04-14      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Zloty                                                                     | Zloty                                                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | PL        |     87030485 | OU      | $23444449.32    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Peer Holding III BV                                                       | Peer Holding III BV, Facility 1st Lien Term Loan B7B                                                                                                | CUSIP: N6872NAS5<br>LEI: N/A                  | Long             | LON              | CORP              | NL        |      3000000 | PA      | $3453471.75     | 0.01%             | 2031-11-26      | Variable      | 4.77%                 | 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      | $5717423.48     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Hilton Worldwide Finance LLC                                              | Hilton Worldwide Finance LLC                                                                                                                        | CUSIP: 432891AK5<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |       703000 | PA      | $702565.76      | 0.00%             | 2027-04-01      | Fixed         | 4.88%                 | 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      | $3272818.79     | 0.01%             | 2044-01-15      | Variable      | 2.78%                 | 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        |      2429411 | PA      | $2416886.16     | 0.01%             | 2037-03-25      | Floating      | 4.11%                 | 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      | $22010709.60    | 0.05%             | 2037-04-28      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| Birch Grove CLO 6 Ltd.                                                    | Birch Grove CLO 6 Ltd., Series 2023-6A, Class A1R                                                                                                   | CUSIP: 09077FAL9<br>LEI: 254900HENKWLW4T9SW86 | Long             | ABS-CBDO         | CORP              | JE        |      5000000 | PA      | $5002942.50     | 0.01%             | 2037-07-20      | Floating      | 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      | $-966498.27     | -0.00%            |  |  |  | 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      | $1500898.80     | 0.00%             | 2038-01-20      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     24668534 | PA      | $-1805.59       | -0.00%            |  |  |  | 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      | $3750460.42     | 0.01%             | 2031-08-17      | Floating      | 2.90%                 | No            |                  2 | On Loan: No      |
| Altice France Lux 3                                                       | Altice France Lux 3                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | LU        |       137453 | NS      | $2287800.72     | 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      | $46865.85       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     83182754 | PA      | $-49405.35      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Vodafone Group plc                                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      1214700 | NS      | $70275.59       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    195737171 | PA      | $-3226262.02    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Boxer Parent Co., Inc.                                                    | Boxer Parent Co., Inc., 1st Lien Term Loan                                                                                                          | CUSIP: 05988HAQ0<br>LEI: 5493006T045HLTF7YX04 | Long             | LON              | CORP              | US        |      1416032 | PA      | $1309390.31     | 0.00%             | 2031-07-30      | Variable      | 6.67%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | FR        |      1829673 | PA      | $-41905.39      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |       469058 | PA      | $53073.17       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Houston Center                                                            | AS HC LP - Note A - Assignment, Delayed Draw 1st Lien Term Loan                                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14000309 | PA      | $13208605.19    | 0.03%             | 2032-09-13      | Variable      | 5.27%                 | No            |                  3 | 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        |      2557756 | PA      | $2961605.73     | 0.01%             | 2038-07-20      | Floating      | 3.33%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | HSBC Holdings plc                                                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -120000 | NS      | $-103170.28     | -0.00%            |  |  |  | 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      | $14206739.50    | 0.03%             | 2029-04-30      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| Molossus Btl plc                                                          | Molossus Btl plc, Series 2025-1, Class C                                                                                                            | CUSIP: N/A<br>LEI: 635400EK2YUIDKJ84N95       | Long             | ABS-MBS          | CORP              | GB        |       160840 | PA      | $212726.98      | 0.00%             | 2063-03-17      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      2615000 | PA      | $6038.74        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Aptiv plc                                                                 | Aptiv plc                                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JE        |         4360 | NS      | $302758.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     53394171 | PA      | $13613.86       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Uae Dirham                                                                | Uae Dirham                                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | AE        |      5258955 | OU      | $1431670.53     | 0.00%             |  |  |  | No            |                  1 | 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        |       517999 | PA      | $502489.85      | 0.00%             | 2046-06-25      | Floating      | 4.31%                 | 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        |      3275000 | PA      | $3612324.72     | 0.01%             | 2031-08-12      | Variable      | 5.80%                 | No            |                  2 | On Loan: No      |
| ABRA Global Finance                                                       | ABRA Global Finance                                                                                                                                 | CUSIP: 000852AC7<br>LEI: 2549007QS3P0D4KT9G26 | Long             | DBT              | CORP              | KY        |     24805663 | PA      | $23462436.35    | 0.05%             | 2029-10-22      | Fixed         | 14.00%                | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                                                   | JPMorgan Securities LLC                                                                                                                             | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | Long             | RA               | CORP              | US        |      4058125 | PA      | $4058125.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| VTR Commercial Mortgage Trust                                             | VTR Commercial Mortgage Trust, Series 2025-STEM, Class D                                                                                            | CUSIP: 92890YAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3734000 | PA      | $3681299.44     | 0.01%             | 2039-10-13      | Variable      | 6.06%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    240187000 | PA      | $-1302992.53    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Invesco US CLO Ltd.                                                       | Invesco US CLO Ltd., Series 2023-3A, Class AR                                                                                                       | CUSIP: 46091RAL7<br>LEI: 213800YAVR2FVYDIRM63 | Long             | ABS-CBDO         | CORP              | JE        |      5750000 | PA      | $5752381.65     | 0.01%             | 2038-07-15      | Floating      | 4.98%                 | 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      | $16798574.24    | 0.04%             | 2029-04-13      | Variable      | 6.84%                 | No            |                  2 | On Loan: No      |
| BofA Securities, Inc.                                                     | BofA Securities, Inc.                                                                                                                               | CUSIP: N/A<br>LEI: 549300HN4UKV1E2R3U73       | Long             | RA               | CORP              | US        |       197500 | PA      | $197500.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |      1030000 | PA      | $-88593.42      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Azul Secured Finance LLP                                                  | Azul Secured Finance LLP                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |       281000 | PA      | $247982.50      | 0.00%             | 2031-02-15      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    239767642 | PA      | $-7668448.19    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Graphic Packaging International LLC                                       | Graphic Packaging International LLC                                                                                                                 | CUSIP: 38869AAE7<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |      1096000 | PA      | $1090829.21     | 0.00%             | 2032-07-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Arcos Dorados BV                                                          | Arcos Dorados BV                                                                                                                                    | CUSIP: N/A<br>LEI: 549300T91OYP6I7P8G39       | Long             | DBT              | CORP              | NL        |      7738000 | PA      | $7906688.40     | 0.02%             | 2032-01-29      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp. Variable Rate Notes, Series 5563, Class FA                                                                         | CUSIP: 3137HMKA7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     26131075 | PA      | $26317815.83    | 0.06%             | 2055-08-25      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO III Ltd.                                                      | Elmwood CLO III Ltd., Series 2019-3A, Class A1RR                                                                                                    | CUSIP: 29002HAW9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2050000 | PA      | $2050923.94     | 0.00%             | 2037-07-18      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| Hambridge Euro CLO DAC                                                    | Hambridge Euro CLO 2 DAC, Series 2X, Class A                                                                                                        | CUSIP: N/A<br>LEI: 635400NH1P1SJKW98951       | Long             | ABS-CBDO         | CORP              | IE        |      2000000 | PA      | $2311700.00     | 0.01%             | 2039-01-20      | Floating      | 0.00%                 | No            |                  3 | On Loan: No      |
| ZF North America Capital, Inc.                                            | ZF North America Capital, Inc.                                                                                                                      | CUSIP: 98877DAF2<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |       658000 | PA      | $636537.55      | 0.00%             | 2030-04-23      | 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      | $4880638.97     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Lamb Weston Holdings, Inc.                                                | Lamb Weston Holdings, Inc.                                                                                                                          | CUSIP: 513272AE4<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |       630000 | PA      | $585239.89      | 0.00%             | 2032-01-31      | Fixed         | 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      | $7930081.76     | 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        |      3948519 | PA      | $3558583.46     | 0.01%             | 2035-12-25      | Floating      | 4.47%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Aeroports de Paris SA                                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -7200 | NS      | $-22915.15      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Areas Worldwide SA                                                        | Areas Worldwide SA, Facility 1st Lien Term Loan B5                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | FR        |      7661525 | PA      | $8681827.32     | 0.02%             | 2029-12-31      | Variable      | 5.63%                 | No            |                  2 | On Loan: No      |
| Sammons Financial Group, Inc.                                             | Sammons Financial Group, Inc.                                                                                                                       | CUSIP: 79588TAF7<br>LEI: 254900SHCOQLVJ21CT59 | Short            | DBT              | CORP              | US        |      -500000 | PA      | $-529382.75     | -0.00%            | 2034-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | S&P 500 E-Mini Index                                                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -2890 | NC      | $14343550.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | 3-mo. SOFR                                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         4279 | NC      | $-1418447.37    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | IMCD NV                                                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |       -16700 | NS      | $-318375.27     | -0.00%            |  |  |  | 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      | $4752375.00     | 0.01%             | 2037-07-15      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| Carlyle US CLO Ltd.                                                       | Carlyle US CLO Ltd., Series 2019-3A, Class CR3                                                                                                      | CUSIP: 14314HBS2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2250000 | PA      | $2249310.60     | 0.00%             | 2039-04-20      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Intralot Capital Luxembourg SA                                            | Intralot Capital Luxembourg SA                                                                                                                      | CUSIP: N/A<br>LEI: 549300QF747C7UWZYB38       | Short            | DBT              | CORP              | LU        |     -7600000 | PA      | $-8391018.80    | -0.02%            | 2031-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Salzgitter AG                                                             | Salzgitter AG                                                                                                                                       | CUSIP: N/A<br>LEI: 529900E12Z6HXIMHFA15       | Long             | EC               | CORP              | DE        |        16683 | NS      | $722318.06      | 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      | $6752574.45     | 0.01%             | 2037-10-20      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     45078369 | PA      | $-40354.31      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Terrell Independent School District                                       | Terrell Independent School District, Series 2025                                                                                                    | CUSIP: 881405NY6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      7935000 | PA      | $8398126.28     | 0.02%             | 2050-08-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | USD Currency                                                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CH        |   -102908235 | PA      | $-69875.29      | -0.00%            |  |  |  | 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      | $2937331.02     | 0.01%             | 2028-03-02      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     12063042 | PA      | $14607.84       | 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        |     30606000 | PA      | $35245690.87    | 0.08%             | 2033-04-30      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | VICI Properties, Inc.                                                                                                                               | CUSIP: 925652109<br>LEI: N/A                  | N/A              | DE               |  | GB        |       118700 | NS      | $32049.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | CME Bitcoin                                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |          -48 | NC      | $1655567.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| National Australia Bank Ltd.                                              | National Australia Bank Ltd.                                                                                                                        | CUSIP: N/A<br>LEI: F8SB4JFBSYQFRQEH3Z21       | Long             | DBT              | CORP              | AU        |     14500000 | PA      | $9993070.21     | 0.02%             | 2035-11-14      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| Vicinity Centres Trust                                                    | Vicinity Centres Trust                                                                                                                              | CUSIP: N/A<br>LEI: 254900YANM8VTQCFYX66       | Long             | DBT              | CORP              | AU        |      5540000 | PA      | $3698212.17     | 0.01%             | 2036-03-03      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| DBC Mortgage Trust                                                        | DBC Mortgage Trust, Series 2025-DBC, Class HRR                                                                                                      | CUSIP: 23306HAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     39000000 | PA      | $39147888.00    | 0.08%             | 2042-11-15      | Floating      | 9.22%                 | No            |                  2 | On Loan: No      |
| Cardinal Health, Inc.                                                     | Cardinal Health, Inc.                                                                                                                               | CUSIP: 14149YBQ0<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |      3000000 | PA      | $3005235.93     | 0.01%             | 2026-11-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   7394896587 | PA      | $220654.62      | 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      | $8990901.00     | 0.02%             | 2030-10-25      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| QIC Cayman Ltd.                                                           | QIC Cayman Ltd.                                                                                                                                     | CUSIP: N/A<br>LEI: 549300ZO9661UN55F475       | Long             | DBT              | CORP              | KY        |     15000000 | PA      | $14374200.00    | 0.03%             | 2031-04-10      | Variable      | 6.15%                 | No            |                  2 | On Loan: No      |
| TopBuild Corp.                                                            | TopBuild Corp.                                                                                                                                      | CUSIP: 89055FAB9<br>LEI: 5493007YSKHOL4RWII46 | Long             | DBT              | CORP              | US        |       877000 | PA      | $835154.21      | 0.00%             | 2029-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Howard Midstream Energy Partners LLC                                      | Howard Midstream Energy Partners LLC                                                                                                                | CUSIP: 442722AD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       459000 | PA      | $460745.12      | 0.00%             | 2034-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| MKS, Inc.                                                                 | MKS, Inc.                                                                                                                                           | CUSIP: N/A<br>LEI: 549300KEQATBHAGVF505       | Long             | DBT              | CORP              | US        |     13762000 | PA      | $15197478.92    | 0.03%             | 2034-02-15      | Fixed         | 4.25%                 | 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      | $1973234.06     | 0.00%             | 2060-01-26      | Variable      | 4.66%                 | No            |                  2 | On Loan: No      |
| RevoCar SA Compartment                                                    | RevoCar SA Compartment, Series 2025-2, Class C                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | LU        |       300000 | PA      | $345903.02      | 0.00%             | 2038-08-25      | Floating      | 2.99%                 | No            |                  2 | On Loan: No      |
| Asset-Backed European Securitisation Transaction Twenty-Four Srl          | Asset-Backed European Securitisation Transaction Twenty-Four SRL, Series 2024-R, Class B                                                            | CUSIP: N/A<br>LEI: 8156003524A4F7B21C64       | Long             | ABS-O            | CORP              | IT        |      4032000 | PA      | $4684075.95     | 0.01%             | 2040-08-16      | Floating      | 3.09%                 | 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      | $3185558.86     | 0.01%             | 2061-02-23      | Floating      | 6.48%                 | 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      | $3473927.00     | 0.01%             | 2065-01-25      | Variable      | 7.75%                 | No            |                  2 | On Loan: No      |
| Deuce Finco plc                                                           | Deuce Finco plc                                                                                                                                     | CUSIP: N/A<br>LEI: 9845007DA2BC863E8437       | Long             | DBT              | CORP              | GB        |      4195000 | PA      | $4837002.13     | 0.01%             | 2032-11-20      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| Muthoot Finance Ltd.                                                      | Muthoot Finance Ltd.                                                                                                                                | CUSIP: 62828M2E0<br>LEI: 335800HAMJMBFL4RRF02 | Long             | DBT              | CORP              | IN        |      5093000 | PA      | $5016605.00     | 0.01%             | 2030-03-02      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Acrisure LLC                                                              | Acrisure LLC                                                                                                                                        | CUSIP: 00489LAL7<br>LEI: 549300R0Z1Q47XRTGO22 | Long             | DBT              | CORP              | US        |      2768000 | PA      | $2776481.15     | 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        |     20243579 | PA      | $20373891.30    | 0.04%             | 2067-12-25      | Variable      | 9.21%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Invesco Preferred ETF                                                                                                                               | CUSIP: 46138E511<br>LEI: N/A                  | N/A              | DE               |  | US        |     -1000000 | NS      | $400000.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Iliad Holding SAS                                                         | Maya SAS                                                                                                                                            | CUSIP: N/A<br>LEI: 9695009BGMXB527HV965       | Long             | DBT              | CORP              | FR        |      5773000 | PA      | $6750970.59     | 0.01%             | 2030-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                                              | BX Commercial Mortgage Trust, Series 2024-AIR2, Class B                                                                                             | CUSIP: 05613QAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3740803 | PA      | $3744309.56     | 0.01%             | 2041-10-15      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       806400 | PA      | $100123.49      | 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      | $1544703.13     | 0.00%             | 2038-10-15      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| Signal Peak CLO 3 Ltd.                                                    | Signal Peak CLO 3 Ltd., Series 2016-3A, Class D1R3                                                                                                  | CUSIP: 82672NAG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      3750000 | PA      | $3695704.88     | 0.01%             | 2037-01-23      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| Sensata Technologies, Inc.                                                | Sensata Technologies, Inc.                                                                                                                          | CUSIP: 81728UAB0<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |      1004000 | PA      | $931230.29      | 0.00%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | EUR Currency                                                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | FR        |    -40847000 | PA      | $-101462.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Latch, Inc.                                                                                                                                         | CUSIP: 51818V114<br>LEI: N/A                  | N/A              | DE               |  | US        |       164855 | NS      | $65.94          | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | United Microelectronics Corp.                                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       493000 | NS      | $-46611.06      | -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      | $2800000.00     | 0.01%             | 2038-01-20      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| Sunrise SPV 97 SRL                                                        | Sunrise SPV 97 SRL, Series 2025-2, Class C                                                                                                          | CUSIP: N/A<br>LEI: 815600D891F71DDF9E74       | Long             | ABS-O            | CORP              | IT        |      4055000 | PA      | $4655362.81     | 0.01%             | 2050-10-27      | Floating      | 3.20%                 | No            |                  2 | On Loan: No      |
| Standard Industries, Inc.                                                 | Standard Industries, Inc.                                                                                                                           | CUSIP: 853496AD9<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |       627000 | PA      | $619777.96      | 0.00%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                                              | BX Commercial Mortgage Trust, Series 2025-BCAT, Class E                                                                                             | CUSIP: 12433HAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      7642322 | PA      | $7661427.37     | 0.02%             | 2042-08-15      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd.                                                              | OCP CLO Ltd., Series 2025-46A, Class C                                                                                                              | CUSIP: 671023AE9<br>LEI: 213800J27YESIODUZS34 | Long             | ABS-CBDO         | CORP              | KY        |      1460000 | PA      | $1455066.95     | 0.00%             | 2038-10-15      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $450887.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                           | Citigroup, Inc., Series FF                                                                                                                          | CUSIP: 17327CAV5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      1000000 | PA      | $1007426.10     | 0.00%             | 2030-02-15      | Variable      | 6.95%                 | 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      | $217756.48      | 0.00%             | 2065-05-25      | Variable      | 7.66%                 | No            |                  2 | On Loan: No      |
| Fair Isaac Corp.                                                          | Fair Isaac Corp.                                                                                                                                    | CUSIP: 303250AF1<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |      3120000 | PA      | $3027725.69     | 0.01%             | 2028-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Republic of Panama                                                        | Republic of Panama                                                                                                                                  | CUSIP: 698299BT0<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |      1012000 | PA      | $1050456.00     | 0.00%             | 2035-02-14      | Fixed         | 6.40%                 | 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      | $9631776.48     | 0.02%             | 2039-05-10      | Variable      | 10.26%                | No            |                  2 | On Loan: No      |
| SM Energy Co.                                                             | SM Energy Co.                                                                                                                                       | CUSIP: 78454LAX8<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |      1962000 | PA      | $1991718.41     | 0.00%             | 2029-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Home Depot, Inc. (The)                                                                                                                              | CUSIP: 00PCDNC75<br>LEI: N/A                  | N/A              | DE               |  | US        |         -180 | NC      | $-486900.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Ellucian Holdings, Inc.                                                   | Ellucian Holdings, Inc., 1st Lien Term Loan B1                                                                                                      | CUSIP: 28917XAB6<br>LEI: 549300RP8NIJ7FY7OS79 | Long             | LON              | CORP              | US        |      1046541 | PA      | $1016232.79     | 0.00%             | 2029-10-09      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| Oriental Republic of Uruguay                                              | Oriental Republic of Uruguay                                                                                                                        | CUSIP: 760942BJ0<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |     52265101 | PA      | $1301323.22     | 0.00%             | 2035-10-29      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $94261.40       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                                                                                  | CUSIP: 3133C2CM8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1120360 | PA      | $1110065.16     | 0.00%             | 2053-05-01      | Fixed         | 5.00%                 | 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        |        80789 | PA      | $74370.85       | 0.00%             | 2037-03-25      | Floating      | 4.13%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Lululemon Athletica, Inc.                                                                                                                           | CUSIP: 550021109<br>LEI: N/A                  | N/A              | DE               |  | US        |       -11400 | NS      | $119460.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Autonoria Spain                                                           | AutoNoria Spain FT, Series 2022-SP, Class D                                                                                                         | CUSIP: N/A<br>LEI: 959800TU6P30TL2EN703       | Long             | ABS-O            | CORP              | ES        |       132423 | PA      | $158161.71      | 0.00%             | 2040-01-28      | 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      | $-8608525.65    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| WOM Mobile SA                                                             | WOM Mobile SA                                                                                                                                       | CUSIP: 97810LAA7<br>LEI: 549300T600VUO0QJ3063 | Long             | DBT              | CORP              | CL        |     20895694 | PA      | $21127636.20    | 0.05%             | 2031-04-01      | Variable      | 11.00%                | No            |                  2 | On Loan: No      |
| N/A                                                                       | Element Fleet Management Corp.                                                                                                                      | CUSIP: 286181201<br>LEI: N/A                  | N/A              | DE               |  | US        |       -54300 | NS      | $17511.21       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     49336324 | PA      | $15348.08       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Signia Aerospace LLC                                                      | Signia Aerospace LLC, 1st Lien Term Loan                                                                                                            | CUSIP: 82670NAG1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       533966 | PA      | $534633.78      | 0.00%             | 2031-12-11      | Variable      | 6.42%                 | No            |                  2 | On Loan: No      |
| Multiversity SpA                                                          | Multiversity SpA                                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | IT        |      5983000 | PA      | $6886434.98     | 0.01%             | 2031-05-17      | Floating      | 6.28%                 | 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      | $98575.77       | 0.00%             | 2027-10-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Apidos CLO LIV                                                            | Apidos CLO LIV, Series 2025-54A, Class A1                                                                                                           | CUSIP: 03771RAA9<br>LEI: 254900SXYQWBYZA9L226 | Long             | ABS-CBDO         | CORP              | KY        |      3540000 | PA      | $3540711.54     | 0.01%             | 2038-10-20      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                      | JPMorgan Chase & Co.                                                                                                                                | CUSIP: 46625HRX0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      1000000 | PA      | $988791.98      | 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        |      1771000 | PA      | $1552874.08     | 0.00%             | 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        |       305958 | PA      | $305847.36      | 0.00%             | 2028-09-28      | Variable      | 8.17%                 | No            |                  2 | On Loan: No      |
| NCR Atleos Corp.                                                          | NCR Atleos Corp.                                                                                                                                    | CUSIP: 638962AA8<br>LEI: 9845005FC3S0VA714741 | Long             | DBT              | CORP              | US        |     17288000 | PA      | $18505807.52    | 0.04%             | 2029-04-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Ares Management Corp.                                                                                                                               | CUSIP: 03990B101<br>LEI: N/A                  | N/A              | DE               |  | US        |       -14600 | NS      | $-28908.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AutoFlorence 3 SRL                                                        | AutoFlorence 3 SRL, Series 3, Class B                                                                                                               | CUSIP: N/A<br>LEI: 815600F88BB8BFD30863       | Long             | ABS-O            | CORP              | IT        |       278971 | PA      | $327430.55      | 0.00%             | 2046-12-25      | Floating      | 4.29%                 | 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      | $2776138.92     | 0.01%             | 2032-11-15      | Floating      | 5.03%                 | 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      | $1109147.58     | 0.00%             | 2056-12-22      | Floating      | 6.73%                 | 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      | $957908.83      | 0.00%             | 2037-10-22      | Floating      | 5.24%                 | 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        |      1611959 | PA      | $1619645.51     | 0.00%             | 2047-05-25      | Floating      | 4.14%                 | No            |                  2 | On Loan: No      |
| CVC Cordatus Loan Fund XXVIII DAC                                         | CVC Cordatus Loan Fund XXVIII DAC, Series 28A, Class BR                                                                                             | CUSIP: N/A<br>LEI: 549300JSRW9KFNLBLI94       | Long             | ABS-CBDO         | CORP              | IE        |      2430000 | PA      | $2792888.11     | 0.01%             | 2038-08-15      | Floating      | 3.93%                 | 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      | $934245.00      | 0.00%             | 2032-07-22      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Dometic Group AB                                                          | Dometic Group AB                                                                                                                                    | CUSIP: N/A<br>LEI: 549300STIPMK5VSA7Y59       | Long             | DBT              | CORP              | SE        |      4119000 | PA      | $4545387.07     | 0.01%             | 2030-09-11      | Fixed         | 5.00%                 | 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      | $197737.14      | 0.00%             | 2050-06-15      | Variable      | 2.12%                 | No            |                  2 | On Loan: No      |
| Rocket Mortgage LLC                                                       | Rocket Mortgage LLC                                                                                                                                 | CUSIP: 74841CAB7<br>LEI: 549300FGXN1K3HLB1R50 | Long             | DBT              | CORP              | US        |      1005000 | PA      | $927391.99      | 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      | $2186002.91     | 0.00%             | 2038-02-15      | Floating      | 4.68%                 | No            |                  2 | On Loan: No      |
| Saudi Awwal Bank                                                          | Saudi Awwal Bank                                                                                                                                    | CUSIP: N/A<br>LEI: 558600TQS0WENZUC5190       | Long             | DBT              | CORP              | SA        |     15000000 | PA      | $14691000.00    | 0.03%             | 2035-09-04      | Variable      | 5.95%                 | 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        |       981912 | PA      | $922585.02      | 0.00%             | 2028-03-13      | Variable      | 6.53%                 | 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      | $2752796.75     | 0.01%             | 2037-07-20      | Floating      | 6.77%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     23475000 | PA      | $-40060.80      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Romania                                                                   | Romania Government Bond                                                                                                                             | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |       767000 | PA      | $883327.69      | 0.00%             | 2039-07-11      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands III BV                            | Teva Pharmaceutical Finance Netherlands III BV                                                                                                      | CUSIP: 88167AAQ4<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |       287000 | PA      | $285805.13      | 0.00%             | 2029-05-09      | Fixed         | 5.12%                 | 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      | $3796980.00     | 0.01%             | 2037-10-15      | Floating      | 9.15%                 | No            |                  2 | On Loan: No      |
| Silver Point Euro CLO DAC                                                 | Silver Point Euro CLO DAC, Series 1A, Class D                                                                                                       | CUSIP: N/A<br>LEI: 254900E59SU5T0V8CI79       | Long             | ABS-CBDO         | CORP              | IE        |      2187000 | PA      | $2509281.23     | 0.01%             | 2039-01-15      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Dassault Aviation SA                                                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |        -4300 | NS      | $4686.14        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WRKCo, Inc.                                                               | WRKCo, Inc.                                                                                                                                         | CUSIP: 92940PAE4<br>LEI: 549300JEB576INN13W07 | Long             | DBT              | CORP              | US        |       100000 | PA      | $98784.11       | 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        |     13568100 | NS      | $567456.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United Mexican States                                                     | United Mexican States                                                                                                                               | CUSIP: 91087BBD1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     20165000 | PA      | $21173250.00    | 0.05%             | 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      | $250154.60      | 0.00%             | 2027-10-15      | Variable      | 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      | $185.94         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PG&E Corp.                                                                | PG&E Corp.                                                                                                                                          | CUSIP: 69331CAJ7<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Short            | DBT              | CORP              | US        |      -100000 | PA      | $-98679.21      | -0.00%            | 2030-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Grupo Financiero Banorte SAB de CV                                        | Grupo Financiero Banorte SAB de CV, Class O                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | MX        |       103726 | NS      | $1150401.96     | 0.00%             |  |  |  | No            |                  1 | 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      | $2299918.88     | 0.00%             | 2038-05-15      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| ACREC LLC                                                                 | ACREC LLC, Series 2026-FL4, Class A                                                                                                                 | CUSIP: 004970AA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      7000000 | PA      | $6979282.80     | 0.02%             | 2043-01-18      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| UPX HIL Issuer Trust                                                      | UPX HIL Issuer Trust, Series 2025-1, Class A                                                                                                        | CUSIP: 916925AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     17832344 | PA      | $17758316.58    | 0.04%             | 2047-01-25      | Fixed         | 5.16%                 | 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        |      5142391 | PA      | $5958514.20     | 0.01%             | 2034-04-25      | Floating      | 2.82%                 | 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      | $2035368.37     | 0.00%             | 2034-08-28      | Fixed         | 5.62%                 | 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        |      2541000 | PA      | $1986757.09     | 0.00%             | 2029-11-15      | Variable      | 9.77%                 | 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      | $577545.25      | 0.00%             | 2033-11-15      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| Symphony Loan Funding CLO 1 Ltd.                                          | Symphony Loan Funding CLO 1 Ltd., Series 2024-1A, Class A1                                                                                          | CUSIP: 87191BAA9<br>LEI: 2549004METMVSMVTI366 | Long             | ABS-CBDO         | CORP              | KY        |     11500000 | PA      | $11509251.75    | 0.02%             | 2038-01-22      | Floating      | 5.10%                 | 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      | $749347.43      | 0.00%             | 2031-05-15      | Floating      | 7.29%                 | No            |                  2 | On Loan: No      |
| Six Flags Entertainment Corp.                                             | Six Flags Entertainment Corp.                                                                                                                       | CUSIP: 150190AE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       181000 | PA      | $173130.81      | 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      | $1996344.20     | 0.00%             | 2033-02-15      | Floating      | 5.90%                 | No            |                  2 | On Loan: No      |
| VZ Secured Financing BV                                                   | VZ Secured Financing BV                                                                                                                             | CUSIP: 91845AAA3<br>LEI: 549300MG611MYCOWY949 | Long             | DBT              | CORP              | NL        |      7591000 | PA      | $6506974.84     | 0.01%             | 2032-01-15      | Fixed         | 5.00%                 | 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        |      1698051 | PA      | $1693955.27     | 0.00%             | 2051-07-25      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| Verde Purchaser LLC                                                       | Verde Purchaser LLC, 1st Lien Term Loan                                                                                                             | CUSIP: 92338TAB2<br>LEI: 2549004HFEKMUGBG3Z35 | Long             | LON              | CORP              | US        |       985019 | PA      | $955468.09      | 0.00%             | 2030-11-30      | Variable      | 7.70%                 | 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      | $5991654.13     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UNIV Trust                                                                | UNIV Trust, Series 2025-APTS, Class A                                                                                                               | CUSIP: 91336XAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     10568000 | PA      | $10530878.84    | 0.02%             | 2042-11-15      | Floating      | 5.32%                 | 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      | $5212775.01     | 0.01%             | 2041-02-17      | Fixed         | 4.88%                 | 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      |
| Rockford Tower CLO Ltd.                                                   | Rockford Tower CLO Ltd., Series 2025-3A, Class D1                                                                                                   | CUSIP: 77340WAJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1500000 | PA      | $1488879.00     | 0.00%             | 2038-03-31      | Floating      | 6.83%                 | No            |                  2 | On Loan: No      |
| BofA Securities, Inc.                                                     | BofA Securities, Inc.                                                                                                                               | CUSIP: N/A<br>LEI: 549300HN4UKV1E2R3U73       | Long             | RA               | CORP              | US        |       834000 | PA      | $834000.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Brant Point CLO Ltd.                                                      | Brant Point CLO Ltd., Series 2025-9A, Class A2                                                                                                      | CUSIP: 10490AAL7<br>LEI: 254900SZ0H5JXJT6M054 | Long             | ABS-CBDO         | CORP              | KY        |       350000 | PA      | $348318.15      | 0.00%             | 2039-01-20      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Dr Ing hc F Porsche AG (Preference)                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |       -30700 | NS      | $-74395.09      | -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        |     71360000 | PA      | $1296787.74     | 0.00%             | 2027-08-13      | Fixed         | 25.32%                | No            |                  2 | On Loan: No      |
| N/A                                                                       | Descartes Systems Group, Inc. (The)                                                                                                                 | CUSIP: 249906108<br>LEI: N/A                  | N/A              | DE               |  | US        |       -13400 | NS      | $-9011.82       | -0.00%            |  |  |  | No            |                  2 | 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        |        32767 | PA      | $84848.74       | 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      | $34002500.00    | 0.07%             | 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      | $1072676.23     | 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        |      8010991 | PA      | $294547.31      | 0.00%             | 2057-12-16      | Variable      | 0.77%                 | No            |                  2 | On Loan: No      |
| Service Properties Trust                                                  | Service Properties Trust                                                                                                                            | CUSIP: 81761LAF9<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |     10795000 | PA      | $9821239.94     | 0.02%             | 2027-09-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Cedar Funding XIX CLO Ltd.                                                | Cedar Funding XIX CLO Ltd., Series 2024-19A, Class A1                                                                                               | CUSIP: 15033CAC6<br>LEI: 213800XI96J5YS3DBD91 | Long             | ABS-CBDO         | CORP              | KY        |     10800000 | PA      | $10805257.44    | 0.02%             | 2038-01-23      | Floating      | 5.00%                 | 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      | $8599844.73     | 0.02%             | 2033-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Venture 31 CLO Ltd.                                                       | Venture 31 CLO Ltd., Series 2018-31A, Class A2                                                                                                      | CUSIP: 92331VAC2<br>LEI: 549300WIVX6V4NHW6X79 | Long             | ABS-CBDO         | CORP              | KY        |      1500000 | PA      | $1497017.40     | 0.00%             | 2031-04-20      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| Bbva Consumer Fondo de Titulizacion                                       | Bbva Consumer Fondo de Titulizacion, Series 2026-1, Class D                                                                                         | CUSIP: N/A<br>LEI: 9598008ZNM97MVXBD120       | Long             | ABS-O            | CORP              | ES        |      1300000 | PA      | $1485537.57     | 0.00%             | 2039-05-20      | Floating      | 4.51%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | NiSource, Inc.                                                                                                                                      | CUSIP: 65473P105<br>LEI: N/A                  | N/A              | DE               |  | US        |       -35400 | NS      | $-42126.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SLG Commercial Mortgage Trust                                             | SLG Commercial Mortgage Trust, Series 2026-PAT, Class A                                                                                             | CUSIP: 78451CAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     10248000 | PA      | $10163814.73    | 0.02%             | 2039-02-15      | Variable      | 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      | $-1057676.74    | -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        |       776000 | PA      | $776000.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | St James's Place plc                                                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        62700 | NS      | $-83826.94      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PRIO Luxembourg Holding SARL                                              | PRIO Luxembourg Holding SARL                                                                                                                        | CUSIP: 74259PAA5<br>LEI: 2221003VQP4JY7T31H94 | Long             | DBT              | CORP              | LU        |       705000 | PA      | $685788.75      | 0.00%             | 2030-10-15      | 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      | $-158026.01     | -0.00%            |  |  |  | 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      | $865683.32      | 0.00%             | 2034-12-15      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Tapestry, Inc.                                                                                                                                      | CUSIP: 876030107<br>LEI: N/A                  | N/A              | DE               |  | US        |        11600 | NS      | $-50924.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Neptune BidCo US, Inc.                                                    | Neptune Bidco US, Inc., 1st Lien Term Loan B                                                                                                        | CUSIP: 64069JAJ1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      2400000 | PA      | $2693121.25     | 0.01%             | 2033-02-03      | Variable      | 7.03%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                                    | Goldman Sachs Bank USA                                                                                                                              | CUSIP: 38151G5B3<br>LEI: KD3XUN7C6T14HNAYLU02 | Long             | SN               | CORP              | US        |     79100000 | PA      | $75667060.00    | 0.16%             | 2030-09-12      | Floating      | 6.60%                 | No            |                  3 | On Loan: No      |
| Barclays Bank plc                                                         | Barclays Bank plc                                                                                                                                   | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | RA               | CORP              | GB        |      6932870 | PA      | $6932870.00     | 0.02%             |  |  |  | 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      | $262040.87      | 0.00%             | 2094-03-25      | Floating      | 6.53%                 | 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        |       789669 | PA      | $803195.80      | 0.00%             | 2049-02-20      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| Lendingclub Rated Notes Issuer Trust                                      | Lendingclub Rated Notes Issuer Trust, Series 2026-P1, Class A                                                                                       | CUSIP: 52611WAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      4101029 | PA      | $4270865.26     | 0.01%             | 2037-08-15      | Fixed         | 6.98%                 | No            |                  3 | On Loan: No      |
| Allwyn Entertainment Financing UK plc                                     | Allwyn Entertainment Financing UK plc                                                                                                               | CUSIP: N/A<br>LEI: 315700J7ZTIN8XGCX365       | Long             | DBT              | CORP              | GB        |      4553000 | PA      | $5043730.92     | 0.01%             | 2031-08-15      | 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      | $39644.83       | 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        |       720874 | PA      | $728213.75      | 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      | $115222.78      | 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        |       226846 | PA      | $263974.50      | 0.00%             | 2033-09-12      | Floating      | 4.25%                 | 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        |      1007337 | PA      | $1004819.09     | 0.00%             | 2032-02-10      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | iShares iBoxx USD High Yield Corporate Bond ETF                                                                                                     | CUSIP: 464288513<br>LEI: N/A                  | N/A              | DE               |  | US        |      -539488 | NS      | $-64738.56      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Innio Group Holding GmbH                                                  | Innio Group Holding GmbH, Facility 1st Lien Term Loan B                                                                                             | CUSIP: D4000UAE1<br>LEI: N/A                  | Long             | LON              | CORP              | AT        |      6265960 | PA      | $7216871.76     | 0.02%             | 2031-11-03      | Variable      | 4.52%                 | 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        |       464487 | PA      | $436238.14      | 0.00%             | 2047-08-25      | Floating      | 4.27%                 | No            |                  2 | On Loan: No      |
| AGL CLO 40 Ltd.                                                           | AGL CLO 40 Ltd., Series 2025-40A, Class A1                                                                                                          | CUSIP: 00122JAA9<br>LEI: 2549000UHABUMC23NI95 | Long             | ABS-CBDO         | CORP              | KY        |      3750000 | PA      | $3746998.13     | 0.01%             | 2038-07-22      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| CVC Cordatus Loan Fund XXIII DAC                                          | CVC Cordatus Loan Fund XXIII DAC, Series 23A, Class ER                                                                                              | CUSIP: N/A<br>LEI: 549300UZHWKVESFC2U21       | Long             | ABS-CBDO         | CORP              | IE        |       470000 | PA      | $540309.60      | 0.00%             | 2036-04-25      | Floating      | 8.88%                 | No            |                  2 | On Loan: No      |
| ReNew Pvt Ltd.                                                            | ReNew Pvt Ltd.                                                                                                                                      | CUSIP: N/A<br>LEI: 335800BITJZHVZ1CN475       | Long             | DBT              | CORP              | IN        |     10000000 | PA      | $9864600.00     | 0.02%             | 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      | $-78345.74      | -0.00%            |  |  |  | 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      | $-95087.52      | -0.00%            | 2034-09-12      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Atos SE                                                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -19569 | NS      | $123961.12      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United Mexican States                                                     | United Mexican States                                                                                                                               | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |     19368000 | PA      | $21561112.44    | 0.05%             | 2040-05-16      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    133200000 | PA      | $-865115.41     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                                  | Cooperatieve Rabobank UA                                                                                                                            | CUSIP: N/A<br>LEI: DG3RU1DBUFHT4ZF9WN62       | Long             | DBT              | CORP              | NL        |     10100000 | PA      | $13095872.86    | 0.03%             | 2029-05-23      | 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      | $259462.35      | 0.00%             |  |  |  | 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      | $112052.50      | 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        |      1240968 | PA      | $1215442.45     | 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        |      5445061 | PA      | $5378631.26     | 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        |       -87500 | NS      | $11816.06       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IndusInd Bank Ltd.                                                        | IndusInd Bank Ltd.                                                                                                                                  | CUSIP: N/A<br>LEI: 335800JDVJ8HSXG9G512       | Long             | EC               | CORP              | IN        |        76773 | NS      | $615007.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Alliant Holdings Intermediate LLC                                         | Alliant Holdings Intermediate LLC                                                                                                                   | CUSIP: 01883LAA1<br>LEI: 5493006Q26653NF8SI73 | Long             | DBT              | CORP              | US        |       198000 | PA      | $197849.12      | 0.00%             | 2027-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| MP Materials Corp.                                                        | MP Materials Corp., Class A                                                                                                                         | CUSIP: 553368101<br>LEI: 89450063PHPS61USMT84 | Long             | EC               | CORP              | US        |       178920 | NS      | $8634679.20     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| N/A                                                                       | Kinder Morgan, Inc.                                                                                                                                 | CUSIP: 49456B101<br>LEI: N/A                  | N/A              | DE               |  | US        |       -39100 | NS      | $7038.00        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CSN Resources SA                                                          | CSN Resources SA                                                                                                                                    | CUSIP: 12644VAE8<br>LEI: 222100ZEX458NMOXZP08 | Long             | DBT              | CORP              | LU        |      5634000 | PA      | $3443782.50     | 0.01%             | 2032-04-08      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDIT                                                                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |     10520000 | PA      | $-530603.69     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | PPL Corp.                                                                                                                                           | CUSIP: 69351T106<br>LEI: N/A                  | N/A              | DE               |  | US        |       -54700 | NS      | $-65696.56      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GC Treasury Center Co. Ltd.                                               | GC Treasury Center Co. Ltd.                                                                                                                         | CUSIP: N/A<br>LEI: 549300LUFQBC2EQNAR40       | Long             | DBT              | CORP              | TH        |     10670000 | PA      | $10334962.00    | 0.02%             | 2035-03-10      | Variable      | 7.12%                 | No            |                  2 | 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      | $1034400.00     | 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        |       488432 | PA      | $455985.34      | 0.00%             | 2027-12-23      | Variable      | 7.16%                 | No            |                  2 | On Loan: No      |
| CVC Cordatus Loan Fund V DAC                                              | CVC Cordatus Loan Fund V DAC, Series 5A, Class BR3                                                                                                  | CUSIP: N/A<br>LEI: 635400Y6CUJR2Y6EHY69       | Long             | ABS-CBDO         | CORP              | IE        |      3680000 | PA      | $4246090.28     | 0.01%             | 2039-09-21      | Floating      | 4.11%                 | 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      | $1501800.75     | 0.00%             | 2029-10-20      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Taiyo Yuden Co. Ltd.                                                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | JP        |      2000000 | NS      | $268428.34      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Brink's Co. (The)                                                         | Brink's Co. (The)                                                                                                                                   | CUSIP: 109696AD6<br>LEI: XFP140TFNOQMIVFTVQ13 | Long             | DBT              | CORP              | US        |      1309000 | PA      | $1324990.74     | 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      | $2612683.82     | 0.01%             | 2055-12-27      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| OZLM XIX Ltd.                                                             | OZLM XIX Ltd., Series 2017-19A, Class B1R3                                                                                                          | CUSIP: 67112CBS5<br>LEI: 5493009C40QUU66J8E83 | Long             | ABS-CBDO         | CORP              | KY        |      3000000 | PA      | $2976952.50     | 0.01%             | 2035-01-15      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| Celanese US Holdings LLC                                                  | Celanese US Holdings LLC                                                                                                                            | CUSIP: 15089QAX2<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |       100000 | PA      | $105708.32      | 0.00%             | 2030-11-15      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| OCS Group Holding Ltd.                                                    | OCS Group Holding Ltd., Facility 1st Lien Term Loan B5                                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | GB        |      3285714 | PA      | $4313092.04     | 0.01%             | 2031-11-28      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| Asimi Funding plc                                                         | Asimi Funding plc, Series 2025-2, Class C                                                                                                           | CUSIP: N/A<br>LEI: 213800AXPL92U14G2M23       | Long             | ABS-O            | CORP              | GB        |       711454 | PA      | $940804.83      | 0.00%             | 2032-12-16      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp. Variable Rate Notes, Series 5503, Class FB                                                                         | CUSIP: 3137HJD53<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     11240816 | PA      | $11320345.24    | 0.02%             | 2055-02-25      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| Bayer AG                                                                  | Bayer AG                                                                                                                                            | CUSIP: N/A<br>LEI: 549300J4U55H3WP1XT59       | Long             | DBT              | CORP              | DE        |      2800000 | PA      | $3430939.87     | 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      | $5493022.98     | 0.01%             | 2057-05-15      | Floating      | 5.74%                 | No            |                  2 | On Loan: No      |
| Irca SpA                                                                  | Irca SpA                                                                                                                                            | CUSIP: N/A<br>LEI: 815600CDE52BA2426216       | Long             | DBT              | CORP              | IT        |      1700000 | PA      | $1968059.72     | 0.00%             | 2029-12-15      | Floating      | 5.90%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                                                  | CUSIP: 31418EHP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        12535 | PA      | $12426.06       | 0.00%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    249166310 | PA      | $2654700.85     | 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        |      1000000 | PA      | $1293819.00     | 0.00%             | 2029-01-22      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Dentsu Soken, Inc.                                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -100700 | NS      | $-29249.12      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Aroundtown Finance SARL                                                   | Aroundtown Finance SARL                                                                                                                             | CUSIP: N/A<br>LEI: 8945006LEXV2KWSWVP51       | Long             | DBT              | CORP              | LU        |      6325000 | PA      | $6594663.16     | 0.01%             | 2031-07-03      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                                         | Barclays Bank plc                                                                                                                                   | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | RA               | CORP              | GB        |       511875 | PA      | $511875.00      | 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      | $-1875579.15    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Allegro CLO V-S Ltd.                                                      | Allegro CLO V-S Ltd., Series 2024-2A, Class A2                                                                                                      | CUSIP: 01750RAE0<br>LEI: 2138003E5WTFBR7NV267 | Long             | ABS-CBDO         | CORP              | JE        |      2400000 | PA      | $2397410.88     | 0.01%             | 2037-07-24      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| Solstice Advanced Materials, Inc.                                         | Solstice Advanced Materials, Inc.                                                                                                                   | CUSIP: 83443QAA1<br>LEI: 2138004GZ4H9TW6HK435 | Long             | DBT              | CORP              | US        |       995000 | PA      | $981111.99      | 0.00%             | 2033-09-30      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    506354506 | PA      | $16105.84       | 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        |     15365000 | PA      | $16588387.30    | 0.04%             | 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      | $4156094.65     | 0.01%             | 2069-11-25      | Variable      | 6.52%                 | No            |                  2 | On Loan: No      |
| Axalta Coating Systems LLC                                                | Axalta Coating Systems LLC                                                                                                                          | CUSIP: 05453GAC9<br>LEI: 549300G80QONCHILSF69 | Long             | DBT              | CORP              | US        |       689000 | PA      | $651908.64      | 0.00%             | 2029-02-15      | Fixed         | 3.38%                 | 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        |       556709 | PA      | $555254.31      | 0.00%             | 2036-08-25      | Floating      | 4.07%                 | No            |                  2 | On Loan: No      |
| Republic of El Salvador                                                   | Republic of El Salvador                                                                                                                             | CUSIP: N/A<br>LEI: 529900AKDMUSFSDOM949       | Long             | DBT              | NUSS              | SV        |       520000 | PA      | $541580.00      | 0.00%             | 2030-04-17      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Biffa Group Holdings Ltd.                                                 | Biffa Group Holdings Ltd.                                                                                                                           | CUSIP: N/A<br>LEI: 21380012LWLXNMXB8I44       | Long             | DBT              | CORP              | JE        |      3303000 | PA      | $4269079.39     | 0.01%             | 2031-06-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                          | NRG Energy, Inc.                                                                                                                                    | CUSIP: 629377508<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | EC               | CORP              | US        |        25378 | NS      | $3708740.92     | 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      | $-803648.12     | -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        |       365955 | PA      | $310476.96      | 0.00%             | 2036-11-25      | Variable      | 5.43%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                                     | United Mexican States                                                                                                                               | CUSIP: 91087BBR0<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |       586000 | PA      | $572522.00      | 0.00%             | 2038-02-09      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     10488000 | PA      | $-384519.28     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    981388005 | PA      | $-16635933.60   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Zegona Finance plc                                                        | Zegona Finance plc                                                                                                                                  | CUSIP: N/A<br>LEI: 254900B3KC1SS7T2TE92       | Long             | DBT              | CORP              | GB        |      8516000 | PA      | $10215511.47    | 0.02%             | 2029-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Fibercop SpA                                                              | Fibercop SpA, Series 2038                                                                                                                           | CUSIP: 683879AH3<br>LEI: 8156007022402E114A31 | Long             | DBT              | CORP              | IT        |       585000 | PA      | $586413.36      | 0.00%             | 2038-06-04      | Fixed         | 7.72%                 | No            |                  2 | On Loan: No      |
| City of Ulaanbaatar Mongolia                                              | City of Ulaanbaatar Mongolia                                                                                                                        | CUSIP: N/A<br>LEI: 254900TXATXIE67DB092       | Long             | DBT              | NUSS              | MN        |      6000000 | PA      | $6030000.00     | 0.01%             | 2027-08-21      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Baiterek National Investment Holding JSC                                  | Baiterek National Investment Holding JSC                                                                                                            | CUSIP: N/A<br>LEI: 984500B4F78F04253804       | Long             | DBT              | NUSS              | KZ        |       696000 | PA      | $697566.00      | 0.00%             | 2028-05-08      | Fixed         | 5.45%                 | 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      | $1907073.84     | 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        |     29790036 | PA      | $6299835.99     | 0.01%             | 2038-02-25      | Variable      | 1.96%                 | No            |                  2 | On Loan: No      |
| Romania                                                                   | Romania Government Bond                                                                                                                             | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |      5312000 | PA      | $6228903.39     | 0.01%             | 2030-03-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Kansai Paint Co. Ltd.                                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    750000000 | NC      | $655204.31      | 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      | $8.63           | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Doosan Enerbility Co. Ltd.                                                | Doosan Enerbility Co. Ltd.                                                                                                                          | CUSIP: N/A<br>LEI: 988400TK5NA3GLSTN506       | Long             | EC               | CORP              | KR        |        17804 | NS      | $1118767.28     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CCO Holdings LLC                                                          | CCO Holdings LLC                                                                                                                                    | CUSIP: 1248EPCL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10310000 | PA      | $8976128.29     | 0.02%             | 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        |      7696053 | PA      | $3588665.86     | 0.01%             | 2036-06-25      | Floating      | 4.09%                 | 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        |     64707899 | PA      | $65327257.43    | 0.14%             | 2055-02-25      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa                                                  | Republic of South Africa                                                                                                                            | CUSIP: N/A<br>LEI: 378900AAFB4F17004C49       | Long             | DBT              | NUSS              | ZA        |      1205000 | PA      | $1391308.95     | 0.00%             | 2026-07-24      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Olympus Water US Holding Corp.                                            | Olympus Water US Holding Corp.                                                                                                                      | CUSIP: 681639AE0<br>LEI: 549300YU2GGVCBN3MY89 | Short            | DBT              | CORP              | US        |     -1213000 | PA      | $-1157324.76    | -0.00%            | 2033-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Gruenenthal GmbH                                                          | Gruenenthal GmbH                                                                                                                                    | CUSIP: N/A<br>LEI: 529900SH895E31PGLA72       | Long             | DBT              | CORP              | DE        |      2859000 | PA      | $3238394.20     | 0.01%             | 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        |      1437366 | PA      | $1377245.29     | 0.00%             | 2040-12-17      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| Newell Brands, Inc.                                                       | Newell Brands, Inc.                                                                                                                                 | CUSIP: 651229BE5<br>LEI: 549300LWGYFM1TVO1Z12 | Short            | DBT              | CORP              | US        |      -695000 | PA      | $-665103.88     | -0.00%            | 2032-05-15      | 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      | $-231.21        | -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        |       878636 | PA      | $1030797.68     | 0.00%             | 2041-09-30      | Floating      | 3.94%                 | No            |                  2 | On Loan: No      |
| Mitra Adiperkasa Tbk. PT                                                  | Mitra Adiperkasa Tbk. PT                                                                                                                            | CUSIP: N/A<br>LEI: 254900Z2B7Y7F69ZZZ04       | Long             | EC               | CORP              | ID        |      5354000 | NS      | $379626.94      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hilton Grand Vacations Borrower LLC                                       | Hilton Grand Vacations Borrower LLC                                                                                                                 | CUSIP: 43284MAA6<br>LEI: 254900HF0EZ734FDVY79 | Long             | DBT              | CORP              | US        |      1785000 | PA      | $1694928.72     | 0.00%             | 2029-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Barentz Midco BV                                                          | Barentz Midco BV, Facility 1st Lien Term Loan B3                                                                                                    | CUSIP: N0965PAF9<br>LEI: 213800GN25HEJ4PXGN52 | Long             | LON              | CORP              | NL        |       496259 | PA      | $479882.81      | 0.00%             | 2031-03-03      | Variable      | 7.02%                 | No            |                  2 | On Loan: No      |
| EURO                                                                      | EURO                                                                                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | XX        |     53635980 | OU      | $61995147.48    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                                                  | CUSIP: 3140XKWZ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       164977 | PA      | $163515.62      | 0.00%             | 2052-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Pound Sterling                                                            | Pound Sterling                                                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | GB        |     13285433 | OU      | $17584598.74    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| California Buyer Ltd.                                                     | California Buyer Ltd.                                                                                                                               | CUSIP: N/A<br>LEI: 254900V5SMQ1UP1CLC26       | Long             | DBT              | CORP              | GB        |      6015000 | PA      | $6720401.05     | 0.01%             | 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      | $16862307.09    | 0.04%             | 2031-02-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Kingfisher plc                                                            | Kingfisher plc                                                                                                                                      | CUSIP: N/A<br>LEI: 213800KBMEV7I92FY281       | Long             | EC               | CORP              | GB        |        65639 | NS      | $249581.63      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Polaris plc                                                               | Polaris plc, Series 2025-2, Class C                                                                                                                 | CUSIP: N/A<br>LEI: 6354008SKUHLCPHT7N63       | Long             | ABS-MBS          | CORP              | GB        |      2146997 | PA      | $2835113.25     | 0.01%             | 2068-08-25      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| Forvia SE                                                                 | Forvia SE                                                                                                                                           | CUSIP: N/A<br>LEI: 969500F0VMZLK2IULV85       | Long             | DBT              | CORP              | FR        |      1795000 | PA      | $2054198.50     | 0.00%             | 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        |      7292546 | PA      | $7300842.00     | 0.02%             | 2039-02-15      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| NRZT                                                                      | NRZT, Series 2025-NQM6, Class A1                                                                                                                    | CUSIP: 64832KAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     14566988 | PA      | $14531018.20    | 0.03%             | 2065-10-25      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| Vanir Logistics Finance SARL                                              | Vanir Logistics Finance SARL, Series 1X, Class A                                                                                                    | CUSIP: N/A<br>LEI: 636700UXUGBCCF9PA752       | Long             | ABS-MBS          | CORP              | LU        |      3409000 | PA      | $3933353.79     | 0.01%             | 2037-07-23      | Floating      | 3.37%                 | No            |                  2 | On Loan: No      |
| Bellis Acquisition Co. plc                                                | Bellis Acquisition Co. plc                                                                                                                          | CUSIP: N/A<br>LEI: 259400CYE2267UB4A481       | Long             | DBT              | CORP              | GB        |      6526000 | PA      | $7965531.62     | 0.02%             | 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      | $98319.30       | 0.00%             | 2027-12-15      | Fixed         | 3.40%                 | 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      | $8314370.50     | 0.02%             | 2062-03-27      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ukraine                                                                   | Ukraine Government Bond                                                                                                                             | CUSIP: 903724CD2<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      1058206 | PA      | $617992.30      | 0.00%             | 2030-02-01      | Variable      | 0.00%                 | 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      | $3725914.40     | 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      | $-870053.76     | -0.00%            | 2050-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Solina Group Services                                                     | Solina Group Services SAS, Facility 1st Lien Term Loan 8                                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3000000 | PA      | $3472959.38     | 0.01%             | 2028-07-31      | Variable      | 5.53%                 | No            |                  2 | On Loan: No      |
| Bridge Street CLO III Ltd.                                                | Bridge Street CLO III Ltd., Series 2022-1A, Class A1R                                                                                               | CUSIP: 10806YAN0<br>LEI: 254900PNW8DFFG2S8664 | Long             | ABS-CBDO         | CORP              | KY        |      4500000 | PA      | $4504455.00     | 0.01%             | 2037-10-20      | Floating      | 5.09%                 | 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        |      1092205 | PA      | $783733.77      | 0.00%             | 2035-11-25      | Floating      | 4.14%                 | No            |                  2 | On Loan: No      |
| United States of America                                                  | U.S. Treasury Bonds                                                                                                                                 | CUSIP: 912810TN8<br>LEI: 254900HROIFWPRGM1V77 | Short            | DBT              | UST               | US        |    -42000000 | PA      | $-33708281.04   | -0.07%            | 2053-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Volcan Cia Minera SAA                                                     | Volcan Cia Minera SAA                                                                                                                               | CUSIP: 92863UAD8<br>LEI: 549300XKJ91C4SZLG750 | Long             | DBT              | CORP              | PE        |       709000 | PA      | $721336.60      | 0.00%             | 2032-10-28      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    794377300 | PA      | $3477356.94     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Hologic, Inc.                                                             | Hologic, Inc., 1st Lien Term Loan B                                                                                                                 | CUSIP: 43644ABL2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      1414000 | PA      | $1396325.00     | 0.00%             | 2033-01-14      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                            | Morgan Stanley                                                                                                                                      | CUSIP: 61744YAP3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      9015000 | PA      | $8894227.58     | 0.02%             | 2029-01-24      | Variable      | 3.77%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                  | Electricite de France SA                                                                                                                            | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | NUSS              | FR        |      6300000 | PA      | $6560125.70     | 0.01%             | 2050-09-22      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                                                  | CUSIP: 31418ET59<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     24759364 | PA      | $24527402.50    | 0.05%             | 2053-07-01      | 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      | $79.03          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                                                                                  | CUSIP: 3132DWJK0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     32042264 | PA      | $31712323.22    | 0.07%             | 2053-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                                                  | CUSIP: 3140XQ2N6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1008714 | PA      | $997089.98      | 0.00%             | 2054-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| RAF ABS                                                                   | RAF ABS, Series 2025-1, Class C                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | AU        |       700000 | PA      | $482689.71      | 0.00%             | 2031-12-09      | Floating      | 5.31%                 | 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      | $3491890.52     | 0.01%             | 2064-12-26      | Variable      | 6.96%                 | 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      | $1823520.84     | 0.00%             | 2048-12-15      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      1335000 | PA      | $-6604.43       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | iShares Expanded Tech-Software Sector ETF                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -4002 | NC      | $-1166527.76    | -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      | $9122483.42     | 0.02%             | 2038-02-15      | Floating      | 3.21%                 | No            |                  2 | On Loan: No      |
| BlackRock ETF Trust II                                                    | iShares AAA CLO Active ETF                                                                                                                          | CUSIP: 092528504<br>LEI: 549300PLJCTZLQ2LE832 | Long             |  | RF                | US        |       700000 | NS      | $36284500.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| Atrium Hotel Portfolio Trust                                              | Atrium Hotel Portfolio Trust, Series 2025-ATRM, Class G                                                                                             | CUSIP: 049917AN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4871000 | PA      | $4824464.90     | 0.01%             | 2042-08-15      | Floating      | 10.42%                | No            |                  2 | On Loan: No      |
| Hill FL                                                                   | Hill FL BV, Series 2024-1FL, Class D                                                                                                                | CUSIP: N/A<br>LEI: 7245006MK9ZZTYTYIQ03       | Long             | ABS-O            | CORP              | NL        |       119418 | PA      | $138626.13      | 0.00%             | 2032-02-18      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | STERIS plc                                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         6300 | NS      | $-27850.18      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                                                                                  | CUSIP: 3133KRB29<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       975762 | PA      | $966313.95      | 0.00%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Wynn Macau Ltd.                                                           | Wynn Macau Ltd.                                                                                                                                     | CUSIP: N/A<br>LEI: 254900NMDQ8ENTHU1I31       | Long             | DBT              | CORP              | KY        |     10646000 | PA      | $10464618.78    | 0.02%             | 2028-08-26      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| PRPM Trust                                                                | PRPM Trust, Series 2025-NQM5, Class A1A                                                                                                             | CUSIP: 69383FAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     11012295 | PA      | $10981490.42    | 0.02%             | 2070-10-25      | Variable      | 5.18%                 | No            |                  2 | On Loan: No      |
| Deutsche Lufthansa AG                                                     | Deutsche Lufthansa AG                                                                                                                               | CUSIP: N/A<br>LEI: 529900PH63HYJ86ASW55       | Long             | DBT              | CORP              | DE        |      2200000 | PA      | $2489685.87     | 0.01%             | 2055-01-15      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | USD/KRW One-touch barrier option; Barrier price USD 1,365.00000                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | FR        |     -1287000 | PA      | $-0.01          | -0.00%            |  |  |  | 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      | $813853.98      | 0.00%             | 2035-04-15      | Floating      | 3.32%                 | No            |                  2 | On Loan: No      |
| OpenAir.com                                                               | OpenAir.com, Series C                                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |        18821 | NS      | $12942955.14    | 0.03%             |  |  |  | No            |                  3 | On Loan: No      |
| RBC Europe Ltd.                                                           | RBC Europe Ltd.                                                                                                                                     | CUSIP: N/A<br>LEI: TXDSU46SXBWIGJ8G8E98       | Long             | RA               | CORP              | GB        |     18415346 | PA      | $24374552.06    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | USD Currency                                                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    -74026915 | PA      | $-517.63        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                           | TransDigm, Inc.                                                                                                                                     | CUSIP: 893647BW6<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |       583000 | PA      | $582672.70      | 0.00%             | 2033-01-15      | Fixed         | 6.00%                 | 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      | $2427671.52     | 0.01%             | 2029-01-31      | Variable      | 6.53%                 | No            |                  2 | On Loan: No      |
| PG&E Corp.                                                                | PG&E Corp.                                                                                                                                          | CUSIP: 69331CAN8<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |       352000 | PA      | $347821.16      | 0.00%             | 2056-09-15      | Variable      | 6.85%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Palladyne AI Corp.                                                                                                                                  | CUSIP: 80359A114<br>LEI: N/A                  | N/A              | DE               |  | US        |       505097 | NS      | $31669.58       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Genius Sports Ltd.                                                        | Genius Sports Ltd.                                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | GG        |      1010711 | NS      | $4477449.73     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Verus Securitization Trust                                                | Verus Securitization Trust, Series 2025-12, Class A1LC                                                                                              | CUSIP: 92490FAE0<br>LEI: 2138009XAW9T934GL239 | Long             | ABS-MBS          | CORP              | US        |      7397718 | PA      | $7347740.50     | 0.02%             | 2070-12-25      | Variable      | 5.11%                 | No            |                  2 | On Loan: No      |
| Hellenic Telecommunications Organization SA                               | Hellenic Telecommunications Organization SA, Class R                                                                                                | CUSIP: N/A<br>LEI: ELPUFM0XZRZO4LFXW404       | Long             | EC               | CORP              | GR        |        87914 | NS      | $1658363.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Advanced Micro Devices, Inc.                                                                                                                        | CUSIP: 00CC1XJ40<br>LEI: N/A                  | N/A              | DE               |  | US        |        -1188 | NC      | $-377190.00     | -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      | $1256063.30     | 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        |       903166 | PA      | $735870.39      | 0.00%             | 2036-12-25      | Variable      | 2.92%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                          | Boeing Co. (The)                                                                                                                                    | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     17285000 | PA      | $16709865.82    | 0.04%             | 2050-05-01      | Fixed         | 5.80%                 | 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      | $-726630.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Poland                                                        | Republic of Poland                                                                                                                                  | CUSIP: N/A<br>LEI: 259400R9L8QEP0TPXS31       | Long             | DBT              | NUSS              | PL        |    201448000 | PA      | $55579992.68    | 0.12%             | 2029-04-25      | Fixed         | 5.75%                 | 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        |      5650000 | PA      | $6346913.36     | 0.01%             | 2030-11-04      | Variable      | 6.51%                 | No            |                  2 | On Loan: No      |
| FCT Noria                                                                 | FCT Noria, Series 2025-1, Class C                                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | FR        |      3300000 | PA      | $3801622.44     | 0.01%             | 2043-07-25      | Floating      | 3.09%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDI                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    102270000 | PA      | $329188.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Amneal Pharmaceuticals LLC                                                | Amneal Pharmaceuticals LLC, 1st Lien Term Loan                                                                                                      | CUSIP: 03167DAS3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       693262 | PA      | $694995.66      | 0.00%             | 2032-08-02      | Variable      | 6.67%                 | No            |                  2 | On Loan: No      |
| Challenger                                                                | Challenger, 1st Lien Term Loan                                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | ES        |      8733574 | PA      | $10075521.96    | 0.02%             | 2027-12-19      | Variable      | 4.38%                 | No            |                  3 | On Loan: No      |
| N/A                                                                       | ServiceNow, Inc.                                                                                                                                    | CUSIP: 81762P102<br>LEI: N/A                  | N/A              | DE               |  | US        |        23600 | NS      | $-224627.07     | -0.00%            |  |  |  | No            |                  2 | 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        |       526562 | PA      | $533380.23      | 0.00%             | 2029-01-15      | Variable      | 7.21%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      1335000 | PA      | $15533.44       | 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      | $97944.02       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                                 | Vistra Operations Co. LLC                                                                                                                           | CUSIP: 92840VAR3<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |       210000 | PA      | $217338.95      | 0.00%             | 2032-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Iberdrola Finanzas SA                                                     | Iberdrola Finanzas SA                                                                                                                               | CUSIP: N/A<br>LEI: 5493004PZNZWWBOUV388       | Long             | DBT              | CORP              | ES        |     17800000 | PA      | $19909071.25    | 0.04%             | 2027-08-16      | Variable      | 1.57%                 | No            |                  2 | On Loan: No      |
| Global Atlantic Fin Co.                                                   | Global Atlantic Fin Co.                                                                                                                             | CUSIP: 37959GAG2<br>LEI: 98450051B2E65CAA7E94 | Long             | DBT              | CORP              | US        |      1335000 | PA      | $1285420.64     | 0.00%             | 2054-10-15      | Variable      | 7.95%                 | No            |                  2 | 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        |      3000000 | PA      | $2636655.67     | 0.01%             | 2029-04-03      | Variable      | 6.39%                 | 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      | $9395050.00     | 0.02%             | 2041-11-15      | Floating      | 5.41%                 | 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      | $1127312.77     | 0.00%             | 2033-11-15      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                                                                                  | CUSIP: 3132DWGY3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2426088 | PA      | $2404105.46     | 0.01%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    141616006 | PA      | $-21565.32      | -0.00%            |  |  |  | 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        |      1519085 | PA      | $1517929.89     | 0.00%             | 2029-10-20      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| Arena Luxembourg Finance SARL                                             | Arena Luxembourg Finance SARL                                                                                                                       | CUSIP: N/A<br>LEI: 222100KX2LPK5KRSIG74       | Long             | DBT              | CORP              | LU        |      3544000 | PA      | $4084475.81     | 0.01%             | 2030-05-01      | Floating      | 4.52%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                                     | United Mexican States                                                                                                                               | CUSIP: 91087BAY6<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |       537000 | PA      | $540490.50      | 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        |       512000 | PA      | $513996.80      | 0.00%             | 2028-07-17      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                              | UBS Group AG                                                                                                                                        | CUSIP: N/A<br>LEI: 549300SZJ9VS8SGXAN81       | Long             | DBT              | CORP              | CH        |      5800000 | PA      | $7228738.04     | 0.02%             | 2029-03-01      | Variable      | 7.75%                 | 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      | $14762425.40    | 0.03%             | 2037-10-15      | Floating      | 5.06%                 | 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        |       491854 | PA      | $569284.20      | 0.00%             | 2033-01-14      | Floating      | 3.14%                 | 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      | $-257721.91     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RB Global Holdings, Inc.                                                  | RB Global Holdings, Inc.                                                                                                                            | CUSIP: 76774LAB3<br>LEI: 254900LH3N0EGB1LQ203 | Long             | DBT              | CORP              | US        |       100000 | PA      | $101237.20      | 0.00%             | 2028-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Williams Cos., Inc. (The)                                                                                                                           | CUSIP: 00CCDGGH8<br>LEI: N/A                  | N/A              | DE               |  | US        |         1120 | NC      | $106400.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Medline Borrower LP                                                       | Medline Borrower LP                                                                                                                                 | CUSIP: 62482BAB8<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |      2514000 | PA      | $2491859.96     | 0.01%             | 2029-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | State Street SPDR S&P 500 ETF Trust                                                                                                                 | CUSIP: 00PBAQJ19<br>LEI: N/A                  | N/A              | DE               |  | US        |        -3000 | NC      | $-4716508.84    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Exmoor Funding plc                                                        | Exmoor Funding plc, Series 2025-1, Class B                                                                                                          | CUSIP: N/A<br>LEI: 635400YFBIYXOQAEON61       | Long             | ABS-MBS          | CORP              | GB        |      1226976 | PA      | $1620265.38     | 0.00%             | 2095-03-25      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| Trivium Packaging Finance BV                                              | Trivium Packaging Finance BV                                                                                                                        | CUSIP: 89686QAC0<br>LEI: 724500GMZWW3PVYET548 | Long             | DBT              | CORP              | NL        |      3430000 | PA      | $3713691.87     | 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      | $3396720.00     | 0.01%             | 2038-01-22      | Variable      | 0.00%                 | 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        |       680125 | PA      | $558714.47      | 0.00%             | 2050-02-25      | Variable      | 2.80%                 | No            |                  2 | On Loan: No      |
| Marriott Ownership Resorts, Inc.                                          | Marriott Ownership Resorts, Inc.                                                                                                                    | CUSIP: 57164PAK2<br>LEI: BW4532OH033VURR0IT68 | Long             | DBT              | CORP              | US        |       663000 | PA      | $630405.86      | 0.00%             | 2033-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                            | BNP Paribas SA                                                                                                                                      | CUSIP: 09659W2F0<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      1100000 | PA      | $1095340.88     | 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        |        31587 | PA      | $30876.29       | 0.00%             | 2048-09-15      | Fixed         | 3.23%                 | 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      | $3640163.27     | 0.01%             | 2062-04-20      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Cirsa Finance International SARL                                          | Cirsa Finance International SARL                                                                                                                    | CUSIP: N/A<br>LEI: 254900KUJN6DHWH2K029       | Long             | DBT              | CORP              | LU        |      3341000 | PA      | $3801667.78     | 0.01%             | 2031-10-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MCM Associates Ltd.                                                       | MCM Associates Ltd.                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | CORP              | US        |     54075508 | PA      | $51963248.79    | 0.11%             | 2031-09-25      | Fixed         | 2.50%                 | No            |                  3 | On Loan: No      |
| Apidos CLO XXXIX Ltd.                                                     | Apidos CLO XXXIX Ltd., Series 2022-39A, Class A1R                                                                                                   | CUSIP: 03766HAQ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1420000 | PA      | $1419273.81     | 0.00%             | 2038-10-21      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| Howard Hughes Corp. (The)                                                 | Howard Hughes Corp. (The)                                                                                                                           | CUSIP: 44267DAE7<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |      2604000 | PA      | $2463094.44     | 0.01%             | 2029-02-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Bridge Street CLO VI Ltd.                                                 | Bridge Street CLO VI Ltd., Series 2025-2A, Class A1                                                                                                 | CUSIP: 10806PAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      8750000 | PA      | $8747464.25     | 0.02%             | 2039-01-15      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| Cloud Software Group, Inc.                                                | Cloud Software Group, Inc.                                                                                                                          | CUSIP: 18912UAG7<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |      3050000 | PA      | $2711677.84     | 0.01%             | 2033-08-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | USD Currency                                                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |     13636000 | PA      | $318833.79      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Brookfield Residential Properties, Inc.                                   | Brookfield Residential Properties, Inc.                                                                                                             | CUSIP: 11283YAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      4283000 | PA      | $3932359.36     | 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        |      1735000 | PA      | $1751584.17     | 0.00%             | 2029-05-20      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Millrose Properties, Inc.                                                 | Millrose Properties, Inc.                                                                                                                           | CUSIP: 601137AB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       357000 | PA      | $350433.98      | 0.00%             | 2032-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                              | ING Groep NV                                                                                                                                        | CUSIP: N/A<br>LEI: 549300NYKK9MWM7GGW15       | Long             | DBT              | CORP              | NL        |      9100000 | PA      | $10612943.39    | 0.02%             | 2034-08-15      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| Virgin Money UK plc                                                       | Virgin Money UK plc                                                                                                                                 | CUSIP: N/A<br>LEI: 213800ZK9VGCYYR6O495       | Long             | DBT              | CORP              | GB        |      9800000 | PA      | $13664219.67    | 0.03%             | 2029-08-23      | Variable      | 7.62%                 | 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        |       547769 | PA      | $547699.10      | 0.00%             | 2030-11-15      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Diploma plc                                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        49000 | NS      | $662061.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ARES Commercial Mortgage Trust                                            | ARES Commercial Mortgage Trust, Series 2026-GCP, Class A                                                                                            | CUSIP: 04021QAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1133000 | PA      | $1128043.13     | 0.00%             | 2043-02-15      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Energisa SA                                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -141800 | NS      | $-80203.90      | -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        |     12644822 | PA      | $11934183.30    | 0.03%             | 2029-02-16      | Variable      | 10.33%                | 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      | $4011876.19     | 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      | $2653777.34     | 0.01%             | 2043-06-25      | Variable      | 3.34%                 | No            |                  2 | On Loan: No      |
| MidOcean Credit CLO XV Ltd.                                               | MidOcean Credit CLO XV Ltd., Series 2024-15A, Class D                                                                                               | CUSIP: 59801FAJ2<br>LEI: 254900R5AXF91DYP1Y16 | Long             | ABS-CBDO         | CORP              | JE        |       750000 | PA      | $738197.25      | 0.00%             | 2037-07-21      | Floating      | 7.02%                 | 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      | $1319451.88     | 0.00%             | 2038-11-15      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| Breeze Aviation Group, Inc.                                               | Breeze Aviation Group, Inc.                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |      3965742 | PA      | $3955828.04     | 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      | $3255970.42     | 0.01%             | 2030-03-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| AusNet Services Holdings Pty. Ltd.                                        | AusNet Services Holdings Pty. Ltd.                                                                                                                  | CUSIP: N/A<br>LEI: TTMIG9TE1S0X3ZPDHD61       | Long             | SN               | CORP              | AU        |      6370000 | PA      | $4329144.68     | 0.01%             | 2056-02-04      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| Golden Bar Securitisation Srl                                             | Golden Bar Securitisation SRL, Series 2025-2, Class D                                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | IT        |       526921 | PA      | $610567.41      | 0.00%             | 2044-12-22      | Floating      | 3.72%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Constellation Brands, Inc., Class A                                                                                                                 | CUSIP: 21036P108<br>LEI: N/A                  | N/A              | DE               |  | GB        |       -11400 | NS      | $28044.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INEOS Finance plc                                                         | INEOS Finance plc, 1st Lien Term Loan                                                                                                               | CUSIP: G4768PAT8<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |      2000000 | PA      | $2044120.72     | 0.00%             | 2031-02-07      | Variable      | 5.14%                 | No            |                  2 | On Loan: No      |
| SK hynix, Inc.                                                            | SK hynix, Inc.                                                                                                                                      | CUSIP: N/A<br>LEI: 988400XAIK6XISWQV045       | Long             | DBT              | CORP              | KR        |       545000 | PA      | $562205.65      | 0.00%             | 2028-01-17      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust                                    | Velocity Commercial Capital Loan Trust, Series 2025-P2, Class M1                                                                                    | CUSIP: 92262XAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1677298 | PA      | $1660868.21     | 0.00%             | 2055-10-25      | Variable      | 6.04%                 | 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      | $356548.24      | 0.00%             | 2030-02-18      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Sabre Corp.                                                                                                                                         | CUSIP: 00CC4UCJ7<br>LEI: N/A                  | N/A              | DE               |  | US        |         3841 | NC      | $38410.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sage AR Funding                                                           | Sage AR Funding, Series 2026-1X, Class B                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | CORP              | GB        |      5790000 | PA      | $7618275.23     | 0.02%             | 2038-05-18      | Floating      | 5.24%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                       | Petroleos Mexicanos                                                                                                                                 | CUSIP: 71654QDL3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |      2970657 | PA      | $3123348.77     | 0.01%             | 2029-06-02      | 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      | $294597.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fedrigoni SpA                                                             | Fedrigoni SpA                                                                                                                                       | CUSIP: N/A<br>LEI: 8156004CE82074779D19       | Long             | DBT              | CORP              | IT        |      5871000 | PA      | $6415544.20     | 0.01%             | 2030-01-15      | Floating      | 6.13%                 | 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      | $604253.68      | 0.00%             | 2094-03-25      | Floating      | 5.63%                 | 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        |      1996737 | PA      | $528736.13      | 0.00%             | 2036-11-25      | Variable      | 5.77%                 | 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      | $903815.63      | 0.00%             | 2039-12-15      | Floating      | 7.92%                 | No            |                  2 | On Loan: No      |
| Boots Group Bidco Ltd.                                                    | Boots Group Bidco Ltd. (The), 1st Lien Term Loan                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | GB        |      3478261 | PA      | $4593605.77     | 0.01%             | 2032-08-30      | Variable      | 8.23%                 | 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      | $10796590.23    | 0.02%             | 2031-06-01      | Fixed         | 5.81%                 | No            |                  2 | 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      | $1187587.28     | 0.00%             | 2062-09-18      | Floating      | 3.21%                 | 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        |         7631 | PA      | $6356.25        | 0.00%             | 2064-06-25      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                | Verus Securitization Trust, Series 2025-8, Class B1                                                                                                 | CUSIP: 924930AJ9<br>LEI: 213800K8E68XJS6Z1D09 | Long             | ABS-MBS          | CORP              | US        |      1338462 | PA      | $1322581.28     | 0.00%             | 2070-09-25      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| FS Trust                                                                  | FS Trust, Series 2026-HULA, Class A                                                                                                                 | CUSIP: 30345AAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     12457000 | PA      | $12453103.45    | 0.03%             | 2041-03-15      | Floating      | 5.13%                 | 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      | $4831453.00     | 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      | $3676480.38     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities plc                                                   | JPMorgan Securities plc                                                                                                                             | CUSIP: N/A<br>LEI: K6Q0W1PS1L1O4IQL9C32       | Long             | RA               | CORP              | GB        |      2029272 | PA      | $2345534.04     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| American Airlines, Inc.                                                   | American Airlines, Inc.                                                                                                                             | CUSIP: 00253XAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4426000 | PA      | $4401791.11     | 0.01%             | 2029-04-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Viking Cruises Ltd.                                                       | Viking Cruises Ltd.                                                                                                                                 | CUSIP: 92676XAH0<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |       228000 | PA      | $225107.10      | 0.00%             | 2033-10-15      | Fixed         | 5.88%                 | 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      | $3439719.00     | 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      | $6265608.13     | 0.01%             | 2036-01-20      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| Nationwide Building Society                                               | Nationwide Building Society                                                                                                                         | CUSIP: N/A<br>LEI: 549300XFX12G42QIKN82       | Long             | DBT              | CORP              | GB        |      7575000 | PA      | $10041289.36    | 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        |       421449 | PA      | $421600.23      | 0.00%             | 2031-04-15      | Floating      | 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      | $-6.87          | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EquipmentShare.com, Inc.                                                  | EquipmentShare.com, Inc.                                                                                                                            | CUSIP: 29450YAA7<br>LEI: 254900PWJK48CGPKPI80 | Long             | DBT              | CORP              | US        |       352000 | PA      | $363591.71      | 0.00%             | 2028-05-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                                                                                  | CUSIP: 3142JS2X2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      7214829 | PA      | $7134051.20     | 0.02%             | 2056-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Hilcorp Energy I LP                                                       | Hilcorp Energy I LP                                                                                                                                 | CUSIP: 431318BC7<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |      1699000 | PA      | $1772621.07     | 0.00%             | 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      | $860368.08      | 0.00%             | 2034-04-15      | Floating      | 5.07%                 | 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      | $2115041.00     | 0.00%             | 2037-01-24      | 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      | $-359.72        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust                                    | Velocity Commercial Capital Loan Trust, Series 2021-4, Class M6                                                                                     | CUSIP: 92258DAU1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2167236 | PA      | $1684045.66     | 0.00%             | 2051-12-26      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| TotalEnergies SE                                                          | TotalEnergies SE, Series NC7                                                                                                                        | CUSIP: N/A<br>LEI: 529900S21EQ1BO4ESM68       | Long             | DBT              | CORP              | FR        |     55129000 | PA      | $61401838.01    | 0.13%             | 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        |      2278079 | PA      | $1514421.56     | 0.00%             | 2046-10-25      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | FR        |    241045964 | PA      | $-5672056.23    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Atlas Funding plc                                                         | Atlas Funding plc, Series 2025-2, Class C                                                                                                           | CUSIP: N/A<br>LEI: 213800W2FS9Z1VKVEA38       | Long             | ABS-MBS          | CORP              | GB        |       195000 | PA      | $257595.87      | 0.00%             | 2067-07-20      | Floating      | 5.13%                 | 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      | $7755580.00     | 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        |     14336890 | PA      | $14360111.01    | 0.03%             | 2055-12-25      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| Resurgent Trade and Investments Ltd.                                      | Resurgent Trade and Investments Ltd.                                                                                                                | CUSIP: N/A<br>LEI: 89450041TCNTI3YL5A08       | Long             | DBT              | CORP              | MU        |     44132000 | PA      | $43968711.60    | 0.10%             | 2027-12-05      | Fixed         | 9.51%                 | No            |                  3 | On Loan: No      |
| Frontier Communications Holdings LLC                                      | Frontier Communications Holdings LLC                                                                                                                | CUSIP: 35908MAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2140000 | PA      | $2152801.48     | 0.00%             | 2030-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Jinkai Investment Holdings Ltd.                                           | Jinkai Investment Holdings Ltd.                                                                                                                     | CUSIP: N/A<br>LEI: 254900SACG78Z9C9V725       | Long             | DBT              | CORP              | HK        |      6800000 | PA      | $6283200.00     | 0.01%             | 2031-02-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp. Variable Rate Notes, Series 5502, Class EF                                                                         | CUSIP: 3137HJSS7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     10261882 | PA      | $10349253.43    | 0.02%             | 2055-02-25      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | S&P 500 Index                                                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -1800 | NC      | $-101779.24     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| KSL Trust                                                                 | KSL Trust                                                                                                                                           | CUSIP: 50116JAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2957000 | PA      | $2956153.82     | 0.01%             | 2030-06-15      | Floating      | 5.57%                 | 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        |      4075188 | PA      | $4127339.11     | 0.01%             | 2028-06-30      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| COLT Mortgage Loan Trust                                                  | COLT Mortgage Loan Trust, Series 2025-12, Class B1                                                                                                  | CUSIP: 19688UAM4<br>LEI: 213800A53WDNKWGEVL75 | Long             | ABS-MBS          | CORP              | US        |      1989000 | PA      | $1986139.02     | 0.00%             | 2071-01-26      | Variable      | 6.86%                 | No            |                  2 | On Loan: No      |
| TCI-Flatiron CLO Ltd.                                                     | TCI-Flatiron CLO Ltd., Series 2018-1A, Class DR2                                                                                                    | CUSIP: 87232CAG5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1000000 | PA      | $993161.70      | 0.00%             | 2035-07-29      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Platform Bidco Ltd.                                                       | Platform Bidco Ltd., Facility 1st Lien Term Loan B6                                                                                                 | CUSIP: G7124FAR6<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |      4000000 | PA      | $4343684.30     | 0.01%             | 2031-09-29      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | USD Currency                                                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CH        |     20609222 | PA      | $175067.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Georg Fischer AG (Registered)                                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -36900 | NS      | $-15903.96      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Waystar Technologies, Inc.                                                | Waystar Technologies, Inc., 1st Lien Term Loan                                                                                                      | CUSIP: 63939WAN3<br>LEI: 549300BIRBTAWWHCSZ09 | Long             | LON              | CORP              | US        |       128175 | PA      | $127694.74      | 0.00%             | 2029-10-22      | Variable      | 5.67%                 | No            |                  3 | On Loan: No      |
| Sabre GLBL, Inc.                                                          | Sabre GLBL, Inc., 1st Lien Term Loan B1                                                                                                             | CUSIP: 78571YBM1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      6136206 | PA      | $4793910.99     | 0.01%             | 2029-07-30      | Variable      | 10.02%                | No            |                  2 | On Loan: No      |
| N/A                                                                       | F5, Inc.                                                                                                                                            | CUSIP: 315616102<br>LEI: N/A                  | N/A              | DE               |  | GB        |        -6700 | NS      | $-8100.42       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Station Casinos LLC                                                       | Station Casinos LLC                                                                                                                                 | CUSIP: 857691AJ8<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |      2082000 | PA      | $2090078.16     | 0.00%             | 2032-03-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| COLT Mortgage Loan Trust                                                  | COLT Mortgage Loan Trust, Series 2025-7, Class A1                                                                                                   | CUSIP: 19689CAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      8653216 | PA      | $8677777.66     | 0.02%             | 2070-06-25      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Corpay, Inc.                                                                                                                                        | CUSIP: 219948106<br>LEI: N/A                  | N/A              | DE               |  | US        |        -6700 | NS      | $123229.90      | 0.00%             |  |  |  | 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        |       873801 | PA      | $748969.69      | 0.00%             | 2028-05-03      | Variable      | 7.92%                 | 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      | $4129852.05     | 0.01%             | 2038-01-15      | Variable      | 0.00%                 | 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      | $5837123.85     | 0.01%             | 2037-03-25      | Floating      | 4.00%                 | 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      | $612873.40      | 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        |       630032 | PA      | $584669.23      | 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        |      1534200 | NS      | $192063.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDIT                                                                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    373960000 | PA      | $-1131735.81    | -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        |       583830 | PA      | $583465.21      | 0.00%             | 2034-11-15      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-456445.26     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    497490436 | PA      | $-174246.54     | -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      | $-57093.61      | -0.00%            |  |  |  | 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      | $1843869.82     | 0.00%             | 2055-08-25      | Variable      | 4.45%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     20221820 | PA      | $-1221.03       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Newell Brands, Inc.                                                       | Newell Brands, Inc.                                                                                                                                 | CUSIP: 651229BC9<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |       694000 | PA      | $697392.97      | 0.00%             | 2027-09-15      | 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      | $1662320.70     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Toromont Industries Ltd.                                                                                                                            | CUSIP: 891102105<br>LEI: N/A                  | N/A              | DE               |  | US        |        -8500 | NS      | $-28337.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SM Energy Co.                                                             | SM Energy Co.                                                                                                                                       | CUSIP: 097793AE3<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |     14745000 | PA      | $14720961.82    | 0.03%             | 2026-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Anchorage Capital CLO 31 Ltd.                                             | Anchorage Capital CLO 31 Ltd., Series 2025-31A, Class A1                                                                                            | CUSIP: 032912AA5<br>LEI: 636700LHRCVD3XI3ZU07 | Long             | ABS-CBDO         | CORP              | KY        |     39750000 | PA      | $39759428.70    | 0.09%             | 2038-10-20      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Woodside Energy Group Ltd.                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        88000 | NS      | $171964.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Stillwater Mining Co.                                                     | Stillwater Mining Co.                                                                                                                               | CUSIP: N/A<br>LEI: 6354007DPCY4ZN2MRR73       | Long             | DBT              | CORP              | US        |       682000 | PA      | $676462.16      | 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      | $3954040.00     | 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      | $2145967.92     | 0.00%             | 2037-10-25      | Floating      | 5.03%                 | 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      | $1675039.11     | 0.00%             | 2037-01-20      | Floating      | 9.32%                 | 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      | $3276447.78     | 0.01%             | 2062-10-25      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| Froneri International Ltd.                                                | Froneri International Ltd., Facility 1st Lien Term Loan B5                                                                                          | CUSIP: G3679YAL6<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |      4127907 | PA      | $4689891.65     | 0.01%             | 2032-09-30      | Variable      | 4.90%                 | 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        |     63756280 | PA      | $64275103.46    | 0.14%             | 2054-12-25      | Floating      | 5.08%                 | 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      | $-384853.45     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Sasol Ltd.                                                                                                                                          | CUSIP: 803866102<br>LEI: N/A                  | N/A              | DE               |  | US        |       -60800 | NS      | $-100679.81     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Virgin Media O2 Vendor Financing Notes VI DAC                             | Virgin Media O2 Vendor Financing Notes VI DAC                                                                                                       | CUSIP: 92769UAA9<br>LEI: 9845001E591J5060A412 | Long             | DBT              | CORP              | IE        |      5887000 | PA      | $5144189.53     | 0.01%             | 2033-03-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Goldstory SAS                                                             | Goldstory SAS                                                                                                                                       | CUSIP: N/A<br>LEI: 969500NWR67ONUJD4A26       | Long             | DBT              | CORP              | FR        |      3506000 | PA      | $3938505.08     | 0.01%             | 2030-02-01      | Floating      | 6.02%                 | 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      | $4835781.82     | 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        |       365579 | PA      | $428210.72      | 0.00%             | 2039-05-27      | Floating      | 4.10%                 | No            |                  2 | On Loan: No      |
| Elstree 1st plc                                                           | Elstree 1st plc, Series 252-1ST, Class B                                                                                                            | CUSIP: N/A<br>LEI: 2138008Y99GI8Q29TP62       | Long             | ABS-MBS          | CORP              | GB        |      2074999 | PA      | $2730082.95     | 0.01%             | 2065-10-21      | Floating      | 4.68%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                        | Credit Agricole SA                                                                                                                                  | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | DBT              | CORP              | FR        |     14000000 | PA      | $16226584.21    | 0.04%             | 2036-04-15      | Variable      | 4.38%                 | 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        |     57015296 | PA      | $1212829.38     | 0.00%             | 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      | $11960590.74    | 0.03%             | 2029-05-28      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Suriname Government International Bond                                    | Suriname Government International Bond                                                                                                              | CUSIP: 86886PAF9<br>LEI: 254900SYU4G5JM13TN77 | Long             | DBT              | NUSS              | SR        |       697000 | PA      | $720698.00      | 0.00%             | 2035-11-06      | Fixed         | 8.50%                 | 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      | $1148562.50     | 0.00%             | 2035-03-15      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| MidOcean Credit CLO XVII Ltd.                                             | MidOcean Credit CLO XVII Ltd., Series 2024-17A, Class A1                                                                                            | CUSIP: 598014AA6<br>LEI: 254900JGDVZUT1NBFA07 | Long             | ABS-CBDO         | CORP              | KY        |      1820000 | PA      | $1821205.02     | 0.00%             | 2038-01-20      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| Prestige Brands, Inc.                                                     | Prestige Brands, Inc.                                                                                                                               | CUSIP: 74112BAL9<br>LEI: 549300JBVP4J6D42I235 | Long             | DBT              | CORP              | US        |       270000 | PA      | $269418.93      | 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        |       987500 | PA      | $987085.25      | 0.00%             | 2031-10-30      | Variable      | 5.42%                 | 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      | $5001338.00     | 0.01%             | 2038-01-18      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| CSTL Commercial Mortgage Trust                                            | CSTL Commercial Mortgage Trust, Series 2026-GATE3, Class E                                                                                          | CUSIP: 228920AJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3117000 | PA      | $3078801.48     | 0.01%             | 2043-02-10      | Variable      | 6.34%                 | 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      | $3001914.30     | 0.01%             | 2038-07-15      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| GT Loan Financing I Ltd.                                                  | GT Loan Financing I Ltd., Series 2013-1A, Class AR2                                                                                                 | CUSIP: 36248MAS6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      9580000 | PA      | $9573731.81     | 0.02%             | 2039-04-28      | Floating      | 5.08%                 | 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      | $3046882.80     | 0.01%             | 2032-02-10      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Republic of Ecuador                                                       | Republic of Ecuador                                                                                                                                 | CUSIP: 27927WAQ5<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |       864000 | PA      | $848232.00      | 0.00%             | 2034-01-29      | Fixed         | 8.75%                 | 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      | $1129935.57     | 0.00%             | 2052-06-15      | Variable      | 0.72%                 | 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      | $4915068.75     | 0.01%             | 2043-07-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FCT Noria                                                                 | FCT Noria, Series 2025-1, Class B                                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | FR        |      2200000 | PA      | $2534943.87     | 0.01%             | 2043-07-25      | Floating      | 2.84%                 | No            |                  2 | On Loan: No      |
| Mattamy Group Corp.                                                       | Mattamy Group Corp.                                                                                                                                 | CUSIP: 57701RAQ5<br>LEI: 5493008TNY7A82WCXU31 | Long             | DBT              | CORP              | CA        |      2138000 | PA      | $2007697.45     | 0.00%             | 2033-12-15      | Fixed         | 6.00%                 | 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        |     14814000 | PA      | $18330829.20    | 0.04%             | 2028-11-30      | Fixed         | 6.12%                 | 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        |      4156311 | PA      | $5511690.60     | 0.01%             | 2062-01-27      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| Instituto Costarricense de Electricidad                                   | Instituto Costarricense de Electricidad                                                                                                             | CUSIP: 45777VAD9<br>LEI: 5493009VA6AFUB2Q0289 | Long             | DBT              | NUSS              | CR        |       280000 | PA      | $271197.50      | 0.00%             | 2043-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ROBLOX Corp.                                                              | ROBLOX Corp.                                                                                                                                        | CUSIP: 771049AA1<br>LEI: 529900ANZDBDFU91SO19 | Long             | DBT              | CORP              | US        |      1474000 | PA      | $1385239.85     | 0.00%             | 2030-05-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| VF Corp.                                                                  | VF Corp.                                                                                                                                            | CUSIP: 918204AX6<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | DBT              | CORP              | US        |      3708000 | PA      | $3923258.55     | 0.01%             | 2028-02-25      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Dual Binary Option: Payout at expiration if the SPX Index cash is below 6536.76 and Per Share NAV of United States Oil Fund, LP is below USD 85.042 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | GB        |      9350643 | PA      | $5016941.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Federal National Mortgage Association Variable Rate Notes, Series 2025-35, Class FJ                                                                 | CUSIP: 3136BVN46<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     17231482 | PA      | $17452193.39    | 0.04%             | 2055-05-25      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp. Variable Rate Notes, Series 5478, Class FH                                                                         | CUSIP: 3137HHSE2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     34071526 | PA      | $34365451.21    | 0.07%             | 2054-04-25      | Floating      | 5.11%                 | 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        |      1361487 | PA      | $1391788.93     | 0.00%             | 2049-12-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| GC Treasury Center Co. Ltd.                                               | GC Treasury Center Co. Ltd.                                                                                                                         | CUSIP: N/A<br>LEI: 549300LUFQBC2EQNAR40       | Long             | DBT              | CORP              | TH        |     14870000 | PA      | $14398621.00    | 0.03%             | 2030-09-10      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| MidOcean Credit CLO XXI                                                   | MidOcean Credit CLO XXI, Series 2025-21A, Class A1                                                                                                  | CUSIP: 597924AA7<br>LEI: 254900LHC18VUV4A5266 | Long             | ABS-CBDO         | CORP              | KY        |      7360000 | PA      | $7352535.49     | 0.02%             | 2038-10-20      | Floating      | 5.12%                 | 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        |      6300701 | PA      | $8311312.21     | 0.02%             | 2035-02-18      | Floating      | 6.24%                 | No            |                  2 | On Loan: No      |
| Cross Ocean Bosphorus CLO VIII DAC                                        | Cross Ocean Bosphorus CLO VIII DAC, Series 8A, Class AR                                                                                             | CUSIP: N/A<br>LEI: 635400MROFJVI8UCDM56       | Long             | ABS-CBDO         | CORP              | IE        |      2275000 | PA      | $2633542.54     | 0.01%             | 2038-07-15      | Floating      | 3.40%                 | 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      | $2149952.00     | 0.00%             | 2056-10-21      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| Churchill Downs, Inc.                                                     | Churchill Downs, Inc.                                                                                                                               | CUSIP: 171484AG3<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |      1760000 | PA      | $1757756.35     | 0.00%             | 2027-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| RRE 18 Loan Management DAC                                                | RRE 18 Loan Management DAC, Series 18A, Class SUB                                                                                                   | CUSIP: N/A<br>LEI: 2549006A5T132SLF8U37       | Long             | ABS-CBDO         | CORP              | IE        |      5000000 | PA      | $4900226.07     | 0.01%             | 2124-04-15      | 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      | $1182829.55     | 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        |      5886620 | PA      | $167524.38      | 0.00%             | 2052-02-25      | Variable      | 0.50%                 | No            |                  2 | On Loan: No      |
| Compass Datacenters Issuer II LLC                                         | Compass Datacenters Issuer II LLC, Series 2025-2A, Class A1                                                                                         | CUSIP: 20469CAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     13518000 | PA      | $13304262.85    | 0.03%             | 2050-11-25      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                                                 | Nelnet Student Loan Trust, Series 2025-BA, Class D                                                                                                  | CUSIP: 64032BAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2922000 | PA      | $2874226.18     | 0.01%             | 2055-05-17      | Fixed         | 6.04%                 | 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      | $4333957.64     | 0.01%             | 2037-05-25      | Floating      | 4.35%                 | 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      | $1897159.88     | 0.00%             | 2038-04-20      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| ACRES LLC                                                                 | ACRES LLC, Series 2025-FL3, Class A                                                                                                                 | CUSIP: 00501DAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     13896000 | PA      | $13899892.27    | 0.03%             | 2040-08-18      | 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      | $27898.13       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NRTH Commercial Mortgage Trust                                            | NRTH Commercial Mortgage Trust, Series 2025-PARK, Class A                                                                                           | CUSIP: 669985AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     16865000 | PA      | $16849197.50    | 0.04%             | 2040-10-15      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | SGX Nikkei 225 Index                                                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | SG        |         -144 | NC      | $309050.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      1180000 | PA      | $-65077.22      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Colombia                                                      | Republic of Colombia                                                                                                                                | CUSIP: 195325EP6<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |       651000 | PA      | $666005.55      | 0.00%             | 2036-11-07      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Bolivarian Republic of Venezuela                                          | Bolivarian Republic of Venezuela                                                                                                                    | CUSIP: N/A<br>LEI: 529900XM8PJTJK5OJI77       | Long             | DBT              | NUSS              | VE        |      1234600 | PA      | $628411.40      | 0.00%             | 2031-08-05      | Fixed         | 11.95%                | No            |                  2 | On Loan: No      |
| Hill FL BV                                                                | Hill FL BV, Series 2025-1FL, Class C                                                                                                                | CUSIP: N/A<br>LEI: 72450069R7MTUFTXDC59       | Long             | ABS-O            | CORP              | NL        |      6346000 | PA      | $7343327.34     | 0.02%             | 2032-10-18      | Floating      | 3.21%                 | No            |                  2 | On Loan: No      |
| Garmin Ltd.                                                               | Garmin Ltd.                                                                                                                                         | CUSIP: N/A<br>LEI: 2549001E0HIPIJQ0W046       | Long             | EC               | CORP              | CH        |         1268 | NS      | $294188.68      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MHP Commercial Mortgage Trust                                             | MHP Commercial Mortgage Trust, Series 2025-MHIL2, Class E                                                                                           | CUSIP: 59317DAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4665000 | PA      | $4641370.38     | 0.01%             | 2040-09-15      | Floating      | 7.17%                 | 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      | $20106399.33    | 0.04%             | 2040-01-21      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Surgery Center Holdings, Inc.                                             | Surgery Center Holdings, Inc., 1st Lien Term Loan                                                                                                   | CUSIP: 86880NBD4<br>LEI: 54930054EVI5HWPPW113 | Long             | LON              | CORP              | US        |       298921 | PA      | $298777.23      | 0.00%             | 2030-12-19      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| HOMES Trust                                                               | Homes Trust, Series 2025-AFC4, Class A1A                                                                                                            | CUSIP: 43762DAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6633198 | PA      | $6620837.75     | 0.01%             | 2060-11-25      | Variable      | 5.15%                 | 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      | $3882284.99     | 0.01%             | 2037-10-15      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Italmatch Chemicals SpA                                                   | Italmatch Chemicals SpA                                                                                                                             | CUSIP: N/A<br>LEI: 815600E7294ACCE76074       | Long             | DBT              | CORP              | IT        |       910000 | PA      | $997834.97      | 0.00%             | 2031-02-05      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Snap, Inc.                                                                | Snap, Inc.                                                                                                                                          | CUSIP: 83304AAM8<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |      3242000 | PA      | $3049324.05     | 0.01%             | 2034-03-15      | Fixed         | 6.88%                 | 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      | $634394.18      | 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        |      1051196 | PA      | $1215178.82     | 0.00%             | 2035-01-20      | Floating      | 2.84%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                                     | United Mexican States                                                                                                                               | CUSIP: 91087BBP4<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      5388000 | PA      | $6011306.54     | 0.01%             | 2038-03-19      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ZF Europe Finance BV                                                      | ZF Europe Finance BV                                                                                                                                | CUSIP: N/A<br>LEI: 549300RI533US2G6G542       | Long             | DBT              | CORP              | NL        |     10800000 | PA      | $11777116.10    | 0.03%             | 2032-02-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-1058807.21    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Sherwin-Williams Co. (The)                                                                                                                          | CUSIP: 824348106<br>LEI: N/A                  | N/A              | DE               |  | US        |        -3100 | NS      | $-12517.80      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS Group AG                                                              | UBS Group AG                                                                                                                                        | CUSIP: 902613AP3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |       200000 | PA      | $200554.44      | 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      | $1133713.14     | 0.00%             | 2031-10-15      | Floating      | 5.50%                 | 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      | $2200851.45     | 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      | $-99955.49      | -0.00%            |  |  |  | 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        |       938762 | PA      | $855446.46      | 0.00%             | 2031-06-17      | Variable      | 6.70%                 | 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      | $112475.10      | 0.00%             | 2039-09-10      | Variable      | 2.33%                 | No            |                  2 | On Loan: No      |
| Embraer Netherlands Finance BV                                            | Embraer Netherlands Finance BV                                                                                                                      | CUSIP: 29082HAE2<br>LEI: 724500PBR8LR26XBSP67 | Long             | DBT              | CORP              | NL        |      7748000 | PA      | $7985889.17     | 0.02%             | 2035-02-11      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| Hill FL BV                                                                | Hill FL BV, Series 2025-1FL, Class E                                                                                                                | CUSIP: N/A<br>LEI: 72450069R7MTUFTXDC59       | Long             | ABS-O            | CORP              | NL        |      5059000 | PA      | $5857947.16     | 0.01%             | 2032-10-18      | Floating      | 4.60%                 | 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      | $31824405.00    | 0.07%             | 2030-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Molina Healthcare, Inc.                                                   | Molina Healthcare, Inc.                                                                                                                             | CUSIP: 60855RAJ9<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |       191000 | PA      | $184689.95      | 0.00%             | 2028-06-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| DR Horton, Inc.                                                           | DR Horton, Inc.                                                                                                                                     | CUSIP: 23331A109<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | EC               | CORP              | US        |        56422 | NS      | $7742226.84     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | KDDI Corp.                                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -69200 | NS      | $-28516.13      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Corp. Financiera de Desarrollo SA                                         | Corp. Financiera de Desarrollo SA                                                                                                                   | CUSIP: N/A<br>LEI: 254900BOM7T4MG6T0J30       | Long             | DBT              | NUSS              | PE        |      4987000 | PA      | $4825234.19     | 0.01%             | 2027-09-28      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Rupiah                                                                    | Rupiah                                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | ID        | 111324478061 | OU      | $6550618.03     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Telefonica Europe BV                                                      | Telefonica Europe BV                                                                                                                                | CUSIP: N/A<br>LEI: 7245007FZS0M65WUGP67       | Long             | DBT              | CORP              | NL        |      4900000 | PA      | $5787947.72     | 0.01%             | 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      | $-7943710.15    | -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        |     12000000 | PA      | $15976768.26    | 0.03%             | 2027-11-29      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| CTF Services Ltd.                                                         | CTF Services Ltd.                                                                                                                                   | CUSIP: N/A<br>LEI: 2549002WHK9XGQC01O62       | Long             | DBT              | CORP              | BM        |     36000000 | PA      | $4469468.96     | 0.01%             | 2028-10-03      | Fixed         | 0.75%                 | 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      | $10555145.81    | 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      | $0.16           | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Vivion Investments SARL                                                   | Vivion Investments SARL                                                                                                                             | CUSIP: N/A<br>LEI: 529900SJ7X71ESJK9N76       | Long             | DBT              | CORP              | LU        |      9834000 | PA      | $10623601.00    | 0.02%             | 2030-06-08      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                                                                                  | CUSIP: 31427GNA8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      4425506 | PA      | $4532428.93     | 0.01%             | 2055-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Kaman Corp.                                                               | Kaman Corp., Delayed Draw 1st Lien Term Loan                                                                                                        | CUSIP: 48354VAN2<br>LEI: 5493003YK076OLTEQF95 | Long             | LON              | CORP              | US        |       827953 | PA      | $827795.24      | 0.00%             | 2032-02-26      | Variable      | 1.20%                 | 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        |      3556000 | PA      | $2810651.11     | 0.01%             | 2029-11-30      | Fixed         | 6.75%                 | 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        |       328997 | PA      | $322923.28      | 0.00%             | 2028-04-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Amprion GmbH                                                              | Amprion GmbH                                                                                                                                        | CUSIP: N/A<br>LEI: 529900ZIV0ETYHYZM863       | Long             | DBT              | CORP              | DE        |      7500000 | PA      | $8473261.93     | 0.02%             | 2046-01-15      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    732656225 | PA      | $1458223.34     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Nebius Group NV                                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -26954 | NS      | $291531.77      | 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      | $164945.50      | 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      | $-3027131.85    | -0.01%            | 2029-03-21      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    272753320 | PA      | $-9566.99       | -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      | $1113587.96     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GreenSky Home Improvement Issuer Trust                                    | GreenSky Home Improvement Issuer Trust, Series 2025-2A, Class D                                                                                     | CUSIP: 39571VAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3086000 | PA      | $3074703.39     | 0.01%             | 2060-06-25      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                | Verus Securitization Trust, Series 2025-8, Class B2                                                                                                 | CUSIP: 924930AK6<br>LEI: 213800K8E68XJS6Z1D09 | Long             | ABS-MBS          | CORP              | US        |       655555 | PA      | $648838.84      | 0.00%             | 2070-09-25      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| RBC Capital Markets LLC                                                   | RBC Capital Markets LLC                                                                                                                             | CUSIP: N/A<br>LEI: 549300LCO2FLSSVFFR64       | Long             | RA               | CORP              | US        |       494375 | PA      | $494375.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ares Loan Funding IV Ltd.                                                 | Ares Loan Funding IV Ltd., Series 2023-ALF4A, Class D1R                                                                                             | CUSIP: 04020FAU8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |      1000000 | PA      | $985127.70      | 0.00%             | 2038-10-15      | Floating      | 6.42%                 | 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      | $7047377.77     | 0.02%             | 2041-10-15      | Floating      | 7.27%                 | No            |                  2 | On Loan: No      |
| CSN Resources SA                                                          | CSN Resources SA                                                                                                                                    | CUSIP: N/A<br>LEI: 222100ZEX458NMOXZP08       | Long             | DBT              | CORP              | LU        |      2646000 | PA      | $1617367.50     | 0.00%             | 2032-04-08      | Fixed         | 5.88%                 | 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        |       245381 | PA      | $285618.90      | 0.00%             | 2040-12-28      | Floating      | 3.81%                 | No            |                  2 | On Loan: No      |
| RBC Capital Markets LLC                                                   | RBC Capital Markets LLC                                                                                                                             | CUSIP: N/A<br>LEI: 549300LCO2FLSSVFFR64       | Long             | RA               | CORP              | US        |       901125 | PA      | $901125.00      | 0.00%             |  |  |  | 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      | $379173.66      | 0.00%             | 2065-04-20      | Floating      | 8.13%                 | 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        |      1893000 | PA      | $1784152.50     | 0.00%             | 2036-01-15      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| Regatta 30 Funding Ltd.                                                   | Regatta 30 Funding Ltd., Series 2024-4A, Class A1                                                                                                   | CUSIP: 75903UAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      9600000 | PA      | $9602760.96     | 0.02%             | 2038-01-25      | Floating      | 4.99%                 | 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      | $2885959.24     | 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      | $2211673.80     | 0.00%             | 2067-01-25      | Variable      | 4.01%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                           | TransDigm, Inc.                                                                                                                                     | CUSIP: 893647BV8<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |      6832000 | PA      | $6967751.84     | 0.02%             | 2032-03-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Ocado Group plc                                                           | Ocado Group plc                                                                                                                                     | CUSIP: N/A<br>LEI: 213800LO8F61YB8MBC74       | Long             | DBT              | CORP              | GB        |      1900000 | PA      | $2391916.58     | 0.01%             | 2027-01-18      | Fixed         | 0.75%                 | 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        |      9976733 | PA      | $9981357.51     | 0.02%             | 2051-12-26      | Variable      | 6.73%                 | 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      | $80665.58       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Athens International Airport SA                                           | Athens International Airport SA                                                                                                                     | CUSIP: N/A<br>LEI: 213800BC45UCMQYR4995       | Long             | EC               | CORP              | GR        |       103284 | NS      | $1254488.03     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federation of Malaysia                                                    | Malaysia Government Bond                                                                                                                            | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |     16440000 | PA      | $4011477.75     | 0.01%             | 2035-07-02      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| Altafiber                                                                 | Altafiber Virginia LLC, 1st Lien Term Loan B5                                                                                                       | CUSIP: 17187MAU4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       987486 | PA      | $984662.26      | 0.00%             | 2028-11-23      | Variable      | 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      | $-337818.72     | -0.00%            |  |  |  | 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      | $7135949.51     | 0.02%             | 2039-04-25      | Floating      | 3.23%                 | 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        |      7199647 | PA      | $6501281.59     | 0.01%             | 2040-02-28      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | EUR Currency                                                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |     97005000 | PA      | $2611.45        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                                       | New Residential Mortgage Loan Trust, Series 2025-NQM5, Class A1                                                                                     | CUSIP: 64832GAC8<br>LEI: 213800USJ6KQFZEWGZ76 | Long             | ABS-MBS          | CORP              | US        |      7433468 | PA      | $7407661.71     | 0.02%             | 2065-08-25      | Variable      | 5.11%                 | 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        |      2665409 | PA      | $2362011.30     | 0.01%             | 2056-11-25      | Variable      | 2.07%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    197460200 | PA      | $1275226.86     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | ETRS                                                                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         9744 | PA      | $215608.11      | 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      | $64175.67       | 0.00%             | 2029-03-08      | None          | 0.00%                 | 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        |      6861000 | PA      | $7057230.09     | 0.02%             | 2041-12-10      | Variable      | 7.01%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | ETRS                                                                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      4095530 | PA      | $2409986.55     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Legrand SA                                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         7500 | NS      | $-1839.84       | -0.00%            |  |  |  | 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      | $4226503.78     | 0.01%             | 2030-07-20      | 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      | $1515.80        | 0.00%             |  |  |  | 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        |      4833880 | PA      | $4810507.92     | 0.01%             | 2041-04-15      | Floating      | 7.36%                 | No            |                  2 | On Loan: No      |
| Bright Machines, Inc.                                                     | Bright Machines, Inc., Series C-1                                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      4079305 | NS      | $326344.41      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| OneMain Finance Corp.                                                     | OneMain Finance Corp.                                                                                                                               | CUSIP: 682691AM2<br>LEI: 5493008I795YYBFWFU90 | Short            | DBT              | CORP              | US        |     -4300000 | PA      | $-4110481.71    | -0.01%            | 2033-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Brink's Co. (The)                                                         | Brink's Co. (The)                                                                                                                                   | CUSIP: 109696AA2<br>LEI: XFP140TFNOQMIVFTVQ13 | Long             | DBT              | CORP              | US        |       887000 | PA      | $875392.45      | 0.00%             | 2027-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Riyad Sukuk Ltd.                                                          | Riyad Sukuk Ltd.                                                                                                                                    | CUSIP: N/A<br>LEI: 549300P8GI2KKEMZUH97       | Long             | DBT              | CORP              | KY        |      8500000 | PA      | $8454015.00     | 0.02%             | 2035-07-14      | Variable      | 6.21%                 | 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      | $87316.79       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MTU Aero Engines AG                                                       | MTU Aero Engines AG                                                                                                                                 | CUSIP: N/A<br>LEI: 529900807L67JY81RD65       | Long             | EC               | CORP              | DE        |         2090 | NS      | $762471.49      | 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        |       649000 | PA      | $663511.64      | 0.00%             | 2028-01-15      | Fixed         | 7.75%                 | 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      | $-532848.90     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| APLD ComputeCo 2 LLC                                                      | APLD ComputeCo 2 LLC                                                                                                                                | CUSIP: 03772CAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1077000 | PA      | $1069158.47     | 0.00%             | 2031-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Goodyear Tire & Rubber Co. (The)                                          | Goodyear Tire & Rubber Co. (The)                                                                                                                    | CUSIP: 382550BJ9<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |       100000 | PA      | $90209.16       | 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      | $-938985.82     | -0.00%            | 2034-01-12      | Variable      | 5.96%                 | 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      | $4513594.25     | 0.01%             | 2031-09-30      | Variable      | 5.48%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corp.                                                    | Tenet Healthcare Corp.                                                                                                                              | CUSIP: 88033GDH0<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |      5249000 | PA      | $5202009.11     | 0.01%             | 2028-06-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Davidson Homes, Inc.                                                      | Davidson Homes, Inc.                                                                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |        77385 | NS      | $85341725.70    | 0.18%             |  |  |  | No            |                  3 | On Loan: No      |
| Community Health Systems, Inc.                                            | Community Health Systems, Inc.                                                                                                                      | CUSIP: 12543DBQ2<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     14620000 | PA      | $15173631.91    | 0.03%             | 2034-01-15      | 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      | $45530.83       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NCL Corp. Ltd.                                                            | NCL Corp. Ltd.                                                                                                                                      | CUSIP: 62886HBY6<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |      1134000 | PA      | $1101755.65     | 0.00%             | 2031-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  39901440710 | PA      | $764608.62      | 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      | $15759645.89    | 0.03%             | 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      | $151056.16      | 0.00%             | 2050-06-10      | Variable      | 1.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    780307521 | PA      | $-558426.25     | -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      | $6978096.71     | 0.02%             | 2039-05-10      | Variable      | 3.95%                 | No            |                  2 | On Loan: No      |
| Jazz Financing Lux SARL                                                   | Jazz Financing Lux SARL, 1st Lien Term Loan B2                                                                                                      | CUSIP: G5080AAJ1<br>LEI: 635400WUEO2NSG5OIU34 | Long             | LON              | CORP              | LU        |       694942 | PA      | $696894.36      | 0.00%             | 2028-05-05      | Variable      | 5.92%                 | 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        |      1384802 | PA      | $1381452.48     | 0.00%             | 2032-03-15      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| Frasers Centrepoint Trust                                                 | Frasers Centrepoint Trust                                                                                                                           | CUSIP: N/A<br>LEI: 5493002RGQ266FKERZ83       | Long             | DBT              | CORP              | SG        |      8000000 | PA      | $6300070.00     | 0.01%             | 2030-07-02      | Variable      | 3.98%                 | 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      | $219708.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Allwyn International AG                                                   | Allwyn International AG, Facility 1st Lien Term Loan B                                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | GB        |      5636000 | PA      | $6418283.63     | 0.01%             | 2032-03-22      | Variable      | 4.89%                 | 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        |      8484360 | PA      | $5851032.83     | 0.01%             | 2033-03-15      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| Suntec REIT                                                               | Suntec REIT                                                                                                                                         | CUSIP: N/A<br>LEI: 549300C46QFXSI2F4K13       | Long             | DBT              | CORP              | SG        |      6750000 | PA      | $5381309.79     | 0.01%             | 2030-06-17      | Variable      | 4.48%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Tourmaline Oil Corp.                                                                                                                                | CUSIP: 89156V106<br>LEI: N/A                  | N/A              | DE               |  | US        |       -73200 | NS      | $77106.55       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | USD Currency                                                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |   -100132946 | PA      | $-275358.87     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Standard Life plc                                                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -330900 | NS      | $-132711.56     | -0.00%            |  |  |  | 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      | $4548244.24     | 0.01%             | 2058-02-25      | Variable      | 7.26%                 | 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        |      2000000 | PA      | $2295240.70     | 0.00%             | 2031-07-11      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     78856712 | PA      | $-339420.09     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                                                  | CUSIP: 31418ES43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13700407 | PA      | $13576270.25    | 0.03%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Entain Holdings (Gibraltar) Ltd.                                          | Entain Holdings (Gibraltar) Ltd., Facility 1st Lien Term Loan B4                                                                                    | CUSIP: X3000CAC5<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |      1209486 | PA      | $1400486.98     | 0.00%             | 2028-06-30      | Variable      | 5.63%                 | No            |                  2 | On Loan: No      |
| Crown PropTech Acquisitions                                               | Crown PropTech Acquisitions                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |       229536 | NS      | $300692.16      | 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      | $-1320330.83    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MKS, Inc.                                                                 | MKS, Inc.                                                                                                                                           | CUSIP: N/A<br>LEI: 549300KEQATBHAGVF505       | Long             | DBT              | CORP              | US        |      4423000 | PA      | $4884351.78     | 0.01%             | 2034-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $1889760.44     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Caesars Entertainment, Inc.                                               | Caesars Entertainment, Inc.                                                                                                                         | CUSIP: 12769GAB6<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |       772000 | PA      | $781534.20      | 0.00%             | 2030-02-15      | 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      | $14592.25       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCM Investments Holdings II LLC                                           | LCM Investments Holdings II LLC                                                                                                                     | CUSIP: 50190EAC8<br>LEI: 549300P5V78NNQTG4428 | Long             | DBT              | CORP              | US        |      4273000 | PA      | $4438557.39     | 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        |      1061000 | PA      | $1067040.64     | 0.00%             | 2028-02-15      | Fixed         | 7.25%                 | 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        |      2023737 | PA      | $1623753.37     | 0.00%             | 2036-01-25      | Floating      | 4.14%                 | No            |                  2 | On Loan: No      |
| Atlas Funding plc                                                         | Atlas Funding plc, Series 2025-2, Class B                                                                                                           | CUSIP: N/A<br>LEI: 213800W2FS9Z1VKVEA38       | Long             | ABS-MBS          | CORP              | GB        |       764000 | PA      | $1010452.76     | 0.00%             | 2067-07-20      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| Whitebox CLO I Ltd.                                                       | Whitebox CLO I Ltd., Series 2019-1A, Class A1R3                                                                                                     | CUSIP: 96467FBJ8<br>LEI: 549300E4AC0513DYO913 | Long             | ABS-CBDO         | CORP              | KY        |      2060000 | PA      | $2055672.56     | 0.00%             | 2037-01-24      | Floating      | 4.85%                 | 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      | $2063176.95     | 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        |       983709 | PA      | $1136313.68     | 0.00%             | 2033-01-14      | Floating      | 2.79%                 | No            |                  2 | On Loan: No      |
| Park Intermediate Holdings LLC                                            | Park Intermediate Holdings LLC                                                                                                                      | CUSIP: 70052LAD5<br>LEI: 549300HJUVLG7EAGZV92 | Long             | DBT              | CORP              | US        |      1107000 | PA      | $1120554.11     | 0.00%             | 2030-02-01      | 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      | $101137.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Allied Universal Holdco LLC                                               | Allied Universal Holdco LLC                                                                                                                         | CUSIP: 019576AC1<br>LEI: 98450038B4549046D794 | Long             | DBT              | CORP              | US        |      5510000 | PA      | $5324185.17     | 0.01%             | 2029-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Trinitas CLO XX Ltd.                                                      | Trinitas CLO XX Ltd., Series 2022-20A, Class D1R                                                                                                    | CUSIP: 89640EAU2<br>LEI: 5493007IXHTJ7TQMIW41 | Long             | ABS-CBDO         | CORP              | KY        |      1000000 | PA      | $998761.00      | 0.00%             | 2035-07-20      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| Republic of Indonesia                                                     | Republic of Indonesia                                                                                                                               | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        | 122845000000 | PA      | $7136102.16     | 0.02%             | 2033-05-15      | 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      | $366.79         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   4376293314 | PA      | $-727263.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Italy                                                         | Buoni Poliennali del Tesoro                                                                                                                         | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |    146298000 | PA      | $167576656.39   | 0.36%             | 2030-07-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |      6016000 | PA      | $-1409.77       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Southwest Airlines Co.                                                                                                                              | CUSIP: 844741108<br>LEI: N/A                  | N/A              | DE               |  | US        |        10000 | NS      | $-26600.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MHP Commercial Mortgage Trust                                             | MHP Commercial Mortgage Trust, Series 2025-MHIL2, Class A                                                                                           | CUSIP: 59317DAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     16011000 | PA      | $15940122.51    | 0.03%             | 2040-09-15      | Floating      | 5.17%                 | 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        |        52874 | PA      | $52649.73       | 0.00%             | 2030-12-31      | Variable      | 7.59%                 | 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        |      4190464 | PA      | $3683669.20     | 0.01%             | 2027-04-15      | Variable      | 8.25%                 | No            |                  2 | On Loan: No      |
| Samsung Electronics Co. Ltd.                                              | Samsung Electronics Co. Ltd.                                                                                                                        | CUSIP: N/A<br>LEI: 9884007ER46L6N7EI764       | Long             | EC               | CORP              | KR        |        16109 | NS      | $1884131.06     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     28226133 | PA      | $13249.56       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Federal National Mortgage Association Variable Rate Notes, Series 2025-42, Class FA                                                                 | CUSIP: 3136BWKS4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10241634 | PA      | $10350946.22    | 0.02%             | 2055-06-25      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | INFRONEER Holdings, Inc.                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |       130400 | NS      | $-28159.21      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Australia & New Zealand Banking Group Ltd.                                | Australia & New Zealand Banking Group Ltd.                                                                                                          | CUSIP: N/A<br>LEI: JHE42UYNWWTJB8YTTU19       | Long             | DBT              | CORP              | AU        |     10000000 | PA      | $6842924.10     | 0.01%             | 2037-02-23      | Floating      | 5.24%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Stryker Corp.                                                                                                                                       | CUSIP: 863667101<br>LEI: N/A                  | N/A              | DE               |  | GB        |         4300 | NS      | $-15929.42      | -0.00%            |  |  |  | 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      | $1492086.30     | 0.00%             | 2037-04-19      | Floating      | 10.17%                | No            |                  2 | On Loan: No      |
| Olympus Water US Holding Corp.                                            | Olympus Water US Holding Corp.                                                                                                                      | CUSIP: 681639AB6<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |      4047000 | PA      | $3824584.97     | 0.01%             | 2029-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| UKG, Inc.                                                                 | UKG, Inc., 1st Lien Term Loan                                                                                                                       | CUSIP: 89841EAB1<br>LEI: 529900FKHWSTQ1GXK240 | Long             | LON              | CORP              | US        |       980050 | PA      | $935094.87      | 0.00%             | 2031-02-10      | Variable      | 6.17%                 | 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        |     11336690 | PA      | $476037.83      | 0.00%             | 2029-12-25      | Variable      | 1.36%                 | 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        |     19028352 | PA      | $18496267.70    | 0.04%             | 2038-10-25      | Fixed         | 3.18%                 | No            |                  2 | 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      | $5761072.47     | 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        |       624000 | PA      | $641456.40      | 0.00%             | 2032-01-26      | Fixed         | 7.95%                 | 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        |      3208514 | PA      | $4250202.92     | 0.01%             | 2033-04-21      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    233575238 | PA      | $334263.95      | 0.00%             |  |  |  | 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      | $5833678.32     | 0.01%             | 2035-11-25      | Floating      | 4.53%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-284890.83     | -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        |       192769 | PA      | $223362.13      | 0.00%             | 2041-09-16      | Floating      | 3.39%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     60385385 | PA      | $85261.27       | 0.00%             |  |  |  | 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      | $1085231.25     | 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        |      4636000 | PA      | $4611282.24     | 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      | $1727103.64     | 0.00%             | 2027-01-12      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| Autoflorence 4 Srl                                                        | Autoflorence 4 SRL, Series 4, Class C                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | IT        |      1489000 | PA      | $1721165.64     | 0.00%             | 2044-12-24      | Floating      | 3.37%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                                                  | CUSIP: 3138Y4NY1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         2140 | PA      | $2061.74        | 0.00%             | 2044-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Alexandrite Lake Lux Holdings SARL                                        | Alexandrite Lake Lux Holdings SARL                                                                                                                  | CUSIP: N/A<br>LEI: 213800RY78YHYF5J8L55       | Long             | DBT              | CORP              | LU        |      3830000 | PA      | $4327300.13     | 0.01%             | 2030-07-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                          | Deutsche Bank AG                                                                                                                                    | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | RA               | CORP              | DE        |     10323300 | PA      | $11932186.30    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| 1988 CLO 3 Ltd.                                                           | 1988 CLO 3 Ltd., Series 2023-3A, Class A1R                                                                                                          | CUSIP: 653949AL1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      4750000 | PA      | $4731272.18     | 0.01%             | 2038-10-15      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| DBMS DAC                                                                  | DBMS DAC, Series 2025-1X, Class A                                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | CORP              | IE        |      9248000 | PA      | $12213747.86    | 0.03%             | 2036-02-18      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| Grifols Worldwide Operations USA, Inc.                                    | Grifols Worldwide Operations USA, Inc., 1st Lien Term Loan B                                                                                        | CUSIP: 39843PAG8<br>LEI: N/A                  | Long             | LON              | CORP              | IE        |       682611 | PA      | $681566.16      | 0.00%             | 2027-11-15      | Variable      | 5.77%                 | No            |                  2 | On Loan: No      |
| CRC Insurance Group LLC                                                   | CRC Insurance Group LLC, 1st Lien Term Loan B                                                                                                       | CUSIP: 89788VAG7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      1022653 | PA      | $1006996.41     | 0.00%             | 2031-05-06      | Variable      | 6.45%                 | 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        |      3333000 | PA      | $3278838.75     | 0.01%             | 2026-12-09      | Variable      | 5.45%                 | 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        |      1062000 | PA      | $1061668.13     | 0.00%             | 2039-03-15      | Floating      | 5.21%                 | 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      | $575302.52      | 0.00%             | 2055-09-12      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                                 | Ford Motor Credit Co. LLC                                                                                                                           | CUSIP: 345397A45<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      7230000 | PA      | $7196958.97     | 0.02%             | 2027-01-09      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                                  | Angel Oak Mortgage Trust, Series 2025-8, Class A1                                                                                                   | CUSIP: 03466UAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      8471686 | PA      | $8488231.70     | 0.02%             | 2070-07-25      | Variable      | 5.41%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    133200000 | PA      | $-1001320.01    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| 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        |      2847452 | PA      | $2830243.03     | 0.01%             | 2054-10-25      | Fixed         | 5.96%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    121226148 | PA      | $78847.56       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Federal National Mortgage Association Variable Rate Notes, Series 2025-63, Class DF                                                                 | CUSIP: 3136BWXP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10090769 | PA      | $10179031.93    | 0.02%             | 2055-08-25      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $2319297.29     | 0.01%             |  |  |  | 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      | $1599462.96     | 0.00%             | 2031-06-16      | Fixed         | 6.79%                 | No            |                  2 | On Loan: No      |
| Tower Bridge Funding plc                                                  | Tower Bridge Funding plc, Series 2026-1, Class A                                                                                                    | CUSIP: N/A<br>LEI: 213800RFTUPOIEPDEP07       | Long             | ABS-MBS          | CORP              | GB        |      4710000 | PA      | $6219231.43     | 0.01%             | 2073-01-20      | Floating      | 4.50%                 | No            |                  2 | On Loan: No      |
| Renault SA                                                                | Renault SA                                                                                                                                          | CUSIP: N/A<br>LEI: 969500F7JLTX36OUI695       | Long             | DBT              | CORP              | FR        |      3700000 | PA      | $4201238.85     | 0.01%             | 2030-09-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                            | BNP Paribas SA                                                                                                                                      | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | RA               | CORP              | FR        |       558000 | PA      | $558000.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VoltaGrid LLC                                                             | VoltaGrid LLC                                                                                                                                       | CUSIP: 92874BAA3<br>LEI: 254900R5BEUGIKK1FM03 | Long             | DBT              | CORP              | US        |     14082000 | PA      | $14544016.34    | 0.03%             | 2030-11-01      | 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      | $7114.33        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                                                  | CUSIP: 3140QRUL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        89204 | PA      | $88459.71       | 0.00%             | 2053-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                   | BPCE SA                                                                                                                                             | CUSIP: N/A<br>LEI: 9695005MSX1OYEMGDF46       | Long             | DBT              | CORP              | FR        |     38600000 | PA      | $43347654.22    | 0.09%             | 2033-10-01      | Variable      | 3.62%                 | 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        |       784634 | PA      | $794342.05      | 0.00%             | 2030-06-01      | Variable      | 6.63%                 | No            |                  2 | On Loan: No      |
| Fosun International Ltd.                                                  | Fosun International Ltd.                                                                                                                            | CUSIP: N/A<br>LEI: 213800Z99WQEXDF82F09       | Long             | EC               | CORP              | HK        |      2800000 | NS      | $1484771.52     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BHMS Commercial Mortgage Trust                                            | BHMS Commercial Mortgage Trust, Series 2025-ATLS, Class A                                                                                           | CUSIP: 088928AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     20252000 | PA      | $20265009.88    | 0.04%             | 2042-08-15      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                                              | BX Commercial Mortgage Trust, Series 2026-VLT9, Class A                                                                                             | CUSIP: 05618UAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     12412000 | PA      | $12351920.96    | 0.03%             | 2045-03-15      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    347007700 | PA      | $-4833603.30    | -0.01%            |  |  |  | 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        |       950709 | PA      | $363408.33      | 0.00%             | 2028-12-29      | Variable      | 7.42%                 | 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      | $956470.24      | 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      | $3191975.60     | 0.01%             | 2038-05-20      | Fixed         | 5.33%                 | 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      | $-476425.23     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    310210245 | PA      | $-3268971.83    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |      1985000 | PA      | $-181944.66     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Anglian Water Osprey Financing plc                                        | Anglian Water Osprey Financing plc                                                                                                                  | CUSIP: N/A<br>LEI: 21380072JDZ74GW9ZY87       | Long             | DBT              | CORP              | GB        |      9820000 | PA      | $12572964.81    | 0.03%             | 2033-08-18      | Fixed         | 6.38%                 | No            |                  2 | 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        |       942745 | PA      | $1096700.25     | 0.00%             | 2036-12-29      | Floating      | 3.61%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Korea 3-Year Bond                                                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | KR        |         -633 | NC      | $284314.88      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                                        | Banco Bilbao Vizcaya Argentaria SA                                                                                                                  | CUSIP: 05946KAS0<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Short            | DBT              | CORP              | ES        |     -7000000 | PA      | $-7169575.00    | -0.02%            | 2032-01-14      | Variable      | 7.75%                 | No            |                  2 | On Loan: No      |
| Kapla Holding SAS                                                         | Kapla Holding SAS                                                                                                                                   | CUSIP: N/A<br>LEI: 894500PJ28XTH66K4X83       | Long             | DBT              | CORP              | FR        |     13089000 | PA      | $14876254.21    | 0.03%             | 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      | $455390.20      | 0.00%             | 2037-07-18      | Floating      | 9.62%                 | 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      | $3221515.85     | 0.01%             | 2064-11-25      | Variable      | 7.69%                 | 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      | $5002992.50     | 0.01%             | 2036-07-20      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| HIH Trust                                                                 | HIH Trust, Series 2024-61P, Class A                                                                                                                 | CUSIP: 40444VAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     12213094 | PA      | $12213093.70    | 0.03%             | 2041-10-15      | Floating      | 5.51%                 | 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      | $23320152.02    | 0.05%             | 2036-07-10      | Variable      | 6.22%                 | 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      | $699599.74      | 0.00%             | 2030-07-18      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Caixa Seguridade Participacoes SA                                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -969000 | NS      | $-54547.85      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SM Energy Co.                                                             | SM Energy Co.                                                                                                                                       | CUSIP: 17888HAC7<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |      6029000 | PA      | $6361113.49     | 0.01%             | 2030-11-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | AUD Currency                                                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |   -138681500 | PA      | $-465764.85     | -0.00%            |  |  |  | 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        |       272938 | PA      | $272427.11      | 0.00%             | 2032-03-04      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| Eldorado Gold Corp.                                                       | Eldorado Gold Corp.                                                                                                                                 | CUSIP: 284902509<br>LEI: 5493004PWQ01YDD1IH62 | Long             | EC               | CORP              | CA        |        62537 | NS      | $2146895.21     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| BWAY Mortgage Trust                                                       | BWAY Mortgage Trust, Series 2013-1515, Class D                                                                                                      | CUSIP: 05604FAN5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      9570000 | PA      | $8554325.37     | 0.02%             | 2033-03-10      | Fixed         | 3.63%                 | No            |                  2 | 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        |      6224039 | PA      | $8243897.03     | 0.02%             | 2065-10-12      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| Huntsman International LLC                                                | Huntsman International LLC                                                                                                                          | CUSIP: 44701QBF8<br>LEI: 3YTEJFW18LGIUQ2N5J61 | Long             | DBT              | CORP              | US        |      1959000 | PA      | $1624876.09     | 0.00%             | 2031-06-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Foxconn Singapore Pte. Ltd.                                               | Foxconn Singapore Pte. Ltd.                                                                                                                         | CUSIP: N/A<br>LEI: 3003001GX1DM54M7IA09       | Long             | DBT              | CORP              | SG        |     15700000 | PA      | $17489021.87    | 0.04%             | 2031-11-04      | Fixed         | 3.12%                 | 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      | $652408.57      | 0.00%             | 2045-06-25      | Variable      | 3.46%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $531694.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | iShares Preferred & Income Securities ETF                                                                                                           | CUSIP: 464288687<br>LEI: N/A                  | N/A              | DE               |  | US        |      -500000 | NS      | $425000.00      | 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      | $31989.58       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Runitonetime LLC                                                          | Runitonetime LLC, 1st Lien Term Loan                                                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       157376 | PA      | $155408.70      | 0.00%             | 2026-04-16      | Variable      | 4.77%                 | No            |                  3 | 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      | $2580565.01     | 0.01%             | 2036-06-15      | Floating      | 6.10%                 | No            |                  2 | On Loan: No      |
| eBay, Inc.                                                                | eBay, Inc.                                                                                                                                          | CUSIP: 278642103<br>LEI: OML71K8X303XQONU6T67 | Long             | EC               | CORP              | US        |         3529 | NS      | $321209.58      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TELUS Corp.                                                               | TELUS Corp.                                                                                                                                         | CUSIP: 87971MCQ4<br>LEI: 894500TX134IMF6NW757 | Long             | DBT              | CORP              | CA        |       221000 | PA      | $218787.19      | 0.00%             | 2056-06-09      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| AngloGold Ashanti Holdings plc                                            | AngloGold Ashanti Holdings plc                                                                                                                      | CUSIP: 03512TAE1<br>LEI: 213800745ZIXC4L6A131 | Long             | DBT              | CORP              | IM        |       585000 | PA      | $558476.10      | 0.00%             | 2030-10-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Sunny Optical Technology Group Co. Ltd.                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       180100 | NS      | $5090.84        | 0.00%             |  |  |  | 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      | $4611841.50     | 0.01%             | 2027-12-13      | Variable      | 5.39%                 | 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      | $3875172.50     | 0.01%             | 2031-08-20      | Floating      | 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      | $113567.49      | 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      | $35347.50       | 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        |      1222017 | PA      | $794335.51      | 0.00%             | 2035-06-15      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| Alpha Generation LLC                                                      | Alpha Generation LLC, 1st Lien Term Loan B                                                                                                          | CUSIP: 02072UAC6<br>LEI: 254900K5V62L4YGVKF49 | Long             | LON              | CORP              | US        |       970097 | PA      | $966788.55      | 0.00%             | 2031-09-30      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| HLF Financing SARL LLC                                                    | HLF Financing SARL LLC                                                                                                                              | CUSIP: 40390DAC9<br>LEI: 549300VKVJUV5OGV2R51 | Long             | DBT              | CORP              | US        |      3857000 | PA      | $3609165.38     | 0.01%             | 2029-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Ukraine                                                                   | Ukraine Government Bond                                                                                                                             | CUSIP: N/A<br>LEI: 6354001WLTJXOMEXPY07       | Long             | DBT              | NUSS              | UA        |      5269634 | PA      | $2692782.97     | 0.01%             | 2036-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Sunoco LP                                                                 | Sunoco LP                                                                                                                                           | CUSIP: 86765KAC3<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |       100000 | PA      | $103466.90      | 0.00%             | 2032-05-01      | 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      | $-13324.35      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ball Corp.                                                                | Ball Corp.                                                                                                                                          | CUSIP: 058498AX4<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |       594000 | PA      | $534946.96      | 0.00%             | 2031-09-15      | Fixed         | 3.12%                 | 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        |      1026901 | PA      | $1028698.30     | 0.00%             | 2029-08-03      | Variable      | 7.79%                 | No            |                  2 | On Loan: No      |
| Gategroup Finance LUX SA                                                  | Gategroup Finance LUX SA, Facility 1st Lien Term Loan B2                                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1831858 | PA      | $2104119.62     | 0.00%             | 2032-06-10      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   1211340000 | PA      | $144685.67      | 0.00%             |  |  |  | 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      | $1301507.22     | 0.00%             | 2065-05-25      | Variable      | 7.66%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | SSE plc                                                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |       -56400 | NS      | $-85270.45      | -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        |       402975 | PA      | $402725.16      | 0.00%             | 2032-03-03      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | NASDAQ 100 E-Mini Index                                                                                                                             | CUSIP: 00CC43R44<br>LEI: N/A                  | N/A              | DE               |  | US        |           30 | NC      | $178416.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Synthomer plc                                                             | Synthomer plc                                                                                                                                       | CUSIP: N/A<br>LEI: 213800EHT3TI1KPQQJ56       | Long             | DBT              | CORP              | GB        |      2502000 | PA      | $1852048.40     | 0.00%             | 2029-05-02      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Garda World Security Corp.                                                | Garda World Security Corp.                                                                                                                          | CUSIP: 36485MAP4<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |      2705000 | PA      | $2706836.70     | 0.01%             | 2032-11-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Pepper Prime Trust                                                        | Pepper Prime Trust, Series 2025-1, Class B                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | CORP              | AU        |      1250000 | PA      | $852812.70      | 0.00%             | 2067-04-12      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| Hensoldt AG                                                               | Hensoldt AG                                                                                                                                         | CUSIP: N/A<br>LEI: 894500686FYLLZD3M624       | Long             | EC               | CORP              | DE        |        25300 | NS      | $2245384.56     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LQR Trust                                                                 | LQR Trust, Series 2025-CALI, Class E                                                                                                                | CUSIP: 50216WAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     13299000 | PA      | $13298857.30    | 0.03%             | 2043-01-15      | Floating      | 7.62%                 | No            |                  2 | On Loan: No      |
| Dolcetto Holdco SpA                                                       | Dolcetto Holdco SpA                                                                                                                                 | CUSIP: N/A<br>LEI: 81560029E819F2CE4A42       | Long             | DBT              | CORP              | IT        |     17886000 | PA      | $20534872.41    | 0.04%             | 2032-07-14      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Compass Datacenters Issuer III LLC                                        | Compass Datacenters Issuer III LLC, Series 2026-1A, Class A22                                                                                       | CUSIP: 20469BAG2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     11251000 | PA      | $11018613.97    | 0.02%             | 2056-02-25      | Fixed         | 5.29%                 | 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        |      3398831 | PA      | $3376146.30     | 0.01%             | 2051-08-27      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| Rockford Tower CLO Ltd.                                                   | Rockford Tower CLO Ltd., Series 2025-3A, Class A1                                                                                                   | CUSIP: 77340WAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2000000 | PA      | $1998280.20     | 0.00%             | 2038-03-31      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $523.68         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Vanir Logistics Finance SARL                                              | Vanir Logistics Finance SARL, Series 1X, Class C                                                                                                    | CUSIP: N/A<br>LEI: 636700UXUGBCCF9PA752       | Long             | ABS-MBS          | CORP              | LU        |      2170000 | PA      | $2498876.56     | 0.01%             | 2037-07-23      | Floating      | 3.97%                 | No            |                  2 | On Loan: No      |
| Harvest Midstream I LP                                                    | Harvest Midstream I LP                                                                                                                              | CUSIP: 417558AA1<br>LEI: 549300DW5M17KJOXCY66 | Long             | DBT              | CORP              | US        |      2277000 | PA      | $2299089.18     | 0.00%             | 2028-09-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BAHA Trust                                                                | BAHA Trust, Series 2024-MAR, Class D                                                                                                                | CUSIP: 05493XAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3500000 | PA      | $3648734.95     | 0.01%             | 2041-12-10      | Variable      | 8.31%                 | 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      | $-36665.62      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Mercedes-Benz Group AG                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        36500 | NS      | $-53570.71      | -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      | $1286487.20     | 0.00%             | 2094-03-25      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| Jane Street Group                                                         | Jane Street Group                                                                                                                                   | CUSIP: 47077WAA6<br>LEI: 5493002N1IVX6KHGYO08 | Long             | DBT              | CORP              | US        |       206000 | PA      | $199656.83      | 0.00%             | 2029-11-15      | 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      | $121749.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Washington Mutual Asset-Backed Certificates Trust                         | Washington Mutual Asset-Backed Certificates Trust, Series 2007-HE1, Class 2A2                                                                       | CUSIP: 93935KAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      4493294 | PA      | $1406925.77     | 0.00%             | 2036-11-25      | Floating      | 4.13%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust                                        | Ellington Financial Mortgage Trust, Series 2025-NQM6, Class A1A                                                                                     | CUSIP: 281916AC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     11209378 | PA      | $11146287.83    | 0.02%             | 2070-12-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Vehis Auto Leasing                                                        | Vehis Auto Leasing Dac Mezz, 1st Lien Term Loan                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    119832076 | PA      | $32280608.80    | 0.07%             | 2032-06-10      | Variable      | 9.29%                 | No            |                  3 | On Loan: No      |
| United Mexican States                                                     | United Mexican States                                                                                                                               | CUSIP: 91087BBN9<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      8868000 | PA      | $9954158.05     | 0.02%             | 2034-03-19      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | USD Currency                                                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |    -25926500 | PA      | $-106090.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | iShares Expanded Tech-Software Sector ETF                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         3000 | NC      | $541254.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    419054622 | PA      | $-2311714.57    | -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      | $427.69         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    191482000 | PA      | $485596.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mars, Inc.                                                                | Mars, Inc.                                                                                                                                          | CUSIP: 571676BC8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     34012000 | PA      | $33164165.19    | 0.07%             | 2055-05-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | USD Currency                                                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | FR        |    -66924200 | PA      | $-224476.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDIT                                                                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | FR        |     22791000 | PA      | $-1497431.56    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BFLD Commercial Mortgage Trust                                            | BFLD Commercial Mortgage Trust, Series 2025-5MW, Class F                                                                                            | CUSIP: 088921AF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     29630000 | PA      | $30363164.72    | 0.07%             | 2042-10-10      | Variable      | 9.83%                 | No            |                  2 | On Loan: No      |
| Aroundtown Finance Sarl                                                   | Aroundtown Finance Sarl                                                                                                                             | CUSIP: N/A<br>LEI: 8945006LEXV2KWSWVP51       | Long             | DBT              | CORP              | LU        |      4592000 | PA      | $4787777.59     | 0.01%             | 2031-07-03      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | VZ Holding AG                                                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         8800 | NS      | $21146.93       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |

### Signature

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

**Name of Applicant:** BlackRock Funds V

**Signature:** Chuck Pulsfort

**Name of Signer:** Chuck Pulsfort

**Title:** Assistant Treasurer